aiomql/docs/core/constants.md

Constants

MetaTrader 5 constants defined as Enums.

Table of Contents

• TradeAction
• OrderFilling
• OrderTime
• OrderType
  • opposite
• BookType
• TimeFrame
  • get_timeframe
  • seconds
  • all
• CopyTicks
• PositionType
• PositionReason
• DealType
• DealEntry
• DealReason
• OrderReason
• SymbolChartMode
• SymbolCalcMode
• SymbolTradeMode
• SymbolTradeExecution
• SymbolSwapMode
• DayOfWeek
• SymbolOrderGTCMode
• SymbolOptionRight
• SymbolOptionMode
• AccountTradeMode
• TickFlag
• TradeRetcode
• AccountStopOutMode
• AccountMarginMode

TradeAction

class TradeAction(Repr, IntEnum)

The TRADE_REQUEST_ACTION Enum.

Members

Name	Value	Description
DEAL	0	Place a trade order for an immediate execution with the specified parameters (market order).
PENDING	1	Place a pending order with the specified parameters.
SLTP	2	Modify Stop Loss and Take Profit values of an opened position.
MODIFY	3	Modify the parameters of the order placed previously.
REMOVE	4	Delete the pending order placed previously.
CLOSE_BY	5	Close a position by an opposite one.

OrderFilling

class OrderFilling(Repr, IntEnum)

ORDER_TYPE_FILLING Enum.

Members

Name	Value	Description
FILL	0	This execution policy means that an order can be executed only in the specified volume. If the necessary amount of a financial instrument is currently unavailable in the market, the order will not be executed. The desired volume can be made up of several available offers.
FOK	1	This execution policy means that an order can be executed only in the specified volume. If the necessary amount of a financial instrument is currently unavailable in the market, the order will not be executed. The desired volume can be made up of several available offers.
IOC	2	An agreement to execute a deal at the maximum volume available in the market within the volume specified in the order. If the request cannot be filled completely, an order with the available volume will be executed, and the remaining volume will be canceled.
RETURN	3	This policy is used only for market (ORDER_TYPE_BUY and ORDER_TYPE_SELL), limit and stop limit orders (ORDER_TYPE_BUY_LIMIT, ORDER_TYPE_SELL_LIMIT,ORDER_TYPE_BUY_STOP_LIMIT and ORDER_TYPE_SELL_STOP_LIMIT) and only for the symbols with Market or Exchange execution modes. If filled partially, a market or limit order with the remaining volume is not canceled, and is processed further. During activation of the ORDER_TYPE_BUY_STOP_LIMIT and ORDER_TYPE_SELL_STOP_LIMIT orders, an appropriate limit order ORDER_TYPE_BUY_LIMIT/ORDER_TYPE_SELL_LIMIT with the ORDER_FILLING_RETURN type is created.

OrderTime

class OrderTime(Repr, IntEnum)

ORDER_TIME Enum.

Members

Name	Value	Description
GTC	0	Good till cancel order
DAY	1	Good till current trade day order
SPECIFIED	2	The order is active until the specified date
SPECIFIED_DAY	3	The order is active until 23:59:59 of the specified day. If this time appears to be out of a trading session, the expiration is processed at the nearest trading time.

OrderType

class OrderType(Repr, IntEnum)

ORDER_TYPE Enum.

Members

Name	Value	Description
BUY	0	Market buy order
SELL	1	Market sell order
BUY_LIMIT	2	Buy Limit pending order
SELL_LIMIT	3	Sell Limit pending order
BUY_STOP	4	Buy Stop pending order
SELL_STOP	5	Sell Stop pending order
BUY_STOP_LIMIT	6	Upon reaching the order price, Buy Limit pending order is placed at StopLimit price
SELL_STOP_LIMIT	7	Upon reaching the order price, Sell Limit pending order is placed at StopLimit price
CLOSE_BY	8	Order for closing a position by an opposite one

Properties

Name	Description
opposite	Gets the opposite of an order type

opposite

@property
def opposite()

Gets the opposite of an order type for closing an open position

Returns

Type	Description
int	integer value of opposite order type

BookType

class BookType(Repr, IntEnum)

BOOK_TYPE Enum.

Members

Name	Value	Description
SELL	0	Sell order (Offer)
BUY	1	Buy order (Bid)
SELL_MARKET	2	Sell order by Market
BUY_MARKET	3	Buy order by Market

TimeFrame

class TimeFrame(Repr, IntEnum)

TIMEFRAME Enum.

