MetaTrader Trade¶

Init API¶

In [1]:

from lettrade.exchange.metatrader import MetaTraderAPI
from dotenv import load_dotenv
import os

load_dotenv()

api = MetaTraderAPI(
    login=int(os.environ["MT5_LOGIN"]),
    password=os.environ["MT5_PASSWORD"],
    server=os.environ["MT5_SERVER"],
    # wine=os.getenv("MT5_WINE", None),
)

from lettrade.exchange.metatrader import MetaTraderAPI from dotenv import load_dotenv import os load_dotenv() api = MetaTraderAPI( login=int(os.environ["MT5_LOGIN"]), password=os.environ["MT5_PASSWORD"], server=os.environ["MT5_SERVER"], # wine=os.getenv("MT5_WINE", None), )

Init DataFeed¶

In [2]:

from lettrade.exchange.metatrader import MetaTraderDataFeed

data = MetaTraderDataFeed(symbol="USDCAD", timeframe="5m", api=api)
data.bars_load(since=0, to=10)
data

from lettrade.exchange.metatrader import MetaTraderDataFeed data = MetaTraderDataFeed(symbol="USDCAD", timeframe="5m", api=api) data.bars_load(since=0, to=10) data

Out[2]:

	open	high	low	close	volume
datetime
2024-09-06 23:10:00+00:00	1.35662	1.35678	1.35653	1.35656	169
2024-09-06 23:15:00+00:00	1.35656	1.35692	1.35655	1.35682	214
2024-09-06 23:20:00+00:00	1.35682	1.35725	1.35675	1.3571	496
2024-09-06 23:25:00+00:00	1.3571	1.35731	1.35708	1.35725	147
2024-09-06 23:30:00+00:00	1.35724	1.35732	1.35713	1.35722	455
2024-09-06 23:35:00+00:00	1.35721	1.35727	1.35711	1.3572	180
2024-09-06 23:40:00+00:00	1.3572	1.35735	1.35691	1.35714	635
2024-09-06 23:45:00+00:00	1.35714	1.3573	1.35702	1.35709	186
2024-09-06 23:50:00+00:00	1.35709	1.35717	1.3569	1.35712	341
2024-09-06 23:55:00+00:00	1.35712	1.35715	1.35685	1.35704	390

In [3]:

info = data.symbol_info()
info

info = data.symbol_info() info

Out[3]:

Box({'symbol': 'USDCAD', 'type': 'Forex', 'description': 'US Dollar vs Canadian Dollar', 'currency_base': 'USD', 'currency_profit': 'CAD', 'raw': {'custom': False, 'chart_mode': 0, 'select': True, 'visible': True, 'session_deals': 0, 'session_buy_orders': 0, 'session_sell_orders': 0, 'volume': 0, 'volumehigh': 0, 'volumelow': 0, 'time': 1725667140, 'digits': 5, 'spread': 44, 'spread_float': True, 'ticks_bookdepth': 0, 'trade_calc_mode': 0, 'trade_mode': 4, 'start_time': 0, 'expiration_time': 0, 'trade_stops_level': 0, 'trade_freeze_level': 0, 'trade_exemode': 2, 'swap_mode': 1, 'swap_rollover3days': 3, 'margin_hedged_use_leg': False, 'expiration_mode': 15, 'filling_mode': 2, 'order_mode': 127, 'order_gtc_mode': 0, 'option_mode': 0, 'option_right': 0, 'bid': 1.35696, 'bidhigh': 1.3581699999999999, 'bidlow': 1.34649, 'ask': 1.3574, 'askhigh': 1.35835, 'asklow': 1.34676, 'last': 0.0, 'lasthigh': 0.0, 'lastlow': 0.0, 'volume_real': 0.0, 'volumehigh_real': 0.0, 'volumelow_real': 0.0, 'option_strike': 0.0, 'point': 1e-05, 'trade_tick_value': 0.7367025195226169, 'trade_tick_value_profit': 0.7367025195226169, 'trade_tick_value_loss': 0.7369413984199977, 'trade_tick_size': 1e-05, 'trade_contract_size': 100000.0, 'trade_accrued_interest': 0.0, 'trade_face_value': 0.0, 'trade_liquidity_rate': 0.0, 'volume_min': 0.01, 'volume_max': 100.0, 'volume_step': 0.01, 'volume_limit': 0.0, 'swap_long': 2.4699999999999998, 'swap_short': -5.99, 'margin_initial': 0.0, 'margin_maintenance': 0.0, 'session_volume': 0.0, 'session_turnover': 0.0, 'session_interest': 0.0, 'session_buy_orders_volume': 0.0, 'session_sell_orders_volume': 0.0, 'session_open': 1.34962, 'session_close': 1.35028, 'session_aw': 0.0, 'session_price_settlement': 0.0, 'session_price_limit_min': 0.0, 'session_price_limit_max': 0.0, 'margin_hedged': 0.0, 'price_change': 0.5006, 'price_volatility': 0.0, 'price_theoretical': 0.0, 'price_greeks_delta': 0.0, 'price_greeks_theta': 0.0, 'price_greeks_gamma': 0.0, 'price_greeks_vega': 0.0, 'price_greeks_rho': 0.0, 'price_greeks_omega': 0.0, 'price_sensitivity': 0.0, 'basis': '', 'category': '', 'currency_base': 'USD', 'currency_profit': 'CAD', 'currency_margin': 'USD', 'bank': '', 'description': 'US Dollar vs Canadian Dollar', 'exchange': '', 'formula': '', 'isin': '', 'name': 'USDCAD', 'page': '', 'path': 'Forex\\USDCAD'}})

Place new order¶

In [ ]:

from lettrade.exchange.metatrader import MetaTraderOrder, OrderType
from unittest.mock import MagicMock

order = MetaTraderOrder(
    id="",
    data=data,
    exchange=MagicMock(),
    type=OrderType.Market,
    size=0.1,
    api=api,
)
order.place()

from lettrade.exchange.metatrader import MetaTraderOrder, OrderType from unittest.mock import MagicMock order = MetaTraderOrder( id="", data=data, exchange=MagicMock(), type=OrderType.Market, size=0.1, api=api, ) order.place()

Get order by id¶

In [ ]:

order = api.orders_history_get(id=44222563)
order

order = api.orders_history_get(id=44222563) order

Position¶

Get position by id¶

In [ ]:

from lettrade.exchange.metatrader import MetaTraderPosition

api.positions_get(id="44209922")

from lettrade.exchange.metatrader import MetaTraderPosition api.positions_get(id="44209922")

Update position¶

In [ ]:

result = api.do_position_update(id=44209922, sl=1.370)
result

result = api.do_position_update(id=44209922, sl=1.370) result

Close position¶

In [ ]:

tick = api.tick_get(symbol="USDCAD")
price = tick.ask if True else tick.bid

result = api.do_position_close(
    id=44209922, symbol="USDCAD", price=price, size=0.1, type=1
)
result

tick = api.tick_get(symbol="USDCAD") price = tick.ask if True else tick.bid result = api.do_position_close( id=44209922, symbol="USDCAD", price=price, size=0.1, type=1 ) result

Execution¶

In [ ]:

result = api.executions_get(id=36461502)
# result = api.executions_get(position_id=44222563)
result

result = api.executions_get(id=36461502) # result = api.executions_get(position_id=44222563) result