566 lines
42 KiB
Plaintext
566 lines
42 KiB
Plaintext
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//+------------------------------------------------------------------+
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//
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// Copyright (C) 2019 Nikolai Khramkov
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//
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// This program is free software: you can redistribute it and/or modify
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// it under the terms of the GNU General Public License as published by
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// the Free Software Foundation, either version 3 of the License, or
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// (at your option) any later version.
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//
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// This program is distributed in the hope that it will be useful,
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// but WITHOUT ANY WARRANTY; without even the implied warranty of
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// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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// GNU General Public License for more details.
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//
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// You should have received a copy of the GNU General Public License
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// along with this program. If not, see <http://www.gnu.org/licenses/>.
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//
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//+------------------------------------------------------------------+
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// TODO: Comissinos
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// TODO: Experation
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// TODO: Devitation
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// TODO: Add comments
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// TODO: Standard O/P reply
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#property copyright "Copyright 2019, Nikolai Khramkov."
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#property link "https://github.com/khramkov"
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#property version "1.00"
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#property description "MQL5 JSON API"
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#property description "See github link for documentation"
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#include <Trade/AccountInfo.mqh>
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#include <Trade/Trade.mqh>
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#include <Zmq/Zmq.mqh>
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#include <json.mqh>
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string HOST="*";
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int SYS_PORT=15555;
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int DATA_PORT=15556;
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int LIVE_PORT=15557;
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// ZeroMQ Cnnections
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Context context("MQL5 JSON API");
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Socket sysSocket(context,ZMQ_REP);
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Socket dataSocket(context,ZMQ_PUSH);
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Socket liveSocket(context,ZMQ_PUSH);
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// Global variables
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bool debug = true;
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bool liveStram = true;
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datetime lastBar = 0;
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//+------------------------------------------------------------------+
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//| Expert initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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/* Bindinig ZMQ ports on init */
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// OnTimer() function event genegation - 1 millisecond
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EventSetMillisecondTimer(1);
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sysSocket.bind(StringFormat("tcp://%s:%d",HOST,SYS_PORT));
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dataSocket.bind(StringFormat("tcp://%s:%d",HOST,DATA_PORT));
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liveSocket.bind(StringFormat("tcp://%s:%d",HOST,LIVE_PORT));
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Print("Binding 'System' socket on port "+IntegerToString(SYS_PORT)+"...");
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Print("Binding 'Data' socket on port "+IntegerToString(DATA_PORT)+"...");
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Print("Binding 'Live' socket on port "+IntegerToString(LIVE_PORT)+"...");
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sysSocket.setLinger(1000);
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// Number of messages to buffer in RAM.
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sysSocket.setSendHighWaterMark(1);
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dataSocket.setSendHighWaterMark(1);
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liveSocket.setSendHighWaterMark(1);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| Expert deinitialization function |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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/* Unbinding ZMQ ports on denit */
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Print(__FUNCTION__," Deinitialization reason code = ",reason);
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sysSocket.unbind(StringFormat("tcp://%s:%d",HOST,SYS_PORT));
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dataSocket.unbind(StringFormat("tcp://%s:%d",HOST,DATA_PORT));
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liveSocket.unbind(StringFormat("tcp://%s:%d",HOST,LIVE_PORT));
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Print("Unbinding 'System' socket on port "+IntegerToString(SYS_PORT)+"..");
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Print("Unbinding 'Data' socket on port "+IntegerToString(DATA_PORT)+"..");
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Print("Unbinding 'Live' socket on port "+IntegerToString(LIVE_PORT)+"..");
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}
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//+------------------------------------------------------------------+
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//| Expert timer function |
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//+------------------------------------------------------------------+
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void OnTimer()
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{
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ZmqMsg request;
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// Get request from client via System socket.
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sysSocket.recv(request,true);
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// Request recived
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if(request.size()>0)
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{
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// Pull request to RequestHandler() and get reply.
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string reply = RequestHandler(request);
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// Pull reply to client via System socket.
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InformClientSocket(sysSocket, reply);
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}
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// If live stream == true, push last candle to liveSocket.
