Add symbol conversion module

mt5bridge_ccxt/symbol.py

@@ -0,0 +1,64 @@
+"""Symbol conversion utilities.
+
+CCXT uses 'BASE/QUOTE' format (e.g. "XAU/USD").
+MT5 uses broker-specific names (e.g. "XAUUSD", "XAUUSDc", "XAUUSD.i").
+
+The wrapper supports two strategies:
+1. User-provided symbol_map in config (recommended, explicit)
+2. Default: strip the "/" and concatenate (works for plain symbols)
+"""
+
+# Common quote currencies in forex/metals
+COMMON_QUOTES = [
+    "USD", "EUR", "GBP", "JPY", "CHF", "CAD", "AUD", "NZD",
+    "CNY", "HKD", "SGD", "XAU", "XAG", "XPT", "XPD",
+]
+
+
+def to_mt5_symbol(symbol, default_suffix=""):
+    """Convert CCXT symbol (XAU/USD) to MT5 format (XAUUSD).
+
+    Args:
+        symbol: CCXT-format symbol (e.g. "XAU/USD" or "XAUUSDc")
+        default_suffix: suffix to append when no symbol_map is provided
+                        (e.g. "c" for ECN, ".i" for CFD indices)
+
+    Returns:
+        str: MT5-format symbol
+    """
+    # Already in MT5 format (no slash)
+    if "/" not in symbol:
+        return symbol
+
+    base, quote = symbol.split("/", 1)
+    return f"{base}{quote}{default_suffix}"
+
+
+def to_ccxt_symbol(symbol, quote=None):
+    """Best-effort conversion from MT5 symbol to CCXT format.
+
+    Args:
+        symbol: MT5 symbol (e.g. "XAUUSDc")
+        quote: Optional explicit quote currency to split on
+
+    Returns:
+        str: CCXT symbol (e.g. "XAU/USD" or original if cannot split)
+    """
+    # Strip common suffixes
+    cleaned = symbol
+    for suffix in ("c", ".i", ".m", ".pro", ".ecn", ".raw", ".std"):
+        if cleaned.endswith(suffix):
+            cleaned = cleaned[: -len(suffix)]
+            break
+
+    # Try explicit quote first
+    if quote and cleaned.endswith(quote) and len(cleaned) > len(quote):
+        return f"{cleaned[: -len(quote)]}/{quote}"
+
+    # Try common quotes
+    for q in COMMON_QUOTES:
+        if cleaned.endswith(q) and len(cleaned) > len(q):
+            return f"{cleaned[: -len(q)]}/{q}"
+
+    # Cannot split reliably
+    return symbol