Open tfmf opened 5 years ago
integracore2
commented
5 years ago Hi @tfmf ,
Great to hear you were able to scale the order frequency!
Would you be kind enough to share your modified code here?
We'll review and commit as necessary to benefit the rest of the userbase 🙂
Many thanks!
tfmf
commented
5 years ago I tried to do a pull request, but it seems you guys have it blocked, bellow you can find the changes. Notice a new pub port and a function DWX_GetOpenOrdersArray (line 887) and a config to enable it Publish_OpenOrders
//| DWX_ZeroMQ_Server_v2.0.1_RC8.mq4
//| @author: Darwinex Labs (www.darwinex.com)
//|
//| Last Updated: September 14, 2019
//|
//| Copyright (c) 2017-2019, Darwinex. All rights reserved.
//|
//| Licensed under the BSD 3-Clause License, you may not use this file except
//| in compliance with the License.
//|
//| You may obtain a copy of the License at:
//| https://opensource.org/licenses/BSD-3-Clause
//+--------------------------------------------------------------+
#property copyright "Copyright 2017-2019, Darwinex Labs."
#property link "https://www.darwinex.com/"
#property version "2.0.1"
#property strict
// Required: MQL-ZMQ from https://github.com/dingmaotu/mql-zmq
#include <Zmq/Zmq.mqh>
extern string PROJECT_NAME = "DWX_ZeroMQ_MT4_Server";
extern string ZEROMQ_PROTOCOL = "tcp";
extern string HOSTNAME = "*";
extern int PUSH_PORT = 32768;
extern int PULL_PORT = 32769;
extern int PUB_PORT = 32770;
extern int PUB_OPEN_ORDERS_PORT = 32771;
extern int MILLISECOND_TIMER = 1;
extern string t0 = "--- Trading Parameters ---";
extern int MagicNumber = 123456;
extern int MaximumOrders = 1;
extern double MaximumLotSize = 0.01;
extern int MaximumSlippage = 3;
extern bool DMA_MODE = true;
extern string t1 = "--- ZeroMQ Configuration ---";
extern bool Publish_MarketData = false;
extern bool Publish_OpenOrders = false
string Publish_Symbols[7] = {
"EURUSD","GBPUSD","USDJPY","USDCAD","AUDUSD","NZDUSD","USDCHF"
};
/*
string Publish_Symbols[28] = {
"EURUSD","EURGBP","EURAUD","EURNZD","EURJPY","EURCHF","EURCAD",
"GBPUSD","AUDUSD","NZDUSD","USDJPY","USDCHF","USDCAD","GBPAUD",
"GBPNZD","GBPJPY","GBPCHF","GBPCAD","AUDJPY","CHFJPY","CADJPY",
"AUDNZD","AUDCHF","AUDCAD","NZDJPY","NZDCHF","NZDCAD","CADCHF"
};
*/
// CREATE ZeroMQ Context
Context context(PROJECT_NAME);
// CREATE ZMQ_PUSH SOCKET
Socket pushSocket(context, ZMQ_PUSH);
// CREATE ZMQ_PULL SOCKET
Socket pullSocket(context, ZMQ_PULL);
// CREATE ZMQ_PUB SOCKET
Socket pubSocket(context, ZMQ_PUB);
// CREATE ZMQ_PUB SOCKET FOR OPEN ORDERS
Socket pubSocketOpenOrders(context, ZMQ_PUB);
// VARIABLES FOR LATER
uchar _data[];
ZmqMsg request;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
//---
EventSetMillisecondTimer(MILLISECOND_TIMER); // Set Millisecond Timer to get client socket input
context.setBlocky(false);
/* Set Socket Options */
// Send responses to PULL_PORT that client is listening on.
pushSocket.setSendHighWaterMark(1);
pushSocket.setLinger(0);
Print("[PUSH] Binding MT4 Server to Socket on Port " + IntegerToString(PULL_PORT) + "..");
pushSocket.bind(StringFormat("%s://%s:%d", ZEROMQ_PROTOCOL, HOSTNAME, PULL_PORT));
// Receive commands from PUSH_PORT that client is sending to.
pullSocket.setReceiveHighWaterMark(1);
pullSocket.setLinger(0);
Print("[PULL] Binding MT4 Server to Socket on Port " + IntegerToString(PUSH_PORT) + "..");
pullSocket.bind(StringFormat("%s://%s:%d", ZEROMQ_PROTOCOL, HOSTNAME, PUSH_PORT));
if (Publish_MarketData == true)
{
// Send new market data to PUB_PORT that client is subscribed to.
