Supports MT5 and forex trading.
Signed-off-by: TIANHE <TIANHE@GMAIL.COM>
This commit is contained in:
TIANHE
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# MetaTrader 5 Trading Module
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Supports forex and CFD trading via MetaTrader 5 terminal.
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## Requirements
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- **Windows platform** (MT5 Python library is Windows-only)
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- MetaTrader 5 terminal installed
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- MT5 account with a broker
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## Installation
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```bash
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pip install MetaTrader5
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```
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Or the dependency is already in `requirements.txt`.
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## MT5 Terminal Configuration
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1. Download and install MetaTrader 5 from your broker or [official website](https://www.metatrader5.com/)
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2. Login to your trading account
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3. Go to **Tools** → **Options** → **Expert Advisors**
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4. Enable:
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- ✅ Allow algorithmic trading
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- ✅ Allow DLL imports (optional, may be needed for some features)
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5. Click OK
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## Strategy Configuration
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When creating a forex strategy, configure the MT5 connection in the "Live Trading" section:
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| Field | Description | Example |
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|-------|-------------|---------|
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| **Broker** | Select "MetaTrader 5" | - |
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| **Server** | Broker server name | `ICMarkets-Demo` |
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| **Account** | MT5 login number | `12345678` |
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| **Password** | MT5 password | `****` |
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## Symbol Format
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| Market | Format | Examples |
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|--------|--------|----------|
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| Forex | Currency pair | `EURUSD`, `GBPUSD`, `USDJPY` |
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| Metals | XAU/XAG pairs | `XAUUSD`, `XAGUSD` |
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| Indices | CFD symbols | `US30`, `US500`, `DE40` |
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| Crypto | Symbol pairs | `BTCUSD`, `ETHUSD` |
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> **Note**: Symbol names may vary by broker. Some brokers use suffixes like `EURUSDm`, `EURUSD.raw`, etc.
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## Lot Size Reference
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| Type | Units | Example |
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|------|-------|---------|
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| Standard Lot | 100,000 | 1.0 lot = 100,000 EUR |
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| Mini Lot | 10,000 | 0.1 lot = 10,000 EUR |
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| Micro Lot | 1,000 | 0.01 lot = 1,000 EUR |
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## API Endpoints
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### Connection Management
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```
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GET /api/mt5/status # Get connection status
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POST /api/mt5/connect # Connect to MT5 terminal
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POST /api/mt5/disconnect # Disconnect
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```
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### Account Queries
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```
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GET /api/mt5/account # Account information
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GET /api/mt5/positions # Open positions
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GET /api/mt5/orders # Pending orders
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GET /api/mt5/symbols # Available symbols
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```
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### Trading
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```
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POST /api/mt5/order # Place order
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POST /api/mt5/close # Close position
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DELETE /api/mt5/order/<id> # Cancel pending order
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```
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### Market Data
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```
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GET /api/mt5/quote?symbol=EURUSD
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```
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## Usage Examples
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### Connect
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```bash
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curl -X POST http://localhost:5000/api/mt5/connect \
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-H "Content-Type: application/json" \
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-d '{"login": 12345678, "password": "your_password", "server": "ICMarkets-Demo"}'
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```
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### Place Market Order
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```bash
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# Buy 0.1 lot EURUSD
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curl -X POST http://localhost:5000/api/mt5/order \
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-H "Content-Type: application/json" \
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-d '{"symbol": "EURUSD", "side": "buy", "volume": 0.1}'
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# Sell 0.5 lot XAUUSD
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curl -X POST http://localhost:5000/api/mt5/order \
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-H "Content-Type: application/json" \
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-d '{"symbol": "XAUUSD", "side": "sell", "volume": 0.5}'
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```
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### Place Limit Order
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```bash
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curl -X POST http://localhost:5000/api/mt5/order \
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-H "Content-Type: application/json" \
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-d '{"symbol": "EURUSD", "side": "buy", "volume": 0.1, "orderType": "limit", "price": 1.0800}'
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```
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### Close Position
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```bash
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curl -X POST http://localhost:5000/api/mt5/close \
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-H "Content-Type: application/json" \
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-d '{"ticket": 123456789}'
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```
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## Important Notes
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1. **MT5 terminal must be running**: The terminal must be open and logged in
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2. **Windows only**: The MetaTrader5 Python library only works on Windows
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3. **Broker symbol names**: Symbol names vary by broker, check your broker's symbol list
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4. **Demo account first**: Test with a demo account before using real funds
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5. **Market hours**: Forex trades 24/5, check specific market hours for other instruments
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## Troubleshooting
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| Error | Cause | Solution |
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|-------|-------|----------|
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| ImportError | MetaTrader5 not installed | `pip install MetaTrader5` |
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| ImportError | Not on Windows | Use a Windows machine or VM |
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| Connection failed | Terminal not running | Start MT5 and login |
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| Connection failed | Wrong credentials | Verify login/password/server |
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| Symbol not found | Invalid symbol | Check broker's symbol list |
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| Trade not allowed | Trading disabled | Enable algo trading in MT5 options |
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## Security Recommendations
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- Use a dedicated trading account
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- Test with demo account first
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- Set appropriate lot sizes and risk limits
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- Monitor positions regularly
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- Keep MT5 terminal updated
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## Removing This Module
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To remove this module, delete:
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```
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backend_api_python/app/services/mt5_trading/ # Entire directory
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backend_api_python/app/routes/mt5.py # Route file
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```
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Then remove the related import and registration code in `app/routes/__init__.py`.
