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.

<p align="center"> <img src="https://user-images.githubusercontent.com/3415706/119602202-db221780-be14-11eb-859b-356969930613.png" alt="application" width="800"/> </p>

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(<i>client_id</i>, data)
<i>client_id: int</i>
data: dict
Sends a message to a connected gateway.

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

pymt5.disconnect(<i>client_id</i>)
<i>client_id: int</i>
Terminates a connection.

>> m.disconnect(123145536110592)

pymt5.onConnected(<i>client_info</i>)
<i>client_info: dict</i>
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(<i>client_info</i>)
<i>client_info: dict</i>
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',<br/>'currency_base','currency_profit','currency_margin',<br/>'digits','tick_flags','calc_mode','exec_mode',<br/>'chart_mode','fill_flags','expir_flags','tick_value',<br/>'tick_size','contract_size','volume_min','volume_max',<br/>'volume_step','market_depth','margin_flags',<br/>'margin_initial','margin_maintenance','margin_long',<br/>'margin_short','margin_limit',<br/>'margin_stop','margin_stop_limit','settlement_price',<br/>'price_limit_max','price_limit_min','time_start',<br/>'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',<br/>'order_action','state','order','exchange_id',<br/>'custom_data','request_id','symbol','login',<br/>'type_order','type_time','type_fill','action','price_order',<br/>'price_sl','price_tp','price_tick_bid','price_tick_ask',<br/>'volume','expiration_time','result' | | Heartbeat | 'ver':'3','type':6' | None | | Deal | 'ver':'3','type':7' | 'exchange_id','order','symbol','login','type_deal',<br/>'volume','volume_rem','price','position'