pubSocket.setSendHighWaterMark(1);
pubSocket.setLinger(0);
Print("[PUB] Binding MT4 Server to Socket on Port " + IntegerToString(PUB_PORT) + "..");
pubSocket.bind(StringFormat("%s://%s:%d", ZEROMQ_PROTOCOL, HOSTNAME, PUB_PORT));
}
if (Publish_OpenOrders == true)
{
// Send open orders data to PUB_OPEN_ORDERS_PORT that client is subscribed to.
pubSocketOpenOrders.setSendHighWaterMark(1);
pubSocketOpenOrders.setLinger(0);
Print("[PUB] Binding MT4 Server to Socket on Port " + IntegerToString(PUB_OPEN_ORDERS_PORT) + "..");
pubSocketOpenOrders.bind(StringFormat("%s://%s:%d", ZEROMQ_PROTOCOL, HOSTNAME, PUB_OPEN_ORDERS_PORT));
}
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//---
Print("[PUSH] Unbinding MT4 Server from Socket on Port " + IntegerToString(PULL_PORT) + "..");
pushSocket.unbind(StringFormat("%s://%s:%d", ZEROMQ_PROTOCOL, HOSTNAME, PULL_PORT));
pushSocket.disconnect(StringFormat("%s://%s:%d", ZEROMQ_PROTOCOL, HOSTNAME, PULL_PORT));
Print("[PULL] Unbinding MT4 Server from Socket on Port " + IntegerToString(PUSH_PORT) + "..");
pullSocket.unbind(StringFormat("%s://%s:%d", ZEROMQ_PROTOCOL, HOSTNAME, PUSH_PORT));
pullSocket.disconnect(StringFormat("%s://%s:%d", ZEROMQ_PROTOCOL, HOSTNAME, PUSH_PORT));
if (Publish_MarketData == true)
{
Print("[PUB] Unbinding MT4 Server from Socket on Port " + IntegerToString(PUB_PORT) + "..");
pubSocket.unbind(StringFormat("%s://%s:%d", ZEROMQ_PROTOCOL, HOSTNAME, PUB_PORT));
pubSocket.disconnect(StringFormat("%s://%s:%d", ZEROMQ_PROTOCOL, HOSTNAME, PUB_PORT));
}
if (Publish_OpenOrders == true)
{
Print("[PUB] Unbinding MT4 Server from Socket on Port " + IntegerToString(PUB_OPEN_ORDERS_PORT) + "..");
pubSocketOpenOrders.unbind(StringFormat("%s://%s:%d", ZEROMQ_PROTOCOL, HOSTNAME, PUB_OPEN_ORDERS_PORT));
pubSocketOpenOrders.disconnect(StringFormat("%s://%s:%d", ZEROMQ_PROTOCOL, HOSTNAME, PUB_OPEN_ORDERS_PORT));
}
// Destroy ZeroMQ Context
context.destroy(0);
EventKillTimer();
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
/*
Use this OnTick() function to send market data to subscribed client.
*/
if(CheckServerStatus() == true)
{
if(Publish_MarketData == true)
{
for(int s = 0; s < ArraySize(Publish_Symbols); s++)
{
string _tick = GetBidAsk(Publish_Symbols[s]);
Print("Sending " + Publish_Symbols[s] + " " + _tick + " to PUB Socket");
InformPullClient(pubSocket, StringFormat("%s %s", Publish_Symbols[s], _tick));
}
}
if(pubSocketOpenOrders == true) {
string result[];
GetAccountOrdersArray(result);
for (int y = 0; y < ArraySize(result); y++)
{
InformPullClient(pubSocketOpenOrders, result[y]);
}
}
}
}
//+------------------------------------------------------------------+
//| Expert timer function |
//+------------------------------------------------------------------+
void OnTimer()
{
//---
/*
Use this OnTimer() function to get and respond to commands
*/
if(CheckServerStatus() == true)
{
// Get client's response, but don't block.
pullSocket.recv(request, true);
if (request.size() > 0)
MessageHandler(request);
}
}
//+------------------------------------------------------------------+
// ZmqMsg MessageHandler(ZmqMsg &_request) {
void MessageHandler(ZmqMsg &_request) {
// Message components for later.
string components[11];
if(_request.size() > 0) {
// Get data from request
ArrayResize(_data, _request.size());
_request.getData(_data);
string dataStr = CharArrayToString(_data);
Print(dataStr);
// Process data
ParseZmqMessage(dataStr, components);
// Interpret data
// InterpretZmqMessage(&pushSocket, components);
InterpretZmqMessage(pushSocket, components);
}
}
// Interpret Zmq Message and perform actions
void InterpretZmqMessage(Socket &pSocket, string &compArray[]) {
// Message Structures:
// 1) Trading
// TRADE|ACTION|TYPE|SYMBOL|PRICE|SL|TP|COMMENT|TICKET
// e.g. TRADE|OPEN|1|EURUSD|0|50|50|R-to-MetaTrader4|12345678
// The 12345678 at the end is the ticket ID, for MODIFY and CLOSE.