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## See Also
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- [Python Strategy Development Guide](../../docs/STRATEGY_DEV_GUIDE.md)
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- [MetaTrader 5 Python Documentation](https://www.mql5.com/en/docs/python_metatrader5)
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"""
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MetaTrader 5 Trading Module
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Provides forex trading capabilities via MT5 terminal.
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Requires Windows platform and MetaTrader5 Python library.
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"""
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from app.services.mt5_trading.client import MT5Client, MT5Config, OrderResult
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from app.services.mt5_trading.symbols import normalize_symbol, parse_symbol
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__all__ = [
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"MT5Client",
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"MT5Config",
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"OrderResult",
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"normalize_symbol",
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"parse_symbol",
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]
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"""
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MetaTrader 5 Trading Client
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Uses official MetaTrader5 Python library to connect to MT5 terminal for trading.
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Note: Requires Windows platform and MT5 terminal installed.
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"""
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import time
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import threading
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from dataclasses import dataclass, field
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from typing import Optional, Dict, Any, List
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from datetime import datetime
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from app.utils.logger import get_logger
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from app.services.mt5_trading.symbols import normalize_symbol, parse_symbol
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logger = get_logger(__name__)
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# Lazy import MetaTrader5 to allow other features to work without it installed
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mt5 = None
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def _ensure_mt5():
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"""Ensure MetaTrader5 is imported."""
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global mt5
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if mt5 is None:
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try:
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import MetaTrader5 as _mt5
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mt5 = _mt5
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except ImportError:
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raise ImportError(
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"MetaTrader5 is not installed. Run: pip install MetaTrader5\n"
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"Note: This library only works on Windows with MT5 terminal installed."
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)
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return mt5
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@dataclass
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class MT5Config:
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"""MT5 connection configuration."""
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login: int = 0 # MT5 account number
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password: str = "" # MT5 password
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server: str = "" # Broker server name (e.g., "ICMarkets-Demo")
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terminal_path: str = "" # Optional: path to terminal64.exe
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timeout: int = 60000 # Connection timeout in milliseconds
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magic_number: int = 123456 # EA magic number for identifying orders
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@dataclass
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class OrderResult:
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"""Order execution result."""
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success: bool
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order_id: int = 0
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deal_id: int = 0
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filled: float = 0.0
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price: float = 0.0
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status: str = ""
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message: str = ""
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raw: Dict[str, Any] = field(default_factory=dict)
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class MT5Client:
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"""
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MetaTrader 5 Trading Client
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Usage:
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config = MT5Config(
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login=12345678,
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password="your_password",
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server="ICMarkets-Demo"
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)
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client = MT5Client(config)
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if client.connect():
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# Place order
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result = client.place_market_order("EURUSD", "buy", 0.1)
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# Get positions
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positions = client.get_positions()
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client.disconnect()
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"""
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def __init__(self, config: Optional[MT5Config] = None):
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self.config = config or MT5Config()
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self._connected = False
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self._lock = threading.Lock()
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@property
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def connected(self) -> bool:
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"""Check if connected to MT5 terminal."""
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if not self._connected:
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return False
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try:
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_ensure_mt5()
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info = mt5.terminal_info()
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return info is not None and info.connected
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except Exception:
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return False
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def connect(self) -> bool:
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"""
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Connect to MT5 terminal.