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if(liveStram)
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{
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datetime thisBar=(datetime)SeriesInfoInteger(_Symbol,_Period,SERIES_LASTBAR_DATE);
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if(lastBar!=thisBar)
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{
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MqlRates rates[1];
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CJAVal candle;
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if(CopyRates(_Symbol,_Period,1,1,rates)!=1) { /*error processing */ };
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candle[0] = (long) rates[0].time;
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candle[1] = (double) rates[0].open;
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candle[2] = (double) rates[0].high;
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candle[3] = (double) rates[0].low;
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candle[4] = (double) rates[0].close;
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candle[5] = (double) rates[0].tick_volume;
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string t=candle.Serialize();
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InformClientSocket(liveSocket,t);
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lastBar=thisBar;
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Request handler |
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//+------------------------------------------------------------------+
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string RequestHandler(ZmqMsg &request)
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{
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string reply;
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CJAVal message;
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if(TerminalInfoInteger(TERMINAL_CONNECTED))
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{
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ResetLastError();
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// Get data from reguest
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string msg=request.getData();
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if(debug==true) {Print("Processing:"+msg);}
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// Deserialize msg to CJAVal array
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if(!message.Deserialize(msg))
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{
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ActionDoneOrError(true, GetLastError(), "Deserialization Error", __FUNCTION__);
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Alert("Deserialization Error");
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ExpertRemove();
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}
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// Process action command
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string action = message["action"].ToStr();
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if(action=="CONFIG") {ScriptConfiguration(message);}
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else if(action=="ACCOUNT") {GetAccountInfo();}
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else if(action=="BALANCE") {GetBalanceInfo();}
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else if(action=="HISTORY") {HistoryInfo(message);}
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else if(action=="TRADE") {TradingModule(message);}
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else if(action=="POSITIONS") {GetPositions(message);}
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else if(action=="ORDERS") {GetOrders(message);}
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// Action command error processing
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else {ActionDoneOrError(true, GetLastError(), "Wrong action command", __FUNCTION__);}
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reply="OK";
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}
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// If terminal disconnected
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else {reply="TERMINAL DISCONNECTED";}
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return(reply);
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}
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//+------------------------------------------------------------------+
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//| Reconfigure the script params |
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//+------------------------------------------------------------------+
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void ScriptConfiguration(CJAVal &dataObject)
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{
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ResetLastError();
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string sym=dataObject["symbol"].ToStr();
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ENUM_TIMEFRAMES tf=GetTimeframe(dataObject["chartTF"].ToStr());
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if(SymbolInfoInteger(sym, SYMBOL_EXIST)==1)
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{
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ChartSetSymbolPeriod(0, sym, tf);
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ActionDoneOrError(false, GetLastError(), "OK", __FUNCTION__);
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}
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else
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{
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ActionDoneOrError(true, GetLastError(), "Symbol name dosn't exist", __FUNCTION__);
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}
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}
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//+------------------------------------------------------------------+
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//| Account information |
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//+------------------------------------------------------------------+
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void GetAccountInfo()
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{
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CJAVal info;
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info["broker"] = AccountInfoString(ACCOUNT_COMPANY);
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info["currency"] = AccountInfoString(ACCOUNT_CURRENCY);
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info["server"] = AccountInfoString(ACCOUNT_SERVER);
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info["trading_allowed"] = TerminalInfoInteger(TERMINAL_TRADE_ALLOWED);
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info["bot_trading"] = AccountInfoInteger(ACCOUNT_TRADE_EXPERT);
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info["balance"] = AccountInfoDouble(ACCOUNT_BALANCE);
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info["equity"] = AccountInfoDouble(ACCOUNT_EQUITY);
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info["margin"] = AccountInfoDouble(ACCOUNT_MARGIN);
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info["margin_free"] = AccountInfoDouble(ACCOUNT_MARGIN_FREE);
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info["margin_level"] = AccountInfoDouble(ACCOUNT_MARGIN_LEVEL);
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string t=info.Serialize();
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InformClientSocket(dataSocket,t);
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}
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//+------------------------------------------------------------------+
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//| Balance information |
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//+------------------------------------------------------------------+
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void GetBalanceInfo()
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{
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CJAVal info;
