pymt5 1.2.0

Python API for MetaTrader 5 gateways

PyMT5

Provides simplified, multithreaded, socket-based Python interfaces to MT5 gateways. PyMT5 requires a DevCartel MT5 gateway installed on the MT5 platform to work with PyMT5.

Installation

PyMT5 supports both Python 2 and 3. Simply install from PyPI using pip:

pip install pymt5

Example

import pymt5

def onData(data):
    client = data.get('client_id')
    # Login
    if data.get('type') == '1':
        # Send heartbeat
        m.send(client, {'ver':'3','type':'6'})
        # Send login OK response
        m.send(client, {'ver':'3',
                        'type':'1',
                        'login':data.get('login'),
                        'password':data.get('password'),
                        'res':'0'})

m = pymt5.PyMT5()
m.onConnected = onConnected
m.onDisconnected = onDisconnected
m.onData = onData

Checkout more message examples.

API

pymt5.PyMT5([host=''], [port=16838])
host: str
port: int
➥return: object
Starts a PyMT5 server and listening on a port defined by port.

>> m = pymt5.PyMT5()

Upon incoming connection from a gateway, PyMT5 stores client information in pymt5.requests in dict format as

pymt5.stop()
Disconnects all MT5 gateway connections and stop the server.

>> m.stop()

pymt5.broadcast(data)
data: dict
Sends a message to all connected gateways. Consider using this when sending market data.

>> #send a tick
>> m.broadcast({'ver':'3','type':'4','symbol':'EURUSD.TEST','bank':'dc','bid':'1.2661','ask':'1.2665','last':'1.2665','volume':'1','datetime':'0'})

pymt5.send(client_id, data)
client_id: int
data: dict
Sends a message to a connected gateway.

>> #send heartbeat
>> m.send(123145536110592, {'ver':'3','type':'6'})

pymt5.disconnect(client_id)
client_id: int
Terminates a connection.

>> m.disconnect(123145536110592)

pymt5.onConnected(client_info)
client_info: dict
A callback onConnected, if assigned, is called upon a successful connection from a client. Client information can be accessed from client_info's values as client_id, client_address and client_port.

>> def onConnected(client_info):
>>     print(str(client_info))
>>     # print {'client_port': 64941, 'client_address': '127.0.0.1', 'client_id': 123145536110592}
>>
>> m = pymt5.PyMT5()
>> m.onConnected = onConnected

pymt5.onDisconnected(client_info)
client_info: dict
A callback onDisconnected, if assigned, is called upon a disconnection from a client. Client information can be accessed from client_info's values as client_id, client_address and client_port.

>> def onDisonnected(client_info):
>>     print(str(client_info))
>>
>> m = pymt5.PyMT5()
>> m.onDisconnected = onDisconnected

pymt5.onData(data)
data: dict
A callback onData, if assigned, is called upon receiving messages from gateways. See Data Format for more information.

>> def onData(data):
>>     print(json.dumps(data))
>>
>> m = pymt5.PyMT5()
>> m.onData = onData

Data Format

Data is to be composed as a dict with key/value defined below to be sent and received from a gateway.

Data type	Header	Tags
Login	'ver':'3','type':1'	'login','password','res'
Logout	'ver':'3','type':2'	None
Symbol	'ver':'3','type':3'	'index','symbol','path','description','page', 'currency_base','currency_profit','currency_margin', 'digits','tick_flags','calc_mode','exec_mode', 'chart_mode','fill_flags','expir_flags','tick_value', 'tick_size','contract_size','volume_min','volume_max', 'volume_step','market_depth','margin_flags', 'margin_initial','margin_maintenance','margin_long', 'margin_short','margin_limit', 'margin_stop','margin_stop_limit','settlement_price', 'price_limit_max','price_limit_min','time_start', 'time_expiration','trade_mode'
Tick	'ver':'3','type':4'	'symbol','bank','bid','ask','last','volume','datetime'
Order	'ver':'3','type':5'	'symbol','bank','bid','ask','last','volume','datetime', 'order_action','state','order','exchange_id', 'custom_data','request_id','symbol','login', 'type_order','type_time','action','price_order', 'price_sl','price_tp','price_tick_bid','price_tick_ask', 'volume','expiration_time','result'
Heartbeat	'ver':'3','type':6'	None
Deal	'ver':'3','type':7'	'exchange_id','order','symbol','login','type_deal', 'volume','volume_rem','price'
External Deal	'ver':'3','type':50'	'exchange_id','order','symbol','login','type_deal', 'volume','volume_rem','price','datetime'

Support

• Get a DevCartel MT5 Gateway in order to work with PyMT5
• Report an issue in issue tracker

Changelog

1.2.0

• 8 July 2019
• Support for Python 3.7
• Update support links
• Add examples

1.1.0

• 21 April 2018
• Released on PyPI
• Added README

1.0.0

• 13 April 2018
• Initial release