pmt5api 1.0.0__py3-none-any.whl

pmt5api/_market.py

@@ -0,0 +1,296 @@
+"""Symbols, quotes, subscriptions, bars and per-symbol values."""
+from __future__ import annotations
+
+import asyncio
+import functools
+import math
+import threading
+import time
+from datetime import date, datetime, timedelta, timezone
+from typing import Any, Dict, List, Optional, Tuple, Union
+
+from ._base import _Base
+from ._util import translated
+from .bars import Bar, aggregate, timeframe_minutes
+from .errors import InvalidRequestError, NoQuoteError, RequestTimeout, translate
+from .models import (CommissionInfo, Quote, SymbolInfo, SymbolSessions, _opt_float, _symbols_from_core, _time)
+
+
+def _names(groups: Tuple[Any, ...]) -> List[str]:
+    return [s for group in groups for s in ([group] if isinstance(group, str) else group)]
+
+
+class _MarketMixin(_Base):
+    # ---- symbols -----------------------------------------------------------------------------------------------
+
+    @translated
+    def symbols(self) -> Dict[str, SymbolInfo]:
+        """Every symbol the broker offers on this account, by name, with its trading rules."""
+        self._require_connected()
+        syms = self._api.Symbols
+        return _symbols_from_core(syms.Infos if syms is not None else None, syms)
+
+    @translated
+    def symbol(self, name: str) -> SymbolInfo:
+        """One symbol's specification and trading rules."""
+        self._require_connected()
+        syms = self._api.Symbols
+        info = syms.GetInfo(name)
+        if info is None:
+            raise InvalidRequestError("unknown symbol %r" % name)
+        return SymbolInfo._from_core(name, info, syms.GetGroup(name))
+
+    @translated
+    def has_symbol(self, name: str) -> bool:
+        """Whether the broker offers ``name`` exactly as spelled."""
+        self._require_connected()
+        return bool(self._api.Symbols.Exist(name))
+
+    @translated
+    def find_symbols(self, prefix: str) -> List[str]:
+        """Every symbol whose name starts with ``prefix`` (brokers add suffixes such as ``m`` or ``.s``), exact
+        match first, then shortest name."""
+        self._require_connected()
+        names = [str(kv.Key) for kv in (self._api.Symbols.Infos or ())]
+        hits = sorted((n for n in names if n.startswith(prefix)), key=lambda n: (n != prefix, len(n), n))
+        return hits
+
+    @translated
+    def find_symbol(self, prefix: str) -> Optional[str]:
+        """The symbol ``prefix`` names: the exact name if the broker has it, else the only symbol that starts with
+        it. ``None`` when there is none; an :class:`InvalidRequestError` listing the candidates when several do
+        (use :meth:`find_symbols` and choose)."""
+        hits = self.find_symbols(prefix)
+        if not hits:
+            return None
+        if hits[0] == prefix or len(hits) == 1:
+            return hits[0]
+        raise InvalidRequestError("%r is ambiguous: %s" % (prefix, ", ".join(hits[:8]) + (" ..." if len(hits) > 8 else "")))
+
+    @translated
+    def symbol_groups(self) -> List[str]:
+        """The names of the broker's symbol groups."""
+        self._require_connected()
+        return [str(g) for g in (self._api.Symbols.GroupNames or ())]
+
+    @translated
+    def sessions(self, symbol: str) -> SymbolSessions:
+        """When a symbol is quoted and traded, per weekday (0 = Sunday), in minutes from 00:00 server time."""
+        self._require_connected()
+        for kv in self._api.Symbols.Sessions:
+            if str(kv.Key) == symbol:
+                return SymbolSessions._from_core(symbol, kv.Value)
+        raise InvalidRequestError("no session data for %r" % symbol)
+
+    @translated
+    def is_quote_session(self, symbol: str) -> bool:
+        """The symbol is inside one of its quote sessions right now (server clock)."""
+        self._require_connected()
+        return bool(self._api.IsQuoteSession(symbol))
+
+    @translated
+    def is_trade_session(self, symbol: str) -> bool:
+        """The symbol is inside one of its trade sessions right now (server clock)."""
