@mautriz/mt5 1.0.0

package/bench.ts

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+import { MT5Client } from "./index";
+
+const URL = process.argv[2] || "ws://localhost:8080";
+const SYMBOL = process.argv[3] || "BTCUSD";
+const NUM_CLIENTS = parseInt(process.argv[4] || "1");
+const INTERVAL = 1_000; // ms
+
+let count = 0;
+let errors = 0;
+let totalMs = 0;
+let minMs = Infinity;
+let maxMs = 0;
+
+async function run() {
+  const clients = await Promise.all(
+    Array.from({ length: NUM_CLIENTS }, async () => {
+      const c = new MT5Client(URL, { timeout: 10_000 });
+      await c.connect();
+      return c;
+    }),
+  );
+
+  console.log(
+    `${NUM_CLIENTS} clients connected. Polling ${SYMBOL} every ${INTERVAL}ms — Ctrl+C to stop\n`,
+  );
+
+  const interval = setInterval(async () => {
+    const start = performance.now();
+    try {
+      // All clients request simultaneously
+      const ticks = await Promise.all(
+        clients.map((c) => c.getSymbolTick(SYMBOL)),
+      );
+      const elapsed = performance.now() - start;
+      count += NUM_CLIENTS;
+      totalMs += elapsed;
+      if (elapsed < minMs) minMs = elapsed;
+      if (elapsed > maxMs) maxMs = elapsed;
+      const tick = ticks[0];
+      process.stdout.write(
+        `\r[${count}] bid=${tick.bid} ask=${tick.ask} ${elapsed.toFixed(1)}ms (avg=${(totalMs / Math.ceil(count / NUM_CLIENTS)).toFixed(1)} min=${minMs.toFixed(1)} max=${maxMs.toFixed(1)})`,
+      );
+    } catch (e: any) {
+      errors++;
+      process.stdout.write(`\r[${count}] ERROR: ${e.message}`);
+    }
+  }, INTERVAL);
+
+  process.on("SIGINT", () => {
+    clearInterval(interval);
+    const batches = Math.ceil(count / NUM_CLIENTS);
+    console.log(`\n\n── Results ──`);
+    console.log(`  Clients:   ${NUM_CLIENTS}`);
+    console.log(`  Requests:  ${count} (${batches} batches of ${NUM_CLIENTS})`);
+    console.log(`  Errors:    ${errors}`);
+    console.log(`  Avg batch: ${(totalMs / batches).toFixed(1)}ms`);
+    console.log(`  Min batch: ${minMs.toFixed(1)}ms`);
+    console.log(`  Max batch: ${maxMs.toFixed(1)}ms`);
+    for (const c of clients) c.disconnect();
+    process.exit(0);
+  });
+}
+
+run().catch((err) => {
+  console.error("Fatal:", err.message);
+  process.exit(1);
+});

