This commit is contained in:
Gunther Schulz
2020-03-03 12:52:46 +01:00
parent cc0f9b7575
commit 37cb0fe738
3 changed files with 494 additions and 399 deletions
+121 -38
View File
@@ -44,9 +44,9 @@ int SYS_PORT=15555;
int DATA_PORT=15556;
int LIVE_PORT=15557;
int STR_PORT=15558;
int IND_DATA_PORT=15559;
int CHART_LIVE_PORT=15560;
int PUB_CHART_LIVE_PORT=15562;
int INDICATOR_DATA_PORT=15559;
int CHART_DATA_PORT=15560;
int CHART_INDICATOR_PORT=15562;
// ZeroMQ Cnnections
Context context("MQL5 JSON API");
@@ -55,15 +55,15 @@ Socket dataSocket(context,ZMQ_PUSH);
Socket liveSocket(context,ZMQ_PUSH);
Socket streamSocket(context,ZMQ_PUSH);
Socket indicatorDataSocket(context,ZMQ_PUSH);
Socket chartLiveSocket(context,ZMQ_PULL);
Socket pubChartLiveSocket(context,ZMQ_PUB);
Socket chartDataSocket(context,ZMQ_PULL);
Socket chartIndicatorSocket(context,ZMQ_PUB);
// Global variables
// Global variables \\
bool debug = false;
bool liveStream = true;
bool connectedFlag = true;
int deInitReason = -1;
double chartAttached = ChartID();
double chartAttached = ChartID(); // Chart id where the expert is attached to
// Variables for handling price data stream
struct SymbolSubscription {
@@ -76,29 +76,30 @@ int symbolSubscriptionCount = 0;
// Variables for controlling indicators
struct Indicator {
long id;
string indicatorId;
int indicatorHandle;
int indicatorParamCount;
int indicatorBufferCount;
long id; // Internal id
string indicatorId; // UUID
int indicatorHandle; // Internal id/handle
int indicatorParamCount; // Number of parameters to be passed to the indicator
int indicatorBufferCount; // Numnber of buffers to be returned bythe indicator
};
Indicator indicators[];
int indicatorCount = 0;
// Variables for controlling chart
struct ChartWindow {
long id;
string chartId;
string indicatorId;
int indicatorHandle;
long id; // Internal id
string chartId; // UUID
string indicatorId; // UUID
int indicatorHandle; // Internal id/handle
};
ChartWindow chartWindows[];
int chartWindowCount = 0;
// Refresh chart windows interval. OnTimer function of indicatore JsonAPIIndicator gets triggered on each interval
int chartWindowTimerInterval = 100;
int chartWindowTimerCounter = 0;
// Refresh chart window interval for JsonAPIIndicator
int chartWindowTimerInterval = 100; // Cycles of the globally set EventSetMillisecondTimer interval
int chartWindowTimerCounter = 0; // Keeps track of the current cycle
// Error handling
ControlErrors mControl;
//string chartWindowObjects[];
@@ -119,20 +120,20 @@ bool BindSockets(){
if (result == false) { return result; } else {Print("Bound 'Live' socket on port ", LIVE_PORT);}
result = streamSocket.bind(StringFormat("tcp://%s:%d", HOST,STR_PORT));
if (result == false) { return result; } else {Print("Bound 'Streaming' socket on port ", STR_PORT);}
result = indicatorDataSocket.bind(StringFormat("tcp://%s:%d", HOST,IND_DATA_PORT));
if (result == false) { return result; } else {Print("Bound 'Indicator Data' socket on port ", IND_DATA_PORT);}
result = chartLiveSocket.bind(StringFormat("tcp://%s:%d", HOST,CHART_LIVE_PORT));
if (result == false) { return result; } else {Print("Bound 'Chart Live' socket on port ", CHART_LIVE_PORT);}
result = pubChartLiveSocket.bind(StringFormat("tcp://%s:%d", HOST,PUB_CHART_LIVE_PORT));
if (result == false) { return result; } else {Print("Bound 'PUB Chart Live' socket on port ", PUB_CHART_LIVE_PORT);}
result = indicatorDataSocket.bind(StringFormat("tcp://%s:%d", HOST,INDICATOR_DATA_PORT));
if (result == false) { return result; } else {Print("Bound 'Indicator Data' socket on port ", INDICATOR_DATA_PORT);}
result = chartDataSocket.bind(StringFormat("tcp://%s:%d", HOST,CHART_DATA_PORT));
if (result == false) { return result; } else {Print("Bound 'Chart Data' socket on port ", CHART_DATA_PORT);}
result = chartIndicatorSocket.bind(StringFormat("tcp://%s:%d", HOST,CHART_INDICATOR_PORT));
if (result == false) { return result; } else {Print("Bound 'JsonAPIIndicator Data' socket on port ", CHART_INDICATOR_PORT);}
sysSocket.setLinger(1000);
dataSocket.setLinger(1000);
liveSocket.setLinger(1000);
streamSocket.setLinger(1000);
indicatorDataSocket.setLinger(1000);
chartLiveSocket.setLinger(1000);
pubChartLiveSocket.setLinger(1000);
chartDataSocket.setLinger(1000);
chartIndicatorSocket.setLinger(1000);
// Number of messages to buffer in RAM.