+        self._require_connected()
+        return bool(self._api.IsTradeSession(symbol))
+
+    @translated
+    def commission(self, symbol: str) -> Optional[CommissionInfo]:
+        """The commission schedule that applies to a symbol, or ``None`` when the broker defines none."""
+        self._require_connected()
+        info = self._api.Symbols.GetComission(symbol)
+        return CommissionInfo._from_core(info) if info is not None else None
+
+    # ---- quotes and subscriptions ------------------------------------------------------------------------------
+
+    def _quote_ms(self, timeout: Optional[float]) -> int:
+        return int(timeout * 1000) if timeout is not None else int(self._api.GetQuoteTimeoutMs)
+
+    def _get_quote(self, symbol: str, ms: int) -> Any:
+        """The core's quote, or :class:`NoQuoteError` when none arrives in time (nothing is sent by this)."""
+        try:
+            q = self._api.GetQuote(symbol, ms)
+        except Exception as exc:  # noqa: BLE001
+            mapped = translate(exc)
+            if isinstance(mapped, RequestTimeout):
+                raise NoQuoteError("no quote for %s within %.1f s" % (symbol, ms / 1000.0)) from exc
+            raise
+        if q is None:
+            raise NoQuoteError("no quote for %s within %.1f s" % (symbol, ms / 1000.0))
+        return q
+
+    @translated
+    def quote(self, symbol: str, timeout: Optional[float] = None) -> Quote:
+        """The current quote of one symbol, waiting up to ``timeout`` seconds (default: the client's ``quote_timeout``)
+        for the first tick; :class:`NoQuoteError` if none arrives."""
+        self._require_connected()
+        return Quote._from_core(self._get_quote(symbol, self._quote_ms(timeout)))
+
+    async def aquote(self, symbol: str, timeout: Optional[float] = None) -> Quote:
+        """Awaitable :meth:`quote` (runs on a worker thread; never blocks the event loop)."""
+        return await asyncio.get_running_loop().run_in_executor(None, functools.partial(self.quote, symbol, timeout))
+
+    @translated
+    def subscribe(self, *symbols: str) -> None:
+        """Start the live quote feed for the given symbols (names, or lists of names)."""
+        self._require_connected()
+        names = _names(symbols)
+        if names:
+            import System  # noqa: PLC0415 — available once the runtime is loaded
+            self._api.Subscribe(System.Array[System.String](names))
+
+    @translated
+    def unsubscribe(self, *symbols: str) -> None:
+        """Stop the live quote feed for the given symbols (names, or lists of names)."""
+        self._require_connected()
+        names = _names(symbols)
+        if names:
+            import System  # noqa: PLC0415
+            self._api.Unsubscribe(System.Array[System.String](names))
+
+    @translated
+    def subscriptions(self) -> List[str]:
+        """The symbols currently subscribed."""
+        self._require_connected()
+        return [str(s) for s in (self._api.Subscriptions() or ())]
+
+    @translated
+    def is_subscribed(self, symbol: str) -> bool:
+        """Whether the live feed of ``symbol`` is on."""
+        self._require_connected()
+        return bool(self._api.IsSubscribed(symbol))
+
+    # ---- values per symbol -------------------------------------------------------------------------------------
+
+    @translated
+    def tick_value(self, symbol: str, side: str = "ask", timeout: Optional[float] = None) -> float:
+        """The value, in account currency, of one full price unit per 1.0 lot (as the terminal computes it).
+
+        This is an *input* to position sizing, not a recipe: see :meth:`lots_for_risk`. ``side`` is ``"ask"`` (what a
+        long position is priced against) or ``"bid"``. Waits up to ``timeout`` seconds (default: ``quote_timeout``)
+        for a live quote. Raises :class:`InvalidRequestError` when the value cannot be computed (a symbol whose
+        profit currency has no conversion rate), never a NaN.
