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add indicator

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control any mt5 indicator
This commit is contained in:
Gunther Schulz
2020-02-16 12:23:28 +01:00
parent c1e136d64e
commit f27bc3d1d9
1 changed files with 164 additions and 18 deletions
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Experts/JsonAPI.mq5
+164 -18
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@@ -36,6 +36,7 @@ int SYS_PORT=15555;
int DATA_PORT=15556;
int LIVE_PORT=15557;
int STR_PORT=15558;
int IND_DATA_PORT=15559;
// ZeroMQ Cnnections
Context context("MQL5 JSON API");
@@ -43,6 +44,7 @@ Socket sysSocket(context,ZMQ_REP);
Socket dataSocket(context,ZMQ_PUSH);
Socket liveSocket(context,ZMQ_PUSH);
Socket streamSocket(context,ZMQ_PUSH);
Socket indicatorDataSocket(context,ZMQ_PUSH);
// Global variables
bool debug = false;
@@ -53,6 +55,10 @@ string chartSymbols[];
int chartSymbolCount = 0;
string chartSymbolSettings[][3];
int indicatorCount = 0;
double indicators[];
string indicatorIds[];
//+------------------------------------------------------------------+
//| Bind ZMQ sockets to ports |
//+------------------------------------------------------------------+
@@ -66,22 +72,27 @@ bool BindSockets(){
if (result == false) return result;
result = streamSocket.bind(StringFormat("tcp://%s:%d", HOST,STR_PORT));
if (result == false) return result;
result = indicatorDataSocket.bind(StringFormat("tcp://%s:%d", HOST,IND_DATA_PORT));
if (result == false) return result;
Print("Bound 'System' socket on port ", SYS_PORT);
Print("Bound 'Data' socket on port ", DATA_PORT);
Print("Bound 'Live' socket on port ", LIVE_PORT);
Print("Bound 'Streaming' socket on port ", STR_PORT);
Print("Bound 'Indicator Data' socket on port ", IND_DATA_PORT);
sysSocket.setLinger(1000);
dataSocket.setLinger(1000);
liveSocket.setLinger(1000);
streamSocket.setLinger(1000);
indicatorDataSocket.setLinger(1000);
// Number of messages to buffer in RAM.
sysSocket.setSendHighWaterMark(1);
dataSocket.setSendHighWaterMark(5);
liveSocket.setSendHighWaterMark(1);
streamSocket.setSendHighWaterMark(50);
indicatorDataSocket.setSendHighWaterMark(5);
return result;
}
@@ -159,17 +170,31 @@ void OnTick(){
//+------------------------------------------------------------------+
//| Check if subscribed to symbol and timeframe combination |
//+------------------------------------------------------------------+
bool hasChartSymbol(string symbol, string chartTF)
bool HasChartSymbol(string symbol, string chartTF)
{
for(int i=0;i<ArraySize(chartSymbols);i++)
{
if(chartSymbolSettings[i][0] == symbol && chartSymbolSettings[i][1] == chartTF ){
if(chartSymbolSettings[i][0] == symbol && chartSymbolSettings[i][1] == chartTF){
return true;
}
}
return false;
}
//+------------------------------------------------------------------+
//| Get index of indicator handler array by indicator id string |
//+------------------------------------------------------------------+
int GetIndicatorIdxByIndicatorId(string indicatorId)
{
for(int i=0;i<indicatorCount;i++)
{
if(indicatorIds[i] == indicatorId){
return i;
}
}
return -1;
}
//+------------------------------------------------------------------+
//| Stream live price data |
//+------------------------------------------------------------------+
@@ -264,6 +289,7 @@ void OnTimer(){
}
/*
//+------------------------------------------------------------------+
//| ChartEvent function |
//| This function must be declared, even if it empty. |
@@ -277,6 +303,7 @@ void OnChartEvent(const int id, // event id
{
//--- Add your code here...