Members

Name	Value	Description
M1	60	One Minute
M2	120	Two Minutes
M3	180	Three Minutes
M4	240	Four Minutes
M5	300	Five Minutes
M6	360	Six Minutes
M10	600	Ten Minutes
M15	900	Fifteen Minutes
M20	1200	Twenty Minutes
M30	1800	Thirty Minutes
H1	3600	One Hour
H2	7200	Two Hours
H3	10800	Three Hours
H4	14400	Four Hours
H6	21600	Six Hours
H8	28800	Eight Hours
D1	86400	One Day
W1	604800	One Week
MN1	2592000	One Month

seconds

@property
def seconds() -> int

The number of seconds in a TIMEFRAME

get_timeframe

@property
def get_timeframe()

Get a timeframe object from a time value in seconds

Returns:

Type	Description
TimeFrame	The corresponding timeframe

all

@classmethod
def all()

Get all the timeframes

Returns:

Type	Description
tuple[TimeFrame, ...]	All the timeframes

CopyTicks

class CopyTicks(Repr, IntEnum)

COPY_TICKS Enum. This defines the types of ticks that can be requested using the copy_ticks_from() and copy_ticks_range() functions.

Members

Name	Value	Description
ALL	0	All ticks
INFO	1	Ticks containing Bid and/or Ask price changes
TRADE	2	Ticks containing Last and/or Volume price changes

PositionType

class PositionType(Repr, IntEnum)

POSITION_TYPE Enum. Direction of an open position (buy or sell)

Members

Name	Value	Description
BUY	0	Buy
SELL	1	Sell

PositionReason

class PositionReason(Repr, IntEnum)

POSITION_REASON Enum. The reason for opening a position is contained in the POSITION_REASON Enum

Members

Name	Value	Description
CLIENT	0	The position was opened as a result of activation of an order placed from a desktop terminal
MOBILE	1	The position was opened as a result of activation of an order placed from a mobile application
WEB	2	The position was opened as a result of activation of an order placed from the web platform
EXPERT	3	The position was opened as a result of activation of an order placed from an MQL5 program

DealType

class DealType(Repr, IntEnum)

DEAL_TYPE enum. Each deal is characterized by a type, allowed values are enumerated in this enum

Members

Name	Value	Description
BUY	0	Buy
SELL	1	Sell
BALANCE	2	Balance
CREDIT	3	Credit
CHARGE	4	Additional Charge
CORRECTION	5	Correction
BONUS	6	Bonus
COMMISSION	7	Additional Commission
COMMISSION_DAILY	8	Daily Commission
COMMISSION_MONTHLY	9	Monthly Commission
COMMISSION_AGENT_DAILY	10	Daily Agent Commission
COMMISSION_AGENT_MONTHLY	11	Monthly Agent Commission
INTEREST	12	Interest Rate
DEAL_DIVIDEND	13	Dividend Operations
DEAL_DIVIDEND_FRANKED	14	Franked (non-taxable) dividend operations
DEAL_TAX	15	Tax Charges
BUY_CANCELED	16	Canceled buy deal. There can be a situation when a previously executed buy deal is canceled. In this case, the type of the previously executed deal (DEAL_TYPE_BUY) is changed to DEAL_TYPE_BUY_CANCELED, and its profit/loss is zeroized. Previously obtained profit/loss is charged/withdrawn using a separated balance operation
SELL_CANCELED	17	Canceled sell deal. There can be a situation when a previously executed sell deal is canceled. In this case, the type of the previously executed deal (DEAL_TYPE_SELL) is changed to DEAL_TYPE_SELL_CANCELED, and its profit/loss is zeroized. Previously obtained profit/loss is charged/withdrawn using a separated balance operation.

DealEntry

class DealEntry(Repr, IntEnum)

DEAL_ENTRY Enum. Deals differ not only in their types set in DEAL_TYPE enum, but also in the way they change positions. This can be a simple position opening, or accumulation of a previously opened position (market entering), position closing by an opposite deal of a corresponding volume (market exiting), or position reversing, if the opposite-direction deal covers the volume of the previously opened position.

Members

Name	Value	Description
IN	0	Entry In
OUT	1	Entry Out
INOUT	2	Reverse
OUT_BY	3	Close a position by an opposite one

DealReason

class DealReason(Repr, IntEnum)

DEAL_REASON Enum. The reason for deal execution is contained in the DEAL_REASON property. A deal can be executed as a result of triggering of an order placed from a mobile application or an MQL5 program, as well as as a result of the StopOut event, variation margin calculation, etc.