// 2) Data Requests
// 2.1) RATES|SYMBOL -> Returns Current Bid/Ask
// 2.2) DATA|SYMBOL|TIMEFRAME|START_DATETIME|END_DATETIME
// NOTE: datetime has format: D'2015.01.01 00:00'
/*
compArray[0] = TRADE or RATES
If RATES -> compArray[1] = Symbol
If TRADE ->
compArray[0] = TRADE
compArray[1] = ACTION (e.g. OPEN, MODIFY, CLOSE)
compArray[2] = TYPE (e.g. OP_BUY, OP_SELL, etc - only used when ACTION=OPEN)
// ORDER TYPES:
// https://docs.mql4.com/constants/tradingconstants/orderproperties
// OP_BUY = 0
// OP_SELL = 1
// OP_BUYLIMIT = 2
// OP_SELLLIMIT = 3
// OP_BUYSTOP = 4
// OP_SELLSTOP = 5
compArray[3] = Symbol (e.g. EURUSD, etc.)
compArray[4] = Open/Close Price (ignored if ACTION = MODIFY)
compArray[5] = SL
compArray[6] = TP
compArray[7] = Trade Comment
compArray[8] = Lots
compArray[9] = Magic Number
compArray[10] = Ticket Number (MODIFY/CLOSE)
*/
int switch_action = 0;
/* 02-08-2019 10:41 CEST - HEARTBEAT */
if(compArray[0] == "HEARTBEAT")
InformPullClient(pSocket, "{'_action': 'heartbeat', '_response': 'loud and clear!'}");
/* Process Messages */
if(compArray[0] == "TRADE" && compArray[1] == "OPEN")
switch_action = 1;
if(compArray[0] == "TRADE" && compArray[1] == "MODIFY")
switch_action = 2;
if(compArray[0] == "TRADE" && compArray[1] == "CLOSE")
switch_action = 3;
if(compArray[0] == "TRADE" && compArray[1] == "CLOSE_PARTIAL")
switch_action = 4;
if(compArray[0] == "TRADE" && compArray[1] == "CLOSE_MAGIC")
switch_action = 5;
if(compArray[0] == "TRADE" && compArray[1] == "CLOSE_ALL")
switch_action = 6;
if(compArray[0] == "TRADE" && compArray[1] == "GET_OPEN_TRADES")
switch_action = 7;
if(compArray[0] == "DATA")
switch_action = 8;
/* Setup processing variables */
string zmq_ret = "";
string ret = "";
int ticket = -1;
bool ans = false;
/****************************
* PERFORM SOME CHECKS HERE *
****************************/
if (CheckOpsStatus(pSocket, switch_action) == true)
{
switch(switch_action)
{
case 1: // OPEN TRADE
zmq_ret = "{";
// Function definition:
ticket = DWX_OpenOrder(compArray[3], StrToInteger(compArray[2]), StrToDouble(compArray[8]),
StrToDouble(compArray[4]), StrToInteger(compArray[5]), StrToInteger(compArray[6]),
compArray[7], StrToInteger(compArray[9]), zmq_ret);
// Send TICKET back as JSON
InformPullClient(pSocket, zmq_ret + "}");
break;
case 2: // MODIFY SL/TP
zmq_ret = "{'_action': 'MODIFY'";
// Function definition:
ans = DWX_SetSLTP(StrToInteger(compArray[10]), StrToDouble(compArray[5]), StrToDouble(compArray[6]),
StrToInteger(compArray[9]), StrToInteger(compArray[2]), StrToDouble(compArray[4]),
compArray[3], 3, zmq_ret);
InformPullClient(pSocket, zmq_ret + "}");
break;
case 3: // CLOSE TRADE
zmq_ret = "{";
// IMPLEMENT CLOSE TRADE LOGIC HERE
DWX_CloseOrder_Ticket(StrToInteger(compArray[10]), zmq_ret);
InformPullClient(pSocket, zmq_ret + "}");
break;
case 4: // CLOSE PARTIAL
zmq_ret = "{";
ans = DWX_ClosePartial(StrToDouble(compArray[8]), zmq_ret, StrToInteger(compArray[10]));
InformPullClient(pSocket, zmq_ret + "}");
break;
case 5: // CLOSE MAGIC
zmq_ret = "{";
DWX_CloseOrder_Magic(StrToInteger(compArray[9]), zmq_ret);
InformPullClient(pSocket, zmq_ret + "}");
break;
case 6: // CLOSE ALL ORDERS
zmq_ret = "{";
DWX_CloseAllOrders(zmq_ret);
InformPullClient(pSocket, zmq_ret + "}");
break;
case 7: // GET OPEN ORDERS
zmq_ret = "{";
DWX_GetOpenOrders(zmq_ret);
InformPullClient(pSocket, zmq_ret + "}");
break;
case 8: // DATA REQUEST
zmq_ret = "{";
DWX_GetData(compArray, zmq_ret);
InformPullClient(pSocket, zmq_ret + "}");