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Returns:
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True if connected successfully
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"""
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with self._lock:
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if self.connected:
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return True
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try:
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_ensure_mt5()
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# Initialize MT5 connection
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init_params = {}
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if self.config.terminal_path:
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init_params["path"] = self.config.terminal_path
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if self.config.login and self.config.password and self.config.server:
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init_params["login"] = self.config.login
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init_params["password"] = self.config.password
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init_params["server"] = self.config.server
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init_params["timeout"] = self.config.timeout
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logger.info(f"Connecting to MT5: server={self.config.server}, login={self.config.login}")
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if init_params:
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initialized = mt5.initialize(**init_params)
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else:
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# Connect to already running terminal
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initialized = mt5.initialize()
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if not initialized:
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error = mt5.last_error()
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logger.error(f"MT5 initialization failed: {error}")
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return False
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self._connected = True
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# Log account info
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account_info = mt5.account_info()
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if account_info:
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logger.info(f"MT5 connected: account={account_info.login}, "
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f"server={account_info.server}, balance={account_info.balance}")
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else:
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logger.warning("MT5 connected but account info not available")
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return True
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except Exception as e:
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logger.error(f"MT5 connection failed: {e}")
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self._connected = False
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return False
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def disconnect(self):
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"""Disconnect from MT5 terminal."""
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with self._lock:
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if self._connected:
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try:
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_ensure_mt5()
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mt5.shutdown()
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except Exception as e:
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logger.warning(f"MT5 disconnect exception: {e}")
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finally:
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self._connected = False
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logger.info("MT5 disconnected")
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def _ensure_connected(self):
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"""Ensure connection is established."""
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if not self.connected:
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if not self.connect():
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raise ConnectionError("Cannot connect to MT5 terminal")
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# ==================== Order Methods ====================
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def place_market_order(
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self,
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symbol: str,
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side: str,
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volume: float,
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deviation: int = 20,
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comment: str = "QuantDinger",
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) -> OrderResult:
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"""
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Place a market order.
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Args:
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symbol: Trading symbol (e.g., "EURUSD")
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side: Direction ("buy" or "sell")
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volume: Lot size (e.g., 0.1 = 1 mini lot)
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deviation: Maximum price deviation in points
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comment: Order comment
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Returns:
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OrderResult
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"""
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try:
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self._ensure_connected()
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_ensure_mt5()
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# Normalize symbol
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symbol = normalize_symbol(symbol)
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# Get symbol info
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symbol_info = mt5.symbol_info(symbol)
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if symbol_info is None:
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return OrderResult(
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success=False,
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message=f"Symbol not found: {symbol}"
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)
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if not symbol_info.visible:
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# Enable symbol in Market Watch
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if not mt5.symbol_select(symbol, True):
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return OrderResult(
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success=False,
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message=f"Failed to select symbol: {symbol}"
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)
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# Get current price
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tick = mt5.symbol_info_tick(symbol)
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if tick is None:
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return OrderResult(
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success=False,
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message=f"Failed to get tick for: {symbol}"
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)
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# Determine order type and price
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if side.lower() == "buy":
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order_type = mt5.ORDER_TYPE_BUY
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price = tick.ask
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else:
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order_type = mt5.ORDER_TYPE_SELL
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price = tick.bid
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# Prepare order request
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request = {
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"action": mt5.TRADE_ACTION_DEAL,
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"symbol": symbol,
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"volume": float(volume),
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"type": order_type,
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"price": price,
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"deviation": deviation,
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"magic": self.config.magic_number,
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"comment": comment,
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"type_time": mt5.ORDER_TIME_GTC,
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"type_filling": mt5.ORDER_FILLING_IOC,
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}
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# Send order
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result = mt5.order_send(request)
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if result is None:
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error = mt5.last_error()
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return OrderResult(
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success=False,
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message=f"Order send failed: {error}"
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)
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if result.retcode != mt5.TRADE_RETCODE_DONE:
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return OrderResult(
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success=False,
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order_id=result.order if hasattr(result, 'order') else 0,
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status=str(result.retcode),
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message=f"Order rejected: {result.comment}",
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raw=result._asdict() if hasattr(result, '_asdict') else {}
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)
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return OrderResult(
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success=True,
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order_id=result.order,
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deal_id=result.deal,
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filled=result.volume,
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price=result.price,
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status="filled",
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message="Order executed",
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raw=result._asdict() if hasattr(result, '_asdict') else {}
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)
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except Exception as e:
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logger.error(f"Market order failed: {e}")
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return OrderResult(
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success=False,
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message=str(e)
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)
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def place_limit_order(
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self,
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symbol: str,
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side: str,
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volume: float,
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price: float,
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comment: str = "QuantDinger",
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) -> OrderResult:
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"""
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Place a pending limit order.