}
*/
//+------------------------------------------------------------------+
//| Request handler |
@@ -304,14 +331,15 @@ void RequestHandler(ZmqMsg &request){
// Process action command
string action = message["action"].ToStr();
if(action=="CONFIG") {ScriptConfiguration(message);}
else if(action=="ACCOUNT") {GetAccountInfo();}
else if(action=="BALANCE") {GetBalanceInfo();}
else if(action=="HISTORY") {HistoryInfo(message);}
else if(action=="TRADE") {TradingModule(message);}
else if(action=="POSITIONS") {GetPositions(message);}
else if(action=="ORDERS") {GetOrders(message);}
else if(action=="RESET") {ResetSubscriptions(message);}
if(action=="CONFIG") ScriptConfiguration(message);
else if(action=="ACCOUNT") GetAccountInfo();
else if(action=="BALANCE") GetBalanceInfo();
else if(action=="HISTORY") HistoryInfo(message);
else if(action=="TRADE") TradingModule(message);
else if(action=="POSITIONS") GetPositions(message);
else if(action=="ORDERS") GetOrders(message);
else if(action=="RESET") ResetSubscriptionsAndIndicators();
else if(action=="INDICATOR") StartIndicator(message);
// Action command error processing
else ActionDoneOrError(65538, __FUNCTION__);
@@ -329,7 +357,7 @@ void ScriptConfiguration(CJAVal &dataObject){
string symbArr[1];
symbArr[0]= symbol;
if (!hasChartSymbol(symbol, chartTF)) {
if (!HasChartSymbol(symbol, chartTF)) {
ArrayInsert(chartSymbols,symbArr,0);
ArrayResize(chartSymbolSettings,chartSymbolCount+1);
chartSymbolSettings[chartSymbolCount][0]=symbol;
@@ -346,6 +374,116 @@ void ScriptConfiguration(CJAVal &dataObject){
}
//+------------------------------------------------------------------+
//| Start new indicator instance |
//+------------------------------------------------------------------+
void StartIndicator(CJAVal &dataObject){
string symbol=dataObject["symbol"].ToStr();
string chartTF=dataObject["chartTF"].ToStr();
string id=dataObject["id"].ToStr();
string indicatorName=dataObject["indicatorName"].ToStr();
indicatorCount++;
ArrayResize(indicators,indicatorCount);
ArrayResize(indicatorIds,indicatorCount);
int idx = indicatorCount-1;
indicatorIds[idx] = id;
double params[];
int paramsCount = dataObject["indicatorParams"].Size();
for(int i=0;i<paramsCount;i++){
ArrayResize(params, i+1);
params[i] = dataObject["indicatorParams"][i].ToDbl();
}
// Case construct for passing variable parameter count to the iCustom function is used, because MQL5 does not seem to support expanding an array to a function parameter list
switch(paramsCount)
{
case 0:
indicators[idx] = iCustom(symbol,GetTimeframe(chartTF),indicatorName);
break;
case 1:
indicators[idx] = iCustom(symbol,GetTimeframe(chartTF),indicatorName, params[0]);
break;
case 2:
indicators[idx] = iCustom(symbol,GetTimeframe(chartTF),indicatorName, params[1], params[2]);
break;
case 3:
indicators[idx] = iCustom(symbol,GetTimeframe(chartTF),indicatorName, params[1], params[2], params[3]);
break;
case 4:
indicators[idx] = iCustom(symbol,GetTimeframe(chartTF),indicatorName, params[1], params[2], params[3], params[4]);
break;
case 5:
indicators[idx] = iCustom(symbol,GetTimeframe(chartTF),indicatorName, params[1], params[2], params[3], params[4], params[5]);
break;
case 6:
indicators[idx] = iCustom(symbol,GetTimeframe(chartTF),indicatorName, params[1], params[2], params[3], params[4], params[5], params[6]);
break;
case 7:
indicators[idx] = iCustom(symbol,GetTimeframe(chartTF),indicatorName, params[1], params[2], params[3], params[4], params[5], params[6], params[7]);
