This project contains some examples to work with Metatrader 4 (MT4 build >= 500) and RabbitMQ.
Metatrader 4 (or 5) http://www.metaquotes.net/
Install Erlang (OTP 17.0) http://www.erlang.org/
Install RabbitMQ (3.3.1) https://www.rabbitmq.com/
Install Visual Studio 2013 https://www.visualstudio.com/
Install a scientific distribution of Python
I'm using Anaconda
Open Rabbit4mt4.sln
Install missing packages
https://www.nuget.org/packages/UnmanagedExports
To install Unmanaged Exports (DllExport for .Net), run the following command in the Package Manager Console
PM> Install-Package UnmanagedExports
Build the "Rabbit4mt4" project it should create unmanaged DLL into output\bin folder.
Put files from testUnmanagedDLL\testUnmanagedDLL\bin\Debug\ to <MQL4_directory>\Libraries
Also copy files from testUnmanagedDLL\DllExport\ to <MQL4_directory>\Libraries
Copy scripts, EA as provided in Rabbit4mt4\emit\MQL4 in directory to respective MQL4 folders.
Attach the rabbit4mt4_ticks_emit EA to EURUSD chart
Run Python script receive\Python\receive_ticks.py (just click on receive_ticks.bat)
You will need before install some package such a pika (AMQP client for Windows), click (Command Line Interface Creation Kit) ...
$ conda install package_name (Anaconda)$ enpkg package_name (Enthought)$ pip install package_name (Pip package index)to install missing packages
Some videos to show this project in action
Realtime Metatrader 5 DOM (orderbook) plot with Python, Pandas, PyQtGraph and RabbitMQ
Metatrader 4 JSON RPC with RabbitMQ and MySQL
SendTick
mt4_demo01_123456.event.ticks.eurusd
SendMessage
send message (JSON) from MT4 to RabbitMQ
mt4_demo01_123456.event.message
SendMessage example with bid / ask
SendMessage example with an indicator value
JSON message creation - see dom_toolbox.mqh
is used to cleanly generate JSON message
Plot of DOM (orderbook) from MT5 with Python, Pandas, Qt (PySide) and PyQtGraph
see receive\Python\receive_dom_plot_pyqtgraph
parse JSON and pretty print dict
Dictionary (map) - see hashmap http://www.lordy.co.nf/mql4/
HashMap is an in memory key/value store
can be used to store in memory MAE, MFE of each opened trades
can be used to store opened orders to see if they are modified (SL, TP...)
JSON parser http://www.lordy.co.nf/mql4/
can be used to parse JSON RPC request on MQL side
Python receive
logging to file (logging.config)
DOM from MT5 (MQL5) (Alpari UK)
compress data
use JSON_List instead of JSON_Dict
separate bids and asks
remove 1 and 2 (type = bid or ask)
OrderReceived / OrderModified / OrderClosed
EA to send message when new order, order modified or order closed
see `rabbit4mt4_orders_events.mqh` (master)
`mt4_demo01_123456.events.orders.received`
`mt4_demo01_123456.events.orders.modified`
`mt4_demo01_123456.events.orders.closed`OrderSend / OrderModify / OrderClose
JSON RPC? (return ticket - )
generate a random number to be sure that return is about your request (slave)
(this part will be hard)
Get account information AccountBalance Equity ... History (MODE_TRADE and MODE_HISTORY) using JSON RPC request
Trade copier MT4
MT4 master (send message to RabbitMQ such as OrderReceived / OrderModified / OrderClosed)
MT4 slave (receive message)
(maybe) a script between (?)
JForex master
JForex slave
Security
limit access for a given user
JSON parser use an other implementation than ydrol's implementation
Improve order book visualization and analysis