MQL5-JSON-API-2/Indicators/JsonAPIIndicator.mq5

//+------------------------------------------------------------------+
//|                                             JsonAPIIndicator.mq5 |
//|                                  Copyright 2020,  Gunther Schulz |
//|                                     https://www.guntherschulz.de |
//+------------------------------------------------------------------+

#property copyright "2020 Gunther Schulz"
#property link      "https://www.guntherschulz.de"
#property version   "1.00"

#include <StringToEnumInt.mqh>
#include <Zmq/Zmq.mqh>
#include <Json.mqh>

// Set ports and host for ZeroMQ
string HOST="localhost";
int CHART_SUB_PORT=15562;

// ZeroMQ Cnnections
Context context("MQL5 JSON API");
Socket chartSubscriptionSocket(context,ZMQ_SUB);

//--- input parameters
#property indicator_buffers 21
#property indicator_plots   20
#property indicator_label1  "JsonAPI"
#property indicator_type1   DRAW_NONE
#property indicator_type2   DRAW_NONE
#property indicator_type3   DRAW_NONE
//#property indicator_color3  CLR_NONE
#property indicator_type4   DRAW_NONE
#property indicator_type5  DRAW_NONE

input string            IndicatorId="";
input string            ShortName="JsonAPI";

//--- indicator settings
double                  B0[], B1[], B2[], B3[], B4[], B5[], B6[], B7[], B8[], B9[], B10[], B11[], B12[], B13[], B14[], B15[], B16[], B17[], B18[], B19[], alive[];
bool                    debug = true;
bool                    first = false;
int                     activeBufferCount = 0;

int activeBufferCount = 0;

//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
int OnInit()

  {

  bool result = chartSubscriptionSocket.connect(StringFormat("tcp://%s:%d", HOST, CHART_SUB_PORT));
  if (result == false) {Print("Failed to subscrbe on port ", CHART_SUB_PORT);} 
  else {
    Print("Accepting Chart Indicator data on port ", CHART_SUB_PORT);
    // TODO subscribe only to own IndicatorId topic
    // Subscribe to all topics
    chartSubscriptionSocket.setSubscribe("");
    //chartSubscriptionSocket.setLinger(1000);
    chartSubscriptionSocket.setLinger(10000);
    // Number of messages to buffer in RAM.
    chartSubscriptionSocket.setReceiveHighWaterMark(5); // TODO confirm settings
  }

  
//--- indicator buffers mapping;
   ArraySetAsSeries(B0,true);
   ArraySetAsSeries(B1,true);
   ArraySetAsSeries(B2,true);
   ArraySetAsSeries(B3,true);
   ArraySetAsSeries(B4,true);
   ArraySetAsSeries(B5,true);
   ArraySetAsSeries(B6,true);
   ArraySetAsSeries(B7,true);
   ArraySetAsSeries(B8,true);
   ArraySetAsSeries(B9,true);
   ArraySetAsSeries(B10,true);
   ArraySetAsSeries(B11,true);
   ArraySetAsSeries(B12,true);
   ArraySetAsSeries(B13,true);
   ArraySetAsSeries(B14,true);
   ArraySetAsSeries(B15,true);
   ArraySetAsSeries(B16,true);
   ArraySetAsSeries(B17,true);
   ArraySetAsSeries(B18,true);
   ArraySetAsSeries(B19,true);
   ArraySetAsSeries(alive,true);

   SetIndexBuffer(0,B0,INDICATOR_DATA);
   SetIndexBuffer(1,B1,INDICATOR_DATA);
   SetIndexBuffer(2,B2,INDICATOR_DATA);
   SetIndexBuffer(3,B3,INDICATOR_DATA);
   SetIndexBuffer(4,B4,INDICATOR_DATA);
   SetIndexBuffer(5,B5,INDICATOR_DATA);
   SetIndexBuffer(6,B6,INDICATOR_DATA);
   SetIndexBuffer(7,B7,INDICATOR_DATA);
   SetIndexBuffer(8,B8,INDICATOR_DATA);
   SetIndexBuffer(9,B9,INDICATOR_DATA);
   SetIndexBuffer(10,B10,INDICATOR_DATA);
   SetIndexBuffer(11,B11,INDICATOR_DATA);
   SetIndexBuffer(12,B12,INDICATOR_DATA);
   SetIndexBuffer(13,B13,INDICATOR_DATA);
   SetIndexBuffer(14,B14,INDICATOR_DATA);
   SetIndexBuffer(15,B15,INDICATOR_DATA);
   SetIndexBuffer(16,B16,INDICATOR_DATA);
   SetIndexBuffer(17,B17,INDICATOR_DATA);
   SetIndexBuffer(18,B18,INDICATOR_DATA);
   SetIndexBuffer(19,B19,INDICATOR_DATA);
   SetIndexBuffer(20,alive,INDICATOR_CALCULATIONS); // If the buffer index changes, the line starting with "CopyBuffer(chartWindowIndicators[i].indicatorHandle," in JsonAPI.mq5 has to be updated