+        """
+        self._require_connected()
+        side_key = str(side).lower()
+        if side_key not in ("ask", "bid"):
+            raise ValueError("side must be 'ask' or 'bid'")
+        ms = self._quote_ms(timeout)
+        if side_key == "ask":
+            value = float(self._api.GetTickValue(symbol, ms))
+        else:
+            value = float(self._api.GetBidTickValue(self._get_quote(symbol, ms)))
+        if math.isnan(value):
+            raise InvalidRequestError("the tick value of %s cannot be computed (no conversion rate yet)" % symbol)
+        return value
+
+    @translated
+    def contract_size(self, symbol: str) -> float:
+        """The contract size of a symbol (units of the instrument per 1.0 lot)."""
+        self._require_connected()
+        return float(self._api.GetContractSize(symbol))
+
+    @translated
+    def ledger_value_per_lot(self, symbol: str) -> Optional[float]:
+        """What the account's own closed deals say one price unit on one lot is worth for this symbol, or ``None``
+        when the account has not closed enough deals on it."""
+        self._require_connected()
+        return _opt_float(self._api.LedgerValuePerUnitLot(symbol))
+
+    # ---- bars --------------------------------------------------------------------------------------------------
+
+    def _minute_block(self, symbol: str, day: date, timeout: float) -> List[Bar]:
+        """One server block of one-minute bars ending at ``day`` (the server picks the block size). Only a response
+        that really is a block for that day is accepted (a late answer to an earlier request is ignored)."""
+        done = threading.Event()
+        got: List[Any] = []
+        lo = day - timedelta(days=60)
+
+        def handler(sender: Any, args: Any) -> None:
+            if str(args.Symbol) != symbol or done.is_set():
+                return
+            bars = list(args.Bars)
+            if not bars:
+                got[:] = bars
+                done.set()
+                return
+            last = _time(bars[-1].Time)
+            if last is not None and lo <= last.date() <= day:
+                got[:] = bars
+                done.set()
+
+        api = self._api
+        with self._bars_lock:
+            api.OnQuoteHistory += handler
+            try:
+                api.RequestQuoteHistoryMonth(symbol, day.year, day.month, day.day)
+                if not done.wait(timeout):
+                    raise RequestTimeout("no bars for %s within %.0f s" % (symbol, timeout))
+            finally:
+                api.OnQuoteHistory -= handler
+        return [Bar._from_core(b) for b in got]
+
+    @translated
+    def bars(self, symbol: str, timeframe: Union[str, int] = "H1", *, count: Optional[int] = None,
+             start: Optional[datetime] = None, end: Optional[datetime] = None,
+             timeout: Optional[float] = None) -> List[Bar]:
+        """OHLC bars, oldest first, in the broker's server time.
+
+        Give ``count`` for the latest N bars, or ``start`` (and optionally ``end``) for a window; with neither, the
+        latest 500. ``timeframe`` is a name — ``M1 M2 M3 M4 M5 M6 M10 M12 M15 M20 M30 H1 H2 H3 H4 H6 H8 H12 D1 W1 MN1`` —
+        or its length in minutes. Higher timeframes are built from the server's one-minute bars with the tick volume
+        summed; minutes after ``end`` are not used (no look-ahead); the last bar may still be forming.
+        ``timeout`` (seconds, default: the client's ``bars_timeout``) bounds the whole call.
