1

ccxt/mt5.py

@@ -112,6 +112,7 @@ class mt5(Exchange, ImplicitAPI):
                         'OrderSend': 1,
                         'OrderModify': 1,
                         'OrderClose': 1,
+                        'SubscribeOhlc': 1,  # 添加订阅端点
                     },
                 },
             },
@@ -488,11 +489,13 @@ class mt5(Exchange, ImplicitAPI):
         balance = self.safe_number(response, 'balance', 0.0)
         margin = self.safe_number(response, 'margin', 0.0)
         free_margin = self.safe_number(response, 'freeMargin', 0.0)
+        equity = self.safe_number(response, 'equity', 0.0)
         
         result[currency] = {
             'free': free_margin,
             'used': margin,
             'total': balance,
+            'equity': equity,
         }
         
         return self.safe_balance(result)
@@ -614,13 +617,14 @@ class mt5(Exchange, ImplicitAPI):
                     'cost': fee_cost,
                     'currency': None,
                 }
-            
+                
             return self.safe_order({
                 'id': id,
                 'clientOrderId': None,
                 'datetime': self.iso8601(timestamp),
                 'timestamp': timestamp,
                 'lastTradeTimestamp': last_trade_timestamp,
+                'lastUpdateTimestamp': last_trade_timestamp,
                 'status': status,
                 'symbol': symbol,
                 'type': type,
@@ -628,7 +632,9 @@ class mt5(Exchange, ImplicitAPI):
                 'postOnly': None,
                 'side': side,
                 'price': price,
-                'stopPrice': None,
+                'stopLossPrice': self.safe_number(order, 'stopLoss'),
+                'takeProfitPrice': self.safe_number(order, 'takeProfit'),
+                'reduceOnly':None,
                 'triggerPrice': None,
                 'amount': amount,
                 'filled': filled,
@@ -678,6 +684,68 @@ class mt5(Exchange, ImplicitAPI):
         }
         return self.safe_string(types, type, type)
 
+    def parse_position(self, order_data, market: Market = None):
+        """从订单数据解析持仓"""
+        # 只有状态为 Filled 的订单才是持仓
+        state = self.safe_string(order_data, 'state')
+        if state != 'Filled':
+            return None
+            
+        symbol = self.safe_string(order_data, 'symbol')
+        if symbol and len(symbol) >= 6:
+            base = symbol[:3]
+            quote = symbol[3:]
+            symbol = base + '/' + quote
+        
+        timestamp = self.parse8601(self.safe_string(order_data, 'openTime'))
+        open_timestamp_utc = self.safe_integer(order_data, 'openTimestampUTC')
+        if open_timestamp_utc:
+            timestamp = open_timestamp_utc
+        
+        # 确定持仓方向
+        order_type = self.safe_string(order_data, 'orderType')
+        side = 'long' if order_type == 'Buy' else 'short'
+        
+        # 计算持仓价值
+        contracts = self.safe_number(order_data, 'lots', 0)
+        entry_price = self.safe_number(order_data, 'openPrice', 0)
+        current_price = self.safe_number(order_data, 'closePrice', entry_price)
+        notional = contracts * entry_price if contracts and entry_price else None
+        
+        # 计算盈亏百分比
+        percentage = None
+        if entry_price and current_price and entry_price != 0:
+            if side == 'long':
+                percentage = (current_price - entry_price) / entry_price
+            else:
+                percentage = (entry_price - current_price) / entry_price
+        
+        return {
+            'id': self.safe_string(order_data, 'ticket'),
+            'symbol': symbol,
+            'timestamp': timestamp,
+            'datetime': self.iso8601(timestamp),
+            'side': side,
+            'contracts': contracts,
+            'contractSize': self.safe_number(order_data, 'contractSize', 1.0),
+            'entryPrice': entry_price,
+            'markPrice': current_price,  # 使用当前价格作为标记价格
+            'notional': notional,
+            'leverage': 1,  # MT5 可能需要从账户信息获取
+            'unrealizedPnl': self.safe_number(order_data, 'profit', 0),
+            'realizedPnl': 0,  # 对于持仓，已实现盈亏为0
+            'liquidationPrice': None,  # MT5 可能不提供
+            'marginMode': 'cross',
+            'percentage': percentage,
+            'marginRatio': None,
+            'collateral': None,
+            'initialMargin': None,  # 可能需要计算
+            'initialMarginPercentage': None,
+            'maintenanceMargin': None,
+            'maintenanceMarginPercentage': None,
+            'info': order_data,
+        }
+
     def create_order(self, symbol, type, side, amount, price=None, params={}):
         """创建订单"""
         self.load_token()