ejtraderMT

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Metatrader 5 API - Trading and history OHLC Dataframe in Nano Seconds

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# EjtraderMT Python Metatrader 5 API

##### Install stable version using pip 
```
pip install ejtraderMT -U
```
#### From source code

for developers attention may contain countless bugs
```
git clone https://github.com/ejtraderLabs/ejtraderMT
cd ejtraderMT
python setup.py install

or

pip install git+https://github.com/ejtraderLabs/ejtraderMT.git
```

## Runing Metatrader 5 on Docker or windows machine

#### Easy way is using docker make sure to have docker runing on your machine

```
docker volume create ejtraderMT
docker run -d --restart=always -p 5900:5900 -p 15555:15555 -p 15556:15556 -p 15557:15557 -p 15558:15558 --name ejtraderMT -v ejtraderMT:/data ejtrader/metatrader:5

```
or docker compose

```yml
version: '3.8'
services:
  app:
    container_name: metatrader
    image: ejtrader/metatrader:5
    restart: unless-stopped
    ports:
      - '5900:5900'
      - '15555:15555'
      - '15556:15556'
      - '15557:15557'
      - '15558:15558'
    volumes:
      - ejtraderMT:/data
 
      
volumes:
  ejtraderMT: {}
```

Dockerfile and source for Docker wine vnc [github](https://github.com/ejtraderLabs/Metatrader5-Docker)

##### Access Metatrader 5 via VNC

download VNC VIEWER  or any other vnc client of your preference: [Download](https://www.realvnc.com/connect/download/viewer/)

```
username: root
password: root
```

#### harder way installing direct to your Metatrader 5 on Windows Machine
First download MQL5 source code and install it on the Metatrader 5 [github](https://github.com/ejtraderLabs/MQL5-ejtraderMT)

second download and install Microsoft Visual C++ 2015 [Download](https://www.microsoft.com/pt-br/download/details.aspx?id=52685)

### import

```python
from ejtraderMT import Metatrader
```

### Connect Metatrader 5

make sure ejtraderMT expert are load on the chart

```python
'''
to change the host IP example Metatrader("192.168.1.100") ou
you can use doman example  "metatraderserverdomain.com"

for you local time on the Dataframe  Metatrader(tz_local=True)
attention utc time is the default for Dataframe index "date"

for real volume for active like WIN futures ou centralized market use Metatrader(real_volume=True)
attention tick volume is the default

to use more than one option just use , example Metatrader(host='hostIP',tz_local=True)
'''
api = Metatrader()

```

#### Account information

```python
accountInfo = api.accountInfo()
print(accountInfo)
print(accountInfo['broker'])
print(accountInfo['balance'])
```

#### Economic Calendar

```python
symbol = "EURUSD"
fromDate = "20/08/2021"
toDate = "24/08/2022"

calendar = api.calendar(symbol,fromDate,toDate)
print(calendar)

currency	impact	event	country	actual	forecast	previous
date							
2021-08-20 06:00:00	EUR	2	PPI m/m(ppi-mm)	Germany(DE)	1.9	0.9	1.3
2021-08-20 06:00:00	EUR	1	PPI y/y(ppi-yy)	Germany(DE)	10.4	9.4	8.5
2021-08-20 17:00:00	USD	2	Baker Hughes US Oil Rig Count(baker-hughes-us-...	United States(US)	405	None	397
2021-08-20 17:00:00	USD	2	Baker Hughes US Total Rig Count(baker-hughes-u...	United States(US)	503	None	500
2021-08-20 19:30:00	EUR	1	CFTC EUR Non-Commercial Net Positions(cftc-eur...	European Union(EU)	57.6 K	None	33.9 K
...	...	...	...	...	...	...	...
2022-08-24 14:30:00	USD	1	EIA Heating Oil Stocks Change(eia-heating-oil-...	United States(US)	0.845 M	-0.013 M	0.249 M
2022-08-24 14:30:00	USD	1	EIA Gasoline Stocks Change(eia-gasoline-stocks...	United States(US)	-0.027 M	-1.829 M	-4.642 M
2022-08-24 14:30:00	USD	1	EIA Refinery Crude Oil Daily Inputs Change(eia...	United States(US)	-0.168 M	None	-0.158 M
2022-08-24 14:30:00	USD	1	EIA Refinery Utilization Rate Change(eia-refin...	United States(US)	0.3	None	-0.8
2022-08-24 17:00:00	USD	1	5-Year Note Auction(5-year-note-auction)	United States(US)	3.23	None	2.86

