REST API

The pdmt5 REST API exposes read-only MetaTrader 5 data via FastAPI. It supports JSON and Apache Parquet responses for efficient analytics workflows.

Installation

Install pdmt5 with API dependencies:

pip install pdmt5[api]

Configuration

Set the API key and optional limits via environment variables:

export MT5_API_KEY="your-secret-api-key"
export API_LOG_LEVEL="INFO"
export API_RATE_LIMIT="100"
export API_CORS_ORIGINS="*"

Running the API

uvicorn pdmt5.api.main:app --host 0.0.0.0 --port 8000

Access the docs at:

  • Swagger UI: http://localhost:8000/docs
  • OpenAPI JSON: http://localhost:8000/openapi.json

Authentication

All endpoints except /api/v1/health require an API key header:

curl -H "X-API-Key: your-secret-api-key" \
  http://localhost:8000/api/v1/symbols

Format Negotiation

Use Accept header or format query parameter:

curl -H "X-API-Key: your-secret-api-key" \
  -H "Accept: application/parquet" \
  "http://localhost:8000/api/v1/rates/from?symbol=EURUSD&timeframe=1&date_from=2024-01-01T00:00:00Z&count=100"

curl -H "X-API-Key: your-secret-api-key" \
  "http://localhost:8000/api/v1/symbols?format=json"

Example Requests

Health Check (No Auth)

curl http://localhost:8000/api/v1/health

MT5 Version

curl -H "X-API-Key: your-secret-api-key" \
  http://localhost:8000/api/v1/version

Symbols

curl -H "X-API-Key: your-secret-api-key" \
  http://localhost:8000/api/v1/symbols

curl -H "X-API-Key: your-secret-api-key" \
  "http://localhost:8000/api/v1/symbols?group=*USD*"

Symbol Details

curl -H "X-API-Key: your-secret-api-key" \
  http://localhost:8000/api/v1/symbols/EURUSD

Rates (OHLCV)

curl -H "X-API-Key: your-secret-api-key" \
  "http://localhost:8000/api/v1/rates/from?symbol=EURUSD&timeframe=1&date_from=2024-01-01T00:00:00Z&count=100"

Account Info

curl -H "X-API-Key: your-secret-api-key" \
  http://localhost:8000/api/v1/account

History Orders

curl -H "X-API-Key: your-secret-api-key" \
  "http://localhost:8000/api/v1/history/orders?date_from=2024-01-01T00:00:00Z&date_to=2024-01-02T00:00:00Z"

Error Responses

Errors follow RFC 7807 Problem Details:

{
  "type": "/errors/validation-error",
  "title": "Request Validation Failed",
  "status": 400,
  "detail": "count must be positive (got: -10)",
  "instance": "/api/v1/rates/from"
}

Performance Benchmarks

Target benchmarks for production readiness:

  • Health check latency < 500ms under normal load
  • Market data queries < 2s for typical datasets (<1000 records)
  • 100 concurrent requests without significant degradation

Security Checklist

Minimum security posture for deployments:

  • API key authentication enabled (MT5_API_KEY)
  • Rate limiting enabled (API_RATE_LIMIT)
  • Run behind HTTPS in production
  • Restrict CORS origins (API_CORS_ORIGINS) for public deployments