Members

Name	Value	Description
CLIENT	0	The deal was executed as a result of activation of an order placed from a desktop terminal
MOBILE	1	The deal was executed as a result of activation of an order placed from a desktop terminal
WEB	2	The deal was executed as a result of activation of an order placed from the web platform
EXPERT	3	The deal was executed as a result of activation of an order placed from an MQL5 program, i.e. an Expert Advisor or a script
SL	4	The deal was executed as a result of Stop Loss activation
TP	5	The deal was executed as a result of Take Profit activation
SO	6	The deal was executed as a result of the Stop Out event
ROLLOVER	7	The deal was executed due to a rollover
VMARGIN	8	The deal was executed after charging the variation margin
SPLIT	9	The deal was executed after the split (price reduction) of an instrument, which had an open position during split announcement

OrderReason

class OrderReason(Repr, IntEnum)

ORDER_REASON Enum.

Members

Name	Value	Description
CLIENT	0	The order was placed from a desktop terminal
MOBILE	1	The order was placed from a mobile application
WEB	2	The order was placed from a web platform
EXPERT	3	The order was placed from an MQL5-program, i.e. by an Expert Advisor or a script
SL	4	The order was placed as a result of Stop Loss activation
TP	5	The order was placed as a result of Take Profit activation
SO	6	The order was placed as a result of the Stop Out event

SymbolChartMode

class SymbolChartMode(Repr, IntEnum)

SYMBOL_CHART_MODE Enum. A symbol price chart can be based on Bid or Last prices. The price selected for symbol charts also affects the generation and display of bars in the terminal. Possible values of the SYMBOL_CHART_MODE property are described in this enum

Members

Name	Value	Description
BID	0	Bars are based on Bid prices
LAST	1	Bars are based on last prices

SymbolCalcMode

class SymbolCalcMode(Repr, IntEnum)

SYMBOL_CALC_MODE Enum. The SYMBOL_CALC_MODE enumeration is used for obtaining information about how the margin requirements for a symbol are calculated.

Members

Name	Value	Description
FOREX	0	Forex mode - calculation of profit and margin for Forex
FOREX_NO_LEVERAGE	1	Forex No Leverage mode � calculation of profit and margin for Forex symbols without taking into account the leverage
FUTURES	2	Futures mode - calculation of margin and profit for futures
CFD	3	CFD mode - calculation of margin and profit for CFD
CFDINDEX	4	CFD index mode - calculation of margin and profit for CFD by indexes
CFDLEVERAGE	5	CFD Leverage mode - calculation of margin and profit for CFD at leverage trading
EXCH_STOCKS	6	Calculation of margin and profit for trading securities on a stock exchange
EXCH_FUTURES	7	Calculation of margin and profit for trading futures contracts on a stock exchange
EXCH_OPTIONS	8	value is 34
EXCH_OPTIONS_MARGIN	9	value is 36
EXCH_BONDS	10	Exchange Bonds mode � calculation of margin and profit for trading bonds on a stock exchange
EXCH_STOCKS_MOEX	11	Exchange MOEX Stocks mode �calculation of margin and profit for trading securities on MOEX
EXCH_BONDS_MOEX	12	Exchange MOEX Bonds mode � calculation of margin and profit for trading bonds on MOEX
SERV_COLLATERAL	13	Collateral mode - a symbol is used as a non-tradable asset on a trading account. The market value of an open position is calculated based on the volume, current market price, contract size and liquidity ratio. The value is included into Assets, which are added to Equity. Open positions of such symbols increase the Free Margin amount and are used as additional margin (collateral) for open positions

SymbolTradeMode

class SymbolTradeMode(Repr, IntEnum)

SYMBOL_TRADE_MODE Enum. There are several symbol trading modes. Information about trading modes of a certain symbol is reflected in the values this enumeration

Members

Name	Value	Description
DISABLED	0	Trade is disabled for the symbol
LONGONLY	1	Allowed only long positions
SHORTONLY	2	Allowed only short positions
CLOSEONLY	3	Allowed only position close operations
FULL	4	No trade restrictions

SymbolTradeExecution

class SymbolTradeExecution(Repr, IntEnum)

SYMBOL_TRADE_EXECUTION Enum. The modes, or execution policies, define the rules for cases when the price has changed or the requested volume cannot be completely fulfilled at the moment.

