Add architecture diagram to README

[dceoy]

Summary

Added a comprehensive Mermaid architecture diagram to the README that visualizes the system structure and data flow of the MetaTrader 5 API server.

Key Changes

• Added "Architecture" section with a detailed Mermaid flowchart diagram showing:
  • HTTP client connection from any OS
  • Windows host environment containing the FastAPI application
  • Middleware stack (CORS, Logging, Error Handler, Rate Limiter, API Key Auth)
  • Seven router modules (health, symbols, market, account, history, calc, trading) with their respective endpoints
  • Shared dependencies module with MT5 client singleton
  • Data formatters (JSON/Parquet) for response serialization
  • Integration with pdmt5 library and MetaTrader 5 terminal
  • Request/response flow between client and server components

Implementation Details

• The diagram uses a hierarchical graph structure to clearly separate concerns
• Shows the middleware pipeline and how requests flow through authentication before reaching routers
• Illustrates how all routers depend on a centralized MT5 client singleton
• Demonstrates the complete data path from HTTP client through the application stack to the MetaTrader 5 terminal and back

https://claude.ai/code/session_01YNwrPB3iN3JWpkVgM5XwVQ

[claude]

Architecture Diagram Review

Nice addition — the diagram is clear, well-placed, and accurately reflects the router and dependency structure. A few observations:

Auth is not middleware

"Auth" is listed in the middleware stack, but authentication is implemented as a FastAPI dependency (Security(api_key_header) + verify_api_key in auth.py), not as middleware. The actual middleware registered in middleware.py and main.py is: CORSMiddleware, SlowAPIMiddleware (rate limiter), error_handler_middleware, and logging_middleware. Listing "Auth" alongside these implies it runs on every request as a middleware layer, when it is actually opt-in per endpoint. Consider removing it from the middleware node or moving it closer to the routers.

Minor: Two distinct concerns in one node

MT5 Client Singleton + JSON/Parquet Formatter bundles dependencies.py and formatters.py — separate modules with different responsibilities — into a single box. Splitting them or relabeling would be more precise, though acceptable at this level of abstraction.

Minor: Response path bypasses middleware

The return arrow Deps -- "JSON / Parquet" --> Client skips the middleware stack, which in practice processes responses too (CORS headers, logging, error handling). This is a common simplification — just noting it for accuracy.

Overall this is a useful diagram that matches the codebase well. The auth point is worth addressing; the rest are optional refinements.