# Trading - mt5cli API Documentation
Author: dceoy

# Trading Module

## mt5cli.trading

Trading-capable MetaTrader 5 session helpers and operational utilities.

### OrderSide `module-attribute`

    OrderSide = Literal['long', 'short']

### PositionSide `module-attribute`

    PositionSide = Literal['long', 'short']

### __all__ `module-attribute`

    __all__ = [
        "OrderSide",
        "PositionSide",
        "calculate_margin_and_volume",
        "detect_position_side",
        "determine_order_limits",
        "mt5_trading_session",
    ]

### calculate_margin_and_volume

    calculate_margin_and_volume(
        client: Mt5TradingClient,
        symbol: str,
        unit_margin_ratio: float,
        preserved_margin_ratio: float,
    ) -> dict[str, float]

Calculate tradable margin and volumes from account free margin.

Applies `preserved_margin_ratio` to keep a reserve off `margin_free`, then allocates `unit_margin_ratio` of the remainder as the margin budget for volume sizing on both buy and sell sides.

Parameters:

Name | Type | Description | Default
--- | --- | --- | ---
`client` | `Mt5TradingClient` | Connected `Mt5TradingClient` instance. | required
`symbol` | `str` | Symbol used for minimum-lot margin and volume calculations. | required
`unit_margin_ratio` | `float` | Fraction of post-reserve margin to allocate per unit. | required
`preserved_margin_ratio` | `float` | Fraction of `margin_free` to preserve. | required

Returns:

Type | Description
--- | ---
`dict[str, float]` | Dictionary with `margin_free`, `available_margin`, `trade_margin`,
`dict[str, float]` | `buy_volume`, and `sell_volume`. Negative `margin_free` values are
`dict[str, float]` | clamped to `0.0` before sizing.

Source code in `mt5cli/trading.py`

     92
     93
     94
     95
     96
     97
     98
     99
    100
    101
    102
    103
    104
    105
    106
    107
    108
    109
    110
    111
    112
    113
    114
    115
    116
    117
    118
    119
    120
    121
    122
    123
    124
    125
    126
    127
    128
    129
    130

    def calculate_margin_and_volume(
        client: Mt5TradingClient,
        symbol: str,
        unit_margin_ratio: float,
        preserved_margin_ratio: float,
    ) -> dict[str, float]:
        """Calculate tradable margin and volumes from account free margin.

        Applies ``preserved_margin_ratio`` to keep a reserve off ``margin_free``,
        then allocates ``unit_margin_ratio`` of the remainder as the margin budget
        for volume sizing on both buy and sell sides.

        Args:
            client: Connected ``Mt5TradingClient`` instance.
            symbol: Symbol used for minimum-lot margin and volume calculations.
            unit_margin_ratio: Fraction of post-reserve margin to allocate per unit.
            preserved_margin_ratio: Fraction of ``margin_free`` to preserve.

        Returns:
            Dictionary with ``margin_free``, ``available_margin``, ``trade_margin``,
            ``buy_volume``, and ``sell_volume``. Negative ``margin_free`` values are
            clamped to ``0.0`` before sizing.
        """
        _require_unit_ratio(unit_margin_ratio, "unit_margin_ratio")
        _require_unit_ratio(preserved_margin_ratio, "preserved_margin_ratio")

        account = client.account_info_as_dict()
        margin_free = max(0.0, float(account.get("margin_free") or 0.0))
        available_margin = margin_free * (1.0 - preserved_margin_ratio)
        trade_margin = available_margin * unit_margin_ratio
        buy_volume = client.calculate_volume_by_margin(symbol, trade_margin, "BUY")
        sell_volume = client.calculate_volume_by_margin(symbol, trade_margin, "SELL")
        return {
            "margin_free": margin_free,
            "available_margin": available_margin,
            "trade_margin": trade_margin,
            "buy_volume": buy_volume,
            "sell_volume": sell_volume,
        }

### detect_position_side

    detect_position_side(
        client: Mt5TradingClient, symbol: str
    ) -> PositionSide | None

Detect the net open position side for a symbol.

Parameters:

Name | Type | Description | Default
--- | --- | --- | ---
`client` | `Mt5TradingClient` | Connected `Mt5TradingClient` instance. | required
`symbol` | `str` | Symbol to inspect. | required

Returns:

Type | Description
--- | ---
`PositionSide | None` | `"long"` when net buy volume exceeds sell volume, `"short"` when
`PositionSide | None` | net sell volume exceeds buy volume, or `None` when no positions exist
`PositionSide | None` | or buy/sell volumes are exactly balanced.