Members

Name	Value	Description
REQUEST	0	Executing a market order at the price previously received from the broker
INSTANT	1	Executing a market order at the specified price immediately
MARKET	2	A broker makes a decision about the order execution price without any additional discussion
EXCHANGE	3	Trade operations are executed at the prices of the current market offers

SymbolSwapMode

class SymbolSwapMode(Repr, IntEnum)

SYMBOL_SWAP_MODE Enum. Methods of swap calculation at position transfer are specified in enumeration ENUM_SYMBOL_SWAP_MODE. The method of swap calculation determines the units of measure of the SYMBOL_SWAP_LONG and SYMBOL_SWAP_SHORT parameters. For example, if swaps are charged in the client deposit currency, then the values of those parameters are specified as an amount of money in the client deposit currency.

Members

Name	Value	Description
DISABLED	0	Swaps disabled (no swaps)
POINTS	1	Swaps are charged in points
CURRENCY_SYMBOL	2	Swaps are charged in money in base currency of the symbol
CURRENCY_MARGIN	3	Swaps are charged in money in margin currency of the symbol
CURRENCY_DEPOSIT	4	Swaps are charged in money, in client deposit currency
INTEREST_CURRENT	5	Swaps are charged as the specified annual interest from the instrument price at calculation of swap (standard bank year is 360 days)
INTEREST_OPEN	6	Swaps are charged as the specified annual interest from the open price of position (standard bank year is 360 days)
REOPEN_CURRENT	7	Swaps are charged by reopening positions. At the end of a trading day the position is closed. Next day it is reopened by the close price +/- specified number of points (parameters SYMBOL_SWAP_LONG and SYMBOL_SWAP_SHORT)
REOPEN_BID	8	Swaps are charged by reopening positions. At the end of a trading day the position is closed. Next day it is reopened by the current Bid price +/- specified number of points (parameters SYMBOL_SWAP_LONG and SYMBOL_SWAP_SHORT)

DayOfWeek

class DayOfWeek(Repr, IntEnum)

DAY_OF_WEEK Enum.

Members

Name	Value	Description
SUNDAY	0	Sunday
MONDAY	1	Monday
TUESDAY	2	Tuesday
WEDNESDAY	3	Wednesday
THURSDAY	4	Thursday
FRIDAY	5	Friday
SATURDAY	6	Saturday

SymbolOrderGTCMode

class SymbolOrderGTCMode(Repr, IntEnum)

SYMBOL_ORDER_GTC_MODE Enum. If the SYMBOL_EXPIRATION_MODE property is set to SYMBOL_EXPIRATION_GTC (good till canceled), the expiration of pending orders, as well as of Stop Loss/Take Profit orders should be additionally set using the ENUM_SYMBOL_ORDER_GTC_MODE enumeration.

Members

Name	Value	Description
GTC	0	Pending orders and Stop Loss/Take Profit levels are valid for an unlimited period
DAILY	1	Orders are valid during one trading day. At the end of the day, all Stop Loss and Take Profit levels, as well as pending orders are deleted.
DAILY_NO_STOPS	2	When a trade day changes, only pending orders are deleted, while Stop Loss and Take Profit levels are preserved

SymbolOptionRight

class SymbolOptionRight(Repr, IntEnum)

SYMBOL_OPTION_RIGHT Enum. An option is a contract, which gives the right, but not the obligation, to buy or sell an underlying asset (goods, stocks, futures, etc.) at a specified price on or before a specific date. The following enumerations describe option properties, including the option type and the right arising from it.

Members

Name	Value	Description
CALL	0	A call option gives you the right to buy an asset at a specified price.
PUT	1	A put option gives you the right to sell an asset at a specified price.

SymbolOptionMode

class SymbolOptionMode(Repr, IntEnum)

SYMBOL_OPTION_MODE Enum.

Members

Name	Value	Description
EUROPEAN	0	European option may only be exercised on a specified date (expiration, execution date, delivery date)
AMERICAN	1	American option may be exercised on any trading day or before expiry. The period within which a buyer can exercise the option is specified for it.

AccountTradeMode

class AccountTradeMode(Repr, IntEnum)

ACCOUNT_TRADE_MODE Enum. There are several types of accounts that can be opened on a trade server. The type of account on which an MQL5 program is running can be found out using the ENUM_ACCOUNT_TRADE_MODE enumeration.