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Args:
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symbol: Trading symbol
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side: Direction ("buy" or "sell")
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volume: Lot size
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price: Limit price
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comment: Order comment
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Returns:
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OrderResult
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"""
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try:
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self._ensure_connected()
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_ensure_mt5()
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symbol = normalize_symbol(symbol)
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symbol_info = mt5.symbol_info(symbol)
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if symbol_info is None:
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return OrderResult(
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success=False,
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message=f"Symbol not found: {symbol}"
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)
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if not symbol_info.visible:
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mt5.symbol_select(symbol, True)
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tick = mt5.symbol_info_tick(symbol)
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if tick is None:
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return OrderResult(
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success=False,
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message=f"Failed to get tick for: {symbol}"
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)
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# Determine order type based on side and price relative to market
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if side.lower() == "buy":
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if price < tick.ask:
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order_type = mt5.ORDER_TYPE_BUY_LIMIT
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else:
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order_type = mt5.ORDER_TYPE_BUY_STOP
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else:
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if price > tick.bid:
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order_type = mt5.ORDER_TYPE_SELL_LIMIT
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else:
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order_type = mt5.ORDER_TYPE_SELL_STOP
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request = {
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"action": mt5.TRADE_ACTION_PENDING,
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"symbol": symbol,
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"volume": float(volume),
|
||||
"type": order_type,
|
||||
"price": price,
|
||||
"magic": self.config.magic_number,
|
||||
"comment": comment,
|
||||
"type_time": mt5.ORDER_TIME_GTC,
|
||||
}
|
||||
|
||||
result = mt5.order_send(request)
|
||||
|
||||
if result is None:
|
||||
error = mt5.last_error()
|
||||
return OrderResult(
|
||||
success=False,
|
||||
message=f"Order send failed: {error}"
|
||||
)
|
||||
|
||||
if result.retcode != mt5.TRADE_RETCODE_DONE:
|
||||
return OrderResult(
|
||||
success=False,
|
||||
status=str(result.retcode),
|
||||
message=f"Order rejected: {result.comment}",
|
||||
)
|
||||
|
||||
return OrderResult(
|
||||
success=True,
|
||||
order_id=result.order,
|
||||
price=price,
|
||||
status="pending",
|
||||
message="Pending order placed",
|
||||
raw=result._asdict() if hasattr(result, '_asdict') else {}
|
||||
)
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Limit order failed: {e}")
|
||||
return OrderResult(
|
||||
success=False,
|
||||
message=str(e)
|
||||
)
|
||||
|
||||
def close_position(
|
||||
self,
|
||||
ticket: int,
|
||||
volume: Optional[float] = None,
|
||||
deviation: int = 20,
|
||||
comment: str = "QuantDinger close",
|
||||
) -> OrderResult:
|
||||
"""
|
||||
Close an open position.
|
||||
|
||||
Args:
|
||||
ticket: Position ticket number
|
||||
volume: Volume to close (None = close all)
|
||||
deviation: Maximum price deviation
|
||||
comment: Order comment
|
||||
|
||||
Returns:
|
||||
OrderResult
|
||||
"""
|
||||
try:
|
||||
self._ensure_connected()
|
||||
_ensure_mt5()
|
||||
|
||||
# Get position info
|
||||
position = mt5.positions_get(ticket=ticket)
|
||||
if not position:
|
||||
return OrderResult(
|
||||
success=False,
|
||||
message=f"Position not found: {ticket}"
|
||||
)
|
||||
|
||||
pos = position[0]
|
||||
symbol = pos.symbol
|
||||
|
||||
# Get tick
|
||||
tick = mt5.symbol_info_tick(symbol)
|
||||
if tick is None:
|
||||
return OrderResult(
|
||||
success=False,
|
||||
message=f"Failed to get tick for: {symbol}"
|
||||
)
|
||||
|
||||
# Determine close direction and price
|
||||
if pos.type == mt5.POSITION_TYPE_BUY:
|
||||
order_type = mt5.ORDER_TYPE_SELL
|
||||
price = tick.bid
|
||||
else:
|
||||
order_type = mt5.ORDER_TYPE_BUY
|
||||
price = tick.ask
|
||||
|
||||
close_volume = volume if volume else pos.volume
|
||||
|
||||
request = {
|
||||
"action": mt5.TRADE_ACTION_DEAL,
|
||||
"symbol": symbol,
|
||||
"volume": float(close_volume),
|
||||
"type": order_type,
|
||||
"position": ticket,
|
||||
"price": price,
|
||||
"deviation": deviation,
|
||||
"magic": self.config.magic_number,
|
||||
"comment": comment,
|
||||
"type_time": mt5.ORDER_TIME_GTC,
|
||||
"type_filling": mt5.ORDER_FILLING_IOC,
|
||||
}
|
||||
|
||||
result = mt5.order_send(request)
|
||||
|
||||
if result is None or result.retcode != mt5.TRADE_RETCODE_DONE:
|
||||
return OrderResult(
|
||||
success=False,
|
||||
message=f"Close failed: {result.comment if result else 'Unknown error'}"
|
||||
)
|
||||
|
||||
return OrderResult(
|
||||
success=True,
|
||||
order_id=result.order,
|
||||
deal_id=result.deal,
|
||||
filled=result.volume,
|
||||
price=result.price,
|
||||
status="closed",
|
||||
message="Position closed",
|
||||
)
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Close position failed: {e}")
|
||||
return OrderResult(
|
||||
success=False,
|
||||
message=str(e)
|
||||
)
|
||||
|
||||
def cancel_order(self, ticket: int) -> bool:
|
||||
"""
|
||||
Cancel a pending order.