Source code in `mt5cli/trading.py`

    61
    62
    63
    64
    65
    66
    67
    68
    69
    70
    71
    72
    73
    74
    75
    76
    77
    78
    79
    80
    81
    82
    83
    84
    85
    86
    87
    88
    89

    def detect_position_side(
        client: Mt5TradingClient,
        symbol: str,
    ) -> PositionSide | None:
        """Detect the net open position side for a symbol.

        Args:
            client: Connected ``Mt5TradingClient`` instance.
            symbol: Symbol to inspect.

        Returns:
            ``"long"`` when net buy volume exceeds sell volume, ``"short"`` when
            net sell volume exceeds buy volume, or ``None`` when no positions exist
            or buy/sell volumes are exactly balanced.
        """
        positions = client.positions_get_as_df(symbol=symbol)
        if positions.empty:
            return None

        buy_type = client.mt5.POSITION_TYPE_BUY
        sell_type = client.mt5.POSITION_TYPE_SELL
        buy_volume = _sum_position_volume(positions, buy_type)
        sell_volume = _sum_position_volume(positions, sell_type)
        net_volume = buy_volume - sell_volume
        if net_volume > 0:
            return "long"
        if net_volume < 0:
            return "short"
        return None

### determine_order_limits

    determine_order_limits(
        client: Mt5TradingClient,
        symbol: str,
        side: OrderSide | str,
        stop_loss_limit_ratio: float,
        take_profit_limit_ratio: float,
    ) -> dict[str, float | None]

Derive entry and protective order prices from current market quotes.

Parameters:

Name | Type | Description | Default
--- | --- | --- | ---
`client` | `Mt5TradingClient` | Connected `Mt5TradingClient` instance. | required
`symbol` | `str` | Symbol used for the quote lookup. | required
`side` | `OrderSide | str` | Position side as `"long"`/`"short"` (`"buy"`/`"sell"` aliases are accepted). | required
`stop_loss_limit_ratio` | `float` | Relative distance from entry for stop loss in `[0, 1)`. A value of `0` omits the stop loss. | required
`take_profit_limit_ratio` | `float` | Relative distance from entry for take profit in `[0, 1)`. A value of `0` omits the take profit. | required

Returns:

Type | Description
--- | ---
`dict[str, float | None]` | Dictionary with `entry`, `stop_loss`, and `take_profit` keys.
`dict[str, float | None]` | Omitted protective levels are returned as `None`.

Source code in `mt5cli/trading.py`

    133
    134
    135
    136
    137
    138
    139
    140
    141
    142
    143
    144
    145
    146
    147
    148
    149
    150
    151
    152
    153
    154
    155
    156
    157
    158
    159
    160
    161
    162
    163
    164
    165
    166
    167
    168
    169
    170
    171
    172
    173
    174
    175
    176
    177
    178
    179
    180

    def determine_order_limits(
        client: Mt5TradingClient,
        symbol: str,
        side: OrderSide | str,
        stop_loss_limit_ratio: float,
        take_profit_limit_ratio: float,
    ) -> dict[str, float | None]:
        """Derive entry and protective order prices from current market quotes.

        Args:
            client: Connected ``Mt5TradingClient`` instance.
            symbol: Symbol used for the quote lookup.
            side: Position side as ``"long"``/``"short"`` (``"buy"``/``"sell"``
                aliases are accepted).
            stop_loss_limit_ratio: Relative distance from entry for stop loss in
                ``[0, 1)``. A value of ``0`` omits the stop loss.
            take_profit_limit_ratio: Relative distance from entry for take profit in
                ``[0, 1)``. A value of ``0`` omits the take profit.

        Returns:
            Dictionary with ``entry``, ``stop_loss``, and ``take_profit`` keys.
            Omitted protective levels are returned as ``None``.
        """
        _require_protective_ratio(stop_loss_limit_ratio, "stop_loss_limit_ratio")
        _require_protective_ratio(take_profit_limit_ratio, "take_profit_limit_ratio")
        normalized_side = _normalize_order_side(side)
        tick = client.symbol_info_tick_as_dict(symbol=symbol)
        entry = float(tick["ask"] if normalized_side == "long" else tick["bid"])

        stop_loss: float | None = None
        if stop_loss_limit_ratio > 0:
            if normalized_side == "long":
                stop_loss = entry * (1.0 - stop_loss_limit_ratio)
            else:
                stop_loss = entry * (1.0 + stop_loss_limit_ratio)

        take_profit: float | None = None
        if take_profit_limit_ratio > 0:
            if normalized_side == "long":
                take_profit = entry * (1.0 + take_profit_limit_ratio)
            else:
                take_profit = entry * (1.0 - take_profit_limit_ratio)

        return {
            "entry": entry,
            "stop_loss": stop_loss,
            "take_profit": take_profit,
        }

### mt5_trading_session

    mt5_trading_session(
        config: Mt5Config | None = None, retry_count: int = 0
    ) -> Iterator[Mt5TradingClient]

Open a trading-capable MT5 session and always shut down safely.

