calculate_margin.py•3.52 kB
"""
Calculate margin required for a trading operation.
This module implements the calculate_margin function which calculates
the margin required in the account currency to perform a specified trading operation.
"""
import MetaTrader5 as mt5
from typing import Optional, Union
from metatrader_client.types import OrderType
# Mapping between our OrderType enum and MT5's ORDER_TYPE constants
_MT5_ORDER_TYPE_MAP = {
OrderType.BUY.value: mt5.ORDER_TYPE_BUY,
OrderType.SELL.value: mt5.ORDER_TYPE_SELL,
OrderType.BUY_LIMIT.value: mt5.ORDER_TYPE_BUY_LIMIT,
OrderType.SELL_LIMIT.value: mt5.ORDER_TYPE_SELL_LIMIT,
OrderType.BUY_STOP.value: mt5.ORDER_TYPE_BUY_STOP,
OrderType.SELL_STOP.value: mt5.ORDER_TYPE_SELL_STOP,
OrderType.BUY_STOP_LIMIT.value: mt5.ORDER_TYPE_BUY_STOP_LIMIT,
OrderType.SELL_STOP_LIMIT.value: mt5.ORDER_TYPE_SELL_STOP_LIMIT,
OrderType.CLOSE_BY.value: mt5.ORDER_TYPE_CLOSE_BY,
}
def calculate_margin(
order_type: Union[int, str, OrderType],
symbol: str,
volume: float,
price: float
) -> Optional[float]:
"""
Calculate the margin required for a specified trading operation.
This function determines in advance how much margin will be required to open a specific
position, without actually placing the order. This pre-trade calculation helps prevent
margin calls and account overleveraging by ensuring sufficient funds are available
before executing trades.
Args:
order_type: The type of order (can be OrderType enum value, string name, or integer code)
symbol: Financial instrument name (e.g., "EURUSD")
volume: Trading operation volume in lots
price: Open price at which the order would be executed
Returns:
float: The margin required in the account currency if successful
None: If an error occurred during calculation
Examples:
>>> calculate_margin(OrderType.BUY, "EURUSD", 0.1, 1.1234)
48.15
>>> calculate_margin("SELL", "USDJPY", 0.1, 107.50)
43.28
"""
# Convert order_type to the appropriate code value
if isinstance(order_type, str):
type_code = OrderType.to_code(order_type)
if type_code is None:
raise ValueError(f"Invalid order type string: {order_type}")
elif isinstance(order_type, OrderType):
type_code = order_type.value
else:
type_code = order_type
if not OrderType.exists(type_code):
raise ValueError(f"Invalid order type code: {type_code}")
# Get the corresponding MT5 order type
mt5_order_type = _MT5_ORDER_TYPE_MAP.get(type_code)
if mt5_order_type is None:
raise ValueError(f"Unsupported order type: {OrderType.to_string(type_code)}")
# Make sure the symbol is selected in Market Watch
symbol_info = mt5.symbol_info(symbol)
if symbol_info is None:
print(f"Symbol {symbol} not found")
return None
if not symbol_info.visible:
print(f"Symbol {symbol} is not visible in Market Watch, trying to select it...")
if not mt5.symbol_select(symbol, True):
print(f"Failed to select {symbol}")
return None
# Calculate the margin
margin = mt5.order_calc_margin(mt5_order_type, symbol, volume, price)
if margin is None:
error_code = mt5.last_error()
print(f"Failed to calculate margin for {symbol}, error code: {error_code}")
return None
return margin