mt5-rs

A pure Rust library for MetaTrader 5 IPC communication. No Python dependency.

Compatible with Python MetaTrader5 library API.

Features

Pure Rust implementation, no Python or C++ dependency
Windows named pipe IPC communication with MT5 terminal
Full compatibility with Python MetaTrader5 library (30/32 functions)
Support MT5 Build 5836+

Quick Start

use mt5_rs::{Mt5Client, discover_mt5_pipe};

fn main() -> Result<(), Box<dyn std::error::Error>> {
    // Auto-discover MT5 pipe
    let pipe_name = discover_mt5_pipe();
    
    // Initialize client
    let mut client = Mt5Client::new();
    client.initialize(Some(&pipe_name))?;
    
    // Get account info
    let account = client.account_info()?;
    println!("Balance: {}", account.balance);
    println!("Equity: {}", account.equity);
    println!("Margin Free: {}", account.margin_free);
    
    Ok(())
}

API Reference

Initialization

Function	Description
`Mt5Client::new()`	Create a new client
`initialize(pipe_name)`	Initialize connection to MT5
`shutdown()`	Close connection
`login(login, password, server)`	Login to MT5 account

Account & Terminal

Function	Description
`account_info()`	Get account information
`terminal_info()`	Get terminal information
`version()`	Get MT5 version
`last_error()`	Get last error code and message

Symbols

Function	Description
`symbol_info(symbol)`	Get symbol information
`symbol_info_tick(symbol)`	Get current tick for symbol
`symbols_get()`	Get all available symbols
`symbol_select(symbol, enable)`	Select/deselect symbol in Market Watch

Market Data

Function	Description
`copy_rates_from_pos(symbol, timeframe, start_pos, count)`	Copy bars from position
`copy_rates_from(symbol, timeframe, date_from, count)`	Copy bars from date
`copy_rates_range(symbol, timeframe, date_from, date_to)`	Copy bars in range
`copy_ticks_from(symbol, from, count, flags)`	Copy ticks from time
`copy_ticks_range(symbol, from, to, flags)`	Copy ticks in range

Positions & Orders

Function	Description
`positions_total()`	Get total number of open positions
`positions_get(symbol)`	Get open positions
`orders_total()`	Get total number of pending orders
`orders_get(symbol)`	Get pending orders

History

Function	Description
`history_deals_total(from, to)`	Get total number of deals in range
`history_deals_get(from, to)`	Get deals in range
`history_orders_total(from, to)`	Get total number of orders in range
`history_orders_get(from, to)`	Get orders in range

Market Depth

Function	Description
`market_book_add(symbol)`	Subscribe to market depth
`market_book_get(symbol)`	Get market depth data
`market_book_release(symbol)`	Unsubscribe from market depth

Trading Calculations

Function	Description
`order_calc_margin(action, symbol, volume, price)`	Calculate required margin (local calculation)
`order_calc_profit(action, symbol, volume, price_open, price_close)`	Calculate expected profit (local calculation)

Not Implemented

Function	Status
`order_check(request)`	TODO - Check trade request validity
`order_send(request)`	TODO - Send trade request to MT5

Implementation Notes

Local Calculation for `order_calc_margin` and `order_calc_profit`

Unlike go-mt5 which sends commands 202/203 via named pipe, this library uses local calculation (same as Python MetaTrader5 library):

order_calc_margin: margin = volume × price × margin_initial / 4
order_calc_profit: profit = volume × (price_close - price_open) × trade_contract_size

This approach avoids the "pipe closed" error that occurs with MT5 Build 5836+ when using IPC for these commands.

Requirements

Rust 2021 edition
Windows OS (named pipe IPC is Windows-specific)
MT5 terminal must be running

License

MIT

mt5-rs 0.1.1