Metatrader API
Project description
Python Metatrader DataFrame API
for the server side you need to download Metatrader docker from
https://github.com/traderpedroso/datafeed-mt5-docker
Installation
pip install ejtraderMT
or
git clone https://github.com/traderpedroso/ejtraderMT
cd ejtraderMT
python setup.py install
import
from ejtraderMT import Metatrader
Connect to expert to Metatrader 5
# to change the host Metatrader("hostIP")
mt = Metatrader()
Account information
accountInfo = mt.accountInfo()
print(accountInfo)
print(accountInfo['broker'])
print(accountInfo['balance'])
You can create market or pending order with the commands.
Market Orders
# symbol, volume, stoploss, takeprofit, deviation
mt.buy("EURUSD", 0.01, 1.18, 1.19, 5)
mt.sell("EURUSD", 0.01, 1.18, 1.19, 5)
Limit Orders
# symbol, volume, stoploss, takeprofit, price, deviation
mt.buyLimit("EURUSD", 0.01, 1.17, 1.19, 1.18, 5)
mt.sellLimit("EURUSD", 0.01, 1.20, 1.17, 1.19, 5)
Stop Orders
#symbol, volume, stoploss, takeprofit, price, deviation
mt.buyStop("EURUSD", 0.01, 1.18, 1.20, 1.19, 5)
mt.sellStop("EURUSD", 0.01, 1.19, 1.17, 1.18, 5)
Positions & Manipulation
positions = mt.positions()
if 'positions' in positions:
for position in positions['positions']:
mt.CloseById(position['id'])
Orders & Manipulation
orders = mt.orders()
if 'orders' in orders:
for order in orders['orders']:
mt.CancelById(order['id'])
Modify possition
mt.positionModify( id, stoploss, takeprofit)
Modify order
mt.orderModify( id, stoploss, takeprofit, price)
close by symbol
mt.CloseBySymbol("EURUSD")
close particial
# id , volume
mt.ClosePartial( id, volume)
If you want to cancel all Orders
mt.cancel_all()
if you want to close all positions
mt.close_all()
History Dataframe Ready
History from Date to Date Dataframe
symbol = "EURUSD"
timeframe = "M1"
fromDate = "24/02/2021"
toDate = "24/02/2021"
history = mt.historyDataFrame(symbol,timeframe,fromDate,toDate)
print(history)
open high low close volume spread
date
2021-02-24 02:55:00 1.21628 1.21637 1.21572 1.21582 228.0 5
2021-02-24 03:00:00 1.21583 1.21620 1.21576 1.21615 273.0 5
2021-02-24 03:05:00 1.21614 1.21618 1.21577 1.21583 338.0 5
2021-02-24 03:10:00 1.21585 1.21608 1.21579 1.21598 218.0 5
2021-02-24 03:15:00 1.21599 1.21603 1.21578 1.21581 199.0 5
2021-02-24 03:20:00 1.21580 1.21608 1.21577 1.21602 323.0 5
2021-02-24 03:25:00 1.21601 1.21606 1.21582 1.21588 157.0 5
2021-02-24 03:30:00 1.21589 1.21597 1.21548 1.21553 238.0 5
2021-02-24 03:35:00 1.21553 1.21578 1.21550 1.21577 216.0 5
2021-02-24 03:40:00 1.21576 1.21579 1.21533 1.21553 242.0 5
2021-02-24 03:45:00 1.21552 1.21554 1.21524 1.21528 245.0 5
2021-02-24 03:50:00 1.21528 1.21543 1.21509 1.21542 198.0 5
2021-02-24 03:55:00 1.21541 1.21557 1.21535 1.21554 214.0 5
2021-02-24 04:00:00 1.21555 1.21567 1.21544 1.21564 222.0 5
2021-02-24 04:05:00 1.21563 1.21564 1.21533 1.21540 207.0 5
2021-02-24 04:10:00 1.21539 1.21559 1.21523 1.21554 206.0 5
2021-02-24 04:15:00 1.21554 1.21566 1.21543 1.21548 244.0 5
