mt5cli/docs/api/sdk.md

SDK Module

::: mt5cli.sdk

Resilient multi-account orchestration

The SDK ships strategy-agnostic helpers for building long-running collectors on top of the read-only client. None of them depend on a particular trading application.

Retrying transient rate collection

collect_latest_rates_for_accounts_with_retries() wraps collect_latest_rates_for_accounts() with bounded exponential backoff. Only pdmt5.Mt5TradingError and pdmt5.Mt5RuntimeError are retried; the final failure is re-raised once retry_count is exhausted.

from mt5cli import AccountSpec, collect_latest_rates_for_accounts_with_retries

accounts = [AccountSpec(symbols=["EURUSD"], login=12345)]
rates = collect_latest_rates_for_accounts_with_retries(
    accounts,
    ["M1", "H1"],
    count=500,
    retry_count=3,
    backoff_base=2,  # sleeps 2s, 4s, 8s between attempts
)

Latest closed rate bars

MetaTrader 5 start_pos=0 includes the still-forming current bar as the last row. fetch_latest_closed_rates() handles one connected client; multi-account helpers fetch count + 1 bars, drop that row with drop_forming_rate_bar(), and validate each series is non-empty. Returned frames are ordered oldest-to-newest and may contain fewer than count rows only when MT5 returns fewer closed bars.

from mt5cli import (
    AccountSpec,
    collect_latest_closed_rates_by_granularity,
    fetch_latest_closed_rates,
)

closed = fetch_latest_closed_rates(
    client,
    symbol="EURUSD",
    granularity="M1",
    count=500,
)

rates = collect_latest_closed_rates_by_granularity(
    [AccountSpec(symbols=["EURUSD"], login=12345)],
    ["M1", "H1"],
    count=500,
    retry_count=3,
)
closed_m1 = rates["EURUSD", "M1"]

Use collect_latest_closed_rates_by_granularity() when callers prefer keys such as ("EURUSD", "M1") instead of integer timeframes.

Resolving credentials and ${ENV_VAR} placeholders

resolve_account_spec() / resolve_account_specs() merge explicit override values over AccountSpec fields and expand ${ENV_VAR} placeholders, keeping secrets out of plan/config files. A missing environment variable raises ValueError.

import os

from mt5cli import AccountSpec, resolve_account_specs

os.environ["MT5_LOGIN"] = "12345"
os.environ["MT5_PASSWORD"] = "secret"
accounts = [
    AccountSpec(symbols=["EURUSD"], login="${MT5_LOGIN}", password="${MT5_PASSWORD}")
]

resolved = resolve_account_specs(accounts, server="Broker-Demo")
# resolved[0].login == "12345", resolved[0].server == "Broker-Demo"

Throttled incremental history updates

ThrottledHistoryUpdater wraps update_history() with a minimum interval between successful runs (using a monotonic clock), so an application loop can call it every iteration without over-fetching.

from pdmt5 import Mt5Config, Mt5DataClient

from mt5cli import Dataset, ThrottledHistoryUpdater

updater = ThrottledHistoryUpdater(
    output="history.db",
    datasets={Dataset.rates},
    timeframes=["M1"],
    interval_seconds=60,  # <= 0 updates on every call
)

client = Mt5DataClient(config=Mt5Config(login=12345))
client.initialize_and_login_mt5()
try:
    while True:
        updater.update(client, ["EURUSD", "GBPUSD"])  # no-op until 60s elapse
        # ... do other work; break when shutting down ...
finally:
    client.shutdown()

By default recoverable errors (Mt5TradingError, Mt5RuntimeError, sqlite3.Error, ValueError, OSError, and MT5 client capability AttributeError / TypeError for history API methods) propagate so the caller controls logging; pass suppress_errors=True to swallow them and return False without advancing the throttle. Other AttributeError / TypeError values always propagate. Input validation (_resolve_update_history_request) runs before any MT5 or SQLite calls, but when suppress_errors=True the resulting ValueError is suppressed along with other recoverable errors.

Trading-capable sessions

For order placement and trading calculations, use the dedicated Trading module. The read-only Mt5CliClient and mt5_session() helpers in this module are unchanged.