|
||||
|
||||
Args:
|
||||
ticket: Order ticket number
|
||||
|
||||
Returns:
|
||||
True if cancelled successfully
|
||||
"""
|
||||
try:
|
||||
self._ensure_connected()
|
||||
_ensure_mt5()
|
||||
|
||||
request = {
|
||||
"action": mt5.TRADE_ACTION_REMOVE,
|
||||
"order": ticket,
|
||||
}
|
||||
|
||||
result = mt5.order_send(request)
|
||||
|
||||
if result is None or result.retcode != mt5.TRADE_RETCODE_DONE:
|
||||
logger.warning(f"Cancel order failed: {result.comment if result else 'Unknown'}")
|
||||
return False
|
||||
|
||||
logger.info(f"Order {ticket} cancelled")
|
||||
return True
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Cancel order failed: {e}")
|
||||
return False
|
||||
|
||||
# ==================== Query Methods ====================
|
||||
|
||||
def get_account_info(self) -> Dict[str, Any]:
|
||||
"""
|
||||
Get account information.
|
||||
|
||||
Returns:
|
||||
Account info dictionary
|
||||
"""
|
||||
try:
|
||||
self._ensure_connected()
|
||||
_ensure_mt5()
|
||||
|
||||
info = mt5.account_info()
|
||||
if info is None:
|
||||
return {"success": False, "error": "Failed to get account info"}
|
||||
|
||||
return {
|
||||
"success": True,
|
||||
"login": info.login,
|
||||
"server": info.server,
|
||||
"name": info.name,
|
||||
"currency": info.currency,
|
||||
"balance": info.balance,
|
||||
"equity": info.equity,
|
||||
"margin": info.margin,
|
||||
"margin_free": info.margin_free,
|
||||
"margin_level": info.margin_level,
|
||||
"profit": info.profit,
|
||||
"leverage": info.leverage,
|
||||
"trade_allowed": info.trade_allowed,
|
||||
"trade_expert": info.trade_expert,
|
||||
}
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Get account info failed: {e}")
|
||||
return {"success": False, "error": str(e)}
|
||||
|
||||
def get_positions(self, symbol: Optional[str] = None) -> List[Dict[str, Any]]:
|
||||
"""
|
||||
Get open positions.
|
||||
|
||||
Args:
|
||||
symbol: Filter by symbol (optional)
|
||||
|
||||
Returns:
|
||||
List of positions
|
||||
"""
|
||||
try:
|
||||
self._ensure_connected()
|
||||
_ensure_mt5()
|
||||
|
||||
if symbol:
|
||||
positions = mt5.positions_get(symbol=normalize_symbol(symbol))
|
||||
else:
|
||||
positions = mt5.positions_get()
|
||||
|
||||
if positions is None:
|
||||
return []
|
||||
|
||||
result = []
|
||||
for pos in positions:
|
||||
result.append({
|
||||
"ticket": pos.ticket,
|
||||
"symbol": pos.symbol,
|
||||
"type": "buy" if pos.type == mt5.POSITION_TYPE_BUY else "sell",
|
||||
"volume": pos.volume,
|
||||
"price_open": pos.price_open,
|
||||
"price_current": pos.price_current,
|
||||
"sl": pos.sl,
|
||||
"tp": pos.tp,
|
||||
"profit": pos.profit,
|
||||
"swap": pos.swap,
|
||||
"magic": pos.magic,
|
||||
"comment": pos.comment,
|
||||
"time": datetime.fromtimestamp(pos.time).isoformat(),
|
||||
})
|
||||
|
||||
return result
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Get positions failed: {e}")
|
||||
return []
|
||||
|
||||
def get_orders(self, symbol: Optional[str] = None) -> List[Dict[str, Any]]:
|
||||
"""
|
||||
Get pending orders.
