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mt5cli/docs/api/public-contract.md
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Daichi Narushima 93565681e1 fix: decouple mt5cli from pdmt5 high-level trading helpers (#76) 
* fix: decouple mt5cli from pdmt5 high-level trading helpers

- Replace Mt5TradingClient type annotations with internal _Mt5ClientProtocol
- Lazy-import Mt5TradingClient in create_trading_client to avoid hard dependency
- Replace Mt5TradingError with Mt5OperationError in mt5cli validation paths
- Update exception handling to support future pdmt5 versions without Mt5TradingError
- Add test to enforce that mt5cli doesn't import high-level symbols at module level
- Update documentation to clarify dependency boundaries

mt5cli now relies only on low-level MT5 primitives:
- Mt5Config for configuration
- Mt5RuntimeError for runtime errors
- Raw MT5 methods (order_send, order_check, account_info, etc.)

This aligns with pdmt5's direction to remove high-level trading helpers and focus
on low-level MT5 access plus DataFrame/dict conversion.

Fixes #75 (dceoy/mt5cli#75)

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
Claude-Session: https://claude.ai/code/session_01PcGVFTVgyqzse3LLw38ber

* fix: address PR #76 review feedback on pdmt5 decoupling

- Replace Mt5TradingClient with Mt5DataClient in create_trading_client()
  so the function no longer depends on the high-level trading client
- Fix _RECOVERABLE_MT5_ERRORS in exceptions.py to use tuple unpacking
  form, removing the incorrect ternary assignment
- Add pragma: no cover to except ImportError branches in exceptions.py
  and sdk.py (dead code when pdmt5 is installed)
- Switch coverage exclude_lines to exclude_also so the default
  pragma: no cover pattern is preserved; also exclude bare ... stubs
  (Protocol method bodies) from coverage
- Correct inaccurate note in docs/api/public-contract.md: Mt5TradingClient
  is no longer required internally; Mt5TradingError is conditionally
  available but mt5cli raises Mt5OperationError for trading failures
- Update all mock patches from pdmt5.Mt5TradingClient to
  mt5cli.trading.Mt5DataClient to match the new module-level import

---------

Co-authored-by: Claude <noreply@anthropic.com>
2026-06-26 22:26:54 +09:00

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# Public API Contract
mt5cli is the canonical operational trading SDK and CLI/batch layer over pdmt5.
The intended dependency direction is:
```text
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)](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.
| 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](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`).
- 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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