break;
default:
break;
}
}
}
// Check if operations are permitted
bool CheckOpsStatus(Socket &pSocket, int sFlag) {
if (sFlag <= 6) {
if (!IsTradeAllowed()) {
InformPullClient(pSocket, "{'_response': 'TRADING_IS_NOT_ALLOWED__ABORTED_COMMAND'}");
return(false);
}
else if (!IsExpertEnabled()) {
InformPullClient(pSocket, "{'_response': 'EA_IS_DISABLED__ABORTED_COMMAND'}");
return(false);
}
else if (IsTradeContextBusy()) {
InformPullClient(pSocket, "{'_response': 'TRADE_CONTEXT_BUSY__ABORTED_COMMAND'}");
return(false);
}
else if (!IsDllsAllowed()) {
InformPullClient(pSocket, "{'_response': 'DLLS_DISABLED__ABORTED_COMMAND'}");
return(false);
}
else if (!IsLibrariesAllowed()) {
InformPullClient(pSocket, "{'_response': 'LIBS_DISABLED__ABORTED_COMMAND'}");
return(false);
}
else if (!IsConnected()) {
InformPullClient(pSocket, "{'_response': 'NO_BROKER_CONNECTION__ABORTED_COMMAND'}");
return(false);
}
}
return(true);
}
// Parse Zmq Message
void ParseZmqMessage(string& message, string& retArray[]) {
//Print("Parsing: " + message);
string sep = ";";
ushort u_sep = StringGetCharacter(sep,0);
int splits = StringSplit(message, u_sep, retArray);
/*
for(int i = 0; i < splits; i++) {
Print(IntegerToString(i) + ") " + retArray[i]);
}
*/
}
//+------------------------------------------------------------------+
// Generate string for Bid/Ask by symbol
string GetBidAsk(string symbol) {
MqlTick last_tick;
if(SymbolInfoTick(symbol,last_tick))
{
return(StringFormat("%f;%f", last_tick.bid, last_tick.ask));
}
// Default
return "";
}
// Get data for request datetime range
void DWX_GetData(string& compArray[], string& zmq_ret) {
// Format: DATA|SYMBOL|TIMEFRAME|START_DATETIME|END_DATETIME
double price_array[];
datetime time_array[];
// Get prices
int price_count = CopyClose(compArray[1],
StrToInteger(compArray[2]), StrToTime(compArray[3]),
StrToTime(compArray[4]), price_array);
// Get timestamps
int time_count = CopyTime(compArray[1],
StrToInteger(compArray[2]), StrToTime(compArray[3]),
StrToTime(compArray[4]), time_array);
zmq_ret = zmq_ret + "'_action': 'DATA'";
if (price_count > 0) {
zmq_ret = zmq_ret + ", '_data': {";
// Construct string of price|price|price|.. etc and send to PULL client.
for(int i = 0; i < price_count; i++ ) {
if(i == 0)
zmq_ret = zmq_ret + "'" + TimeToString(time_array[i]) + "': " + DoubleToString(price_array[i]);
else
zmq_ret = zmq_ret + ", '" + TimeToString(time_array[i]) + "': " + DoubleToString(price_array[i]);
}
zmq_ret = zmq_ret + "}";
}
else {
zmq_ret = zmq_ret + ", " + "'_response': 'NOT_AVAILABLE'";
}
}
// Inform Client
void InformPullClient(Socket& pSocket, string message) {
ZmqMsg pushReply(StringFormat("%s", message));
pSocket.send(pushReply,true); // NON-BLOCKING
}
/*
############################################################################
############################################################################
############################################################################
*/
// OPEN NEW ORDER
int DWX_OpenOrder(string _symbol, int _type, double _lots, double _price, double _SL, double _TP, string _comment, int _magic, string &zmq_ret) {
int ticket, error;
zmq_ret = zmq_ret + "'_action': 'EXECUTION'";
if(_lots > MaximumLotSize) {
zmq_ret = zmq_ret + ", " + "'_response': 'LOT_SIZE_ERROR', 'response_value': 'MAX_LOT_SIZE_EXCEEDED'";
return(-1);
}
double sl = _SL;
double tp = _TP;
// Else
if(DMA_MODE) {
sl = 0.0;
tp = 0.0;
}
if(_symbol == "NULL") {
ticket = OrderSend(Symbol(), _type, _lots, _price, MaximumSlippage, sl, tp, _comment, _magic);
