feat: stable MT5Client public API and infrastructure layer (#30)
* feat: add stable MT5Client public API and infrastructure layer Introduce a reusable public API for downstream trading applications: - MT5Client as the primary client abstraction with order_check/order_send - schemas module with DataKind contracts, validation, and normalization - converters, exceptions, retry, and storage facade modules - CLI order commands now route through MT5Client - connected_client made public; retry logic centralized - Contract tests for API surface, schemas, and storage round-trips - README and docs updated with Python API usage examples Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> * fix: correct time coercion, broker-safe symbols, and execution docs - Normalize MT5 time columns with correct second/millisecond units - Coerce all present known MT5 time fields, including optional order times - Preserve broker symbol casing in normalize_symbol() - Document order_send() as a live execution primitive with clear scope boundaries - Add contract tests for timestamp and symbol normalization behavior Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com> --------- Co-authored-by: Cursor Agent <cursoragent@cursor.com> Co-authored-by: Daichi Narushima <dceoy@users.noreply.github.com>
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Daichi Narushima
co-authored by
Daichi Narushima
Cursor Agent
Daichi Narushima
Cursor Agent
parent
9356d5dcdf
commit
78c49238cf
@@ -2,14 +2,14 @@
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[](https://github.com/dceoy/mt5cli/actions/workflows/ci.yml)
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Command-line tool for exporting MetaTrader 5 data to CSV, JSON, Parquet, and SQLite3.
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Generic MT5 data and execution infrastructure for Python applications. Export from the CLI or import a small, stable Python API in downstream packages.
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Built on top of [pdmt5](https://github.com/dceoy/pdmt5), a pandas-based data handler for MetaTrader 5.
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## Architecture
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- **pdmt5** — canonical MT5 client, DataFrame/trading primitives, and MT5 constant parsing (`TIMEFRAME_*`, `COPY_TICKS_*`, order types).
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- **mt5cli** — CLI commands, CSV/JSON/Parquet/SQLite export, SQLite history collection, rate views, and local batch/automation SDK helpers built on pdmt5.
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- **mt5cli** — public `MT5Client` API, standardized dataset schemas, storage helpers, CLI commands, and SQLite history collection built on pdmt5.
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- **mt5api** — sibling HTTP adapter for remote MT5 access; not a dependency of mt5cli.
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## Features
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@@ -27,7 +27,65 @@ Built on top of [pdmt5](https://github.com/dceoy/pdmt5), a pandas-based data han
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pip install -U mt5cli MetaTrader5
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```
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## Usage
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## Python API (downstream packages)
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Import `MT5Client` for generic MT5 data access, schema normalization, and optional order primitives. `Mt5CliClient` remains available as a backward-compatible alias.
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```python
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from datetime import UTC, datetime
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from pathlib import Path
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from mt5cli import (
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DataKind,
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Dataset,
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MT5Client,
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build_config,
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collect_history,
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export_dataframe,
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mt5_session,
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normalize_dataframe,
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update_history_with_config,
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)
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# Persistent session for multiple calls
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with mt5_session(build_config(login=12345, server="Broker-Demo")) as client:
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rates = client.copy_rates_range(
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"EURUSD",
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timeframe="H1",
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date_from="2024-01-01",
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date_to="2024-02-01",
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)
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positions = client.positions()
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check = client.order_check({"action": 1, "symbol": "EURUSD", "volume": 0.1})
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# Normalize MT5 frames to the public schema contract before storage
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closed_rates = normalize_dataframe(
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rates, DataKind.rates, symbol="EURUSD", timeframe="H1"
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)
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export_dataframe(closed_rates, Path("rates.csv"), "csv")
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# Bulk SQLite history (same behavior as collect-history CLI command)
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collect_history(
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Path("history.db"),
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symbols=["EURUSD"],
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date_from=datetime(2024, 1, 1, tzinfo=UTC),
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date_to=datetime(2024, 2, 1, tzinfo=UTC),
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datasets={Dataset.rates, Dataset.history_deals},
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)
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# Incremental append for automated pipelines
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update_history_with_config(
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output="history.db",
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symbols=["EURUSD"],
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config=build_config(login=12345),
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)
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```
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Schema contracts live in `mt5cli.schemas` (`DataKind`, `validate_schema`, `normalize_dataframe`). Storage helpers are re-exported from `mt5cli.storage` and the package root.
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`MT5Client.order_send()` is a live execution primitive: it can place real trades on the connected account. mt5cli does not implement strategy logic, signal generation, backtesting, or optimization — downstream applications must gate live execution explicitly.
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## CLI usage
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```bash
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# Export account information to CSV
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@@ -161,7 +219,7 @@ eurusd_m1 = rates["EURUSD", "M1"] # closed bars only
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- **Throttled history updates**: use `ThrottledHistoryUpdater` to wrap `update_history()` with a minimum `interval_seconds` between successful runs (monotonic clock). Call `should_update()` / `update(client, symbols)` from an application loop; errors propagate by default, or pass `suppress_errors=True` to swallow recoverable `Mt5*Error`, `sqlite3.Error`, `ValueError`, `OSError`, and MT5 client capability errors for history API methods without advancing the throttle (other `AttributeError` / `TypeError` values always propagate).
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- **Trading session helpers**: use `mt5_trading_session()` for a trading-capable `pdmt5.Mt5TradingClient` that initializes/logs in via `Mt5Config.path` and always shuts down safely. Pair with `detect_position_side()`, `calculate_margin_and_volume()`, and `determine_order_limits()` for generic position and sizing utilities. The read-only `mt5_session()` / `Mt5CliClient` SDK is unchanged.
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- **Granularity-keyed rate loading**: `load_rate_series_by_granularity()` builds targets with `build_rate_targets()`, loads them with `load_rate_series_from_sqlite()`, and returns a mapping keyed by `(symbol | None, granularity_name)` such as `("EURUSD", "M1")` to reduce downstream boilerplate.
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- **MT5 session helper**: use the `mt5_session()` context manager to attach to (or, when `Mt5Config.path` is set, launch) an MT5 terminal, log in, and yield a connected `Mt5CliClient` that shuts down on exit.
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- **MT5 session helper**: use the `mt5_session()` context manager to attach to (or, when `Mt5Config.path` is set, launch) an MT5 terminal, log in, and yield a connected `MT5Client` that shuts down on exit.
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- **SQLite export helpers**: use `export_dataframe_to_sqlite()` for append mode, optional index export, and post-write deduplication by key columns.
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- **Recent ticks and margins**: `recent_ticks()` and `minimum_margins()` SDK helpers (and matching CLI commands) cover common downstream read-only queries.
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@@ -226,7 +284,7 @@ finally:
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client.shutdown()
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```
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Read-only collectors can keep using `mt5_session()` and `Mt5CliClient` without changes.
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Read-only collectors can keep using `mt5_session()` and `MT5Client` (or the `Mt5CliClient` alias) without changes.
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## Development
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