|
||||
|
||||
Args:
|
||||
symbol: Filter by symbol (optional)
|
||||
|
||||
Returns:
|
||||
List of orders
|
||||
"""
|
||||
try:
|
||||
self._ensure_connected()
|
||||
_ensure_mt5()
|
||||
|
||||
if symbol:
|
||||
orders = mt5.orders_get(symbol=normalize_symbol(symbol))
|
||||
else:
|
||||
orders = mt5.orders_get()
|
||||
|
||||
if orders is None:
|
||||
return []
|
||||
|
||||
result = []
|
||||
for order in orders:
|
||||
order_type_map = {
|
||||
mt5.ORDER_TYPE_BUY_LIMIT: "buy_limit",
|
||||
mt5.ORDER_TYPE_SELL_LIMIT: "sell_limit",
|
||||
mt5.ORDER_TYPE_BUY_STOP: "buy_stop",
|
||||
mt5.ORDER_TYPE_SELL_STOP: "sell_stop",
|
||||
}
|
||||
|
||||
result.append({
|
||||
"ticket": order.ticket,
|
||||
"symbol": order.symbol,
|
||||
"type": order_type_map.get(order.type, str(order.type)),
|
||||
"volume_initial": order.volume_initial,
|
||||
"volume_current": order.volume_current,
|
||||
"price_open": order.price_open,
|
||||
"price_current": order.price_current,
|
||||
"sl": order.sl,
|
||||
"tp": order.tp,
|
||||
"magic": order.magic,
|
||||
"comment": order.comment,
|
||||
"time_setup": datetime.fromtimestamp(order.time_setup).isoformat(),
|
||||
})
|
||||
|
||||
return result
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Get orders failed: {e}")
|
||||
return []
|
||||
|
||||
def get_quote(self, symbol: str) -> Dict[str, Any]:
|
||||
"""
|
||||
Get real-time quote.
|
||||
|
||||
Args:
|
||||
symbol: Symbol code
|
||||
|
||||
Returns:
|
||||
Quote data
|
||||
"""
|
||||
try:
|
||||
self._ensure_connected()
|
||||
_ensure_mt5()
|
||||
|
||||
symbol = normalize_symbol(symbol)
|
||||
|
||||
# Select symbol
|
||||
symbol_info = mt5.symbol_info(symbol)
|
||||
if symbol_info is None:
|
||||
return {"success": False, "error": f"Symbol not found: {symbol}"}
|
||||
|
||||
if not symbol_info.visible:
|
||||
mt5.symbol_select(symbol, True)
|
||||
|
||||
tick = mt5.symbol_info_tick(symbol)
|
||||
if tick is None:
|
||||
return {"success": False, "error": f"Failed to get tick: {symbol}"}
|
||||
|
||||
return {
|
||||
"success": True,
|
||||
"symbol": symbol,
|
||||
"bid": tick.bid,
|
||||
"ask": tick.ask,
|
||||
"last": tick.last,
|
||||
"volume": tick.volume,
|
||||
"time": datetime.fromtimestamp(tick.time).isoformat(),
|
||||
"spread": round((tick.ask - tick.bid) / symbol_info.point, 1),
|
||||
}
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Get quote failed: {e}")
|
||||
return {"success": False, "error": str(e)}
|
||||
|
||||
def get_symbols(self, group: str = "*") -> List[Dict[str, Any]]:
|
||||
"""
|
||||
Get available symbols.