  
//---
   IndicatorSetString(INDICATOR_SHORTNAME,ShortName);

   return(INIT_SUCCEEDED);
  }
  

void SetStyle(int bufferIdx, string linelabel, color colorstyle, int linetype, int linestyle, int linewidth) {
  PlotIndexSetString(bufferIdx,PLOT_LABEL,linelabel);
  PlotIndexSetInteger(bufferIdx,PLOT_LINE_COLOR,0,colorstyle);
  PlotIndexSetInteger(bufferIdx,PLOT_DRAW_TYPE,linetype);
  PlotIndexSetInteger(bufferIdx,PLOT_LINE_STYLE,linestyle);
  PlotIndexSetInteger(bufferIdx,PLOT_LINE_WIDTH,linewidth);
}
  
//+------------------------------------------------------------------+
//| Custom indicator iteration function                              |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
  // While a new candle is forming, set the current value to be empty

  if(rates_total>prev_calculated){
    B0[0] = EMPTY_VALUE;
    B1[0] = EMPTY_VALUE;
    B2[0] = EMPTY_VALUE;
    B3[0] = EMPTY_VALUE;
    B4[0] = EMPTY_VALUE;
    B5[0] = EMPTY_VALUE;
    B6[0] = EMPTY_VALUE;
    B7[0] = EMPTY_VALUE;
    B8[0] = EMPTY_VALUE;
    B9[0] = EMPTY_VALUE;
    B10[0] = EMPTY_VALUE;
    B11[0] = EMPTY_VALUE;
    B12[0] = EMPTY_VALUE;
    B13[0] = EMPTY_VALUE;
    B14[0] = EMPTY_VALUE;
    B15[0] = EMPTY_VALUE;
    B16[0] = EMPTY_VALUE;
    B17[0] = EMPTY_VALUE;
    B18[0] = EMPTY_VALUE;
    B19[0] = EMPTY_VALUE;
  }
  if(first==false) alive[0] = 1;
  // ChartRedraw(0);
 
//--- return value of prev_calculated for next call
   return(rates_total);
  }

void SubscriptionHandler(ZmqMsg &chartMsg){
  CJAVal message;
  // Get data from request
  string msg=chartMsg.getData();
  if(debug) Print("Processing:"+msg);
  // Deserialize msg to CJAVal array
  if(!message.Deserialize(msg)){
    Alert("Deserialization Error");
    ExpertRemove();
  }
  if(message["indicatorChartId"]==IndicatorId) {

    if(message["action"]=="PLOT" && message["actionType"]=="DATA") {
        int bufferIdx = message["indicatorBufferId"].ToInt();
        if (bufferIdx == 0) WriteToBuffer(message, B0);
        if (bufferIdx == 1) WriteToBuffer(message, B1);
        if (bufferIdx == 2) WriteToBuffer(message, B2);
        if (bufferIdx == 3) WriteToBuffer(message, B3);
        if (bufferIdx == 4) WriteToBuffer(message, B4);
        if (bufferIdx == 5) WriteToBuffer(message, B5);
        if (bufferIdx == 6) WriteToBuffer(message, B6);
        if (bufferIdx == 7) WriteToBuffer(message, B7);
        if (bufferIdx == 8) WriteToBuffer(message, B8);
        if (bufferIdx == 9) WriteToBuffer(message, B9);
        if (bufferIdx == 10) WriteToBuffer(message, B10);
        if (bufferIdx == 11) WriteToBuffer(message, B11);
        if (bufferIdx == 12) WriteToBuffer(message, B12);
        if (bufferIdx == 13) WriteToBuffer(message, B13);
        if (bufferIdx == 14) WriteToBuffer(message, B14);
        if (bufferIdx == 15) WriteToBuffer(message, B15);
        if (bufferIdx == 16) WriteToBuffer(message, B16);
        if (bufferIdx == 17) WriteToBuffer(message, B17);
        if (bufferIdx == 18) WriteToBuffer(message, B18);
        if (bufferIdx == 19) WriteToBuffer(message, B19);
    }
    else if(message["action"]=="PLOT" && message["actionType"]=="ADDBUFFER") {
      string linelabel = message["style"]["linelabel"].ToStr();
      string colorstyleStr = message["style"]["color"].ToStr();
      string linetypeStr = message["style"]["linetype"].ToStr();
      string linestyleStr = message["style"]["linestyle"].ToStr();
      int linewidth = message["style"]["linewidth"].ToInt();
      