+        """
+        self._require_connected()
+        minutes = timeframe_minutes(timeframe)
+        if count is not None and start is not None:
+            raise ValueError("give count or start, not both")
+        if count is not None and count <= 0:
+            raise ValueError("count must be positive")
+        if count is None and start is None:
+            count = 500
+        if not self._api.Symbols.Exist(symbol):
+            raise InvalidRequestError("unknown symbol %r" % symbol)
+        total = float(timeout) if timeout is not None else self._api.DownloadQuoteHistoryTimeout / 1000.0
+        deadline = time.monotonic() + total
+        server_now = self.server_time or datetime.now(timezone.utc).replace(tzinfo=None)
+        ref = end if end is not None else server_now + timedelta(days=1)
+        cursor = ref.date()
+        minute_bars: Dict[datetime, Bar] = {}
+        earliest: Optional[datetime] = None
+        for _ in range(400):                      # hard stop: a block is ~2 weeks of FX, so this is years of data
+            remaining = deadline - time.monotonic()
+            if remaining <= 0:
+                raise RequestTimeout("bars for %s not complete within %.0f s" % (symbol, total))
+            block = self._minute_block(symbol, cursor, remaining)
+            if not block:
+                break
+            for b in block:
+                if end is None or b.time <= end:
+                    minute_bars.setdefault(b.time, b)
+            first = min(b.time for b in block)
+            if earliest is not None and first >= earliest:
+                break
+            earliest = first
+            if start is not None and first <= start:
+                break
+            if count is not None and len(aggregate(minute_bars.values(), minutes)) > count:
+                break                              # one spare: the oldest bucket may be cut by the block edge
+            cursor = first.date()                  # the same day: nothing before `first` on that day is skipped
+        series = aggregate(minute_bars.values(), minutes)
+        if start is not None:
+            series = [b for b in series if b.time >= start]
+        if count is not None:
+            series = series[-count:]
+        return series
+
+    @translated
+    def request_bars(self, symbol: str, day: Optional[date] = None) -> None:
+        """Ask the server for one-minute bars without waiting; the answer arrives through :meth:`on_quote_history`.
+        With no ``day`` this is today's bars, otherwise the block ending at ``day``."""
+        self._require_connected()
+        if day is None:
+            self._api.RequestQuoteHistoryToday(symbol)
+        else:
+            self._api.RequestQuoteHistoryMonth(symbol, day.year, day.month, day.day)

pmt5api/_native/CHANGELOG.md

@@ -0,0 +1,284 @@
+# Changelog — wmt5api
+
+All notable changes to the **wmt5api** SDK. This project follows [Semantic Versioning](https://semver.org).
+Upgrading from 2.x? Read [MIGRATION.md](MIGRATION.md) first.
+
+## [3.1.0] — 2026-10-12
+
+### Fixed
+- **Closing a position against an opposite one (`closeByTicket`) left both positions in `GetOpenedOrders()`** on
+  brokers whose tickets exceed 2,147,483,647. The close-by ticket was read as a 32-bit number, the conversion threw
+  inside the update handler, and the session's list of open positions was never updated (the server had closed them).
+  Tickets are now read as 64-bit.
+
+- **Connecting through a proxy without credentials threw `ArgumentNullException`.** `ProxyUser` and `ProxyPassword`
+  default to `null` and the proxy handlers refuse null; a missing user or password is now sent as empty.
+
+- **The HTTPS (`CONNECT`) proxy request ended its header lines with a bare LF on Linux and macOS**, which strict
+  proxies do not accept; lines now end in CRLF on every platform.
+
+- **`FillPolicy` other than `Any` was ignored** by `OrderSend`, `OrderClose`, `OrderCancel` and their asynchronous
+  forms: only `Any` was applied (as the symbol's default) and every other value went out as fill-or-kill. The value
+  you pass is now the value sent.
+- **`Disconnect()` threw `NullReferenceException` when the client had never connected.**
+- **`OnOrderHistory` delivered an empty `Deals` list** (only `Orders` were filled in; the deals were reachable only
+  through `DownloadOrderHistory`). The event now carries the deals too.
+
+### Changed
+- `OrderUpdate.CloseByTicket` is now `long` (it was `int` and could not hold such tickets). Code that stored it in
+  an `int` needs a cast; nothing that worked before is affected.
+- The licence notice, the package metadata and the support and key contact lines now name **mtapi.one** as the
+  licensor and the place to contact. The behaviour of the SDK is otherwise unchanged.
+
+### Documentation
+- Telling positions from pending orders in `GetOpenedOrders()`: the README and `sizing.cs` advised
+  `State == OrderState.Filled`. A freshly opened position can still read `Started` for a long time, so use the
+  order type instead — `OrderType.Buy` / `OrderType.Sell` are positions, the `*Limit` and `*Stop` types are pending.
+
+## [3.0.0] — 2026-10-11
+
+### Removed (breaking)
+- **`Broker.Search` has been removed**, together with the broker-directory types it returned: `Broker`,
+  `Broker.Company`, `Broker.Companies`, `Broker.Result` and `BrokerSearchResultsAsArray` (with its nested types).
