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# Public API Contract
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mt5cli is the canonical operational trading SDK and CLI/batch layer over pdmt5.
The intended dependency direction is:
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```text
downstream app -> mt5cli -> pdmt5 -> MetaTrader 5
```
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## 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
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`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
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longer required. `pdmt5.Mt5TradingError` was removed upstream in pdmt5 1.0.4;
mt5cli raises `Mt5OperationError` for all trading-related failures.
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Note: the former `mt5cli` re-export `TICK_FLAG_MAP` corresponds to `COPY_TICKS_MAP`
in pdmt5 — the name changed, it was not simply moved.
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Downstream packages should import from the package root (`from mt5cli import
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...` ). 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.
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## Stable downstream SDK API
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These names are exported from `mt5cli` and enumerated in
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`mt5cli.STABLE_SDK_EXPORTS` (defined in `mt5cli.contract` ).
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### Session lifecycle and configuration
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| 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 |
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| `create_trading_client` , `mt5_trading_session` | Trading-capable MT5 client lifecycle; returns a raw `pdmt5.Mt5DataClient` (not `MT5Client` ) supporting order execution, account management, and history deal retrieval |
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| `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` |
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### 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.
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| 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 |
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| `fetch_latest_closed_rates_for_trading_client` | Closed bars from an active trading client session; returns RangeIndex |
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| `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 |
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### SQLite history collection and rate loading
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| Symbol | Role |
| ----------------------------------------------------------------- | -------------------------------------------------------------------------------------------- |
| `collect_history` | One-shot date-range export into SQLite |
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| `report_rate_gaps` | SQLite-only one-row-per-gap report for a rate table or compatibility view |
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| `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 |
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See [History Collection (SQLite) ](history.md ) 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.
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| 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 |
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| `resolve_broker_filling_mode` | Broker-supported filling-mode selection helper |
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| `ensure_symbol_selected` | Select/verify Market Watch visibility |
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| `fetch_recent_history_deals_for_trading_client` | Recent deal history from a connected trading client |
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| `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 |
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| `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.
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`MT5Client.order_send()` and CLI `order-send --yes` are live execution paths.
Order helpers validate broker stop-level distance in `determine_order_limits()` and
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raise `Mt5OperationError` when computed SL/TP prices are too close to the entry
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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()` .
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### Grafana observability (SQLite read model)
These helpers prepare a SQLite database as a Grafana datasource. All DDL is
idempotent (`CREATE TABLE IF NOT EXISTS` , `DROP VIEW IF EXISTS` + `CREATE
VIEW` , `CREATE INDEX IF NOT EXISTS` ). Missing source tables are skipped with a
warning rather than raising an error.
| Symbol | Role |
| ---------------------------------- | ----------------------------------------------------------------------------------------------- |
| `update_observability` | Append one timestamped snapshot row per data type; accepts an already-connected `Mt5DataClient` |
| `update_observability_with_config` | Standalone wrapper: opens/closes MT5 connection automatically around `update_observability` |
Both functions write to the SQLite path given by `output=` . The optional
`symbols` parameter filters `positions_get` / `orders_get` by symbol.
`with_grafana_schema=False` (default) skips Grafana view/index setup; run
`grafana-schema` once to set up the schema, then call `snapshot` repeatedly
without this flag.
**Snapshot tables** (created by `create_snapshot_tables` in `mt5cli.grafana` ):
| Table | Content |
| -------------------- | ----------------------------------------- |
| `account_snapshots` | Balance, equity, margin, free-margin, P&L |
| `position_snapshots` | Open positions: symbol, volume, profit, … |
| `order_snapshots` | Active orders: symbol, type, price, … |
| `terminal_snapshots` | Terminal connectivity and build info |
| `snapshot_runs` | Per-run status (`ok` / `error` ) timestamp |
**Grafana time-series views** (integer epoch-second `time` column; snapshot views also expose `run_id` ):
| View | Source |
| ---------------------------- | -------------------------------- |
| `grafana_rates` | `rates` table |
| `grafana_ticks` | `ticks` table |
| `grafana_history_deals` | `history_deals` |
| `grafana_history_orders` | `history_orders` |
| `grafana_trade_deals` | `history_deals` trade types only |
| `grafana_cash_events` | `history_deals` non-trade events |
| `grafana_symbol_pnl` | Per-close-deal P&L per symbol |
| `grafana_account_snapshots` | `account_snapshots` |
| `grafana_position_snapshots` | `position_snapshots` |
| `grafana_order_snapshots` | `order_snapshots` |
| `grafana_terminal_snapshots` | `terminal_snapshots` |
**Grafana static summary views** (no `time` column; use for table/stat panels, not time-series):
| View | Source |
| ---------------------- | ------------------------------------- |
| `grafana_realized_pnl` | Cumulative realized PnL per symbol |
| `grafana_trade_stats` | Win/loss counts and profit per symbol |
Lower-level helpers (`ensure_grafana_schema` , `create_grafana_views` ,
`create_grafana_indexes` , `create_snapshot_tables` , `start_snapshot_run` ,
`insert_account_snapshot` , `insert_position_snapshots` , `insert_order_snapshots` ,
`insert_terminal_snapshot` , `record_snapshot_run` ) are available directly from
`mt5cli.grafana` and are not part of the package-root stable surface.
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### Errors
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| 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:
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| Module | Examples |
| ------------------- | --------------------------------------------------------------------------------------------------------------------------------------------------------------------------- |
| `mt5cli.grafana` | `ensure_grafana_schema` , `create_grafana_views` , `create_grafana_indexes` , `create_snapshot_tables` , `start_snapshot_run` , `insert_account_snapshot` , `record_snapshot_run` |
| `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` |
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## CLI commands
The Typer application in `mt5cli.cli` exposes file-export commands documented in
[CLI Module ](cli.md ) 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` ).
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- Resolve unset CLI connection options from `MT5_LOGIN` , `MT5_PASSWORD` ,
`MT5_SERVER` , and `MT5_PATH` , and expand `${ENV_VAR}` placeholders in CLI
string fields before building the MT5 config.
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- Delegate to the same Python APIs described here; they are not duplicated
business logic.
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`grafana-schema` initializes Grafana views, indexes, and snapshot tables in the
target SQLite database without connecting to MT5. It is idempotent and safe to
run repeatedly.
`snapshot` appends one timestamped row per enabled data type
(`--with-account` , `--with-positions` , `--with-orders` , `--with-terminal` ) and
never places orders or modifies trading state. Both commands require
`-o/--output` to point at a `.db` / SQLite file.
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`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
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without placing them and does not require `--yes` . `close-positions` also
accepts optional `--deviation` , `--comment` , and `--magic` ; `--magic` scopes
the selected open positions fail-closed when position magic metadata is absent.
`history-gaps` reads an existing SQLite history database and exports one row
per detected gap from managed rate compatibility views. It never initializes
MT5. Pass `--granularity-seconds` for custom tables or views whose bar spacing
cannot be inferred from the name.
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## 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
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- Entry-deal classification, Kelly fractions, or betting-specific deal transformations
(use `fetch_recent_history_deals_for_trading_client` to retrieve raw deal data, then
apply downstream transformations in your own adapter layer)
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- 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
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`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.
