Gunther Schulz
2510e59cd6
plots would shift if the processing of indicaters would shift, if a new candle would for in MT while processing of indicator data of the client was still in process. The fix ensure, that any new indicator data starts at the correct timestamp.
621 lines
18 KiB
Plaintext
621 lines
18 KiB
Plaintext
//+------------------------------------------------------------------+
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//| JsonAPIIndicator.mq5 |
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//| Copyright 2020, Gunther Schulz |
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//| https://www.guntherschulz.de |
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//+------------------------------------------------------------------+
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#property copyright "2020 Gunther Schulz"
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#property link "https://www.guntherschulz.de"
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#property version "1.00"
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#include <StringToEnumInt.mqh>
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#include <Zmq/Zmq.mqh>
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#include <Json.mqh>
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// Set ports and host for ZeroMQ
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string HOST="localhost";
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int CHART_SUB_PORT=15562;
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// ZeroMQ Cnnections
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Context context("MQL5 JSON API");
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Socket chartSubscriptionSocket(context,ZMQ_SUB);
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//--- input parameters
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#property indicator_buffers 31
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#property indicator_plots 30
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input string IndicatorId="";
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input string ShortName="JsonAPIIndicator";
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//--- indicator settings
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double B0[], B1[], B2[], B3[], B4[], B5[], B6[], B7[], B8[], B9[], B10[];
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double B11[], B12[], B13[], B14[], B15[], B16[], B17[], B18[], B19[], B20[];
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double B21[], B22[], B23[], B24[], B25[], B26[], B27[], B28[], B29[];
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bool debug = false;
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int activeBufferCount = 0;
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long mtChartId = 0;
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bool setFormingCandleBlank = true;
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//+------------------------------------------------------------------+
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//| Custom indicator initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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bool result = chartSubscriptionSocket.connect(StringFormat("tcp://%s:%d", HOST, CHART_SUB_PORT));
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if(result == false)
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{
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Print("Failed to subscrbe on port ", CHART_SUB_PORT);
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}
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else
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{
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if(debug)
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Print("Accepting Chart Indicator data on port ", CHART_SUB_PORT);
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// TODO subscribe only to own IndicatorId topic
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// Subscribe to all topics
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chartSubscriptionSocket.setSubscribe("");
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//chartSubscriptionSocket.setLinger(1000);
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chartSubscriptionSocket.setLinger(10000);
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// Number of messages to buffer in RAM.
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chartSubscriptionSocket.setReceiveHighWaterMark(5); // TODO confirm settings
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}
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//--- indicator buffers mapping;
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ArraySetAsSeries(B0,true);
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ArraySetAsSeries(B1,true);
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ArraySetAsSeries(B2,true);
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ArraySetAsSeries(B3,true);
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ArraySetAsSeries(B4,true);
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ArraySetAsSeries(B5,true);
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ArraySetAsSeries(B6,true);
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ArraySetAsSeries(B7,true);
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ArraySetAsSeries(B8,true);
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ArraySetAsSeries(B9,true);
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ArraySetAsSeries(B10,true);
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ArraySetAsSeries(B11,true);
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ArraySetAsSeries(B12,true);
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ArraySetAsSeries(B13,true);
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ArraySetAsSeries(B14,true);
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ArraySetAsSeries(B15,true);
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ArraySetAsSeries(B16,true);
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ArraySetAsSeries(B17,true);
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ArraySetAsSeries(B18,true);
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ArraySetAsSeries(B19,true);
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ArraySetAsSeries(B20,true);
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ArraySetAsSeries(B21,true);
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ArraySetAsSeries(B22,true);
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ArraySetAsSeries(B23,true);
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ArraySetAsSeries(B24,true);
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ArraySetAsSeries(B25,true);
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ArraySetAsSeries(B26,true);
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ArraySetAsSeries(B27,true);
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ArraySetAsSeries(B28,true);
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ArraySetAsSeries(B29,true);