+  Use the access-server address your broker gave you, or read the addresses from a `servers.dat` file with
+  `MT5API.LoadServersDat`. Nothing else in the public API was removed or changed — see
+  [MIGRATION.md](MIGRATION.md).
+
+### Fixed
+- `GetQuote`, `GetQuoteTask`: when a quote arrived with a zero bid or ask, the wait ignored its timeout and
+  could spin well past `msTimeout`. It now waits for a usable quote and honours the timeout
+  (`TimeoutException`, or `null` for `msTimeout = 0`).
+- The licence request now finishes inside the connect budget (the retries and back-offs are bounded by
+  `ConnectTimeout`), so a slow or unreachable licence service surfaces as `TokenServiceException` instead of a
+  `TimeoutException` that reads as "the broker host is unreachable".
+- With `AutoReconnect` on, the supervisor stops when the licence service refuses the connection for a reason
+  retrying cannot cure (an expired or revoked key, a login not allowed, an account limit). `Connect()` resumes it.
+- `GetQuoteTask` now honours its timeout when no tick arrives (it could wait indefinitely).
+- Connecting no longer replays the licence request on every cluster member when the licence service refuses
+  or cannot be reached (another broker host cannot cure that). Failover across the broker's servers is
+  unchanged for broker-side failures.
+- Waiting for the first reply to a market or pending order no longer spins a CPU core.
+- The message "Previuos request still running" is now "Previous request still running".
+- A trade request that the server did not confirm within `ExecutionTimeout` now throws `TimeoutException`
+  (it was a plain `Exception("Trade timeout")`). `TimeoutException` derives from `Exception`, so code that
+  already caught `Exception` is unaffected.
+- The obsolete warning on `EquityPoint.RealizedPL` no longer promises removal in 3.0.0; the field remains,
+  and may be removed in a future major release.
+
+### Changed
+- Internal clean-up of the shipped library. No other public type, member or signature changed.
+- The SDK now sends its name and version (for example `wmt5api/3.0.0`) to the licence service together with
+  each licence request, so the service can tell which release is calling.
+- Documentation: the README, the guides and the API documentation (`wmt5api.xml`) were rewritten and
+  corrected; `MIGRATION.md` and `THIRD-PARTY-NOTICES.txt` are now part of the package.
+
+## [2.6.1] — 2026-09-10
+
+### Fixed
+- Connecting to older MT5 servers (build below 4852) now works.
+
+### Added
+- `Bar.Open`, `Bar.High`, `Bar.Low` and `Bar.Close`: properties that return the same values as
+  `OpenPrice`, `HighPrice`, `LowPrice` and `ClosePrice`, so code can use the same bar member names as the MT4 SDK.
+  The existing fields are unchanged.
+
+## [2.6.0] — 2026-08-28
+
+The account-currency conversion is now read from the pairs your broker publishes instead of being assumed.
+Everything below follows from that.
+
+### Fixed
+- **Cross-pair tick values were `NaN` on brokers that suffix their symbols.** The conversion-pair lookup
+  failed when only the suffixed name (for example `USDJPY.s`) exists. The pair is now looked up under the name
+  as built, with the bare name only as a fallback.
+- **The account currency is no longer assumed.** Cent currencies (`USC`, `RUC`) were treated as if they were
+  USD and RUB; brokers publish their own conversion pair and the conventions differ, so the assumption could
+  be wrong by a factor of one hundred. One path now serves every account type.
+- **Margin is answered in the account currency from the broker's own rate.** `RequiredMargin` needs no
+  calibration and no deal history on any account.
+- **The first `GetTickValue` on a cold cross-currency symbol could return a value 100 times too large.** A tick
+  arriving while the value was being derived could apply the final conversion twice. Values are now built
+  privately and published only once complete.
+
+### Changed
+- **`LotSizing.MinimumTradeCost`** (new): what the broker's smallest allowed trade costs at your stop. It is
+  filled in even when the sizing is refused, and answers "is my account big enough for this instrument?".