Members

Name	Value	Description
DEMO	0	Demo account
CONTEST	1	Contest account
REAL	2	Real Account

TickFlag

class TickFlag(Repr, IntFlag)

TICK_FLAG Enum. TICK_FLAG defines possible flags for ticks. These flags are used to describe ticks obtained by the copy_ticks_from() and copy_ticks_range() functions.

Members

Name	Value	Description
BID	2	Bid price changed
ASK	4	Ask price changed
LAST	8	Last price changed
VOLUME	16	Volume changed
BUY	32	last Buy price changed
SELL	64	last Sell price changed

TradeRetcode

class TradeRetcode(Repr, IntEnum)

TRADE_RETCODE Enum. Return codes for order send/check operations

Members

Name	Value	Description
OK	10009	OK
REQUOTE	10004	Requote
REJECT	10006	Reject
CANCEL	10007	Cancel
PLACED	10008	Placed
DONE	10009	Done
DONE_PARTIAL	10010	Done Partial
ERROR	10011	Error
TIMEOUT	10012	Timeout
INVALID	10013	Invalid
INVALID_VOLUME	10014	Invalid Volume
INVALID_PRICE	10015	Invalid Price
INVALID_STOPS	10016	Invalid Stops
TRADE_DISABLED	10017	Trade is disabled
MARKET_CLOSED	10018	Market is closed
NO_MONEY	10019	No money
PRICE_CHANGED	10020	Price changed
PRICE_OFF	10021	Price off
INVALID_EXPIRATION	10022	Invalid expiration
ORDER_CHANGED	10023	Order state changed
TOO_MANY_REQUESTS	10024	Too frequent requests
NO_CHANGES	10025	No changes in request
SERVER_DISABLES_AT	10026	Autotrading disabled by server
CLIENT_DISABLES_AT	10027	Autotrading disabled by client terminal
LOCKED	10028	Request locked for processing
FROZEN	10029	Order or position frozen
INVALID_FILL	10030	Invalid order filling type
CONNECTION	10031	No connection with the trade server
ONLY_REAL	10032	Operation is allowed only for live accounts
LIMIT_ORDERS	10033	The number of pending orders has reached the limit
LIMIT_VOLUME	10034	The volume of orders and positions for the symbol has reached the limit
INVALID_ORDER	10035	Incorrect or prohibited order type
POSITION_CLOSED	10036	Position with the specified POSITION_IDENTIFIER has already been closed
INVALID_CLOSE_VOLUME	10037	A close volume exceeds the current position volume
CLOSE_ORDER_EXIST	10038	A close order already exists for a specified position. This may happen when working in the hedging system
LIMIT_POSITIONS	10039	The number of open positions simultaneously present on an account can be limited by the server settings
REJECT_CANCEL	10040	The pending order activation request is rejected, the order is canceled
LONG_ONLY	10041	The request is rejected, because the "Only long positions are allowed" rule is set for the symbol (POSITION_TYPE_BUY)
SHORT_ONLY	10042	The request is rejected, because the "Only short positions are allowed" rule is set for the symbol (POSITION_TYPE_SELL)
CLOSE_ONLY	10043	The request is rejected, because the "Only position closing is allowed" rule is set for the symbol
FIFO_CLOSE	10044	The request is rejected, because "Position closing is allowed only by FIFO rule" flag is set for the trading account (ACCOUNT_FIFO_CLOSE=true)

AccountStopOutMode

class AccountStopOutMode(Repr, IntEnum)

ACCOUNT_STOPOUT_MODE Enum.

Members

Name	Value	Description
PERCENT	0	Account stop out mode in percents
MONEY	1	Account stop out mode in money

AccountMarginMode

class AccountMarginMode(Repr, IntEnum)

ACCOUNT_MARGIN_MODE Enum.

Members

Name	Value	Description
RETAIL_NETTING	0	Used for the OTC markets to interpret positions in the "netting" mode (only one position can exist for one symbol). The margin is calculated based on the symbol type (SYMBOL_TRADE_CALC_MODE).
EXCHANGE	1	Used for the exchange markets. Margin is calculated based on the discounts specified in symbol settings. Discounts are set by the broker, but not less than the values set by the exchange.
RETAIL_HEDGING	2	Used for the exchange markets where individual positions are possible (hedging, multiple positions can exist for one symbol). The margin is calculated based on the symbol type (SYMBOL_TRADE_CALC_MODE) taking into account the hedged margin (SYMBOL_MARGIN_HEDGED).