|
||||
|
||||
Args:
|
||||
group: Filter by group pattern (e.g., "*USD*", "Forex*")
|
||||
|
||||
Returns:
|
||||
List of symbol info
|
||||
"""
|
||||
try:
|
||||
self._ensure_connected()
|
||||
_ensure_mt5()
|
||||
|
||||
symbols = mt5.symbols_get(group=group)
|
||||
if symbols is None:
|
||||
return []
|
||||
|
||||
result = []
|
||||
for s in symbols:
|
||||
result.append({
|
||||
"name": s.name,
|
||||
"description": s.description,
|
||||
"path": s.path,
|
||||
"currency_base": s.currency_base,
|
||||
"currency_profit": s.currency_profit,
|
||||
"digits": s.digits,
|
||||
"point": s.point,
|
||||
"trade_mode": s.trade_mode,
|
||||
"volume_min": s.volume_min,
|
||||
"volume_max": s.volume_max,
|
||||
"volume_step": s.volume_step,
|
||||
})
|
||||
|
||||
return result
|
||||
|
||||
except Exception as e:
|
||||
logger.error(f"Get symbols failed: {e}")
|
||||
return []
|
||||
|
||||
def get_connection_status(self) -> Dict[str, Any]:
|
||||
"""Get connection status."""
|
||||
try:
|
||||
_ensure_mt5()
|
||||
terminal_info = mt5.terminal_info() if self._connected else None
|
||||
account_info = mt5.account_info() if self._connected else None
|
||||
|
||||
return {
|
||||
"connected": self.connected,
|
||||
"login": self.config.login,
|
||||
"server": self.config.server,
|
||||
"account_login": account_info.login if account_info else None,
|
||||
"account_server": account_info.server if account_info else None,
|
||||
"terminal_connected": terminal_info.connected if terminal_info else False,
|
||||
"trade_allowed": terminal_info.trade_allowed if terminal_info else False,
|
||||
}
|
||||
except Exception as e:
|
||||
return {
|
||||
"connected": False,
|
||||
"error": str(e),
|
||||
}
|
||||
|
||||
|
||||
# Global singleton (optional)
|
||||
_global_client: Optional[MT5Client] = None
|
||||
_global_lock = threading.Lock()
|
||||
|
||||
|
||||
def get_mt5_client(config: Optional[MT5Config] = None) -> MT5Client:
|
||||
"""
|
||||
Get global MT5 client singleton.
|
||||
|
||||
Args:
|
||||
config: Configuration (only effective on first call)
|
||||
|
||||
Returns:
|
||||
MT5Client instance
|
||||
"""
|
||||
global _global_client
|
||||
|
||||
with _global_lock:
|
||||
if _global_client is None:
|
||||
_global_client = MT5Client(config)
|
||||
return _global_client
|
||||
|
||||
|
||||
def reset_mt5_client():
|
||||
"""Reset global client (disconnect and clear instance)."""
|
||||
global _global_client
|
||||
|
||||
with _global_lock:
|
||||
if _global_client is not None:
|
||||
_global_client.disconnect()
|
||||
_global_client = None
|
||||
@@ -0,0 +1,144 @@
|
||||
"""
|
||||
Symbol Mapping and Conversion for MT5
|
||||
|
||||
Handles forex symbol normalization and parsing.
|
||||
"""
|
||||
|
||||
from typing import Tuple, Optional
|
||||
|
||||
|
||||
# Common forex pairs with their typical MT5 symbol format
|
||||
FOREX_PAIRS = {
|
||||
# Major pairs
|
||||
"EURUSD", "GBPUSD", "USDJPY", "USDCHF", "AUDUSD", "USDCAD", "NZDUSD",
|
||||
# Cross pairs
|
||||
"EURGBP", "EURJPY", "EURCHF", "EURAUD", "EURCAD", "EURNZD",
|
||||
"GBPJPY", "GBPCHF", "GBPAUD", "GBPCAD", "GBPNZD",
|
||||
"AUDJPY", "AUDCHF", "AUDCAD", "AUDNZD",
|
||||
"NZDJPY", "NZDCHF", "NZDCAD",
|
||||
"CADJPY", "CADCHF",
|
||||
"CHFJPY",
|
||||
# Exotic pairs
|
||||
"USDMXN", "USDZAR", "USDTRY", "USDHKD", "USDSGD", "USDNOK", "USDSEK", "USDDKK",
|
||||
"EURTRY", "EURMXN", "EURNOK", "EURSEK", "EURDKK", "EURPLN", "EURHUF", "EURCZK",
|
||||
# Metals
|
||||
"XAUUSD", "XAGUSD", "XAUEUR",
|
||||
# Indices (CFD)
|
||||
"US30", "US500", "USTEC", "UK100", "DE40", "JP225", "AU200",
|
||||
# Crypto (if broker supports)
|
||||
"BTCUSD", "ETHUSD", "LTCUSD", "XRPUSD",
|
||||
}
|
||||
|
||||
|
||||
def normalize_symbol(symbol: str, broker_suffix: str = "") -> str:
|
||||
"""
|
||||
Normalize symbol to MT5 format.
