TIANHE
145 lines
4.0 KiB
Python
145 lines
4.0 KiB
Python
"""
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Symbol Mapping and Conversion for MT5
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Handles forex symbol normalization and parsing.
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"""
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from typing import Tuple, Optional
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# Common forex pairs with their typical MT5 symbol format
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FOREX_PAIRS = {
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# Major pairs
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"EURUSD", "GBPUSD", "USDJPY", "USDCHF", "AUDUSD", "USDCAD", "NZDUSD",
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# Cross pairs
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"EURGBP", "EURJPY", "EURCHF", "EURAUD", "EURCAD", "EURNZD",
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"GBPJPY", "GBPCHF", "GBPAUD", "GBPCAD", "GBPNZD",
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"AUDJPY", "AUDCHF", "AUDCAD", "AUDNZD",
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"NZDJPY", "NZDCHF", "NZDCAD",
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"CADJPY", "CADCHF",
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"CHFJPY",
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# Exotic pairs
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"USDMXN", "USDZAR", "USDTRY", "USDHKD", "USDSGD", "USDNOK", "USDSEK", "USDDKK",
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"EURTRY", "EURMXN", "EURNOK", "EURSEK", "EURDKK", "EURPLN", "EURHUF", "EURCZK",
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# Metals
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"XAUUSD", "XAGUSD", "XAUEUR",
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# Indices (CFD)
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"US30", "US500", "USTEC", "UK100", "DE40", "JP225", "AU200",
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# Crypto (if broker supports)
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"BTCUSD", "ETHUSD", "LTCUSD", "XRPUSD",
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}
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def normalize_symbol(symbol: str, broker_suffix: str = "") -> str:
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"""
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Normalize symbol to MT5 format.
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Different brokers may use different suffixes:
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- No suffix: "EURUSD"
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- With suffix: "EURUSDm", "EURUSD.raw", "EURUSD-ECN"
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Args:
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symbol: Symbol code (e.g., "EUR/USD", "EURUSD", "eurusd")
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broker_suffix: Broker-specific suffix (e.g., "m", ".raw", "-ECN")
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Returns:
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Normalized MT5 symbol
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"""
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# Remove common separators and convert to uppercase
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normalized = (symbol or "").strip().upper()
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normalized = normalized.replace("/", "").replace("-", "").replace("_", "").replace(" ", "")
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# Add broker suffix if provided
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if broker_suffix:
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# Check if symbol already has the suffix
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if not normalized.endswith(broker_suffix.upper()):
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normalized = normalized + broker_suffix
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return normalized
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def parse_symbol(symbol: str) -> Tuple[str, Optional[str]]:
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"""
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Parse symbol and extract base/quote currencies.
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Args:
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symbol: MT5 symbol (e.g., "EURUSD", "EURUSDm")
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Returns:
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(clean_symbol, market_type)
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"""
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clean = (symbol or "").strip().upper()
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# Remove common broker suffixes
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for suffix in ["M", ".RAW", "-ECN", ".STD", ".PRO", ".", "#"]:
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if clean.endswith(suffix):
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clean = clean[:-len(suffix)]
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# Determine market type based on symbol pattern
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if clean in FOREX_PAIRS or (len(clean) == 6 and clean.isalpha()):
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return clean, "forex"
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if clean.startswith("XAU") or clean.startswith("XAG"):
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return clean, "metal"
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if clean.startswith("BTC") or clean.startswith("ETH") or clean.startswith("LTC"):
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return clean, "crypto"
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if any(idx in clean for idx in ["US30", "US500", "USTEC", "UK100", "DE40", "JP225"]):
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return clean, "index"
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# Default to forex
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return clean, "forex"
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def get_lot_size_info(symbol: str) -> dict:
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"""
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Get lot size information for a symbol.
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Standard forex lot sizes:
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- Standard lot: 100,000 units
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- Mini lot: 10,000 units
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- Micro lot: 1,000 units
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- Nano lot: 100 units
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Args:
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symbol: MT5 symbol
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Returns:
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Dict with lot size information
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"""
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clean, market_type = parse_symbol(symbol)
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if market_type == "forex":
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return {
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"standard_lot": 100000,
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"min_lot": 0.01,
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"lot_step": 0.01,
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"max_lot": 100.0,
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}
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if market_type == "metal":
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# Gold/Silver typically uses oz
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return {
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"standard_lot": 100, # 100 oz
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"min_lot": 0.01,
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"lot_step": 0.01,
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"max_lot": 50.0,
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}
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if market_type == "index":
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return {
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"standard_lot": 1,
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"min_lot": 0.1,
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"lot_step": 0.1,
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"max_lot": 100.0,
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}
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# Default
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return {
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"standard_lot": 1,
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"min_lot": 0.01,
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"lot_step": 0.01,
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"max_lot": 100.0,
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}
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