131 lines
3.5 KiB
Python
131 lines
3.5 KiB
Python
"""
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MT5 broker client. Thin async wrapper around the synchronous MetaTrader5 API.
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All blocking calls run in the default executor so the event loop stays free.
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"""
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import asyncio
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import logging
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from typing import Optional
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import pandas as pd
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from . import config
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logger = logging.getLogger(__name__)
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try:
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import MetaTrader5 as mt5
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_MT5_AVAILABLE = True
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except ImportError:
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_MT5_AVAILABLE = False
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logger.warning("MetaTrader5 package not installed — MT5 client unavailable")
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ORDER_TYPE_BUY = 0
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ORDER_TYPE_SELL = 1
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_TF_MAP = {
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"M1": 1, "M5": 5, "M15": 15, "M30": 30,
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"H1": 16385, "H4": 16388, "D1": 16408,
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}
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def _run(fn):
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return asyncio.get_event_loop().run_in_executor(None, fn)
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def connect() -> bool:
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if not _MT5_AVAILABLE:
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logger.error("MetaTrader5 not installed")
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return False
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if not mt5.initialize(
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login=config.MT5_LOGIN,
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password=config.MT5_PASSWORD,
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server=config.MT5_SERVER,
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):
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logger.error("MT5 init failed: %s", mt5.last_error())
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return False
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info = mt5.terminal_info()
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logger.info("MT5 connected: %s", info.name if info else "unknown")
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return True
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def disconnect():
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if _MT5_AVAILABLE:
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mt5.shutdown()
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async def get_candles(symbol: str, timeframe: str, count: int) -> Optional[pd.DataFrame]:
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if not _MT5_AVAILABLE:
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return None
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tf = _TF_MAP[timeframe]
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rates = await _run(lambda: mt5.copy_rates_from_pos(symbol, tf, 0, count))
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if rates is None or len(rates) == 0:
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return None
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df = pd.DataFrame(rates)
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df["time"] = pd.to_datetime(df["time"], unit="s")
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df = df.rename(columns={"tick_volume": "tick_volume"})
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return df.set_index("time")
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async def get_tick(symbol: str) -> Optional[dict]:
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if not _MT5_AVAILABLE:
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return None
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tick = await _run(lambda: mt5.symbol_info_tick(symbol))
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return tick._asdict() if tick else None
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async def get_account_info() -> Optional[dict]:
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if not _MT5_AVAILABLE:
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return None
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info = await _run(mt5.account_info)
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return info._asdict() if info else None
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async def get_open_positions(magic: int = 234001) -> list[dict]:
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if not _MT5_AVAILABLE:
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return []
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positions = await _run(lambda: mt5.positions_get())
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if positions is None:
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return []
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return [p._asdict() for p in positions if p.magic == magic]
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async def get_symbol_info(symbol: str) -> Optional[dict]:
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if not _MT5_AVAILABLE:
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return None
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info = await _run(lambda: mt5.symbol_info(symbol))
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return info._asdict() if info else None
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async def place_order(
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symbol: str,
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order_type: int,
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volume: float,
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price: float,
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sl: float,
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tp: float,
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comment: str = "",
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magic: int = 234001,
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) -> Optional[dict]:
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if not _MT5_AVAILABLE:
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return None
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request = {
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"action": mt5.TRADE_ACTION_DEAL,
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"symbol": symbol,
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"volume": round(volume, 2),
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"type": order_type,
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"price": price,
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"sl": sl,
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"tp": tp,
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"deviation": 20,
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"magic": magic,
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"comment": comment,
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"type_time": mt5.ORDER_TIME_GTC,
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"type_filling": mt5.ORDER_FILLING_IOC,
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}
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result = await _run(lambda: mt5.order_send(request))
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if result is None or result.retcode != mt5.TRADE_RETCODE_DONE:
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logger.error("Order failed %s: %s", symbol, result)
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return None
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return result._asdict()
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