Specification
I hope you are doing well. I want to develop a Python script that can automatically copy trades from my MetaTrader 5 (MT5) account to a Tradovate account using their respective APIs.
Here are the details of what I am looking for:
Connecting to MT5:
The script should connect to an MT5 account via the MetaTrader 5 API to monitor open positions.
Converting Orders:
CFD positions detected on MT5 should be converted to Futures compatible orders on Tradovate.
It will be necessary to adapt the volumes, symbols and order types (buy/sell) to match Tradovate requirements.
Sending Orders to Tradovate:
The script should send the converted orders to Tradovate via the Tradovate REST API using the access tokens that I will provide.
Additional Features:
A robust error handling to ensure that orders are sent correctly.
A transaction log to track the status of orders.
Optional: a simple interface to configure and start the script.
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