package/dist/index.d.ts

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+export interface AccountInfo {
+    balance: number;
+    equity: number;
+    margin: number;
+    free_margin: number;
+    profit: number;
+    leverage: number;
+    currency: string;
+    name: string;
+    number: number;
+    server: string;
+    company: string;
+}
+export interface Position {
+    ticket: number;
+    symbol: string;
+    type: "buy" | "sell";
+    volume: number;
+    open_price: number;
+    sl: number;
+    tp: number;
+    profit: number;
+    open_time: string;
+}
+export type PendingOrderType = "buy_limit" | "sell_limit" | "buy_stop" | "sell_stop" | "unknown";
+export interface PendingOrder {
+    ticket: number;
+    symbol: string;
+    type: PendingOrderType;
+    volume: number;
+    price: number;
+    sl: number;
+    tp: number;
+}
+export type DealType = "buy" | "sell" | "other";
+export type DealEntry = "in" | "out" | "inout" | "unknown";
+export interface Deal {
+    ticket: number;
+    symbol: string;
+    type: DealType;
+    entry: DealEntry;
+    volume: number;
+    price: number;
+    profit: number;
+    commission: number;
+    swap: number;
+    time: string;
+}
+export interface SymbolTick {
+    symbol: string;
+    bid: number;
+    ask: number;
+    last: number;
+    volume: number;
+    time: string;
+}
+export type TradeMode = "disabled" | "longonly" | "shortonly" | "closeonly" | "full" | "unknown";
+export interface TimeOffset {
+    offset_seconds: number;
+    server_time: string;
+    gmt_time: string;
+}
+export interface SymbolDetails {
+    symbol: string;
+    description: string;
+    digits: number;
+    point: number;
+    spread: number;
+    trade_mode: TradeMode;
+    volume_min: number;
+    volume_max: number;
+    volume_step: number;
+    trade_contract_size: number;
+    filling_mode: number;
+    bid: number;
+    ask: number;
+}
+export type OrderType = "buy" | "sell" | "buy_limit" | "sell_limit" | "buy_stop" | "sell_stop";
+export interface OpenOrderParams {
+    type: OrderType;
+    symbol: string;
+    volume: number;
+    price?: number;
+    sl?: number;
+    tp?: number;
+}
+export interface CloseOrderParams {
+    ticket: number;
+    volume?: number;
+}
+export interface ModifyOrderParams {
+    ticket: number;
+    sl?: number;
+    tp?: number;
+    price?: number;
+}
+export declare class MT5Error extends Error {
+    readonly retcode: number | undefined;
+    constructor(message: string, retcode?: number);
+}
+export interface HelloMessage {
+    type: "hello";
+    ea: string;
+    symbol: string;
+    [key: string]: unknown;
+}
+export interface TickMessage {
+    type: "tick";
+    symbol: string;
+    bid: number;
+    ask: number;
+    [key: string]: unknown;
+}
+export interface PushMessage {
+    type: string;
+    [key: string]: unknown;
+}
+type PushEventMap = {
+    hello: HelloMessage;
+    tick: TickMessage;
+    message: PushMessage;
+    connected: undefined;
+    disconnected: {
+        code: number;
+        reason: string;
+    };
+    error: Event;
+};
+type EventCallback<T> = T extends undefined ? () => void : (data: T) => void;
+export declare class MT5Client {
+    private readonly url;
+    private ws;
+    private reqCounter;
+    private pending;
+    private listeners;
+    private timeoutMs;
+    constructor(url: string, options?: {
+        timeout?: number;
+    });
+    connect(): Promise<void>;
+    disconnect(): void;
+    get connected(): boolean;
+    on<K extends keyof PushEventMap>(event: K, callback: EventCallback<PushEventMap[K]>): this;
+    off<K extends keyof PushEventMap>(event: K, callback: EventCallback<PushEventMap[K]>): this;
+    private emit;
+    getAccount(): Promise<AccountInfo>;
+    openOrder(params: OpenOrderParams): Promise<{
+        ticket: number;
+    }>;
+    closeOrder(params: CloseOrderParams): Promise<{
+        ticket: number;
+    }>;
+    modifyOrder(params: ModifyOrderParams): Promise<void>;
+    getPositions(): Promise<Position[]>;
+    getOrders(): Promise<PendingOrder[]>;
+    getDeals(days?: number): Promise<Deal[]>;
+    getSymbolTick(symbol: string): Promise<SymbolTick>;
+    getSymbolDetails(symbol: string): Promise<SymbolDetails>;
+    getTimeOffset(): Promise<TimeOffset>;
+    private nextId;
+    private request;
+    private setupHandlers;
+}
+export {};