} else {
ticket = OrderSend(_symbol, _type, _lots, _price, MaximumSlippage, sl, tp, _comment, _magic);
}
if(ticket < 0) {
// Failure
error = GetLastError();
zmq_ret = zmq_ret + ", " + "'_response': '" + IntegerToString(error) + "', 'response_value': '" + ErrorDescription(error) + "'";
return(-1*error);
}
int tmpRet = OrderSelect(ticket, SELECT_BY_TICKET, MODE_TRADES);
zmq_ret = zmq_ret + ", " + "'_magic': " + IntegerToString(_magic) + ", '_ticket': " + IntegerToString(OrderTicket()) + ", '_open_time': '" + TimeToStr(OrderOpenTime(),TIME_DATE|TIME_SECONDS) + "', '_open_price': " + DoubleToString(OrderOpenPrice());
if(DMA_MODE) {
int retries = 3;
while(true) {
retries--;
if(retries < 0) return(0);
if((_SL == 0 && _TP == 0) || (OrderStopLoss() == _SL && OrderTakeProfit() == _TP)) {
return(ticket);
}
if(DWX_IsTradeAllowed(30, zmq_ret) == 1) {
if(DWX_SetSLTP(ticket, _SL, _TP, _magic, _type, _price, _symbol, retries, zmq_ret)) {
return(ticket);
}
if(retries == 0) {
zmq_ret = zmq_ret + ", '_response': 'ERROR_SETTING_SL_TP'";
return(-11111);
}
}
Sleep(MILLISECOND_TIMER);
}
zmq_ret = zmq_ret + ", '_response': 'ERROR_SETTING_SL_TP'";
zmq_ret = zmq_ret + "}";
return(-1);
}
// Send zmq_ret to Python Client
zmq_ret = zmq_ret + "}";
return(ticket);
}
// SET SL/TP
bool DWX_SetSLTP(int ticket, double _SL, double _TP, int _magic, int _type, double _price, string _symbol, int retries, string &zmq_ret) {
if (OrderSelect(ticket, SELECT_BY_TICKET) == true)
{
int dir_flag = -1;
if (OrderType() == 0 || OrderType() == 2 || OrderType() == 4)
dir_flag = 1;
double vpoint = MarketInfo(OrderSymbol(), MODE_POINT);
int vdigits = (int)MarketInfo(OrderSymbol(), MODE_DIGITS);
double mSL = NormalizeDouble(OrderOpenPrice()-_SL*dir_flag*vpoint,vdigits);
double mTP = NormalizeDouble(OrderOpenPrice()+_TP*dir_flag*vpoint,vdigits);
// if(OrderModify(ticket, OrderOpenPrice(), NormalizeDouble(OrderOpenPrice()-_SL*dir_flag*vpoint,vdigits), NormalizeDouble(OrderOpenPrice()+_TP*dir_flag*vpoint,vdigits), 0, 0)) {
if(OrderModify(ticket, OrderOpenPrice(), mSL, mTP, 0, 0)) {
// zmq_ret = zmq_ret + ", '_sl': " + DoubleToString(_SL) + ", '_tp': " + DoubleToString(_TP);
zmq_ret = zmq_ret + ", '_sl': " + DoubleToString(mSL) + ", '_tp': " + DoubleToString(mTP);
return(true);
} else {
int error = GetLastError();
zmq_ret = zmq_ret + ", '_response': '" + IntegerToString(error) + "', '_response_value': '" + ErrorDescription(error) + "', '_sl_attempted': " + DoubleToString(NormalizeDouble(OrderOpenPrice()-_SL*dir_flag*vpoint,vdigits)) + ", '_tp_attempted': " + DoubleToString(NormalizeDouble(OrderOpenPrice()+_TP*dir_flag*vpoint,vdigits));
if(retries == 0) {
RefreshRates();
DWX_CloseAtMarket(-1, zmq_ret);
}
return(false);
}
}
else
{
zmq_ret = zmq_ret + ", '_response': 'NOT_FOUND'";
}
return(false);
}
// CLOSE AT MARKET
bool DWX_CloseAtMarket(double size, string &zmq_ret) {
int error;
int retries = 3;
while(true) {
retries--;
if(retries < 0) return(false);
if(DWX_IsTradeAllowed(30, zmq_ret) == 1) {
if(DWX_ClosePartial(size, zmq_ret)) {
// trade successfuly closed
return(true);
} else {
error = GetLastError();
zmq_ret = zmq_ret + ", '_response': '" + IntegerToString(error) + "', '_response_value': '" + ErrorDescription(error) + "'";
}
}
}
return(false);
}
// CLOSE PARTIAL SIZE
bool DWX_ClosePartial(double size, string &zmq_ret, int ticket = 0) {
int error;
bool close_ret = False;
// If the function is called directly, setup init() JSON here and get OrderSelect.