|
||||
|
||||
Different brokers may use different suffixes:
|
||||
- No suffix: "EURUSD"
|
||||
- With suffix: "EURUSDm", "EURUSD.raw", "EURUSD-ECN"
|
||||
|
||||
Args:
|
||||
symbol: Symbol code (e.g., "EUR/USD", "EURUSD", "eurusd")
|
||||
broker_suffix: Broker-specific suffix (e.g., "m", ".raw", "-ECN")
|
||||
|
||||
Returns:
|
||||
Normalized MT5 symbol
|
||||
"""
|
||||
# Remove common separators and convert to uppercase
|
||||
normalized = (symbol or "").strip().upper()
|
||||
normalized = normalized.replace("/", "").replace("-", "").replace("_", "").replace(" ", "")
|
||||
|
||||
# Add broker suffix if provided
|
||||
if broker_suffix:
|
||||
# Check if symbol already has the suffix
|
||||
if not normalized.endswith(broker_suffix.upper()):
|
||||
normalized = normalized + broker_suffix
|
||||
|
||||
return normalized
|
||||
|
||||
|
||||
def parse_symbol(symbol: str) -> Tuple[str, Optional[str]]:
|
||||
"""
|
||||
Parse symbol and extract base/quote currencies.
|
||||
|
||||
Args:
|
||||
symbol: MT5 symbol (e.g., "EURUSD", "EURUSDm")
|
||||
|
||||
Returns:
|
||||
(clean_symbol, market_type)
|
||||
"""
|
||||
clean = (symbol or "").strip().upper()
|
||||
|
||||
# Remove common broker suffixes
|
||||
for suffix in ["M", ".RAW", "-ECN", ".STD", ".PRO", ".", "#"]:
|
||||
if clean.endswith(suffix):
|
||||
clean = clean[:-len(suffix)]
|
||||
|
||||
# Determine market type based on symbol pattern
|
||||
if clean in FOREX_PAIRS or (len(clean) == 6 and clean.isalpha()):
|
||||
return clean, "forex"
|
||||
|
||||
if clean.startswith("XAU") or clean.startswith("XAG"):
|
||||
return clean, "metal"
|
||||
|
||||
if clean.startswith("BTC") or clean.startswith("ETH") or clean.startswith("LTC"):
|
||||
return clean, "crypto"
|
||||
|
||||
if any(idx in clean for idx in ["US30", "US500", "USTEC", "UK100", "DE40", "JP225"]):
|
||||
return clean, "index"
|
||||
|
||||
# Default to forex
|
||||
return clean, "forex"
|
||||
|
||||
|
||||
def get_lot_size_info(symbol: str) -> dict:
|
||||
"""
|
||||
Get lot size information for a symbol.
|
||||
|
||||
Standard forex lot sizes:
|
||||
- Standard lot: 100,000 units
|
||||
- Mini lot: 10,000 units
|
||||
- Micro lot: 1,000 units
|
||||
- Nano lot: 100 units
|
||||
|
||||
Args:
|
||||
symbol: MT5 symbol
|
||||
|
||||
Returns:
|
||||
Dict with lot size information
|
||||
"""
|
||||
clean, market_type = parse_symbol(symbol)
|
||||
|
||||
if market_type == "forex":
|
||||
return {
|
||||
"standard_lot": 100000,
|
||||
"min_lot": 0.01,
|
||||
"lot_step": 0.01,
|
||||
"max_lot": 100.0,
|
||||
}
|
||||
|
||||
if market_type == "metal":
|
||||
# Gold/Silver typically uses oz
|
||||
return {
|
||||
"standard_lot": 100, # 100 oz
|
||||
"min_lot": 0.01,
|
||||
"lot_step": 0.01,
|
||||
"max_lot": 50.0,
|
||||
}
|
||||
|
||||
if market_type == "index":
|
||||
return {
|
||||
"standard_lot": 1,
|
||||
"min_lot": 0.1,
|
||||
"lot_step": 0.1,
|
||||
"max_lot": 100.0,
|
||||
}
|
||||
|
||||
# Default
|
||||
return {
|
||||
"standard_lot": 1,
|
||||
"min_lot": 0.01,
|
||||
"lot_step": 0.01,
|
||||
"max_lot": 100.0,
|
||||
}
|
||||
Reference in New Issue
Block a user