sysSocket.setSendHighWaterMark(1);
@@ -140,8 +141,8 @@ bool BindSockets(){
liveSocket.setSendHighWaterMark(1);
streamSocket.setSendHighWaterMark(50);
indicatorDataSocket.setSendHighWaterMark(5);
chartLiveSocket.setReceiveHighWaterMark(1); // TODO confirm settings
pubChartLiveSocket.setReceiveHighWaterMark(1);
chartDataSocket.setReceiveHighWaterMark(1); // TODO confirm settings
chartIndicatorSocket.setReceiveHighWaterMark(1);
return result;
}
@@ -209,10 +210,10 @@ void OnDeinit(const int reason){
liveSocket.unbind(StringFormat("tcp://%s:%d", HOST, LIVE_PORT));
Print("Unbinding 'Streaming' socket on port ", STR_PORT, "..");
streamSocket.unbind(StringFormat("tcp://%s:%d", HOST, STR_PORT));
Print("Unbinding 'CHart' socket on port ", STR_PORT, "..");
streamSocket.unbind(StringFormat("tcp://%s:%d", HOST,CHART_LIVE_PORT));
Print("Unbinding 'pub chart' socket on port ", STR_PORT, "..");
streamSocket.unbind(StringFormat("tcp://%s:%d", HOST,PUB_CHART_LIVE_PORT));
Print("Unbinding 'Chart Data' socket on port ", STR_PORT, "..");
streamSocket.unbind(StringFormat("tcp://%s:%d", HOST, CHART_DATA_PORT));
Print("Unbinding 'JsonAPIIndicator Data' socket on port ", STR_PORT, "..");
streamSocket.unbind(StringFormat("tcp://%s:%d", HOST, CHART_INDICATOR_PORT));
// Shutdown ZeroMQ Context
context.shutdown();
@@ -374,11 +375,11 @@ void OnTimer(){
// Publish indicator values for the JsonAPIIndicator indicator
ZmqMsg chartMsg;
chartLiveSocket.recv(chartMsg, true);
chartDataSocket.recv(chartMsg, true);
if(chartMsg.size()>0){
Print(chartMsg.getData());
pubChartLiveSocket.send(chartMsg,true);
ResetLastError();
chartIndicatorSocket.send(chartMsg,true);
//ResetLastError();
}
// Trigger the indicator JsonAPIIndicator to check for new Messages
@@ -674,6 +675,7 @@ void OpenChart(CJAVal &dataObject){
chartWindows[idx].id = ChartOpen(symbol, period);
CJAVal message;
message["error"]=(bool) false;
message["chartId"] = (string) chartId;
string t=message.Serialize();
@@ -682,7 +684,7 @@ void OpenChart(CJAVal &dataObject){
}
//+------------------------------------------------------------------+
//| Add JsonAPIIndicator indicator chart to chart |
//| Add JsonAPIIndicator indicator to chart |
//+------------------------------------------------------------------+
void AddIndicatorChartToChart(CJAVal &dataObject){
@@ -706,6 +708,7 @@ void AddIndicatorChartToChart(CJAVal &dataObject){
}
if(!CheckError(__FUNCTION__)) {
CJAVal message;
message["error"]=(bool) false;
message["chartId"] = (string) chartIdStr;
string t=message.Serialize();
@@ -717,7 +720,7 @@ void AddIndicatorChartToChart(CJAVal &dataObject){
//+------------------------------------------------------------------+
//| Draw on chart |
//+------------------------------------------------------------------+
void ChartDraw(CJAVal &dataObject){
void ChartDrawY(CJAVal &dataObject){
/*
Print("drawchart");
@@ -866,6 +869,86 @@ void ChartDrawX(CJAVal &dataObject){
//ChartRedraw(chart_id);
}
//+------------------------------------------------------------------+
//| Draw on chart |
//+------------------------------------------------------------------+
void ChartDraw(CJAVal &dataObject){
// DONT DRAW, if chartid noes not exist any more
string id=dataObject["id"].ToStr();
string graphicsType=dataObject["data"]["graphicstype"].ToStr();
if (graphicsType=="line") {
string objectId=dataObject["data"]["objectId"].ToStr();
datetime fromDate=dataObject["data"]["fromDate"].ToInt();
datetime toDate=dataObject["data"]["toDate"].ToInt();
double fromPrice=dataObject["data"]["fromPrice"].ToDbl();
double toPrice=dataObject["data"]["toPrice"].ToDbl();
/*
double params[];
for(int i=0;i<dataObject["params"].Size();i++){
ArrayResize(params, i+1);
params[i] = dataObject["params"][i].ToDbl();
}
*/
//int paramColor = dataObject["params"]["color"]
int idx = GetChartWindowIdxByChartWindowId(id);
//int thisChartWindowObjectsCount = ArraySize(chartWindowObjects);
//ArrayResize(chartWindowObjects, thisChartWindowObjectsCount+1);
//chartWindowObjects[thisChartWindowObjectsCount] = objectId; // do I need this for deinit/reset? Probably Closing chart is sufficient
long chart_id = chartWindows[idx].id;
int window = 0;
//CChartObject object;