+- **A symbol you have never traded is sized properly** instead of being pinned to the minimum volume: the
+  corroborating contract-specification route now takes its currency factor from the pairs the broker
+  publishes.
+- **A refused size no longer leaves a volume behind.** `Lots` and `ExpectedLossAtStop` are 0 whenever `Ok` is
+  false.
+- **`GetTickValue` works on a brand-new account.** The conversion comes from published prices, so there is
+  nothing to calibrate first. `CalibrateMoneyScale` remains the second opinion that `CalculateLots` requires.
+- **`MoneyScaleEvidence` says whether a ruler had to cross a currency, and over how long a window.**
+
+### Documentation
+- The sizing and margin guidance was corrected: `AccountMargin` prices each open position at the conversion
+  rate stamped when it opened, `RequiredMargin` at today's rate, so a small difference between them is
+  expected.
+
+## [2.5.0] — 2026-08-28
+
+Floating P/L was wrong in sign and size on a cent account; position sizing assumed a broker convention that is
+not universal; margin was answered in the wrong currency and could be negative; the connect path could raise
+an exception type that was not documented.
+
+### Added
+- **Position sizing that measures the broker instead of assuming it:** `CalibrateMoneyScale` reads what a price
+  move was worth from your closed deals; `CalculateLots` sizes with it, corroborates the answer and returns no
+  volume when the checks disagree. New members: `LotSizing`, `MoneyScale`, `MoneyScaleEvidence`,
+  `MoneyScaleFromDeal`, `LedgerValuePerUnitLot`. Runnable example: `sizing.cs`.
+- **Split account totals:** `AccountFloatingProfit`, `AccountSwap`, `AccountCommission` and `AccountFee`;
+  `AccountProfit` is exactly their sum. `Order.Fee` surfaces the fee charged on an order or deal.
+- `EquityPoint.Incomplete`: true when a curve could not price every open position.
+
+### Fixed
+- **Floating P/L is converted into the account currency.** A cent account previously read the raw figure.
+- **A price is no longer added to profit as a commission.** Some brokers send the opposite-side price in the
+  commission slot of an open position; it was summed into `AccountProfit`.
+- **`Connect()` raises the documented exception types.** Several failures on the connect path used to raise a
+  bare `Exception`, so code that caught the documented types caught nothing.
+- **`RequiredMargin` returns what one order costs on its own**, in the account currency, as a terminal shows it.
+  It could previously return the change in the account's total margin, which goes negative when an order
+  offsets an open position. It also waits for a price instead of returning `NaN` for a symbol not already held.
+- `CalculateOrderProfit` documents its parameters: volume comes after both prices.
+
+## [2.4.0] — 2026-08-22
+
+### Added
+- `GetAccountSummary()` and `GetAccountSummary(from, to)` returning `AccountSummary`: realized trading profit,
+  deposits and withdrawals over a range, plus the current balance and credit.
+- `EquityPoint.BalanceChange`. `EquityPoint.RealizedPL` is deprecated: it held a balance difference, which
+  includes deposits and withdrawals, and is not a trading result. Both names return the same value.
+- `InvestorModeException`: a typed exception for a trading call made on a read-only (investor) login.
+
+## [2.3.2] — 2026-08-16
+
+### Fixed
+- `CalculateEquityHistory`: the floating P/L of historical points is priced from the bar at or before each
+  step. No public API change.
+
+## [2.3.1] — 2026-08-15
+
+### Added
+- `CalculateEquityHistory(from)` and `CalculateEquityHistory(from, timeframe, excludeSameBars)`: reconstruct the
+  balance/equity curve and its drawdown. New types: `EquityPoint`, `EquityTimeframe`.
+
+## [2.3.0] — 2026-08-14
+
+### Added
+- `MT5API.LoadServersDat` and `MT5API.SaveServersDat`: read and write a `servers.dat` file offline, as
+  `ServerRecord[]` (name, company and the (host, port) access points of each server).
+
+### Fixed
+- `host:port` parsing understands IPv6 addresses (bracketed `[addr]:port` and bare literals). A broker whose
+  access server is an IPv6 endpoint no longer crashes the address parse.