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info["balance"] = AccountInfoDouble(ACCOUNT_BALANCE);
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info["equity"] = AccountInfoDouble(ACCOUNT_EQUITY);
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info["margin"] = AccountInfoDouble(ACCOUNT_MARGIN);
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info["margin_free"] = AccountInfoDouble(ACCOUNT_MARGIN_FREE);
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string t=info.Serialize();
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InformClientSocket(dataSocket,t);
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}
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//+------------------------------------------------------------------+
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//| Get historical data |
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//+------------------------------------------------------------------+
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void HistoryInfo(CJAVal &dataObject)
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{
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CJAVal candles;
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MqlRates rates[];
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int copied;
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string actionType=dataObject["actionType"].ToStr();
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string symbol=dataObject["symbol"].ToStr();
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ENUM_TIMEFRAMES period=GetTimeframe(dataObject["chartTF"].ToStr());
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datetime fromDate=StringToTime(dataObject["fromDate"].ToStr());
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if(debug==true)
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{
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Print("Fetching HISTORY");
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Print("1) Symbol:"+symbol);
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Print("2) Timeframe:"+EnumToString(period));
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Print("3) Date from:"+TimeToString(fromDate));
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}
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copied=CopyRates(symbol,period,fromDate,TimeCurrent(),rates);
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if(copied)
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{
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for(int i=0;i<copied;i++)
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{
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candles[i].Add(rates[i].time,TIME_DATE|TIME_MINUTES|TIME_SECONDS);
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candles[i].Add(rates[i].open);
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candles[i].Add(rates[i].high);
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candles[i].Add(rates[i].low);
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candles[i].Add(rates[i].close);
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candles[i].Add(rates[i].tick_volume);
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}
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string t=candles.Serialize();
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InformClientSocket(dataSocket,t);
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}
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}
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//+------------------------------------------------------------------+
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//| Fetch positions information |
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//+------------------------------------------------------------------+
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void GetPositions(CJAVal &dataObject)
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{
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if(debug==true) {Print("Fetching positions...");}
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CPositionInfo myposition;
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CJAVal data, position;
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// get positions
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int positionsTotal=PositionsTotal();
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if(!positionsTotal) {data["positions"].Add(position);}
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// go through positions in a loop
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for(int i=0;i<positionsTotal;i++)
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{
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ResetLastError();
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if (myposition.Select(PositionGetSymbol(i)))
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{
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position["id"] = PositionGetInteger(POSITION_IDENTIFIER);
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position["magic"] = PositionGetInteger(POSITION_MAGIC);
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position["symbol"] = PositionGetString(POSITION_SYMBOL);
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position["type"] = EnumToString(ENUM_POSITION_TYPE(PositionGetInteger(POSITION_TYPE)));
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position["time_setup"]=PositionGetInteger(POSITION_TIME);
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position["open"] = PositionGetDouble(POSITION_PRICE_OPEN);
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position["stoploss"] = PositionGetDouble(POSITION_SL);
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position["takeprofit"] = PositionGetDouble(POSITION_TP);
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position["volume"] = PositionGetDouble(POSITION_VOLUME);
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data["positions"].Add(position);
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}
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else
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{
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data["error"]= GetLastError();
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PrintFormat("Error when obtaining positions from the list to the cache. Error code: %d",GetLastError());
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}
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}
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string t=data.Serialize();
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InformClientSocket(dataSocket,t);
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}
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//+------------------------------------------------------------------+
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//| Fetch orders information |
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//+------------------------------------------------------------------+
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void GetOrders(CJAVal &dataObject)
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{
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if(debug==true) {Print("Fetching orders...");}
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COrderInfo myorder;
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CJAVal data, order;
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if (HistorySelect(0,TimeCurrent())) // все ордера
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{
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int ordersTotal = OrdersTotal();
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if(!ordersTotal) {data["orders"].Add(order);}
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for(int i=0;i<ordersTotal;i++)
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{
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ResetLastError();
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if (myorder.Select(OrderGetTicket(i)))
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{
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order["id"]= (string) myorder.Ticket();
