MetaTrader 5 Integration

[kaustv-datta]

Feature Request

Since a lot of brokers are transitioning to the MetaTrader 5 trading platform, it would be nice to have a MT5 - NautilusTrader integration.

There is an official MT5 python library-

• https://pypi.org/project/MetaTrader5/
• https://www.mql5.com/en/docs/python_metatrader5

A drawback - as of today, the python package works only on windows OS.

[NextThread]

Then we have to skip it as for now, as it only works in windows

[gmcaixeta]

One suggestion:

It is possible to create a Rest API on top of metatrader. In that case, using Fastapi + Metatrader library for instance, it is possible to create all necessary routes (similar to binance).

For this scenario, it is only required to host a windows machine on cloud to work as a Rest API, and nautilus can stay in other machine (linux /mac/windows) using docker.

[seekersoftec]

There are metatrader docker containers out there we can use. We could also take the same approach that was done with interactive brokers.

[gmcaixeta]

There are metatrader docker containers out there we can use. We could also take the same approach that was done with interactive brokers.

I've been using this project, and it works fine in linux:

MetaTrader5-Docker-Image

[seekersoftec]

There are metatrader docker containers out there we can use. We could also take the same approach that was done with interactive brokers.

I've been using this project, and it works fine in linux:

MetaTrader5-Docker-Image

Thanks, I created something similar, it still needs some work to be fully polished though, it has an auto-login feature where it does the initial login process for you.

metatrader-terminal

[gmcaixeta]

There are metatrader docker containers out there we can use. We could also take the same approach that was done with interactive brokers.

I've been using this project, and it works fine in linux:
MetaTrader5-Docker-Image

Thanks, I created something similar, it still needs some work to be fully polished though, it has an auto-login feature where it does the initial login process for you.

metatrader-terminal

That's very cool @seekersoftec , congrats!

In order to avoid one metatrader container per bot , I am testing using Fast APi on top of metatrader, to centralize all the order and data request in only one metatrader container. This may lose performance, but it saves space on cloud.

[seekersoftec]

There are metatrader docker containers out there we can use. We could also take the same approach that was done with interactive brokers.

I've been using this project, and it works fine in linux:
MetaTrader5-Docker-Image

Thanks, I created something similar, it still needs some work to be fully polished though, it has an auto-login feature where it does the initial login process for you.
metatrader-terminal

That's very cool @seekersoftec , congrats!

In order to avoid one metatrader container per bot , I am testing using Fast APi on top of metatrader, to centralize all the order and data request in only one metatrader container. This may lose performance, but it saves space on cloud.

Thanks! Quite an interesting problem, although it was not considered when I first took the Fast API route(thought it was going to be a long road), finally opted for performance instead when I considered a use case for RL.
trade_flow