cefi.handler.metatrader.MetatraderHandler#

class cefi.handler.metatrader.MetatraderHandler(**kwargs)[source]#

Bases: CexClient

library: lucas-campagna/mt5linux leveraging metatrader python integration: https://www.mql5.com/en/docs/integration/python_metatrader5/

You can use MT5 via the docker image gmag11/metatrader5_vnc which include the python integration if your metatrader container is named metatrader5 and the python port is 8001 it will connect

Args:
None

Returns:
None

Initialize the client

Methods

`calculate_pnl`(from_date, to_date)	Calculate the PnL for a given start date.
`execute_order`(order_params)	Execute order
`get_account_balance`()	return account balance
`get_account_free_margin`()	return account balance
`get_account_info`()
`get_account_pnl`([period, from_date, to_date])	Return account pnl.
`get_account_position`()	Return account position.
`get_bid`(instrument)	Asynchronously retrieves the bid for the specified instrument.
`get_instrument_decimals`(instrument)	Get the number of decimal places for the token.
`get_offer`(symbol)	Asynchronously fetches a ask/offer quote for the specified instrument.
`get_order_amount`(quantity, instrument[, ...])	Calculate the order amount based on the risk percentage or money amount.
`get_quote`(instrument)	Return a quote for a instrument
`get_trade_confirmation`(trade, instrument, action)	Asynchronously retrieves the trade confirmation for a given trade, instrument, and action.
`get_trading_asset_balance`()
`modify_position`(order_params)	Modify opened position
`pre_order_checks`(order_params)
`replace_instrument`(instrument)	Replace instrument by an alternative instrument, if the instrument is not in the mapping, it will be ignored.
`shutdown`()

async get_account_info()[source]#

Returns:: str

async shutdown()[source]#

async get_account_balance()[source]#

return account balance

Parameters:: None
Returns:: balance

async get_trading_asset_balance()[source]#

async get_account_free_margin()[source]#

return account balance

Parameters:: None
Returns:: balance

async get_account_position()[source]#

Return account position. of a given exchange

Parameters:: None
Returns:: position

async get_quote(instrument)[source]#

Return a quote for a instrument

Parameters:

cex
instrument

Returns:

quote

async execute_order(order_params)[source]#

Execute order

Parameters:: order_params (dict) – action(str) instrument(str) quantity(int)
Returns:: trade_confirmation(dict)

async calculate_pnl(from_date, to_date)[source]#

Calculate the PnL for a given start date.

Parameters:

from_date – The start date for which to calculate PnL.
to_date – The end date for which to calculate PnL.

Returns:

The calculated PnL value.

Return type:

pnl

async get_account_pnl(period=None, from_date=None, to_date=None)#

Return account pnl.

Parameters:: None
Returns:: pnl

async get_bid(instrument)#

Asynchronously retrieves the bid for the specified instrument.

Parameters:

instrument – The instrument for which
retrieved. (the bid is to be)

Returns:

The bid for the specified instrument.

async get_instrument_decimals(instrument)#

Get the number of decimal places for the token.

Returns:: The number of decimal places for the token.
Return type:: int

async get_offer(symbol)#

Asynchronously fetches a ask/offer quote for the specified instrument.

Parameters:: instrument – The instrument for which the quote is to be fetched.
Returns:: The fetched quote.

async get_order_amount(quantity, instrument, is_percentage=True)#

Calculate the order amount based on the risk percentage or money amount.

Parameters:

quantity – The quantity of the order.
instrument – The instrument of the asset.
is_percentage – True if quantity is a risk percentage,
amount. (False if it is a money)

Returns:

The calculated order amount.

async get_trade_confirmation(trade, instrument, action)#

Asynchronously retrieves the trade confirmation for a given trade, instrument, and action.

Parameters:

self – The object instance
trade – The trade object
instrument – The instrument for the trade
action – The action for the trade

Returns:

A string containing the trade confirmation, or None if an error occurs.

async modify_position(order_params)#

Modify opened position

Parameters:: order_params (dict)
Returns:: trade_confirmation(dict)

async pre_order_checks(order_params)#

async replace_instrument(instrument)#

Replace instrument by an alternative instrument, if the instrument is not in the mapping, it will be ignored.

Parameters:: order (dict)
Returns:: dict