```

# History Dataframe Ready

#### History from Date to Date

```python
# you can add unlimited actives to list  ["EURUSD","GBPUSD","AUDUSD"]
symbol = "EURUSD"
timeframe = "M1"
fromDate = "20/02/2021"
toDate = "24/02/2021"

history = api.history(symbol,timeframe,fromDate,toDate)
print(history)
                        open     high      low    close  volume  spread
date
2021-02-21 23:00:00  1.21135  1.21138  1.21131  1.21134     7.0      35
2021-02-21 23:01:00  1.21130  1.21135  1.21130  1.21135     6.0      43
2021-02-21 23:04:00  1.21150  1.21184  1.21134  1.21184    13.0      31
2021-02-21 23:05:00  1.21163  1.21207  1.21148  1.21181    39.0      42
2021-02-21 23:06:00  1.21189  1.21193  1.21182  1.21182    17.0      64
...                      ...      ...      ...      ...     ...     ...
2021-02-24 02:56:00  1.21629  1.21629  1.21590  1.21594    51.0       5
2021-02-24 02:57:00  1.21592  1.21592  1.21574  1.21574    34.0       5
2021-02-24 02:58:00  1.21574  1.21579  1.21572  1.21575    35.0       5
2021-02-24 02:59:00  1.21576  1.21588  1.21573  1.21582    55.0       5
2021-02-24 03:00:00  1.21583  1.21601  1.21578  1.21598    80.0       5

[3104 rows x 6 columns]

```

#### History by period unit like 27 candles

```python
# you can add unlimited actives to list  ["EURUSD","GBPUSD","AUDUSD"]
symbol = "EURUSD"
timeframe = "M1"
fromDate = 27

history = api.history(symbol,timeframe,fromDate)
print(history)

open     high      low    close  volume  spread
date
2021-02-26 19:23:00  1.20846  1.20857  1.20837  1.20856    84.0       5
2021-02-26 19:24:00  1.20855  1.20858  1.20842  1.20847    71.0       5
2021-02-26 19:25:00  1.20846  1.20849  1.20832  1.20845    69.0       5
2021-02-26 19:26:00  1.20844  1.20845  1.20823  1.20833    64.0       5
2021-02-26 19:27:00  1.20833  1.20836  1.20821  1.20834    53.0       5
...                      ...      ...      ...      ...     ...     ...
2021-02-26 22:55:00  1.20721  1.20730  1.20718  1.20719    46.0      13
2021-02-26 22:56:00  1.20718  1.20738  1.20718  1.20731    39.0      12
2021-02-26 22:57:00  1.20730  1.20731  1.20716  1.20717    45.0      18
2021-02-26 22:58:00  1.20716  1.20731  1.20694  1.20704    77.0      16
2021-02-26 22:59:00  1.20702  1.20705  1.20702  1.20704    16.0      37
```

#### History for lastest period gread for predict

```python
# you can add unlimited actives to list  ["EURUSD","GBPUSD","AUDUSD"]
symbol = "EURUSD"
timeframe = "M1"
fromDate = 27

history = api.history(symbol,timeframe)
print(history)

open     high      low    close  volume  spread
date
2021-02-26 19:23:00  1.20846  1.20857  1.20837  1.20856    84.0       5
2021-02-26 19:24:00  1.20855  1.20858  1.20842  1.20847    71.0       5
2021-02-26 19:25:00  1.20846  1.20849  1.20832  1.20845    69.0       5
2021-02-26 19:26:00  1.20844  1.20845  1.20823  1.20833    64.0       5
2021-02-26 19:27:00  1.20833  1.20836  1.20821  1.20834    53.0       5

```

#### History for multiple symbols merged dataframe

```python
# you can add unlimited actives to list  ["EURUSD","GBPUSD","AUDUSD"] etc
symbol = ["EURUSD","GBPUSD"]
timeframe = "M1"
fromDate = "20/02/2021"
toDate = "24/02/2021"

history = api.history(symbol,timeframe,fromDate,toDate)
print(history)

open     high      low    close  volume  spread  gbpusd_open  gbpusd_high  gbpusd_low  gbpusd_close  gbpusd_volume  gbpusd_spread
date
2021-02-21 23:00:00  1.21135  1.21138  1.21131  1.21134     7.0      35      1.40113      1.40113     1.40110       1.40110            2.0            130
2021-02-21 23:04:00  1.21150  1.21184  1.21134  1.21184    13.0      31      1.40119      1.40119     1.40119       1.40119            1.0            102
2021-02-21 23:05:00  1.21163  1.21207  1.21148  1.21181    39.0      42      1.40174      1.40174     1.40167       1.40168           11.0             61
2021-02-21 23:06:00  1.21189  1.21193  1.21182  1.21182    17.0      64      1.40156      1.40170     1.40132       1.40155           10.0             46
2021-02-21 23:07:00  1.21181  1.21182  1.21180  1.21182     4.0      82      1.40156      1.40156     1.40156       1.40156            1.0             63
...                      ...      ...      ...      ...     ...     ...          ...          ...         ...           ...            ...            ...
2021-02-24 02:56:00  1.21629  1.21629  1.21590  1.21594    51.0       5      1.41833      1.41835     1.41786       1.41800           62.0              8
2021-02-24 02:57:00  1.21592  1.21592  1.21574  1.21574    34.0       5      1.41798      1.41801     1.41765       1.41766           54.0              8
2021-02-24 02:58:00  1.21574  1.21579  1.21572  1.21575    35.0       5      1.41767      1.41789     1.41767       1.41768           64.0              8
2021-02-24 02:59:00  1.21576  1.21588  1.21573  1.21582    55.0       5      1.41769      1.41782     1.41764       1.41769           42.0              9
2021-02-24 03:00:00  1.21583  1.21601  1.21578  1.21598    80.0       5      1.41770      1.41797     1.41746       1.41784           95.0              8

[3097 rows x 12 columns]
```

