Nautilus MetaTrader 5 Adapter 🌟

This adapter allows for seamless integration between the Nautilus Trader and MetaTrader 5, providing capabilities for market data retrieval, order execution, and account management through the MetaTrader 5 Terminal using either IPC for Windows, RPyC for Linux, or Sockets for EA (suitable for streaming).

Client Modes 🛠️

This extension supports two different client modes:

1. IPC Mode (Using the MetaTrader Python library) 📦

   • Directly communicates with MetaTrader 5 via the official Python API which uses IPC (Inter-Process Communication).
   • Best for local integration without additional network overhead but does not support real-time updates.

   For Linux systems 🐧

   • Uses RPyC (Remote Python Call) to bridge between a Linux environment and MT5 running inside Wine, it uses IPC under the hood.
   • Ideal for automated trading setups on non-Windows environments.

2. Socket Mode (Using MetaTrader EA) 🌐

   • Connects to the MetaTrader 5 Expert Advisor (EA) via a custom socket server.
   • Enables external programs (Python, JavaScript, C++) to interact with MT5.
   • Supports real-time updates.

Installation ⚙️

To install the MetaTrader 5 Adapter, follow these steps:

1. Clone the repository:

   git clone https://github.com/quantspub/nautilus_mt5.git

2. Navigate to the project directory:

   cd /nautilus_mt5

3. Pull the Docker image:

   docker pull docker.io/quantspub/metatrader5-terminal:latest

4. Install the required Python packages:

   poetry install

Usage 🖥️

To run the MetaTrader 5 Adapter, execute the following commands:

cd examples

cp .env.example .env

python connect_with_dockerized_terminal.py

NOTE: Make sure to configure the .env file properly before running the script or the Docker image. ⚠️

Detailed Steps:

1. Ensure Docker is installed and running on your machine.
2. Clone the repository and navigate to the project directory.
3. Pull the Docker image for MetaTrader 5 Terminal.
4. Install the required Python packages using Poetry.
5. Navigate to the examples directory.
6. Copy the .env.example file to .env and configure it with your MetaTrader 5 credentials.
7. Run the connect_with_dockerized_terminal.py script to start the adapter.

Project Structure 🗂️

The project structure is organized as follows:

nautilus_mt5/
├── examples/
│   ├── connect_with_dockerized_terminal.py
│   ├── .env.example
│   └── ...
├── nautilus_mt5/    # Source code for the adapter
├── tests/                   # Test cases
├── MQL5/                    # MQL5 scripts and EA module
├── docs/                    # Documentation files
├── pyproject.toml           # Poetry configuration
├── poetry.lock              # Dependency lock file
├── build.py                 # Build script
├── .gitignore               # Git ignore file
├── LICENSE                  # License file
├── README.md                # Project documentation

Contributing 🤝

Contributions are welcome! Please open an issue or submit a pull request for any enhancements or bug fixes. 🐛

1. Fork the repository. 🍴
2. Create a new branch:

   git checkout -b feature-branch

3. Make your changes. ✏️
4. Commit your changes:

   git commit -m 'Add some feature'

5. Push to the branch:

   git push origin feature-branch

6. Open a pull request. 📥

License 📄

This project is licensed under the MIT License. See the LICENSE file for details.

Credits 🙏

• PyTrader Python MT4/MT5 Trading API Connector 🌟
• MQL5 Articles 📚
• MQL5 Forum 💬

Support 📞

If you encounter any issues or have questions, feel free to open an issue on the GitHub repository or contact the author via email at quantspub@gmail.com