MetaTrader 5 Integration

[kaustv-datta]

Feature Request

Since a lot of brokers are transitioning to the MetaTrader 5 trading platform, it would be nice to have a MT5 - NautilusTrader integration.

There is an official MT5 python library-

• https://pypi.org/project/MetaTrader5/
• https://www.mql5.com/en/docs/python_metatrader5

A drawback - as of today, the python package works only on windows OS.

[NextThread]

Then we have to skip it as for now, as it only works in windows