Supports MT5 and forex trading.

Signed-off-by: TIANHE <TIANHE@GMAIL.COM>

backend_api_python/app/services/live_trading/execution.py

@@ -4,6 +4,7 @@ Translate a strategy signal into a direct-exchange order call.
 Supports:
 - Crypto exchanges: Binance, OKX, Bitget, Bybit, Coinbase, Kraken, KuCoin, Gate, Bitfinex
 - Traditional brokers: Interactive Brokers (IBKR) for US/HK stocks
+- Forex brokers: MetaTrader 5 (MT5)
 """
 
 from __future__ import annotations
@@ -28,6 +29,9 @@ from app.services.live_trading.bitfinex import BitfinexClient, BitfinexDerivativ
 # Lazy import IBKR
 IBKRClient = None
 
+# Lazy import MT5
+MT5Client = None
+
 
 def _signal_to_sides(signal_type: str) -> Tuple[str, str, bool]:
     """
@@ -169,6 +173,24 @@ def place_order_from_signal(
             exchange_config=exchange_config,
         )
 
+    # Check for MT5 client (lazy import to avoid circular dependency)
+    global MT5Client
+    if MT5Client is None:
+        try:
+            from app.services.mt5_trading import MT5Client as _MT5Client
+            MT5Client = _MT5Client
+        except ImportError:
+            pass
+
+    if MT5Client is not None and isinstance(client, MT5Client):
+        return _place_mt5_order(
+            client=client,
+            signal_type=signal_type,
+            symbol=symbol,
+            amount=qty,
+            exchange_config=exchange_config,
+        )
+
     raise LiveTradingError(f"Unsupported client type: {type(client)}")
 
 
@@ -228,3 +250,56 @@ def _place_ibkr_order(
     )
 
 
+def _place_mt5_order(
+    client,
+    *,
+    signal_type: str,
+    symbol: str,
+    amount: float,
+    exchange_config: Optional[Dict[str, Any]] = None,
+) -> LiveOrderResult:
+    """
+    Place order via MT5 for forex trading.
+
+    Signal mapping for forex:
+    - open_long / add_long -> BUY
+    - close_long / reduce_long -> SELL
+    - open_short / add_short -> SELL
+    - close_short / reduce_short -> BUY
+    """
+    sig = (signal_type or "").strip().lower()
+
+    # Determine action based on signal
+    if sig in ("open_long", "add_long"):
+        action = "buy"
+    elif sig in ("close_long", "reduce_long"):
+        action = "sell"
+    elif sig in ("open_short", "add_short"):
+        action = "sell"
+    elif sig in ("close_short", "reduce_short"):
+        action = "buy"
+    else:
+        raise LiveTradingError(f"Unsupported signal_type for MT5: {signal_type}")
+
+    # Place market order
+    result = client.place_market_order(
+        symbol=symbol,
+        side=action,
+        volume=amount,
+        comment="QuantDinger",
+    )
+
+    # Convert MT5Client result to LiveOrderResult format
+    return LiveOrderResult(
+        success=result.success,
+        exchange_order_id=str(result.order_id) if result.order_id else "",
+        filled=result.filled,
+        avg_price=result.price,
+        raw={
+            "status": result.status,
+            "message": result.message,
+            "deal_id": result.deal_id,
+            "raw": result.raw,
+        },
+    )
+

backend_api_python/app/services/live_trading/factory.py

@@ -4,6 +4,7 @@ Factory for direct exchange clients.
 Supports:
 - Crypto exchanges: Binance, OKX, Bitget, Bybit, Coinbase, Kraken, KuCoin, Gate, Bitfinex
 - Traditional brokers: Interactive Brokers (IBKR) for US/HK stocks
+- Forex brokers: MetaTrader 5 (MT5)
 """
 
 from __future__ import annotations
@@ -28,6 +29,10 @@ from app.services.live_trading.bitfinex import BitfinexClient, BitfinexDerivativ
 IBKRClient = None
 IBKRConfig = None
 
+# Lazy import MT5 to avoid ImportError if MetaTrader5 not installed
+MT5Client = None
+MT5Config = None
+
 
 def _get(cfg: Dict[str, Any], *keys: str) -> str:
     for k in keys:
@@ -109,10 +114,18 @@ def create_client(exchange_config: Dict[str, Any], *, market_type: str = "swap")
             return BitfinexClient(api_key=api_key, secret_key=secret_key, base_url=base_url)
         return BitfinexDerivativesClient(api_key=api_key, secret_key=secret_key, base_url=base_url)
 
-    # Traditional brokers (IBKR for US/HK stocks)
+    # Traditional brokers (IBKR for US/HK stocks only)
     if exchange_id == "ibkr":
+        # Note: Market category validation should be done at the caller level
+        # This factory only creates clients based on exchange_id
         return create_ibkr_client(exchange_config)
 
+    # Forex brokers (MT5 for Forex only)
+    if exchange_id == "mt5":
+        # Note: Market category validation should be done at the caller level
+        # This factory only creates clients based on exchange_id
+        return create_mt5_client(exchange_config)
+
     raise LiveTradingError(f"Unsupported exchange_id: {exchange_id}")
 
 
@@ -159,3 +172,56 @@ def create_ibkr_client(exchange_config: Dict[str, Any]):
     return client
 
 
+def create_mt5_client(exchange_config: Dict[str, Any]):
+    """
+    Create MT5 client for forex trading.
+
+    exchange_config should contain:
+    - mt5_login: MT5 account number
+    - mt5_password: MT5 password
+    - mt5_server: Broker server name (e.g., "ICMarkets-Demo")
+    - mt5_terminal_path: Optional path to terminal64.exe
+    """
+    global MT5Client, MT5Config
+
+    # Lazy import to avoid ImportError if MetaTrader5 not installed
+    if MT5Client is None or MT5Config is None:
+        try:
+            from app.services.mt5_trading import MT5Client as _MT5Client, MT5Config as _MT5Config
+            MT5Client = _MT5Client
+            MT5Config = _MT5Config
+        except ImportError:
+            raise LiveTradingError(
+                "MT5 trading requires MetaTrader5 library. Run: pip install MetaTrader5\n"
+                "Note: This library only works on Windows."
+            )
+
+    login = int(exchange_config.get("mt5_login") or 0)
+    password = str(exchange_config.get("mt5_password") or "").strip()
+    server = str(exchange_config.get("mt5_server") or "").strip()
+    terminal_path = str(exchange_config.get("mt5_terminal_path") or "").strip()
+
+    if not login or not password or not server:
+        raise LiveTradingError("MT5 requires login, password, and server")
+
+    config = MT5Config(
+        login=login,
+        password=password,
+        server=server,
+        terminal_path=terminal_path,
+    )
+
+    client = MT5Client(config)
+
+    # Connect immediately
+    if not client.connect():
+        raise LiveTradingError(
+            "Failed to connect to MT5 terminal. Please check:\n"
+            "1. MT5 terminal is running\n"
+            "2. Credentials are correct\n"
+            "3. You are on Windows"
+        )
+
+    return client
+
+