# Live streaming Price

```python
from ejtraderMT import Metatrader

api = Metatrader()

symbols = ["EURUSD","GBPUSD","AUDUSD"]
timeframe = "TICK"

# stream price
while True:
    price = api.price(symbols,timeframe)
    print(price)

```

# Live streaming events

```python
from ejtraderMT import Metatrader

api = Metatrader()

symbols = ["EURUSD","GBPUSD","AUDUSD"]
timeframe = "TICK"

# stream event
while True:
    event = api.event(symbols,timeframe)
    print(event)

```

# Trading and Orders Manipulation

### You can create market or pending order with the commands.

#### Market Orders

```python
# symbol, volume, stoploss, takeprofit, deviation
api.buy("EURUSD", 0.01, 1.18, 1.19, 5)
api.sell("EURUSD", 0.01, 1.18, 1.19, 5)
```

#### Limit Orders

```python
# symbol, volume, stoploss, takeprofit, price, deviation
api.buyLimit("EURUSD", 0.01, 1.17, 1.19, 1.18, 5)
api.sellLimit("EURUSD", 0.01, 1.20, 1.17, 1.19, 5)
```

#### Stop Orders

```python
#symbol, volume, stoploss, takeprofit, price, deviation
api.buyStop("EURUSD", 0.01, 1.18, 1.20, 1.19, 5)
api.sellStop("EURUSD", 0.01, 1.19, 1.17, 1.18, 5)
```

#### Positions & Manipulation

```python
positions = api.positions()

if 'positions' in positions:
    for position in positions['positions']:
        api.CloseById(position['id'])

```

#### Orders & Manipulation

```python
orders = api.orders()

if 'orders' in orders:
    for order in orders['orders']:
        api.CancelById(order['id'])

```

#### Modify possition

```python

api.positionModify( id, stoploss, takeprofit)

```

#### Modify order

```python
api.orderModify( id, stoploss, takeprofit, price)

```

#### close by symbol

```python
api.CloseBySymbol("EURUSD")

```

#### close particial

```python
# id , volume
api.ClosePartial( id, volume)

```

#### If you want to cancel all Orders

```python
api.cancel_all()
```

#### if you want to close all positions

```python
api.close_all()
```

```

# Project Based and reference thanks for

Ding Li @dingmaotu
https://github.com/dingmaotu/mql-zmq

Nikolai khramkov @khramkov
https://github.com/khramkov/MQL5-JSON-API

```

# New funcion persistent history Data on SQLite Multithrering

### for saving to database

```python
from ejtraderMT import Metatrader

api = Metatrader()

symbols = ["EURUSD"] # you can also use combind dataframe = ["EURUSD","GBPUSD","AUDUSD"]
timeframe = "M1"
# saving 20 years of OHLC
fromDate = "01/01/2001"
toDate = "01/01/2021"

api.history(symbol,timeframe,fromDate,toDate,database=True)

# or you could only pass from Date you want to start

"""
you can pull the history and save using only fromDate
its will pull history fromDate till now

api.history(symbol,timeframe,fromDate,database=True)
"""

# example of saving 20 years of M1 OHLC takes around 3 minutes on a 4 core CPU

30%|█████████████████████████████████▋                              | 2174/7305 [01:10<02:28, 34.60it/s]
```

# Read from Database

```python
from ejtraderMT import Metatrader

api = Metatrader()

symbol = ["EURUSD"]

data = api.history(symbol)

# example reading 20 year of M1 OHLC takes around 2 seconds read more than 7 million canldes
Elapsed run time: 2.041501855 seconds
                        date     open     high      low    close  volume  spread
0        2001-01-01 04:02:00  0.94220  0.94220  0.94220  0.94220     1.0      50
1        2001-01-01 04:03:00  0.94240  0.94240  0.94240  0.94240     1.0      50
2        2001-01-01 10:47:00  0.94250  0.94250  0.94250  0.94250     1.0      50
3        2001-01-01 11:40:00  0.94190  0.94190  0.94190  0.94190     1.0      50
4        2001-01-01 14:45:00  0.93970  0.93990  0.93970  0.93990     3.0      50
...                      ...      ...      ...      ...      ...     ...     ...
7286195  2020-12-31 17:56:00  1.22147  1.22152  1.22147  1.22152    20.0       8
7286196  2020-12-31 17:57:00  1.22152  1.22162  1.22148  1.22157    58.0       8
7286197  2020-12-31 17:58:00  1.22157  1.22167  1.22152  1.22166    77.0       9
7286198  2020-12-31 17:59:00  1.22167  1.22177  1.22154  1.22154   129.0       8
7286199  2020-12-31 18:00:00  1.22156  1.22156  1.22155  1.22155     2.0      11

[7286200 rows x 7 columns]

```

### Future add comming soon

```
economic calendar
level 1 for futures only
level 2 for futures only

```

ejtraderMT

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