package/dist/index.js

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+// ── Response types ──────────────────────────────────────────────────
+// ── Error type ──────────────────────────────────────────────────────
+export class MT5Error extends Error {
+    constructor(message, retcode) {
+        super(message);
+        this.name = "MT5Error";
+        this.retcode = retcode;
+    }
+}
+// ── Client ──────────────────────────────────────────────────────────
+export class MT5Client {
+    constructor(url, options) {
+        this.ws = null;
+        this.reqCounter = 0;
+        this.pending = new Map();
+        this.listeners = new Map();
+        this.url = url;
+        this.timeoutMs = options?.timeout ?? 30000;
+    }
+    // ── Connection ──────────────────────────────────────────────────
+    connect() {
+        return new Promise((resolve, reject) => {
+            if (this.ws && this.ws.readyState === WebSocket.OPEN) {
+                resolve();
+                return;
+            }
+            const ws = new WebSocket(this.url);
+            this.ws = ws;
+            const onOpen = () => {
+                cleanup();
+                this.setupHandlers(ws);
+                this.emit("connected", undefined);
+                resolve();
+            };
+            const onError = (ev) => {
+                cleanup();
+                reject(new MT5Error("WebSocket connection failed"));
+            };
+            const onClose = () => {
+                cleanup();
+                reject(new MT5Error("WebSocket closed before connection was established"));
+            };
+            const cleanup = () => {
+                ws.removeEventListener("open", onOpen);
+                ws.removeEventListener("error", onError);
+                ws.removeEventListener("close", onClose);
+            };
+            ws.addEventListener("open", onOpen);
+            ws.addEventListener("error", onError);
+            ws.addEventListener("close", onClose);
+        });
+    }
+    disconnect() {
+        if (this.ws) {
+            this.ws.close();
+            this.ws = null;
+        }
+        for (const [, req] of this.pending) {
+            clearTimeout(req.timer);
+            req.reject(new MT5Error("Disconnected"));
+        }
+        this.pending.clear();
+    }
+    get connected() {
+        return this.ws !== null && this.ws.readyState === WebSocket.OPEN;
+    }
+    // ── Event emitter ───────────────────────────────────────────────
+    on(event, callback) {
+        let set = this.listeners.get(event);
+        if (!set) {
+            set = new Set();
+            this.listeners.set(event, set);
+        }
+        set.add(callback);
+        return this;
+    }
+    off(event, callback) {
+        const set = this.listeners.get(event);
+        if (set) {
+            set.delete(callback);
+            if (set.size === 0)
+                this.listeners.delete(event);
+        }
+        return this;
+    }
+    emit(event, data) {
+        const set = this.listeners.get(event);
+        if (set) {
+            for (const cb of set) {
+                cb(data);
+            }
+        }
+    }
+    // ── API methods ─────────────────────────────────────────────────
+    async getAccount() {
+        const res = await this.request({ action: "get_account" });
+        return {
+            balance: res.balance,
+            equity: res.equity,
+            margin: res.margin,
+            free_margin: res.free_margin,
+            profit: res.profit,
+            leverage: res.leverage,
+            currency: res.currency,
+            name: res.name,
+            number: res.number,
+            server: res.server,
+            company: res.company,
+        };
+    }
+    async openOrder(params) {
+        const res = await this.request({
+            action: "open_order",
+            type: params.type,
+            symbol: params.symbol,
+            volume: params.volume,
+            ...(params.price !== undefined && { price: params.price }),
+            ...(params.sl !== undefined && { sl: params.sl }),
+            ...(params.tp !== undefined && { tp: params.tp }),
+        });
+        return { ticket: res.ticket };
+    }
+    async closeOrder(params) {
+        const res = await this.request({
+            action: "close_order",
+            ticket: params.ticket,
+            ...(params.volume !== undefined && { volume: params.volume }),
+        });
+        return { ticket: res.ticket };
+    }
