yjkt
136 lines
4.2 KiB
Markdown
136 lines
4.2 KiB
Markdown
# mt5-rs
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A pure Rust library for MetaTrader 5 IPC communication. No Python dependency.
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Compatible with Python `MetaTrader5` library API.
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## Features
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- Pure Rust implementation, no Python or C++ dependency
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- Windows named pipe IPC communication with MT5 terminal
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- Full compatibility with Python `MetaTrader5` library (30/32 functions)
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- Support MT5 Build 5836+
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## Quick Start
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```rust
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use mt5_rs::{Mt5Client, discover_mt5_pipe};
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fn main() -> Result<(), Box<dyn std::error::Error>> {
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// Auto-discover MT5 pipe
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let pipe_name = discover_mt5_pipe();
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// Initialize client
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let mut client = Mt5Client::new();
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client.initialize(Some(&pipe_name))?;
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// Get account info
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let account = client.account_info()?;
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println!("Balance: {}", account.balance);
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println!("Equity: {}", account.equity);
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println!("Margin Free: {}", account.margin_free);
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Ok(())
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}
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```
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## API Reference
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### Initialization
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| Function | Description |
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|----------|-------------|
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| `Mt5Client::new()` | Create a new client |
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| `initialize(pipe_name)` | Initialize connection to MT5 |
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| `shutdown()` | Close connection |
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| `login(login, password, server)` | Login to MT5 account |
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### Account & Terminal
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| Function | Description |
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|----------|-------------|
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| `account_info()` | Get account information |
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| `terminal_info()` | Get terminal information |
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| `version()` | Get MT5 version |
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| `last_error()` | Get last error code and message |
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### Symbols
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| Function | Description |
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|----------|-------------|
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| `symbol_info(symbol)` | Get symbol information |
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| `symbol_info_tick(symbol)` | Get current tick for symbol |
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| `symbols_get()` | Get all available symbols |
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| `symbol_select(symbol, enable)` | Select/deselect symbol in Market Watch |
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### Market Data
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| Function | Description |
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|----------|-------------|
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| `copy_rates_from_pos(symbol, timeframe, start_pos, count)` | Copy bars from position |
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| `copy_rates_from(symbol, timeframe, date_from, count)` | Copy bars from date |
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| `copy_rates_range(symbol, timeframe, date_from, date_to)` | Copy bars in range |
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| `copy_ticks_from(symbol, from, count, flags)` | Copy ticks from time |
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| `copy_ticks_range(symbol, from, to, flags)` | Copy ticks in range |
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### Positions & Orders
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| Function | Description |
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|----------|-------------|
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| `positions_total()` | Get total number of open positions |
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| `positions_get(symbol)` | Get open positions |
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| `orders_total()` | Get total number of pending orders |
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| `orders_get(symbol)` | Get pending orders |
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### History
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| Function | Description |
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|----------|-------------|
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| `history_deals_total(from, to)` | Get total number of deals in range |
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| `history_deals_get(from, to)` | Get deals in range |
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| `history_orders_total(from, to)` | Get total number of orders in range |
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| `history_orders_get(from, to)` | Get orders in range |
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### Market Depth
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| Function | Description |
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|----------|-------------|
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| `market_book_add(symbol)` | Subscribe to market depth |
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| `market_book_get(symbol)` | Get market depth data |
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| `market_book_release(symbol)` | Unsubscribe from market depth |
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### Trading Calculations
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| Function | Description |
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|----------|-------------|
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| `order_calc_margin(action, symbol, volume, price)` | Calculate required margin (local calculation) |
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| `order_calc_profit(action, symbol, volume, price_open, price_close)` | Calculate expected profit (local calculation) |
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### Not Implemented
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| Function | Status |
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|----------|--------|
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| `order_check(request)` | TODO - Check trade request validity |
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| `order_send(request)` | TODO - Send trade request to MT5 |
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## Implementation Notes
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### Local Calculation for `order_calc_margin` and `order_calc_profit`
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Unlike `go-mt5` which sends commands 202/203 via named pipe, this library uses **local calculation** (same as Python `MetaTrader5` library):
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- `order_calc_margin`: `margin = volume × price × margin_initial / 4`
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- `order_calc_profit`: `profit = volume × (price_close - price_open) × trade_contract_size`
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This approach avoids the "pipe closed" error that occurs with MT5 Build 5836+ when using IPC for these commands.
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## Requirements
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- Rust 2021 edition
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- Windows OS (named pipe IPC is Windows-specific)
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- MT5 terminal must be running
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## License
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MIT
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