+
+## [2.2.5] — 2026-08-14
+
+Documentation-only release. The API documentation (`wmt5api.xml`) was reworded and thin summaries were filled
+in. No public API change.
+
+## [2.2.4] — 2026-08-14
+
+### Added
+- `AccountMarginLevel`: equity / margin × 100, the ratio the terminal shows; 0 when the account is flat.
+
+### Documentation
+- How to read account state correctly: equity, profit, free margin and margin level are computed from cached
+  quotes, so subscribe the open positions' symbols and call `UpdateProfits()` before reading them.
+
+## [2.2.3] — 2026-08-13
+
+### Fixed
+- Cent accounts: `AccountMargin`, `AccountFreeMargin` and `RequiredMargin` were multiplied by 100 and no longer
+  are. No public API change. (The cent-account handling was reworked again in 2.6.0.)
+
+## [2.2.2] — 2026-08-12
+
+### Fixed
+- Cent accounts: `GetTickValue` and `CalculateOrderProfit` were multiplied by 100 by 2.2.1 and no longer are;
+  floating P/L on cent accounts is no longer inflated. **Do not use 2.2.1 on a cent account.**
+- `AccountMargin` and `AccountFreeMargin` refresh after an in-session trade and on quote ticks; previously they
+  updated only on connect.
+
+## [2.2.1] — 2026-08-12
+
+### Added
+- `DownloadOrderHistoryTimeoutMs` (default 30000, 0 waits indefinitely). `DownloadOrderHistory(from, to)` now
+  throws `TimeoutException` after that time instead of waiting forever when a broker withholds history.
+
+### Known issue
+- This release changed how cent accounts are scaled, and the change was wrong; it is corrected in 2.2.2.
+
+## [2.2.0] — 2026-07-24
+
+### Added
+- `Logger.OnMsg` and `Logger.OnMsgEx` (with `Logger.MsgType`): the library's diagnostic log stream can be
+  subscribed to.
+- `MT5API.OnSymbolUpdate` and `SymbolUpdate`: a per-symbol signal raised when one symbol's data is (re)received,
+  alongside the bulk `OnSymbolsUpdate`.
+
+## [2.1.2] — 2026-07-16
+
+Documentation-only release: the README and `Sample.cs` document `AutoReconnect` ("Staying connected"). No
+code or public API change.
+
+## [2.1.1] — 2026-07-15
+
+### Fixed
+- `TokenServiceUrl` defaults to the hosted licence service, so setting only `ApiKey` is enough to connect.
+  Previously `Connect()` threw `TokenServiceException` unless the URL was also set.
+
+## [2.1.0] — 2026-06-23
+
+### Added
+- `MT5API.ComputeTickValueFromDeal(closedProfit, openPrice, closePrice, lots)`: derives the per-price-unit
+  value from a closed deal, as a check on `GetTickValue`.
+
+## [2.0.0] — 2026-06-20
+
+### Changed (breaking behaviour)
+- `GetTickValue`, `GetAskTickValue`, `GetBidTickValue`, `CalculateOrderProfit` and `RequiredMargin` return
+  `double.NaN` when the quote they need has not resolved, instead of `0` or an exception. No signature changed.
+  If you tested the result with `== 0`, use `double.IsNaN(value)`; a `value > 0` guard already handles `NaN`.
+
+## [1.1.0] — 2026-06-17
+
+### Added
+- `LicenseReason.AccountLimitReached`: the licence already has its maximum number of distinct broker logins and
+  this is a new one.
+
+## [1.0.2] — 2026-06-15
+
+### Fixed
+- An unknown symbol on the quote and bar calls (`GetQuote`, `Subscribe`, `RequestQuoteHistoryToday`,
+  `RequestQuoteHistoryMonth`, `DownloadQuoteHistoryToday`, `DownloadQuoteHistoryMonth`) throws
+  `ArgumentException` instead of a bare `Exception`, matching `Symbols.GetInfo` and `Symbols.GetGroup`.
