# Public API Contract

mt5cli is the canonical operational trading SDK and CLI/batch layer over pdmt5. The intended dependency direction is:

    downstream app -> mt5cli -> pdmt5 -> MetaTrader 5

## Responsibility boundary

Layer | Owns
--- | ---
pdmt5 | MT5 core wrapper; DataFrame/dict conversion; canonical MT5 constants and parsers; direct low-level order primitives
mt5cli | CLI/batch workflows; SQLite history collection; normalized datasets; closed-bar helpers; small downstream operational SDK; generic broker-facing margin/volume/order orchestration
downstream | Strategy logic; signals; risk policy; backtesting; optimization; YAML/application semantics

Downstream code should import raw pdmt5 types and constants (such as `Mt5Config`, `Mt5RuntimeError`, `TIMEFRAME_MAP`, `COPY_TICKS_MAP`) directly from `pdmt5` when needed. mt5cli does not serve as a pass-through compatibility namespace for pdmt5. mt5cli's trading helpers type their client parameter against an internal protocol backed by `pdmt5.Mt5DataClient`; `Mt5TradingClient` is no longer required. `Mt5TradingError` is conditionally imported where still present in pdmt5, but mt5cli raises `Mt5OperationError` for all trading-related failures.

Note: the former `mt5cli` re-export `TICK_FLAG_MAP` corresponds to `COPY_TICKS_MAP` in pdmt5 — the name changed, it was not simply moved.

Downstream packages should import from the package root (`from mt5cli import ...`). The contract set `STABLE_SDK_EXPORTS` in `mt5cli.contract` enumerates every package-root symbol. Lower-level helpers (schema utilities, export functions, parser helpers, low-level MT5 wrappers) are available directly from their owning modules (`mt5cli.schemas`, `mt5cli.utils`, `mt5cli.converters`, `mt5cli.sdk`, etc.) and are not part of the root SDK surface.

## Stable downstream SDK API

These names are exported from `mt5cli` and enumerated in `mt5cli.STABLE_SDK_EXPORTS` (defined in `mt5cli.contract`).

### Session lifecycle and configuration

Symbol | Role
--- | ---
`MT5Client` | Read-only data client with optional `order_check` / `order_send`
`build_config` | Build `pdmt5.Mt5Config` from connection fields; `login` accepts `int \| str \| None` — numeric strings are coerced to `int`, blank strings are treated as unset, and `${ENV_VAR}` / `$ENV_NAME` placeholders in string parameters are expanded when `allow_whole_dollar_env=True`
`mt5_session` | Context manager: initialize, login, yield client, shutdown
`create_trading_client`, `mt5_trading_session` | Trading-capable MT5 client lifecycle; returns a client supporting order execution and account management
`AccountSpec` | Generic account group: symbols plus optional credentials
`resolve_account_spec`, `resolve_account_specs` | Merge overrides and expand `${ENV_VAR}` placeholders; opt-in `allow_whole_dollar_env` for bare `$NAME`

### Closed-bar rate helpers

MetaTrader 5 returns the still-forming bar as the last row when `start_pos=0`. Use these helpers instead of reimplementing bar trimming or timestamp normalization in downstream apps.

Symbol | Role
--- | ---
`drop_forming_rate_bar` | Remove the last row from chronologically ordered rate data
`fetch_latest_closed_rates` | Single connected client: fetch `count + 1`, drop forming bar
`fetch_latest_closed_rates_for_trading_client` | Closed bars from an active trading client session; returns RangeIndex
`fetch_latest_closed_rates_indexed` | Same as above but returns a UTC `DatetimeIndex` named `"time"` (no time column)
`collect_latest_closed_rates_for_accounts` | Multi-account closed bars with optional retry wrapper
`collect_latest_closed_rates_by_granularity` | Same data keyed by `(symbol, granularity_name)`
`collect_latest_rates_for_accounts_with_retries` | Bounded exponential backoff for transient MT5 errors

### SQLite history collection and rate loading

Symbol | Role
--- | ---
`collect_history` | One-shot date-range export into SQLite
`update_history`, `update_history_with_config` | Incremental append from `MAX(time)` cursors
`ThrottledHistoryUpdater` | Minimum interval between successful incremental updates; optional `update_backend` injection
`RateTarget`, `build_rate_targets` | Neutral `(symbol, timeframe)` series descriptors
`load_rate_series_from_sqlite`, `load_rate_series_by_granularity` | Load one or many series; fail clearly when managed views are missing

See History Collection (SQLite) for schema, view naming, and ER diagrams.

### Trading and sizing primitives (generic)

These helpers implement broker-facing calculations only. They do not encode strategy entries, exits, Kelly sizing, or signal logic.