Launches the MetaTrader 5 terminal using `Mt5Config.path` when set, initializes and logs in via `initialize_and_login_mt5()`, yields a connected :class:`~pdmt5.Mt5TradingClient`, and calls `shutdown()` on exit even when an error is raised inside the context.

Parameters:

Name | Type | Description | Default
--- | --- | --- | ---
`config` | `Mt5Config | None` | MT5 connection configuration. Defaults to an empty config that attaches to a running terminal. | `None`
`retry_count` | `int` | Number of initialization retries passed to `Mt5TradingClient`. | `0`

Yields:

Type | Description
--- | ---
`Mt5TradingClient` | Connected `Mt5TradingClient` bound to the session.

Source code in `mt5cli/trading.py`

    183
    184
    185
    186
    187
    188
    189
    190
    191
    192
    193
    194
    195
    196
    197
    198
    199
    200
    201
    202
    203
    204
    205
    206
    207
    208
    209
    210

    @contextmanager
    def mt5_trading_session(
        config: Mt5Config | None = None,
        retry_count: int = 0,
    ) -> Iterator[Mt5TradingClient]:
        """Open a trading-capable MT5 session and always shut down safely.

        Launches the MetaTrader 5 terminal using ``Mt5Config.path`` when set,
        initializes and logs in via ``initialize_and_login_mt5()``, yields a
        connected :class:`~pdmt5.Mt5TradingClient`, and calls ``shutdown()`` on
        exit even when an error is raised inside the context.

        Args:
            config: MT5 connection configuration. Defaults to an empty config that
                attaches to a running terminal.
            retry_count: Number of initialization retries passed to
                ``Mt5TradingClient``.

        Yields:
            Connected ``Mt5TradingClient`` bound to the session.
        """
        mt5_config = config or build_config()
        client = Mt5TradingClient(config=mt5_config, retry_count=retry_count)
        try:
            client.initialize_and_login_mt5()
            yield client
        finally:
            client.shutdown()

## Trading-capable MT5 sessions

`mt5_trading_session()` complements the read-only `mt5_session()` helper in `sdk.py`. It yields a connected `pdmt5.Mt5TradingClient`, uses `Mt5Config.path` to launch the terminal when configured, and always calls `shutdown()` on exit.

    from pdmt5 import Mt5Config

    from mt5cli import mt5_trading_session

    with mt5_trading_session(
        Mt5Config(path=r"C:\Program Files\MetaTrader 5\terminal64.exe", login=12345),
        retry_count=2,
    ) as client:
        positions = client.positions_get_as_df(symbol="EURUSD")

The read-only `Mt5CliClient` / `mt5_session()` API is unchanged.

## Operational trading helpers

These helpers are strategy-agnostic and do not depend on signal detection, betting logic, or scheduling code in downstream applications.

    from mt5cli import (
        calculate_margin_and_volume,
        detect_position_side,
        determine_order_limits,
    )

    side = detect_position_side(client, "EURUSD")
    sizing = calculate_margin_and_volume(
        client,
        "EURUSD",
        unit_margin_ratio=0.5,
        preserved_margin_ratio=0.2,
    )
    limits = determine_order_limits(
        client,
        "EURUSD",
        side="long",
        stop_loss_limit_ratio=0.01,
        take_profit_limit_ratio=0.02,
    )

Protective ratios must satisfy `0 <= ratio < 1`; `0` omits that level. `calculate_margin_and_volume()` clamps negative `margin_free` to `0.0` before sizing.

## Migration from mteor-local helpers

mteor-local concern | mt5cli replacement
--- | ---
Manual terminal spawn/kill around trading code | `mt5_trading_session()`
Local position-side detection | `detect_position_side()`
Local margin/volume sizing | `calculate_margin_and_volume()`
Local SL/TP price derivation | `determine_order_limits()`
Throttled SQLite history loop with ad-hoc error handling | `ThrottledHistoryUpdater(suppress_errors=True)`

Keep read-only data collection on `mt5_session()` / `Mt5CliClient`; use `mt5_trading_session()` only where order placement or trading calculations are required.

#### Search

From here you can search these documents. Enter your search terms below.

#### Keyboard Shortcuts

Keys | Action
--- | ---
`?` | Open this help
`n` | Next page
`p` | Previous page
`s` | Search