MetaTrader5 MCP Server

import MetaTrader5 as mt5 # Import shared constants to avoid duplication from ..utils.constants import PRECISION_REL_TOL, PRECISION_ABS_TOL, PRECISION_MAX_DECIMALS, TIME_DISPLAY_FORMAT # Constants (centralize defaults instead of hardcoding inline) SERVICE_NAME = "MetaTrader5 Market Data Server" GROUP_SEARCH_THRESHOLD = 5 # threshold for treating a search as group vs symbol search TICKS_LOOKBACK_DAYS = 1 # lookback days for ticks when no start_datetime provided DATA_READY_TIMEOUT = 3.0 # seconds to wait for feed to become ready after selection DATA_POLL_INTERVAL = 0.2 # seconds between readiness polls FETCH_RETRY_ATTEMPTS = 3 # attempts to fetch data if none returned FETCH_RETRY_DELAY = 0.3 # delay between fetch retries SANITY_BARS_TOLERANCE = 3 # acceptable lag in bars when checking freshness TI_NAN_WARMUP_FACTOR = 2 # multiply warmup by this on retry TI_NAN_WARMUP_MIN_ADD = 50 # at least add this many bars on retry # Global parameter defaults DEFAULT_TIMEFRAME = "H1" # default timeframe parameter # Simplification defaults SIMPLIFY_DEFAULT_METHOD = "lttb" # default simplify method when not specified SIMPLIFY_DEFAULT_MODE = "approximate" # default simplify mode when not specified SIMPLIFY_DEFAULT_POINTS_RATIO_FROM_LIMIT = 0.10 # default points as a fraction of --limit/--count when unspecified SIMPLIFY_DEFAULT_RATIO = 0.25 # default ratio if no points/ratio provided SIMPLIFY_DEFAULT_MIN_POINTS = 100 # minimum target points for default simplify SIMPLIFY_DEFAULT_MAX_POINTS = 500 # maximum target points for default simplify # Shared timeframe mapping (per MetaTrader5 docs) TIMEFRAME_MAP = { # Minutes "M1": mt5.TIMEFRAME_M1, "M2": mt5.TIMEFRAME_M2, "M3": mt5.TIMEFRAME_M3, "M4": mt5.TIMEFRAME_M4, "M5": mt5.TIMEFRAME_M5, "M6": mt5.TIMEFRAME_M6, "M10": mt5.TIMEFRAME_M10, "M12": mt5.TIMEFRAME_M12, "M15": mt5.TIMEFRAME_M15, "M20": mt5.TIMEFRAME_M20, "M30": mt5.TIMEFRAME_M30, # Hours "H1": mt5.TIMEFRAME_H1, "H2": mt5.TIMEFRAME_H2, "H3": mt5.TIMEFRAME_H3, "H4": mt5.TIMEFRAME_H4, "H6": mt5.TIMEFRAME_H6, "H8": mt5.TIMEFRAME_H8, "H12": mt5.TIMEFRAME_H12, # Days / Weeks / Months "D1": mt5.TIMEFRAME_D1, "W1": mt5.TIMEFRAME_W1, "MN1": mt5.TIMEFRAME_MN1, } # Approximate seconds per bar for timeframe window calculations TIMEFRAME_SECONDS = { "M1": 60, "M2": 120, "M3": 180, "M4": 240, "M5": 300, "M6": 360, "M10": 600, "M12": 720, "M15": 900, "M20": 1200, "M30": 1800, "H1": 3600, "H2": 7200, "H3": 10800, "H4": 14400, "H6": 21600, "H8": 28800, "H12": 43200, "D1": 86400, "W1": 604800, # For months, use a rough average of 30 days "MN1": 2592000, }