+    async modifyOrder(params) {
+        await this.request({
+            action: "modify_order",
+            ticket: params.ticket,
+            ...(params.sl !== undefined && { sl: params.sl }),
+            ...(params.tp !== undefined && { tp: params.tp }),
+            ...(params.price !== undefined && { price: params.price }),
+        });
+    }
+    async getPositions() {
+        const res = await this.request({ action: "get_positions" });
+        return res.positions;
+    }
+    async getOrders() {
+        const res = await this.request({ action: "get_orders" });
+        return res.orders;
+    }
+    async getDeals(days) {
+        const res = await this.request({
+            action: "get_deals",
+            ...(days !== undefined && { days }),
+        });
+        return res.deals;
+    }
+    async getSymbolTick(symbol) {
+        const res = await this.request({ action: "get_symbol_tick", symbol });
+        return {
+            symbol: res.symbol,
+            bid: res.bid,
+            ask: res.ask,
+            last: res.last,
+            volume: res.volume,
+            time: res.time,
+        };
+    }
+    async getSymbolDetails(symbol) {
+        const res = await this.request({ action: "get_symbol_details", symbol });
+        return {
+            symbol: res.symbol,
+            description: res.description,
+            digits: res.digits,
+            point: res.point,
+            spread: res.spread,
+            trade_mode: res.trade_mode,
+            volume_min: res.volume_min,
+            volume_max: res.volume_max,
+            volume_step: res.volume_step,
+            trade_contract_size: res.trade_contract_size,
+            filling_mode: res.filling_mode,
+            bid: res.bid,
+            ask: res.ask,
+        };
+    }
+    async getTimeOffset() {
+        const res = await this.request({ action: "get_time_offset" });
+        return {
+            offset_seconds: res.offset_seconds,
+            server_time: res.server_time,
+            gmt_time: res.gmt_time,
+        };
+    }
+    // ── Internals ───────────────────────────────────────────────────
+    nextId() {
+        return `req-${++this.reqCounter}`;
+    }
+    request(payload) {
+        return new Promise((resolve, reject) => {
+            if (!this.ws || this.ws.readyState !== WebSocket.OPEN) {
+                reject(new MT5Error("Not connected"));
+                return;
+            }
+            const id = this.nextId();
+            const timer = setTimeout(() => {
+                this.pending.delete(id);
+                reject(new MT5Error(`Request ${id} timed out after ${this.timeoutMs}ms`));
+            }, this.timeoutMs);
+            this.pending.set(id, { resolve, reject, timer });
+            this.ws.send(JSON.stringify({ ...payload, id }));
+        });
+    }
+    setupHandlers(ws) {
+        ws.addEventListener("message", (ev) => {
+            let msg;
+            try {
+                msg = JSON.parse(typeof ev.data === "string" ? ev.data : String(ev.data));
+            }
+            catch {
+                return;
+            }
+            // Response to a request (has an "id" field matching a pending request)
+            if (msg.id && this.pending.has(msg.id)) {
+                const req = this.pending.get(msg.id);
+                this.pending.delete(msg.id);
+                clearTimeout(req.timer);
+                if (msg.status === "ok") {
+                    req.resolve(msg);
+                }
+                else {
+                    req.reject(new MT5Error(msg.error || "Unknown error", msg.retcode));
+                }
+                return;
+            }
+            // Push message from EA (no matching request id)
+            if (msg.type) {
+                this.emit(msg.type, msg);
+                // Also emit on the generic "message" event
+                this.emit("message", msg);
+            }
+        });
+        ws.addEventListener("close", (ev) => {
+            this.emit("disconnected", {
+                code: ev.code,
+                reason: ev.reason,
+            });
+            for (const [, req] of this.pending) {
+                clearTimeout(req.timer);
+                req.reject(new MT5Error("Connection closed"));
+            }
+            this.pending.clear();
+            this.ws = null;
+        });
+        ws.addEventListener("error", (ev) => {
+            this.emit("error", ev);
+        });
+    }
+}
+//# sourceMappingURL=index.js.map

