Add TickerAll (hosted MetaTrader 4/5) broker and feeds

[miguelangelo78]

What this adds

A roboquant/tickerall module that lets roboquant trade and stream market data from a MetaTrader 4/5 broker account through the hosted TickerAll API. No local MetaTrader terminal, no Windows VM, no MetaTrader Python package, so it runs anywhere Python runs.

It mirrors the existing roboquant/alpaca module:

• TickerAllBroker (a LiveBroker): sync() returns an Account (cash, buying power, open positions), and place_orders() handles new market/limit orders plus modify and cancel, following roboquant's id/size order model.
• TickerAllLiveFeed (a LiveFeed): live bid/ask ticks published as Quote items over a websocket.
• TickerAllHistoricFeed (an InMemoryFeed): historic OHLC candles published as Bar items for backtesting.

It is built on the official tickerall Python SDK, added as a new optional tickerall extra. No other new dependency.

This is the Python counterpart of the Kotlin integration discussed in neurallayer/roboquant#104.

Testing it yourself with a free account

You can run the whole integration suite yourself at no cost:

1. Create a free account at https://tickerall.com and generate an API key.
2. Connect a broker demo account (any MetaTrader demo works). The free tier supports demo connections, which is all these tests need.
3. Set two env vars and run the credential-gated tests:

export TICKERALL_API_KEY=your_key
export TICKERALL_ACCOUNT_ID=your_connected_account_id
python -m unittest tests.unit.test_tickerall_it -v

tests/unit/test_tickerall_it.py exercises every surface against the live demo: account sync, historic candles, live ticks, and a demo-guarded round-trip that places and closes a market order and places, modifies, then cancels a pending order. It refuses to run against a non-demo account, and it is gated on the two env vars so it skips cleanly in CI without secrets. tests/unit/test_tickerall.py is a set of unit tests that need no credentials at all.

A note on cost, so there are no surprises

There is no free lunch on live trading: connecting a real-money broker account is a paid tier. But demo connections, historic candles, and the whole integration suite above are free, so testing, backtesting, and paper-style trading against a demo cost nothing.

Opening as a draft so the shape and the test approach can be reviewed before this is a formal review request.

[jbaron]

Thanks for the PR!!Finalizing some refactoring. Will have a look at the PR once that is done.

[jbaron]

I thought I left a comment before, but now I cannot find it :( So here again

The overall project structure changed a bit after you created the PR, so I created new branch called tickerall that has for now the feed, broker and integration tests.

Have been playing around with it (integration test) and 2 findings:

1. The session.start step is not really clear. Perhaps nice to make it part of Feed and Broker API. Right now I do it myself (is this correct??):

def __connect(self, client):
        assert MT5_ACCOUNT and MT5_PASSWORD and MT5_SERVER
        return client.sessions.start(
            broker="mt5",
            server=MT5_SERVER,
            account=MT5_ACCOUNT,
            password=MT5_PASSWORD
        )

2. I do get errors, while testing same connection (OANDA demo account) on the tickerall web portal works fine.

======================================================================
ERROR: test_live_ticks (tests.integration.test_tickerall.TestTickerAllIT.test_live_ticks)
----------------------------------------------------------------------
Traceback (most recent call last):
  File "/Users/peter/Development/roboquant.py/tests/integration/test_tickerall.py", line 46, in test_live_ticks
    self.__connect(feed._client)
  File "/Users/peter/Development/roboquant.py/tests/integration/test_tickerall.py", line 36, in __connect
    return client.sessions.start(
           ^^^^^^^^^^^^^^^^^^^^^^
  File "/Users/peter/Development/roboquant.py/.venv/lib/python3.12/site-packages/tickerall/namespaces/sessions.py", line 55, in start
    data = self._client._request_idempotent(
           ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/Users/peter/Development/roboquant.py/.venv/lib/python3.12/site-packages/tickerall/client.py", line 294, in _request_idempotent
    return self._request(
           ^^^^^^^^^^^^^^
  File "/Users/peter/Development/roboquant.py/.venv/lib/python3.12/site-packages/tickerall/client.py", line 155, in _request
    return self._request_with_rearm(
           ^^^^^^^^^^^^^^^^^^^^^^^^^
  File "/Users/peter/Development/roboquant.py/.venv/lib/python3.12/site-packages/tickerall/client.py", line 179, in _request_with_rearm
    return self._request_once(
           ^^^^^^^^^^^^^^^^^^^
  File "/Users/peter/Development/roboquant.py/.venv/lib/python3.12/site-packages/tickerall/client.py", line 258, in _request_once
    raise map_error_response(
tickerall.errors.TickerallForbiddenError: [FREE_TIER_LIVE_REJECTED] Free tier supports demo accounts, plus one live account from the terminal. Live trading via the API and multiple live accounts at once need Pro.

[miguelangelo78]

Thanks @jbaron, I've addressed your comment here: neurallayer/roboquant#104 (comment)