break;
case 8:
indicators[idx] = iCustom(symbol,GetTimeframe(chartTF),indicatorName, params[1], params[2], params[3], params[4], params[5], params[6], params[7], params[8]);
break;
case 9:
indicators[idx] = iCustom(symbol,GetTimeframe(chartTF),indicatorName, params[1], params[2], params[3], params[4], params[5], params[6], params[7], params[8], params[9]);
break;
case 10:
indicators[idx] = iCustom(symbol,GetTimeframe(chartTF),indicatorName, params[1], params[2], params[3], params[4], params[5], params[6], params[7], params[8], params[9], params[10]);
break;
default:
// TODO error handling
break;
}
GetIndicatorResult(dataObject);
// TODO more error handling
if(SymbolInfoInteger(symbol, SYMBOL_EXIST)){
ActionDoneOrError(ERR_SUCCESS, __FUNCTION__);
}
else ActionDoneOrError(ERR_MARKET_UNKNOWN_SYMBOL, __FUNCTION__);
}
//+------------------------------------------------------------------+
//| Get indicator results |
//+------------------------------------------------------------------+
void GetIndicatorResult(CJAVal &dataObject) {
datetime fromDate=StringToTime(dataObject["fromDate"].ToStr());
string id=dataObject["id"].ToStr();
string indicatorName=dataObject["indicatorName"].ToStr();
int idx = GetIndicatorIdxByIndicatorId(id);
double values[10];
CJAVal results[10];
for(int i=0;i<10;i++){
values[i] = 0.0;
results[i] = 0.0;
if(idx >= 0) {
if(CopyBuffer(indicators[idx], i, fromDate, 1, values) < 0) values[0] = 0.0;
results[i] = DoubleToString(values[0]);
}
else {
// TODO error handling
}
}
if (liveStream) {
CJAVal data;
data["id"] = (string) id;
data["data"].Set(results);
string t=data.Serialize();
if(debug) Print(t);
InformClientSocket(indicatorDataSocket,t);
}
}
//+------------------------------------------------------------------+
//| Account information |
//+------------------------------------------------------------------+
@@ -709,18 +847,26 @@ void GetOrders(CJAVal &dataObject){
}
//+------------------------------------------------------------------+
//| Clear symbol subscriptions |
//| Clear symbol subscriptions and indicators |
//+------------------------------------------------------------------+
void ResetSubscriptions(CJAVal &dataObject){
void ResetSubscriptionsAndIndicators(){
ArrayFree(chartSymbols);
chartSymbolCount=0;
ArrayFree(chartSymbolSettings);
chartSymbolCount=0;
if(ArraySize(chartSymbols)!=0 ||ArraySize(chartSymbolSettings)!=0){
bool error = false;
for(int i=0;i<chartSymbolCount;i++){
if(!IndicatorRelease(indicators[i])) error = true;
}
ArrayFree(indicators);
ArrayFree(indicatorIds);
indicatorCount = 0;
if(ArraySize(chartSymbols)!=0 || ArraySize(chartSymbolSettings)!=0 || ArraySize(indicators)!=0 || ArraySize(indicatorIds)!=0 || error){
// TODO Implement propery error codes and descriptions
ActionDoneOrError(65540, __FUNCTION__);
ActionDoneOrError(GetLastError(), __FUNCTION__);
}
else ActionDoneOrError(ERR_SUCCESS, __FUNCTION__);
}
@@ -1045,7 +1191,7 @@ string GetErrorID(int error){
case 65537: return("ERR_DESERIALIZATION"); break;
case 65538: return("ERR_WRONG_ACTION"); break;
case 65539: return("ERR_WRONG_ACTION_TYPE"); break;
case 65540: return("ERR_CLEAR_SUBSCRIPTIONS_FAILED"); break;
//case 65540: return("ERR_CLEAR_SUBSCRIPTIONS_FAILED"); break;
case 65541: return("ERR_RETRIEVE_DATA_FAILED"); break;
case 65542: return("ERR_CFILE_CREATION_FAILED"); break;
@@ -1083,4 +1229,4 @@ string getUninitReasonText(int reasonCode)
}
//---
return text;
}
}