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order["magic"] = OrderGetInteger(ORDER_MAGIC);
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order["symbol"] = OrderGetString(ORDER_SYMBOL);
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order["type"] = EnumToString(ENUM_ORDER_TYPE(OrderGetInteger(ORDER_TYPE)));
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order["time_setup"]=OrderGetInteger(ORDER_TIME_SETUP);
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order["open"] = OrderGetDouble(ORDER_PRICE_OPEN);
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order["stoploss"] = OrderGetDouble(ORDER_SL);
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order["takeprofit"] = OrderGetDouble(ORDER_TP);
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order["volume"] = OrderGetDouble(ORDER_VOLUME_INITIAL);
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data["orders"].Add(order);
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}
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else
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{
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// call OrderGetTicket() was completed unsuccessfully
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data["error"]= GetLastError();
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PrintFormat("Error when obtaining an order from the list to the cache. Error code: %d",GetLastError());
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}
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}
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}
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string t=data.Serialize();
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InformClientSocket(dataSocket,t);
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}
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//+------------------------------------------------------------------+
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||
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//| Trading module |
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//+------------------------------------------------------------------+
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void TradingModule(CJAVal &dataObject)
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{
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CTrade trade;
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string actionType = dataObject["actionType"].ToStr();
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string symbol=dataObject["symbol"].ToStr();
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int idNimber=dataObject["id"].ToInt();
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double volume=dataObject["volume"].ToDbl();
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double SL=dataObject["stoploss"].ToDbl();
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double TP=dataObject["takeprofit"].ToDbl();
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double price=NormalizeDouble(dataObject["price"].ToDbl(),_Digits);
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datetime expiration=TimeTradeServer()+PeriodSeconds(PERIOD_D1);
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double deviation=dataObject["deviation"].ToDbl();
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if(actionType=="BUY" || actionType=="SELL")
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{
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ENUM_ORDER_TYPE orderType=ORDER_TYPE_BUY;
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if(actionType=="ORDER_TYPE_SELL") {orderType=ORDER_TYPE_SELL;}
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if(!trade.PositionOpen(symbol,orderType,price,volume,SL,TP))
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{OrderDoneOrError(true, __FUNCTION__, trade);}
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else
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{OrderDoneOrError(false, __FUNCTION__, trade);}
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}
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else if(actionType=="BUY_LIMIT" || actionType=="SELL_LIMIT" || actionType=="BUY_STOP" || actionType=="SELL_STOP")
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{
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if(actionType=="BUY_LIMIT")
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{
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if(!trade.BuyLimit(volume,price,symbol,SL,TP,ORDER_TIME_GTC,expiration))
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{OrderDoneOrError(true, __FUNCTION__, trade);}
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else
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{OrderDoneOrError(false, __FUNCTION__, trade);}
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}
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else if(actionType=="SELL_LIMIT")
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{
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if(!trade.SellLimit(volume,price,symbol,SL,TP,ORDER_TIME_GTC,expiration))
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{OrderDoneOrError(true, __FUNCTION__, trade);}
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else
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{OrderDoneOrError(false, __FUNCTION__, trade);}
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}
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else if(actionType=="BUY_STOP")
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{
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if(!trade.BuyStop(volume,price,symbol,SL,TP,ORDER_TIME_GTC,expiration))
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{OrderDoneOrError(true, __FUNCTION__, trade);}
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else
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{OrderDoneOrError(false, __FUNCTION__, trade);}
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}
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else if (actionType=="SELL_STOP")
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{
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if(!trade.SellStop(volume,price,symbol,SL,TP,ORDER_TIME_GTC,expiration))
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{OrderDoneOrError(true, __FUNCTION__, trade);}
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else
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{OrderDoneOrError(false, __FUNCTION__, trade);}
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}
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}
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else if(actionType=="POSITION_MODIFY")
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{
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if(!trade.PositionModify(idNimber,SL,TP))
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{OrderDoneOrError(true, __FUNCTION__, trade);}
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else
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{OrderDoneOrError(false, __FUNCTION__, trade);}
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}
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else if(actionType=="POSITION_PARTIAL")
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{
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if(!trade.PositionClosePartial(idNimber,volume))
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{OrderDoneOrError(true, __FUNCTION__, trade);}
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else
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{OrderDoneOrError(false, __FUNCTION__, trade);}
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}
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else if(actionType=="POSITION_CLOSE")
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{
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if(!trade.PositionClose(idNimber))
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{OrderDoneOrError(true, __FUNCTION__, trade);}
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else
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{OrderDoneOrError(false, __FUNCTION__, trade);}