2021-02-24 04:20:00 1.21548 1.21564 1.21544 1.21554 99.0 5
2021-02-24 04:25:00 1.21553 1.21565 1.21544 1.21556 149.0 5
2021-02-24 04:30:00 1.21557 1.21563 1.21527 1.21532 133.0 5
2021-02-24 04:35:00 1.21533 1.21558 1.21522 1.21536 184.0 5
2021-02-24 04:40:00 1.21537 1.21550 1.21525 1.21546 260.0 5
2021-02-24 04:45:00 1.21548 1.21548 1.21527 1.21529 216.0 5
2021-02-24 04:50:00 1.21529 1.21547 1.21517 1.21523 151.0 5
2021-02-24 04:55:00 1.21521 1.21527 1.21501 1.21517 160.0 5
2021-02-24 05:00:00 1.21518 1.21521 1.21509 1.21513 130.0 5
2021-02-24 05:05:00 1.21513 1.21516 1.21493 1.21508 202.0 5
2021-02-24 05:10:00 1.21507 1.21520 1.21506 1.21508 129.0 5
2021-02-24 05:15:00 1.21508 1.21515 1.21502 1.21502 129.0 5
2021-02-24 05:20:00 1.21503 1.21506 1.21496 1.21503 120.0 5
2021-02-24 05:25:00 1.21503 1.21513 1.21501 1.21508 64.0 5
2021-02-24 05:30:00 1.21509 1.21513 1.21496 1.21498 134.0 5
2021-02-24 05:35:00 1.21498 1.21503 1.21495 1.21502 101.0 5
2021-02-24 05:40:00 1.21502 1.21504 1.21492 1.21495 89.0 5
2021-02-24 05:45:00 1.21496 1.21498 1.21476 1.21485 123.0 5
2021-02-24 05:50:00 1.21486 1.21496 1.21486 1.21493 41.0 5
Short History Dataframe
symbol = "EURUSD"
timeframe = "M1"
history = mt.ShorthistoryDataFrame(symbol,timeframe,10)
print(history)
open high low close volume spread
date
2021-02-24 02:55:00 1.21628 1.21637 1.21572 1.21582 228.0 5
2021-02-24 03:00:00 1.21583 1.21620 1.21576 1.21615 273.0 5
2021-02-24 03:05:00 1.21614 1.21618 1.21577 1.21583 338.0 5
2021-02-24 03:10:00 1.21585 1.21608 1.21579 1.21598 218.0 5
2021-02-24 03:15:00 1.21599 1.21603 1.21578 1.21581 199.0 5
2021-02-24 03:20:00 1.21580 1.21608 1.21577 1.21602 323.0 5
2021-02-24 03:25:00 1.21601 1.21606 1.21582 1.21588 157.0 5
2021-02-24 03:30:00 1.21589 1.21597 1.21548 1.21553 238.0 5
2021-02-24 03:35:00 1.21553 1.21578 1.21550 1.21577 216.0 5
2021-02-24 03:40:00 1.21576 1.21579 1.21533 1.21553 242.0 5
2021-02-24 03:45:00 1.21552 1.21554 1.21524 1.21528 245.0 5
2021-02-24 03:50:00 1.21528 1.21543 1.21509 1.21542 198.0 5
2021-02-24 03:55:00 1.21541 1.21557 1.21535 1.21554 214.0 5
2021-02-24 04:00:00 1.21555 1.21567 1.21544 1.21564 222.0 5
2021-02-24 04:05:00 1.21563 1.21564 1.21533 1.21540 207.0 5
2021-02-24 04:10:00 1.21539 1.21559 1.21523 1.21554 206.0 5
2021-02-24 04:15:00 1.21554 1.21566 1.21543 1.21548 244.0 5
2021-02-24 04:20:00 1.21548 1.21564 1.21544 1.21554 99.0 5
2021-02-24 04:25:00 1.21553 1.21565 1.21544 1.21556 149.0 5
2021-02-24 04:30:00 1.21557 1.21563 1.21527 1.21532 133.0 5
2021-02-24 04:35:00 1.21533 1.21558 1.21522 1.21536 184.0 5
2021-02-24 04:40:00 1.21537 1.21550 1.21525 1.21546 260.0 5
2021-02-24 04:45:00 1.21548 1.21548 1.21527 1.21529 216.0 5
2021-02-24 04:50:00 1.21529 1.21547 1.21517 1.21523 151.0 5
2021-02-24 04:55:00 1.21521 1.21527 1.21501 1.21517 160.0 5
2021-02-24 05:00:00 1.21518 1.21521 1.21509 1.21513 130.0 5
2021-02-24 05:05:00 1.21513 1.21516 1.21493 1.21508 202.0 5
