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lazou / mtapi

Fork of MetaTrader API, only for MetaTrader 5 targeting .NET Core
MIT License
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Introduction

MtApi provides a .NET Core API for working with famous trading platfrom MetaTrader(MetaQuotes).
It is not API for connection to MT servers directly. MtApi is just a bridge between MT terminal and .NET Core applications designed by developers.
MtApi executes MQL commands and functions by MtApi's expert linked to chart of MetaTrader.
Most of the API's functions duplicates MQL interface.
The project was designed using WCF framework with the intention of using flexibility to setup connections.

Build environment

The project is supported by Visual Studio 2022. The installer part is using WiX v4 (https://wixtoolset.org/docs/intro/). Use MetaEditor to compile MQL files (*.mq5) into *.ex5.

How to Build Solution

For building the solution for MT5, you need to choose the configuration to build for x64 and start build MtApi5Installer. This will build all projects related to MT5:

All binaries are placed in the project root folder, in the build directory: ../build/products/.
The installer (*`.msi) will be found under: ../build/installers/.

MQL files have been pre-compiled to *`.ex5`** and can be found in the repository here:

Changing the source code of the MQL Expert Advisor (EA), requires recompilation with MetaEditor.

Before you can recompile the EA, you need to add/place the following MQL library files, in the MetaEditor ../Include/ folder.

The MetaEditor include folder is usually located here: 

C:\Users\<username>\AppData\Roaming\MetaQuotes\Terminal\<terminal-hash>\MQL5\Include\.

Project Structure

Installation

There are multiple ways to install MtApi.

Portable MetaTrader

MetaTrader supports a portable installation (documentation). This method allows the easiest way to place all necessary files to the right paths.

Installer (system wide)

Use the installer MtApi5Installer setup.exe to setup all libraries automatically.

MtApi5Bootstrapper is a installation package bundle that contain the installers and vc_redist Windows libraries.

To quickly navigate to the trading platform data folder, click: File >> "Open data folder" in your MetaTrader Terminal.

Alternate install (application wide)

Logfiles

The logfiles of the server & client parts (WCF communication) can be found in a temporary folder:

Using

MtApi provides two types of connection to MetaTrader terminal: local (using Pipe or TCP) and remote (via TCP).
The port of connection is defined by MtApi expert.

Console sample for MT5:


using System;
using System.Threading;
using System.Threading.Tasks;
using MtApi5;

namespace MtApi5Console
{
    class Program
    {
        static readonly EventWaitHandle _connnectionWaiter = new AutoResetEvent(false);
        static readonly MtApi5Client _mtapi = new MtApi5Client();

        static void _mtapi_ConnectionStateChanged(object sender, Mt5ConnectionEventArgs e)
        {
            switch (e.Status)
            {
                case Mt5ConnectionState.Connecting:
                    Console.WriteLine("Connnecting...");
                    break;
                case Mt5ConnectionState.Connected:
                    Console.WriteLine("Connnected.");
                    _connnectionWaiter.Set();
                    break;
                case Mt5ConnectionState.Disconnected:
                    Console.WriteLine("Disconnected.");
                    _connnectionWaiter.Set();
                    break;
                case Mt5ConnectionState.Failed:
                    Console.WriteLine("Connection failed.");
                    _connnectionWaiter.Set();
                    break;
            }
        }

        static void _mtapi_QuoteAdded(object sender, Mt5QuoteEventArgs e)
        {
            Console.WriteLine("Quote added with symbol {0}", e.Quote.Instrument);
        }

        static void _mtapi_QuoteRemoved(object sender, Mt5QuoteEventArgs e)
        {
            Console.WriteLine("Quote removed with symbol {0}", e.Quote.Instrument);
        }

        static void _mtapi_QuoteUpdate(object sender, Mt5QuoteEventArgs e)
        {
            Console.WriteLine("Quote updated: {0} - {1} : {2}", e.Quote.Instrument, e.Quote.Bid, e.Quote.Ask);
        }

        static void Main(string[] args)
        {
            Console.WriteLine("Application started.");

            _mtapi.ConnectionStateChanged += _mtapi_ConnectionStateChanged;
            _mtapi.QuoteAdded += _mtapi_QuoteAdded;
            _mtapi.QuoteRemoved += _mtapi_QuoteRemoved;
            _mtapi.QuoteUpdate += _mtapi_QuoteUpdate;

            _mtapi.BeginConnect(8228);
            _connnectionWaiter.WaitOne();

            if (_mtapi.ConnectionState == Mt5ConnectionState.Connected)
            {
                Run();
            }

            Console.WriteLine("Application finished. Press any key...");
            Console.ReadKey();
        }

        private static void Run()
        {
            ConsoleKeyInfo cki;
            do
            {
                cki = Console.ReadKey();
                switch (cki.KeyChar.ToString())
                {
                    case "b":
                        Buy();
                        break;
                    case "s":
                        Sell();
                        break;
                }
            } while (cki.Key != ConsoleKey.Escape);

            _mtapi.BeginDisconnect();
            _connnectionWaiter.WaitOne();
        }

        private static async void Buy()
        {
            const string symbol = "EURUSD";
            const double volume = 0.1;
            MqlTradeResult tradeResult = null;
            var retVal = await Execute(() => _mtapi.Buy(out tradeResult, volume, symbol));
            Console.WriteLine($"Buy: symbol EURUSD retVal = {retVal}, result = {tradeResult}");
        }

        private static async void Sell()
        {
            const string symbol = "EURUSD";
            const double volume = 0.1;
            MqlTradeResult tradeResult = null;
            var retVal = await Execute(() => _mtapi.Sell(out tradeResult, volume, symbol));
            Console.WriteLine($"Sell: symbol EURUSD retVal = {retVal}, result = {tradeResult}");
        }

        private static async Task<TResult> Execute<TResult>(Func<TResult> func)
        {
            return await Task.Factory.StartNew(() =>
            {
                var result = default(TResult);
                try
                {
                    result = func();
                }
                catch (ExecutionException ex)
                {
                    Console.WriteLine($"Exception: {ex.ErrorCode} - {ex.Message}");
                }
                catch (Exception ex)
                {
                    Console.WriteLine($"Exception: {ex.Message}");
                }

                return result;
            });
        }
    }
}