      color colorstyle = StringToColor(colorstyleStr);
      int linetype = StringToEnumInt(linetypeStr);
      int linestyle = StringToEnumInt(linestyleStr);
      
      /*
      //if (aa == false) {
      Print("SETBUFF ActCount  ",activeBufferCount);
      if (activeBufferCount == 0) {SetIndexBuffer(0,B1,INDICATOR_DATA);} // Two semicolons ar required! No idea why. Seems to be a timing problem, better to keep it in init()
      
      if (activeBufferCount == 1) {SetIndexBuffer(1,B2,INDICATOR_DATA);;}
      if (activeBufferCount == 2) {SetIndexBuffer(2,B3,INDICATOR_DATA);;}
      if (activeBufferCount == 3) {SetIndexBuffer(3,B4,INDICATOR_DATA);;}
      if (activeBufferCount == 4) {SetIndexBuffer(4,B5,INDICATOR_DATA);;}

      //aa = true;}
      */
      
      SetStyle(activeBufferCount, linelabel, colorstyle, linetype, linestyle, linewidth);
      activeBufferCount = activeBufferCount + 1;
    }
  }
}

//+------------------------------------------------------------------+
//| Update indicator buffer function                                 |
//+------------------------------------------------------------------+
void WriteToBuffer(CJAVal &message, double &buffer[]) {
   
  int bufferSize = ArraySize(buffer);

  int messageDataSize = message["data"].Size();
  // TODO check if this is working as expected. Seems to
  if(first==false) {
    for(int i=0;i<activeBufferCount;i++) {
       //Print("BUFF ",bufferSize-messageDataSize, " ",ArraySize(B2)," ", ArraySize(B3), " ",messageDataSize);
       PlotIndexSetInteger(i,PLOT_DRAW_BEGIN,bufferSize-messageDataSize);
    }
    first = true;
  }

  for(int i=0;i<messageDataSize;i++){
    // don't add more elements than the automatically sized buffer array can hold
    if(i+1<bufferSize){
      // the first element is the current unformed candle, so we start at index 1               
      // we reverse the order of the incoming values, which are expected to be ascending
      //buffer[i+1] = message["data"][messageDataSize-1-i].ToDbl();
      buffer[i+1] = message["data"][messageDataSize-1-i].ToDbl();
    }
  }
  // Set the most recent plotted value to nothing, as we do not have any data for yet unformed candles
  buffer[0] = EMPTY_VALUE;
}


//+------------------------------------------------------------------+
//| Check for new indicator data function                            |
//+------------------------------------------------------------------+
void CheckMessages(){
  // This is a workaround for Timer(). It is needed, because OnTimer() works if the indicator is manually added to a chart, but not with ChartIndicatorAdd()

  ZmqMsg chartMsg;

  // Recieve chart instructions stream from client via live Chart socket.
  chartSubscriptionSocket.recv(chartMsg,true);

  // Request recieved
  if(chartMsg.size()>0){ 
    // Handle subscription SubscriptionHandler()
    SubscriptionHandler(chartMsg);
    ChartRedraw(ChartID());
  }
}

//+------------------------------------------------------------------+
//| OnTimer() workaround function                                    |
//+------------------------------------------------------------------+
// Gets triggered by the OnTimer() function of the JsonAPI Expert script
void OnChartEvent(const int id,
                  const long &lparam,
                  const double &dparam,
                  const string &sparam)
  {
    if(id==CHARTEVENT_CUSTOM+222) CheckMessages();
  }
//+----------------------------------------------------