package/dist/index.js.map

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package/dist/mt5.test.d.ts

@@ -0,0 +1 @@
+export {};

package/dist/mt5.test.js

@@ -0,0 +1,155 @@
+import { describe, it, expect, beforeAll, afterAll } from "vitest";
+import { MT5Client } from "./index";
+const SYMBOL = process.env.SYMBOL || "BTCUSD";
+const URL = process.env.WS_URL || "ws://localhost:8080";
+const mt5 = new MT5Client(URL, { timeout: 300000 });
+let buyTicket;
+let sellTicket;
+beforeAll(async () => {
+    await mt5.connect();
+});
+afterAll(() => {
+    mt5.disconnect();
+});
+describe("Account", () => {
+    it("should return account info", async () => {
+        const account = await mt5.getAccount();
+        expect(account.balance).toBeTypeOf("number");
+        expect(account.equity).toBeTypeOf("number");
+        expect(account.leverage).toBeGreaterThan(0);
+        console.log(`    balance=${account.balance} equity=${account.equity} leverage=${account.leverage}`);
+    });
+});
+describe("Symbol", () => {
+    it("should return symbol details", async () => {
+        const details = await mt5.getSymbolDetails(SYMBOL);
+        expect(details.symbol).toBe(SYMBOL);
+        expect(details.trade_mode).toBe("full");
+        expect(details.volume_min).toBeGreaterThan(0);
+        console.log(`    ${details.symbol}: digits=${details.digits} spread=${details.spread} filling_mode=${details.filling_mode}`);
+        console.log(`    volume: min=${details.volume_min} max=${details.volume_max} step=${details.volume_step}`);
+    });
+    it("should return symbol tick with bid/ask", async () => {
+        let tick;
+        for (let attempt = 1; attempt <= 5; attempt++) {
+            tick = await mt5.getSymbolTick(SYMBOL);
+            if (tick.bid > 0)
+                break;
+            console.log(`    attempt ${attempt}/5 — no quotes yet, waiting 1s...`);
+            await new Promise((r) => setTimeout(r, 1000));
+        }
+        expect(tick.bid).toBeGreaterThan(0);
+        expect(tick.ask).toBeGreaterThan(0);
+        console.log(`    bid=${tick.bid} ask=${tick.ask} last=${tick.last}`);
+    });
+});
+describe("Orders", () => {
+    it("should open a buy order", async () => {
+        const result = await mt5.openOrder({
+            type: "buy",
+            symbol: SYMBOL,
+            volume: 0.1,
+        });
+        expect(result.ticket).toBeGreaterThan(0);
+        buyTicket = result.ticket;
+        console.log(`    ticket=${buyTicket}`);
+    });
+    it("should show the buy in positions", async () => {
+        const positions = await mt5.getPositions();
+        const our = positions.find((p) => p.ticket === buyTicket);
+        expect(our).toBeDefined();
+        expect(our.type).toBe("buy");
+        expect(our.symbol).toBe(SYMBOL);
+        console.log(`    found ${positions.length} position(s), ours: ticket=${our.ticket} ${our.type} ${our.volume} ${our.symbol}`);
+    });
+    it("should open a sell order", async () => {
+        const result = await mt5.openOrder({
+            type: "sell",
+            symbol: SYMBOL,
+            volume: 0.01,
+        });
+        expect(result.ticket).toBeGreaterThan(0);
+        sellTicket = result.ticket;
+        console.log(`    ticket=${sellTicket}`);
+    });
+    it("should close the buy position", async () => {
+        const result = await mt5.closeOrder({ ticket: buyTicket });
+        expect(result.ticket).toBeGreaterThan(0);
+    });
+    it("should close the sell position", async () => {
+        const result = await mt5.closeOrder({ ticket: sellTicket });
+        expect(result.ticket).toBeGreaterThan(0);
+    });
+    it("should have no remaining positions for our tickets", async () => {
+        const positions = await mt5.getPositions();
+        const ours = positions.filter((p) => p.ticket === buyTicket || p.ticket === sellTicket);
+        expect(ours).toHaveLength(0);
+        console.log(`    ${positions.length} position(s) remaining (none are ours)`);
+    });
+});
+describe("Concurrent - Four Clients", () => {
+    it("should open and close orders simultaneously from 4 clients", async () => {
+        const clients = await Promise.all(Array.from({ length: 3 }, () => {
+            const c = new MT5Client(URL, { timeout: 300000 });
+            return c.connect().then(() => c);
+        }));
+        const allClients = [mt5, ...clients];
+        // Open 4 orders simultaneously from different clients
+        const opens = await Promise.all(allClients.map((c, i) => c.openOrder({
+            type: i % 2 === 0 ? "buy" : "sell",
+            symbol: SYMBOL,
+            volume: 0.01,
+        })));
+        for (const o of opens) {
+            expect(o.ticket).toBeGreaterThan(0);
+        }
+        console.log(`    tickets: ${opens.map((o) => o.ticket).join(", ")}`);
+        // Close all 4 simultaneously
+        const closes = await Promise.all(allClients.map((c, i) => c.closeOrder({ ticket: opens[i].ticket })));
+        for (const c of closes) {
+            expect(c.ticket).toBeGreaterThan(0);
+        }
+        console.log(`    all 4 closed simultaneously`);
+        for (const c of clients)
+            c.disconnect();
+    });
+});
+describe("Concurrent - Same Client", () => {
+    it("should open and close 4 positions simultaneously from one client", async () => {
+        // Open 4 orders simultaneously
+        const opens = await Promise.all(Array.from({ length: 4 }, (_, i) => mt5.openOrder({
+            type: i % 2 === 0 ? "buy" : "sell",
+            symbol: SYMBOL,
+            volume: 0.01,
+        })));
+        for (const o of opens) {
+            expect(o.ticket).toBeGreaterThan(0);
+        }
+        console.log(`    opened: ${opens.map((o) => o.ticket).join(", ")}`);
+        // Close all 4 simultaneously
+        const closes = await Promise.all(opens.map((o) => mt5.closeOrder({ ticket: o.ticket })));
+        for (const c of closes) {
+            expect(c.ticket).toBeGreaterThan(0);
+        }
+        console.log(`    all 4 closed simultaneously`);
+        // Verify all gone
+        const positions = await mt5.getPositions();
+        const ours = positions.filter((p) => opens.some((o) => o.ticket === p.ticket));
+        expect(ours).toHaveLength(0);
+        console.log(`    verified: ${positions.length} position(s) remaining`);
+    });
+});
+describe("Deals", () => {
+    it("should contain our trades in history", async () => {
+        const deals = await mt5.getDeals(1);
+        expect(deals.length).toBeGreaterThan(0);
+        console.log(`    ${deals.length} deal(s) in last 24h`);
+        const ourDeals = deals.filter((d) => d.symbol === SYMBOL);
+        const entries = ourDeals.filter((d) => d.entry === "in");
+        const exits = ourDeals.filter((d) => d.entry === "out");
+        console.log(`    ${SYMBOL}: ${entries.length} entry deal(s), ${exits.length} exit deal(s)`);
+        expect(entries.length).toBeGreaterThanOrEqual(2);
+        expect(exits.length).toBeGreaterThanOrEqual(2);
+    });
+});
+//# sourceMappingURL=mt5.test.js.map

package/dist/mt5.test.js.map

@@ -0,0 +1 @@
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