if(ticket != 0) {
zmq_ret = zmq_ret + "'_action': 'CLOSE', '_ticket': " + IntegerToString(ticket);
zmq_ret = zmq_ret + ", '_response': 'CLOSE_PARTIAL'";
int tmpRet = OrderSelect(ticket, SELECT_BY_TICKET);
}
RefreshRates();
double priceCP;
if(OrderType() == OP_BUY) {
priceCP = DWX_GetBid(OrderSymbol());
} else if (OrderType() == OP_SELL){
priceCP = DWX_GetAsk(OrderSymbol());
} else {
return(true);
}
ticket = OrderTicket();
if(size < 0.01 || size > OrderLots()) {
size = OrderLots();
}
close_ret = OrderClose(ticket, size, priceCP, MaximumSlippage);
if (close_ret == true)
zmq_ret = zmq_ret + ", '_close_price': " + DoubleToString(priceCP) + ", '_close_lots': " + DoubleToString(size);
else
{
error = GetLastError();
zmq_ret = zmq_ret + ", '_response': '" + IntegerToString(error) + "', '_response_value': '" + ErrorDescription(error) + "'";
}
return(close_ret);
}
// CLOSE ORDER (by Magic Number)
void DWX_CloseOrder_Magic(int _magic, string &zmq_ret) {
bool found = false;
zmq_ret = zmq_ret + "'_action': 'CLOSE_ALL_MAGIC'";
zmq_ret = zmq_ret + ", '_magic': " + IntegerToString(_magic);
zmq_ret = zmq_ret + ", '_responses': {";
for(int i=OrdersTotal()-1; i >= 0; i--) {
if (OrderSelect(i,SELECT_BY_POS)==true && OrderMagicNumber() == _magic) {
found = true;
zmq_ret = zmq_ret + IntegerToString(OrderTicket()) + ": {'_symbol':'" + OrderSymbol() + "'";
if(OrderType() == OP_BUY || OrderType() == OP_SELL) {
DWX_CloseAtMarket(-1, zmq_ret);
zmq_ret = zmq_ret + ", '_response': 'CLOSE_MARKET'";
if (i != 0)
zmq_ret = zmq_ret + "}, ";
else
zmq_ret = zmq_ret + "}";
} else {
zmq_ret = zmq_ret + ", '_response': 'CLOSE_PENDING'";
if (i != 0)
zmq_ret = zmq_ret + "}, ";
else
zmq_ret = zmq_ret + "}";
int tmpRet = OrderDelete(OrderTicket());
}
}
}
zmq_ret = zmq_ret + "}";
if(found == false) {
zmq_ret = zmq_ret + ", '_response': 'NOT_FOUND'";
}
else {
zmq_ret = zmq_ret + ", '_response_value': 'SUCCESS'";
}
}
// CLOSE ORDER (by Ticket)
void DWX_CloseOrder_Ticket(int _ticket, string &zmq_ret) {
bool found = false;
zmq_ret = zmq_ret + "'_action': 'CLOSE', '_ticket': " + IntegerToString(_ticket);
for(int i=0; i<OrdersTotal(); i++) {
if (OrderSelect(i,SELECT_BY_POS)==true && OrderTicket() == _ticket) {
found = true;
if(OrderType() == OP_BUY || OrderType() == OP_SELL) {
DWX_CloseAtMarket(-1, zmq_ret);
zmq_ret = zmq_ret + ", '_response': 'CLOSE_MARKET'";
} else {
zmq_ret = zmq_ret + ", '_response': 'CLOSE_PENDING'";
int tmpRet = OrderDelete(OrderTicket());
}
}
}
if(found == false) {
zmq_ret = zmq_ret + ", '_response': 'NOT_FOUND'";
}
else {
zmq_ret = zmq_ret + ", '_response_value': 'SUCCESS'";
}
}
// CLOSE ALL ORDERS
void DWX_CloseAllOrders(string &zmq_ret) {
bool found = false;
zmq_ret = zmq_ret + "'_action': 'CLOSE_ALL'";
zmq_ret = zmq_ret + ", '_responses': {";
for(int i=OrdersTotal()-1; i >= 0; i--) {
if (OrderSelect(i,SELECT_BY_POS)==true) {
found = true;
zmq_ret = zmq_ret + IntegerToString(OrderTicket()) + ": {'_symbol':'" + OrderSymbol() + "', '_magic': " + IntegerToString(OrderMagicNumber());
if(OrderType() == OP_BUY || OrderType() == OP_SELL) {
DWX_CloseAtMarket(-1, zmq_ret);
zmq_ret = zmq_ret + ", '_response': 'CLOSE_MARKET'";
if (i != 0)
zmq_ret = zmq_ret + "}, ";
else
zmq_ret = zmq_ret + "}";
} else {
zmq_ret = zmq_ret + ", '_response': 'CLOSE_PENDING'";
if (i != 0)
zmq_ret = zmq_ret + "}, ";
else
zmq_ret = zmq_ret + "}";
int tmpRet = OrderDelete(OrderTicket());
}
}
}
zmq_ret = zmq_ret + "}";
if(found == false) {
zmq_ret = zmq_ret + ", '_response': 'NOT_FOUND'";
}
else {
zmq_ret = zmq_ret + ", '_response_value': 'SUCCESS'";
}
}
// GET OPEN ORDERS
void DWX_GetOpenOrders(string &zmq_ret) {
bool found = false;
zmq_ret = zmq_ret + "'_action': 'OPEN_TRADES'";
zmq_ret = zmq_ret + ", '_trades': {";
for(int i=OrdersTotal()-1; i>=0; i--) {
found = true;
if (OrderSelect(i,SELECT_BY_POS)==true) {
zmq_ret = zmq_ret + IntegerToString(OrderTicket()) + ": {";
zmq_ret = zmq_ret + "'_magic': " + IntegerToString(OrderMagicNumber()) + ", '_symbol': '" + OrderSymbol() + "', '_lots': " + DoubleToString(OrderLots()) + ", '_type': " + IntegerToString(OrderType()) + ", '_open_price': " + DoubleToString(OrderOpenPrice()) + ", '_open_time': '" + TimeToStr(OrderOpenTime(),TIME_DATE|TIME_SECONDS) + "', '_SL': " + DoubleToString(OrderStopLoss()) + ", '_TP': " + DoubleToString(OrderTakeProfit()) + ", '_pnl': " + DoubleToString(OrderProfit()) + ", '_comment': '" + OrderComment() + "'";