Symbol | Role
--- | ---
`get_account_snapshot`, `get_symbol_snapshot`, `get_tick_snapshot`, `get_positions_frame` | Normalized account/symbol/tick/position views
`extract_tick_price` | Positive finite bid/ask extraction from tick mappings
`detect_position_side` | Net long / short / flat from open positions
`calculate_spread_ratio` | Relative bid-ask spread
`calculate_margin_and_volume`, `calculate_volume_by_margin`, `calculate_new_position_margin_ratio` | Margin budget and volume sizing
`normalize_order_volume`, `estimate_order_margin`, `calculate_positions_margin` | Broker volume normalization and margin totals
`calculate_positions_margin_by_symbol` | Per-symbol margin map (resilient, first-seen order)
`calculate_positions_margin_safe` | Summed total margin across symbols (failed symbols skipped)
`calculate_projected_margin_ratio` | Estimated symbol-scoped margin/equity after optional new exposure
`calculate_account_projected_margin_ratio` | Account snapshot margin/equity after optional new exposure
`calculate_symbol_group_margin_ratio` | Estimated symbol-group margin/equity with optional exposure
`determine_order_limits` | SL/TP price levels from ratios
`calculate_trailing_stop_updates` | Per-ticket generic trailing stop-loss update plan
`ensure_symbol_selected` | Select/verify Market Watch visibility
`place_market_order`, `close_open_positions`, `update_sltp_for_open_positions`, `update_trailing_stop_loss_for_open_positions` | Order execution helpers (`dry_run` supported)
`MarginVolume`, `OrderLimits`, `OrderExecutionResult` | Typed return contracts for order helpers
`OrderSide`, `OrderFillingMode`, `OrderTimeMode`, `PositionSide`, `ExecutionStatus` | Typed enums for order helpers
`ProjectionMode` | Literal type for `calculate_symbol_group_margin_ratio` projection

`calculate_symbol_group_margin_ratio` accepts an optional `projection_mode` parameter (`"add"` by default). Pass `projection_mode="replace_symbol"` to subtract current exposure for `new_symbol` before adding the candidate margin — useful for reversal-style projections. mt5cli only calculates broker-facing exposure; downstream applications own thresholds, risk guard actions, and strategy policy.

`MT5Client.order_send()` and CLI `order-send --yes` are live execution paths.

Order helpers validate broker stop-level distance in `determine_order_limits()` and raise `Mt5OperationError` when computed SL/TP prices are too close to the entry quote. Validation uses `trade_stops_level * point` from the current quote and symbol metadata as a pre-check only; it does not guarantee live order acceptance after price movement and does not inspect `trade_freeze_level`. Live `place_market_order()` and SL/TP updates call `ensure_symbol_selected()` so hidden symbols are added to Market Watch before sending requests. Failed, malformed, or unknown broker retcodes are fail-closed and returned as `status="failed"` with normalized `request` / `response` details; `dry_run=True` never calls `ensure_symbol_selected()` or `order_send()`.

### Errors

Symbol | Role
--- | ---
`Mt5CliError`, `Mt5ConnectionError`, `Mt5OperationError`, `Mt5SchemaError` | Stable mt5cli exception types

## Module-scoped helpers

Lower-level helpers are available from their owning modules and are not part of the package-root stable surface. Import them directly when needed:

Module | Examples
--- | ---
`mt5cli.history` | `resolve_rate_view_name`, `resolve_rate_tables`, `load_rate_data`, `build_rate_view_name`
`mt5cli.sdk` | `copy_rates_from`, `copy_ticks_from`, `account_info`, `symbols`, `mt5_summary`, `latest_rates`
`mt5cli.schemas` | `DataKind`, `normalize_dataframe`, `validate_schema`, `DEDUP_KEYS`
`mt5cli.utils` | `Dataset`, `IfExists`, `detect_format`, `export_dataframe`, `export_dataframe_to_sqlite`
`mt5cli.converters` | `normalize_symbol`, `ensure_utc`, `parse_date_range`, `granularity_name`
`mt5cli.exceptions` | `normalize_mt5_exception`, `call_with_normalized_errors`, `is_recoverable_mt5_error`

## CLI commands

The Typer application in `mt5cli.cli` exposes file-export commands documented in CLI Module and the project README. CLI commands:

- Require `-o/--output` and write CSV, JSON, Parquet, or SQLite.
- Accept global MT5 connection options (`--login`, `--password`, `--server`, `--path`, `--timeout`).
- Delegate to the same Python APIs described here; they are not duplicated business logic.

`order-send` is the expert raw-request path; it requires `--yes` and a fully constructed request payload. `close-positions` is the safer high-level helper that closes open positions by `--symbol` or `--ticket` using `close_open_positions()`. Both `order-send --yes` and `close-positions --yes` are live execution paths. `close-positions --dry-run` previews close orders without placing them and does not require `--yes`.

## Internal helpers (not stable)

Do not import these for downstream contracts; they may change without a semver notice:

Module | Examples
--- | ---
`mt5cli.sdk` | `connected_client`, `_run_with_client`, private coercion helpers
`mt5cli.history` | `write_*_dataset`, `deduplicate_history_tables`, `parse_sqlite_timestamp`
`mt5cli.retry` | `retry_with_backoff`
`mt5cli.cli` | Typer command handlers and Click parameter types
Leading-underscore names | Any `_`-prefixed function or method

Use the package-root stable exports instead of reaching into submodule internals.

## Explicitly out of scope

mt5cli must not implement downstream strategy or research responsibilities. The following belong in consuming applications, not in mt5cli:

- Signal detection (for example AR-GARCH or other model-specific triggers)
- Backtesting, walk-forward analysis, or parameter optimization
- Strategy-specific risk policy, position sizing systems, or Kelly fractions
- Entry/exit decision logic or YAML strategy semantics
- Application-specific credential schema keys wired into mt5cli internals

mt5cli provides connection lifecycle, normalized data access, SQLite history machinery, closed-bar helpers, generic margin/volume/spread/SL/TP utilities, and optional order primitives so downstream apps can focus on strategy code behind their own adapter layer.

## Contract verification

`tests/test_contracts.py` asserts that every name in `STABLE_SDK_EXPORTS` is importable from `mt5cli`, that all package-root exports are covered by the stable set, and documents key closed-bar, SQLite loading, account-resolution, and trading-session behaviors.

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