//bool success = ObjectCreate(chart_id,objectId,OBJ_TREND,window,fromDate,fromPrice,toDate,toPrice); // add color param
// ChartRedraw(chart_id);
}
// datetime time1 = 1581891300;
// double price1 = 1.08346;
// datetime time2 = 1581891600;
// double price2 = 1.08354;
//chart_id = ChartOpen("EURUSD",PERIOD_M5);
//Print(chart_id);
/*
bool CChartObjectTrend::Create(long chart_id,string name,int window,
datetime time1,double price1,datetime time2,double price2)
{
bool result=ObjectCreate(chart_id,name,OBJ_TREND,window,time1,price1,time2,price2);
if(result) result&=Attach(chart_id,name,window,2);
//---
return(result);
}
*/
// CChartObject object;
//ObjectCreate(chart_id,"ellipse",OBJ_ELLIPSE,window,time1,price1,time2,price2,time2,price2+0.00005);
//ObjectCreate(chart_id,"ellipse",OBJ_ELLIPSE,window,time1-100,price1,time1,price1+0.00010,time1+200,price1);
//ObjectCreate(chart_id,"trend",OBJ_TREND,window,time1,price1,time2,price2);
// ObjectCreate(chart_id,"reactangle",OBJ_TREND,window,time1,price1+0.00010,time2,price2+0.00020);
//--- attach chart object
/*
if(!object.Attach(ChartID(),"MyObject",0,2))
{
printf("Object attach error");
}
*/
//ChartSetSymbolPeriod(ChartID(), Symbol(),PERIOD_M5);
//ChartRedraw(chart_id);
}
//+------------------------------------------------------------------+
//| Account information |
//+------------------------------------------------------------------+
+2 -2
View File
@@ -33,8 +33,8 @@ int StringToEnum(string in,ENUM &out)
}
int StringToEnumInt(string indicatorConstantString, bool debug=1){
int StringToEnumInt(string indicatorConstantString)
{
int r = -1;
ENUM_ACCOUNT_INFO_DOUBLE a1;
+20 -8
View File
@@ -8,7 +8,7 @@
#property link "https://www.guntherschulz.de"
#property version "1.00"
#include <StringToEnumInt.mqh>
#include <EnumStringToInt.mqh>
#include <Zmq/Zmq.mqh>
#include <Json.mqh>
@@ -18,7 +18,7 @@ int CHART_SUB_PORT=15562;
// ZeroMQ Cnnections
Context context("MQL5 JSON API");
Socket chartLiveSocket(context,ZMQ_SUB);
Socket chartSubscriptionSocket(context,ZMQ_SUB);
//#property indicator_separate_window
//#property indicator_buffers 1
@@ -52,14 +52,16 @@ bool first = false;
//+------------------------------------------------------------------+
int OnInit()
{
bool result = chartLiveSocket.connect(StringFormat("tcp://%s:%d", HOST, CHART_SUB_PORT));
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);
chartLiveSocket.setSubscribe("");
chartLiveSocket.setLinger(1000);
// TODO subscribe only to own IndicatorId topic
// Subscribe to all topics
chartSubscriptionSocket.setSubscribe("");
chartSubscriptionSocket.setLinger(1000);
// Number of messages to buffer in RAM.
chartLiveSocket.setReceiveHighWaterMark(5); // TODO confirm settings
chartSubscriptionSocket.setReceiveHighWaterMark(5); // TODO confirm settings
}
//--- indicator buffers mapping;
@@ -130,6 +132,9 @@ void SubscriptionHandler(ZmqMsg &chartMsg){
if(message["indicatorChartId"]==IndicatorId) WriteToBuffer(message);
}
//+------------------------------------------------------------------+
//| Update indicator buffer function |
//+------------------------------------------------------------------+
void WriteToBuffer(CJAVal &message) {
int bufferSize = ArraySize(Buffer);
int messageDataSize = message["data"].Size();
@@ -172,13 +177,16 @@ dependable redraw after calling timer
*/
//+------------------------------------------------------------------+
//| Check for new indicator data function |
//+------------------------------------------------------------------+
void CheckMessages(){
// Timer() works, when the indicator is manually added to a chart, but not with ChartIndicatorAdd()
// This is a workaround for Timer(). It is needed, because Timer() works, when the indicator is manually added to a chart, but not with ChartIndicatorAdd()
ZmqMsg chartMsg;
// Recieve chart instructions stream from client via live Chart socket.
chartLiveSocket.recv(chartMsg,true);
chartSubscriptionSocket.recv(chartMsg,true);
// Request recived
if(chartMsg.size()>0){
@@ -189,6 +197,10 @@ void CheckMessages(){
}
}
//+------------------------------------------------------------------+
//| 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,