if (i != 0)
zmq_ret = zmq_ret + "}, ";
else
zmq_ret = zmq_ret + "}";
}
}
zmq_ret = zmq_ret + "}";
}
// GET OPEN ORDERS INTO AN ARRAY
void DWX_GetOpenOrdersArray(string &result[]) {
string ret = "";
for(int i=OrdersTotal()-1; i>=0; i--) {
if (OrderSelect(i,SELECT_BY_POS)==true) {
ret = "{";
ret = ret + "'_magic': " + IntegerToString(OrderMagicNumber()) + ", '_symbol': '" + OrderSymbol() + "', '_lots': " + DoubleToString(OrderLots()) + ", '_type': " + IntegerToString(OrderType()) + ", '_open_price': " + DoubleToString(OrderOpenPrice()) + ", '_open_time': '" + TimeToStr(OrderOpenTime(),TIME_DATE|TIME_SECONDS) + "', '_SL': " + DoubleToString(OrderStopLoss()) + ", '_TP': " + DoubleToString(OrderTakeProfit()) + ", '_pnl': " + DoubleToString(OrderProfit()) + ", '_comment': '" + OrderComment() + "'";
ret = ret + "}";
}
result[i] = order
}
}
// CHECK IF TRADE IS ALLOWED
int DWX_IsTradeAllowed(int MaxWaiting_sec, string &zmq_ret) {
if(!IsTradeAllowed()) {
int StartWaitingTime = (int)GetTickCount();
zmq_ret = zmq_ret + ", " + "'_response': 'TRADE_CONTEXT_BUSY'";
while(true) {
if(IsStopped()) {
zmq_ret = zmq_ret + ", " + "'_response_value': 'EA_STOPPED_BY_USER'";
return(-1);
}
int diff = (int)(GetTickCount() - StartWaitingTime);
if(diff > MaxWaiting_sec * 1000) {
zmq_ret = zmq_ret + ", '_response': 'WAIT_LIMIT_EXCEEDED', '_response_value': " + IntegerToString(MaxWaiting_sec);
return(-2);
}
// if the trade context has become free,
if(IsTradeAllowed()) {
zmq_ret = zmq_ret + ", '_response': 'TRADE_CONTEXT_NOW_FREE'";
RefreshRates();
return(1);
}
}
} else {
return(1);
}
return(1);
}
bool CheckServerStatus() {
// Is _StopFlag == True, inform the client application
if (IsStopped()) {
InformPullClient(pullSocket, "{'_response': 'EA_IS_STOPPED'}");
return(false);
}
// Default
return(true);
}
string ErrorDescription(int error_code)
{
string error_string;
//----
switch(error_code)
{
//---- codes returned from trade server
case 0:
case 1: error_string="no error"; break;
case 2: error_string="common error"; break;
case 3: error_string="invalid trade parameters"; break;
case 4: error_string="trade server is busy"; break;
case 5: error_string="old version of the client terminal"; break;
case 6: error_string="no connection with trade server"; break;
case 7: error_string="not enough rights"; break;
case 8: error_string="too frequent requests"; break;
case 9: error_string="malfunctional trade operation (never returned error)"; break;
case 64: error_string="account disabled"; break;
case 65: error_string="invalid account"; break;
case 128: error_string="trade timeout"; break;
case 129: error_string="invalid price"; break;
case 130: error_string="invalid stops"; break;
case 131: error_string="invalid trade volume"; break;
case 132: error_string="market is closed"; break;
case 133: error_string="trade is disabled"; break;
case 134: error_string="not enough money"; break;
case 135: error_string="price changed"; break;
case 136: error_string="off quotes"; break;
case 137: error_string="broker is busy (never returned error)"; break;
case 138: error_string="requote"; break;
case 139: error_string="order is locked"; break;
case 140: error_string="long positions only allowed"; break;
case 141: error_string="too many requests"; break;
case 145: error_string="modification denied because order too close to market"; break;
case 146: error_string="trade context is busy"; break;
case 147: error_string="expirations are denied by broker"; break;
case 148: error_string="amount of open and pending orders has reached the limit"; break;
case 149: error_string="hedging is prohibited"; break;
case 150: error_string="prohibited by FIFO rules"; break;
//---- mql4 errors
case 4000: error_string="no error (never generated code)"; break;
case 4001: error_string="wrong function pointer"; break;
case 4002: error_string="array index is out of range"; break;
case 4003: error_string="no memory for function call stack"; break;