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}
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else if(actionType=="ORDER_MODIFY")
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{
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if(!trade.OrderModify(idNimber,price,SL,TP,ORDER_TIME_GTC,expiration))
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{OrderDoneOrError(true, __FUNCTION__, trade);}
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else
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{OrderDoneOrError(false, __FUNCTION__, trade);}
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}
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else if(actionType=="ORDER_CANCEL")
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{
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if(!trade.OrderDelete(idNimber))
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{OrderDoneOrError(true, __FUNCTION__, trade);}
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else
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{OrderDoneOrError(false, __FUNCTION__, trade);}
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}
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else
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{
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CJAVal conformation;
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conformation["error"]=(bool) true;
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conformation["retcode"]=(int) 0;
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conformation["desription"]=(string)"Wrong actionType command";
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string t=conformation.Serialize();
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InformClientSocket(dataSocket,t);
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}
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}
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//+------------------------------------------------------------------+
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//| Convetr chart timeframe from string to enum |
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//+------------------------------------------------------------------+
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ENUM_TIMEFRAMES GetTimeframe(string chartTF)
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{
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ENUM_TIMEFRAMES tf=PERIOD_M1;
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if(chartTF=="1m") {tf=PERIOD_M1;}
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else if(chartTF=="5m") {tf=PERIOD_M5;}
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else if(chartTF=="15m") {tf=PERIOD_M15;}
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else if(chartTF=="30m") {tf=PERIOD_M30;}
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else if(chartTF=="1h") {tf=PERIOD_H1;}
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else if(chartTF=="2h") {tf=PERIOD_H2;}
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else if(chartTF=="3h") {tf=PERIOD_H3;}
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else if(chartTF=="4h") {tf=PERIOD_H4;}
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else if(chartTF=="6h") {tf=PERIOD_H6;}
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else if(chartTF=="8h") {tf=PERIOD_H8;}
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else if(chartTF=="12h") {tf=PERIOD_H12;}
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else if(chartTF=="1d") {tf=PERIOD_D1;}
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else if(chartTF=="1w") {tf=PERIOD_W1;}
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else if(chartTF=="1M") {tf=PERIOD_MN1;}
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else {} //error
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return(tf);
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}
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//+------------------------------------------------------------------+
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//| Trade conformation |
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||
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//+------------------------------------------------------------------+
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||
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void OrderDoneOrError(bool error, string funcName, CTrade &trade)
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{
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CJAVal conf;
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conf["error"]=(bool) error;
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conf["retcode"]=(int) trade.ResultRetcode();
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conf["desription"]=(string) trade.ResultRetcodeDescription();
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conf["deal"]=(int) trade.ResultDeal();
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conf["order"]=(int) trade.ResultOrder();
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conf["volume"]=(double) trade.ResultVolume();
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conf["price"]=(double) trade.ResultPrice();
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conf["bid"]=(double) trade.ResultBid();
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conf["ask"]=(double) trade.ResultAsk();
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conf["function"]=(string) funcName;
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string t=conf.Serialize();
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InformClientSocket(dataSocket,t);
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}
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//+------------------------------------------------------------------+
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//| Action conformation |
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||
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//+------------------------------------------------------------------+
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||
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void ActionDoneOrError(bool error, int lastError, string desc, string funcName)
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{
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CJAVal conf;
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conf["error"]=(bool) error;
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conf["lastError"]=(string) lastError;
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conf["description"]=(string) desc;
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conf["function"]=(string) funcName;
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string t=conf.Serialize();
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InformClientSocket(dataSocket,t);
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}
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||
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||
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//+------------------------------------------------------------------+
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||
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//| Inform Client via socket |
|
||
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|
//+------------------------------------------------------------------+
|
||
|
|
void InformClientSocket(Socket &workingSocket,string replyMessage)
|
||
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{
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||
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if(debug==true) {Print(replyMessage);}
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||
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||
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ZmqMsg pushReply(replyMessage);
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||
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workingSocket.send(pushReply,true); // true = non-blocking
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}�
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