+
+### Documentation
+- `Symbols.GetInfo(...).TickValue` and `TickSize` are raw server fields and are frequently 0; the guides point
+  to `GetTickValue(symbol)` instead.
+
+## [1.0.1] — 2026-06-15
+
+### Fixed
+- `Connect()` throws the documented typed exceptions directly (`LicenseException`, `TokenServiceException`,
+  `ServerException`, `ConnectException`, `TimeoutException`) instead of wrapping them in an
+  `AggregateException`.
+- `ConnectException` is public, so it can be caught by type.
+
+## [1.0.0] — 2026-06-15
+
+First commercial release.
+
+### Added
+- Connect, account, positions, deal history, live quotes, quote-history bars and symbol specifications.
+- Synchronous, asynchronous and awaitable trading: `OrderSend`, `OrderModify`, `OrderClose`, `OrderCancel`;
+  `CalculateOrderProfit` and `RequiredMargin`.
+- Events: `OnQuote`, `OnOrderUpdate`, `OnOrderProgress`, `OnOrderHistory`, `OnQuoteHistory`,
+  `OnSymbolsUpdate`, `OnConnectProgress`.
+- Licensing through the hosted licence service, gated by your API key (`ApiKey` / `WMTAPI_KEY`), with typed
+  `LicenseException` and `TokenServiceException`.
+- Full IntelliSense documentation (`wmt5api.xml`) and the `Sample.cs` cookbook. Target framework:
+  `netstandard2.0`.

pmt5api/_native/THIRD-PARTY-NOTICES.txt

@@ -0,0 +1,92 @@
+THIRD-PARTY NOTICES — wmt5api
+==============================
+
+wmt5api references the .NET platform (netstandard 2.0) and compiles in the following third-party components.
+Their notices are reproduced as their licences require.
+
+It also contains an implementation of the LZO1X-compatible compression format, which it uses for the
+compressed records and requests of the trading protocol.
+
+------------------------------------------------------------------------------------------------------
+1. ProxySocket (SOCKS4/SOCKS5 proxy support)
+------------------------------------------------------------------------------------------------------
+Copyright (c) 2002, The KPD-Team
+All rights reserved.
+http://www.mentalis.org/
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions
+are met:
+
+- Redistributions of source code must retain the above copyright
+notice, this list of conditions and the following disclaimer.
+
+- Neither the name of the KPD-Team, nor the names of its contributors
+may be used to endorse or promote products derived from this
+software without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
+FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL
+THE COPYRIGHT OWNER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT,
+INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
+SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION)
+HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT,
+STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
+ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED
+OF THE POSSIBILITY OF SUCH DAMAGE.
+
+------------------------------------------------------------------------------------------------------
+2. SHA-256 implementation
+------------------------------------------------------------------------------------------------------
+Copyright (c) 2010 Yuri K. Schlesner
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in
+all copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
+THE SOFTWARE.
+
+------------------------------------------------------------------------------------------------------
+3. MD5 (derived from the RSA Data Security, Inc. MD5 Message-Digest Algorithm, RFC 1321)
+------------------------------------------------------------------------------------------------------
+Copyright (C) 1991-2, RSA Data Security, Inc. Created 1991. All
+rights reserved.
+
+License to copy and use this software is granted provided that it
+is identified as the "RSA Data Security, Inc. MD5 Message-Digest
+Algorithm" in all material mentioning or referencing this software
+or this function.
+
+License is also granted to make and use derivative works provided
+that such works are identified as "derived from the RSA Data
+Security, Inc. MD5 Message-Digest Algorithm" in all material
+mentioning or referencing the derived work.
+
+RSA Data Security, Inc. makes no representations concerning either
+the merchantability of this software or the suitability of this
+software for any particular purpose. It is provided "as is"
+without express or implied warranty of any kind.
+
+These notices must be retained in any copies of any part of this
+documentation and/or software.
+
+------------------------------------------------------------------------------------------------------
+4. AsyncAutoResetEvent
+------------------------------------------------------------------------------------------------------
+A small asynchronous auto-reset event helper that follows the pattern published by Stephen Toub
+(Microsoft) in the .NET parallel-programming blog.