2021-02-24 05:10:00 1.21507 1.21520 1.21506 1.21508 129.0 5
2021-02-24 05:15:00 1.21508 1.21515 1.21502 1.21502 129.0 5
2021-02-24 05:20:00 1.21503 1.21506 1.21496 1.21503 120.0 5
2021-02-24 05:25:00 1.21503 1.21513 1.21501 1.21508 64.0 5
2021-02-24 05:30:00 1.21509 1.21513 1.21496 1.21498 134.0 5
2021-02-24 05:35:00 1.21498 1.21503 1.21495 1.21502 101.0 5
2021-02-24 05:40:00 1.21502 1.21504 1.21492 1.21495 89.0 5
2021-02-24 05:45:00 1.21496 1.21498 1.21476 1.21485 123.0 5
2021-02-24 05:50:00 1.21486 1.21496 1.21486 1.21493 41.0 5
History multiple symbol merged DataFrame
from ejtraderMT import Metatrader
api = Metatrader()
symbol = "EURUSD"
symbols = [symbol,"GBPUSD","AUDUSD"]
timeframe = "M1"
fromDate = "01/01/2021"
toDate = "10/01/2021"
data = api.historyMultiDataFrame(symbol,symbols,timeframe,fromDate,toDate)
print(data)
open high low close volume spread OPENGBPUSD HIGHGBPUSD LOWGBPUSD CLOSEGBPUSD VOLUMEGBPUSD SPREADGBPUSD OPENAUDUSD HIGHAUDUSD LOWAUDUSD CLOSEAUDUSD VOLUMEAUDUSD SPREADAUDUSD
date
2021-01-03 23:00:00 1.22383 1.22394 1.22362 1.22394 21.0 21 1.36486 1.36486 1.36484 1.36484 2.0 130 0.77006 0.77009 0.76992 0.76995 8.0 74
2021-01-03 23:03:00 1.22375 1.22376 1.22366 1.22368 5.0 29 1.36495 1.36505 1.36480 1.36480 5.0 60 0.77009 0.77014 0.76994 0.76994 10.0 32
2021-01-03 23:04:00 1.22363 1.22363 1.22353 1.22353 2.0 52 1.36490 1.36510 1.36490 1.36491 4.0 31 0.76994 0.77019 0.76972 0.76972 5.0 22
2021-01-03 23:05:00 1.22311 1.22321 1.22294 1.22318 26.0 64 1.36490 1.36491 1.36490 1.36491 2.0 24 0.76974 0.76975 0.76974 0.76975 2.0 84
2021-01-03 23:06:00 1.22317 1.22318 1.22290 1.22293 9.0 66 1.36490 1.36491 1.36480 1.36480 10.0 14 0.76973 0.76992 0.76967 0.76967 5.0 49
... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
2021-01-08 22:55:00 1.22213 1.22227 1.22178 1.22214 58.0 8 1.35609 1.35629 1.35572 1.35628 39.0 10 0.77638 0.77648 0.77620 0.77643 54.0 21
2021-01-08 22:56:00 1.22214 1.22214 1.22162 1.22190 125.0 9 1.35628 1.35672 1.35614 1.35630 52.0 13 0.77641 0.77657 0.77635 0.77640 44.0 20
2021-01-08 22:57:00 1.22189 1.22214 1.22162 1.22193 223.0 10 1.35630 1.35643 1.35561 1.35602 46.0 10 0.77638 0.77667 0.77637 0.77661 45.0 19
2021-01-08 22:58:00 1.22201 1.22206 1.22136 1.22153 251.0 16 1.35619 1.35667 1.35547 1.35587 61.0 19 0.77660 0.77665 0.77657 0.77660 37.0 18
2021-01-08 22:59:00 1.22154 1.22193 1.22133 1.22186 172.0 29 1.35588 1.35619 1.35587 1.35619 18.0 108 0.77661 0.77661 0.77639 0.77647 8.0 19
Short History multiple symbol merged DataFrame
from ejtraderMT import Metatrader
api = Metatrader()
symbol = "EURUSD"
symbols = [symbol,"GBPUSD","AUDUSD"]
timeframe = "M1"
data = api.ShorthistoryMultiDataFrame(symbol,symbols,timeframe,10)
print(data)
open high low close volume spread OPENGBPUSD HIGHGBPUSD LOWGBPUSD CLOSEGBPUSD VOLUMEGBPUSD SPREADGBPUSD OPENAUDUSD HIGHAUDUSD LOWAUDUSD CLOSEAUDUSD VOLUMEAUDUSD SPREADAUDUSD
date
2021-02-24 16:04:00 1.21274 1.21274 1.21210 1.21219 161.0 5 1.41160 1.41161 1.41106 1.41109 90.0 8 0.79088 0.79088 0.79054 0.79062 115.0 6
