API Reference

This section documents the mt5cli public Python API and CLI modules.

Public API layers

Module Purpose
Client MT5Client session abstraction for data access and order primitives
Schemas Canonical DataFrame contracts and normalization helpers
Storage CSV/JSON/Parquet/SQLite export and history collection helpers
Converters Symbol, timeframe, timezone, and date-range utilities
Exceptions Stable mt5cli exception types and MT5 error normalization
SDK Module-level fetch helpers, multi-account collectors, incremental history
Trading Trading-capable sessions and operational helpers
History Collection (SQLite) SQLite schema, incremental writes, dedup, and rate views
CLI Typer commands that delegate to the Python API
Utils Parsing helpers and Click parameter types

Architecture overview

flowchart TD
    App["Downstream application"] --> Client["MT5Client"]
    CLI["mt5cli CLI"] --> Client
    Client --> SDK["sdk / pdmt5"]
    Client --> Schemas["schemas"]
    Storage["storage"] --> History["history SQLite"]
    Storage --> Utils["utils export"]
    SDK --> PDMT5["pdmt5.Mt5DataClient"]

Downstream packages should depend on the package root exports (MT5Client, DataKind, normalize_dataframe, export_dataframe, collect_history, etc.) rather than private modules.

MT5Client.order_send() is a live execution primitive that can place real trades. mt5cli exposes minimal execution helpers only; strategy logic, signals, backtests, and optimization remain out of scope and must be implemented downstream with explicit execution gating.

Quick start

from mt5cli import MT5Client, build_config, mt5_session

with mt5_session(build_config(login=12345)) as client:
    rates = client.copy_rates_range("EURUSD", "H1", "2024-01-01", "2024-02-01")
    positions = client.positions()

mt5cli -o account.csv account-info
mt5cli -o rates.parquet rates-range --symbol EURUSD --timeframe H1 \
  --date-from 2024-01-01 --date-to 2024-02-01

See individual module pages for detailed usage examples.