case 4004: error_string="recursive stack overflow"; break;
case 4005: error_string="not enough stack for parameter"; break;
case 4006: error_string="no memory for parameter string"; break;
case 4007: error_string="no memory for temp string"; break;
case 4008: error_string="not initialized string"; break;
case 4009: error_string="not initialized string in array"; break;
case 4010: error_string="no memory for array\' string"; break;
case 4011: error_string="too long string"; break;
case 4012: error_string="remainder from zero divide"; break;
case 4013: error_string="zero divide"; break;
case 4014: error_string="unknown command"; break;
case 4015: error_string="wrong jump (never generated error)"; break;
case 4016: error_string="not initialized array"; break;
case 4017: error_string="dll calls are not allowed"; break;
case 4018: error_string="cannot load library"; break;
case 4019: error_string="cannot call function"; break;
case 4020: error_string="expert function calls are not allowed"; break;
case 4021: error_string="not enough memory for temp string returned from function"; break;
case 4022: error_string="system is busy (never generated error)"; break;
case 4050: error_string="invalid function parameters count"; break;
case 4051: error_string="invalid function parameter value"; break;
case 4052: error_string="string function internal error"; break;
case 4053: error_string="some array error"; break;
case 4054: error_string="incorrect series array using"; break;
case 4055: error_string="custom indicator error"; break;
case 4056: error_string="arrays are incompatible"; break;
case 4057: error_string="global variables processing error"; break;
case 4058: error_string="global variable not found"; break;
case 4059: error_string="function is not allowed in testing mode"; break;
case 4060: error_string="function is not confirmed"; break;
case 4061: error_string="send mail error"; break;
case 4062: error_string="string parameter expected"; break;
case 4063: error_string="integer parameter expected"; break;
case 4064: error_string="double parameter expected"; break;
case 4065: error_string="array as parameter expected"; break;
case 4066: error_string="requested history data in update state"; break;
case 4099: error_string="end of file"; break;
case 4100: error_string="some file error"; break;
case 4101: error_string="wrong file name"; break;
case 4102: error_string="too many opened files"; break;
case 4103: error_string="cannot open file"; break;
case 4104: error_string="incompatible access to a file"; break;
case 4105: error_string="no order selected"; break;
case 4106: error_string="unknown symbol"; break;
case 4107: error_string="invalid price parameter for trade function"; break;
case 4108: error_string="invalid ticket"; break;
case 4109: error_string="trade is not allowed in the expert properties"; break;
case 4110: error_string="longs are not allowed in the expert properties"; break;
case 4111: error_string="shorts are not allowed in the expert properties"; break;
case 4200: error_string="object is already exist"; break;
case 4201: error_string="unknown object property"; break;
case 4202: error_string="object is not exist"; break;
case 4203: error_string="unknown object type"; break;
case 4204: error_string="no object name"; break;
case 4205: error_string="object coordinates error"; break;
case 4206: error_string="no specified subwindow"; break;
default: error_string="unknown error";
}
//----
return(error_string);
}
//+------------------------------------------------------------------+
double DWX_GetAsk(string symbol) {
if(symbol == "NULL") {
return(Ask);
} else {
return(MarketInfo(symbol,MODE_ASK));
}
}
//+------------------------------------------------------------------+
double DWX_GetBid(string symbol) {
if(symbol == "NULL") {
return(Bid);
} else {
return(MarketInfo(symbol,MODE_BID));
}
}
//+------------------------------------------------------------------+
If you try for example to open 50 trades you won't be able to return all open orders due to the string limitation of MQL4, a did a hack which is putting all orders in one array and then publish one by one and on the client-side you will get each order separately.