2021-02-24 16:05:00 1.21218 1.21228 1.21207 1.21227 166.0 5 1.41108 1.41133 1.41072 1.41095 134.0 8 0.79061 0.79086 0.79042 0.79058 176.0 6
2021-02-24 16:06:00 1.21227 1.21244 1.21221 1.21228 159.0 5 1.41098 1.41123 1.41083 1.41095 139.0 8 0.79056 0.79088 0.79053 0.79061 148.0 6
2021-02-24 16:07:00 1.21228 1.21239 1.21208 1.21215 140.0 5 1.41096 1.41117 1.41078 1.41083 119.0 8 0.79062 0.79078 0.79041 0.79042 137.0 6
2021-02-24 16:08:00 1.21214 1.21237 1.21210 1.21217 149.0 5 1.41083 1.41100 1.41032 1.41032 132.0 8 0.79042 0.79044 0.79021 0.79021 159.0 6
... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
2021-02-24 23:59:00 1.21627 1.21654 1.21626 1.21644 23.0 18 1.41422 1.41435 1.41394 1.41400 63.0 11 0.79632 0.79639 0.79619 0.79623 64.0 16
2021-02-25 00:00:00 1.21652 1.21676 1.21639 1.21666 140.0 5 1.41402 1.41436 1.41397 1.41401 74.0 8 0.79631 0.79649 0.79629 0.79633 113.0 6
2021-02-25 00:01:00 1.21666 1.21669 1.21650 1.21656 287.0 5 1.41404 1.41409 1.41393 1.41408 35.0 13 0.79634 0.79649 0.79631 0.79646 66.0 6
2021-02-25 00:02:00 1.21656 1.21668 1.21652 1.21663 108.0 5 1.41408 1.41408 1.41397 1.41398 24.0 13 0.79646 0.79653 0.79645 0.79649 38.0 7
2021-02-25 00:03:00 1.21663 1.21663 1.21640 1.21650 39.0 5 1.41400 1.41400 1.41398 1.41400 3.0 19 0.79648 0.79648 0.79637 0.79641 17.0 10
for converting DataFrame to local time
from ejtraderMT import Metatrader
symbol = "EURUSD"
timeframe = "M1"
fromDate = "24/02/2021"
toDate = "24/02/2021"
# Example add True to end of command
history = mt.historyDataFrame(symbol,timeframe,fromDate,toDate,True)
history dictionary "array"
Short History from Date to Date dict
symbol = "EURUSD"
timeframe = "M1"
history = mt.Shorthistory(symbol,timeframe,10)
print(history)
History fromDate toDate dict
symbol = "EURUSD"
timeframe = "M1"
fromDate = "24/02/2021"
toDate = "24/02/2021"
history = mt.history(symbol,timeframe,fromDate,toDate)
print(history)
Live data and streaming events
from ejtraderMT import Metatrader
from threading import Thread
api = Metatrader()
symbols = ["EURUSD","GBPUSD","AUDUSD"]
timeframe = "TICK"
# Live data stream subscribe
api.live(symbols,timeframe)
def price():
connect = api.livePrice
while True:
price = connect.recv_json()
print(price)
def event():
connect = api.liveEvent
while True:
event = connect.recv_json()
print(event)
t = Thread(target=price, daemon=True)
t.start()
t = Thread(target=event, daemon=True)
t.start()
while True:
pass
Future add comming soon
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
ejtraderMT-1.0.5.tar.gz
(14.4 kB
view hashes)
Built Distribution
ejtraderMT-1.0.5-py3-none-any.whl
(12.4 kB
view hashes)
Close
Hashes for ejtraderMT-1.0.5-py3-none-any.whl
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 | 0bfbbb034e13c8c865688bfb83b649d12e3b88fc2cf61ae06e642993b5b6a1a8 |
|
| MD5 | 8f2feac533c2d53a75c4bd86b51086fa |
|
| BLAKE2b-256 | e9b58adb19381954593254157a5972da9a83575729eba194b6a05bf95b871af4 |