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SetIndexBuffer(0,B0,INDICATOR_CALCULATIONS);
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SetIndexBuffer(1,B1,INDICATOR_CALCULATIONS);
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SetIndexBuffer(2,B2,INDICATOR_CALCULATIONS);
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SetIndexBuffer(3,B3,INDICATOR_CALCULATIONS);
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SetIndexBuffer(4,B4,INDICATOR_CALCULATIONS);
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SetIndexBuffer(5,B5,INDICATOR_CALCULATIONS);
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SetIndexBuffer(6,B6,INDICATOR_CALCULATIONS);
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SetIndexBuffer(7,B7,INDICATOR_CALCULATIONS);
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SetIndexBuffer(8,B8,INDICATOR_CALCULATIONS);
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SetIndexBuffer(9,B9,INDICATOR_CALCULATIONS);
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SetIndexBuffer(10,B10,INDICATOR_CALCULATIONS);
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SetIndexBuffer(11,B11,INDICATOR_CALCULATIONS);
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SetIndexBuffer(12,B12,INDICATOR_CALCULATIONS);
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SetIndexBuffer(13,B13,INDICATOR_CALCULATIONS);
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SetIndexBuffer(14,B14,INDICATOR_CALCULATIONS);
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SetIndexBuffer(15,B15,INDICATOR_CALCULATIONS);
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SetIndexBuffer(16,B16,INDICATOR_CALCULATIONS);
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SetIndexBuffer(17,B17,INDICATOR_CALCULATIONS);
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SetIndexBuffer(18,B18,INDICATOR_CALCULATIONS);
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SetIndexBuffer(19,B19,INDICATOR_CALCULATIONS);
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SetIndexBuffer(20,B20,INDICATOR_CALCULATIONS);
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SetIndexBuffer(21,B21,INDICATOR_CALCULATIONS);
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SetIndexBuffer(22,B22,INDICATOR_CALCULATIONS);
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SetIndexBuffer(23,B23,INDICATOR_CALCULATIONS);
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SetIndexBuffer(24,B24,INDICATOR_CALCULATIONS);
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SetIndexBuffer(25,B25,INDICATOR_CALCULATIONS);
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SetIndexBuffer(26,B26,INDICATOR_CALCULATIONS);
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SetIndexBuffer(27,B27,INDICATOR_CALCULATIONS);
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SetIndexBuffer(28,B28,INDICATOR_CALCULATIONS);
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SetIndexBuffer(29,B29,INDICATOR_CALCULATIONS);
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//---
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IndicatorSetString(INDICATOR_SHORTNAME,ShortName);
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return(INIT_SUCCEEDED);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void OnDeinit(const int reason)
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{
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// Print("INDI DEINIT ",reason);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void SetStyle(int bufferIdx, string linelabel, color colorstyle, int linetype, int linestyle, int linewidth)
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{
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PlotIndexSetString(bufferIdx,PLOT_LABEL,linelabel);
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PlotIndexSetInteger(bufferIdx,PLOT_LINE_COLOR,0,colorstyle);
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PlotIndexSetInteger(bufferIdx,PLOT_DRAW_TYPE,linetype);
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PlotIndexSetInteger(bufferIdx,PLOT_LINE_STYLE,linestyle);
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PlotIndexSetInteger(bufferIdx,PLOT_LINE_WIDTH,linewidth);
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}
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//+------------------------------------------------------------------+
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//| Custom indicator iteration function |
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//+------------------------------------------------------------------+
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int OnCalculate(const int rates_total,
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const int prev_calculated,
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const datetime &time[],
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const double &open[],
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const double &high[],
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const double &low[],
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const double &close[],
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const long &tick_volume[],
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const long &volume[],
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const int &spread[])
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{
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// While a new candle is forming, set the current value to be empty
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if(rates_total>prev_calculated && setFormingCandleBlank)
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{
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B0[0] = EMPTY_VALUE;
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B1[0] = EMPTY_VALUE;
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B2[0] = EMPTY_VALUE;
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B3[0] = EMPTY_VALUE;
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B4[0] = EMPTY_VALUE;
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B5[0] = EMPTY_VALUE;
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B6[0] = EMPTY_VALUE;
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B7[0] = EMPTY_VALUE;
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B8[0] = EMPTY_VALUE;
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B9[0] = EMPTY_VALUE;
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B10[0] = EMPTY_VALUE;
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B11[0] = EMPTY_VALUE;
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B12[0] = EMPTY_VALUE;
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B13[0] = EMPTY_VALUE;
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B14[0] = EMPTY_VALUE;
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B15[0] = EMPTY_VALUE;
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B16[0] = EMPTY_VALUE;
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B17[0] = EMPTY_VALUE;
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B18[0] = EMPTY_VALUE;
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B19[0] = EMPTY_VALUE;
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B20[0] = EMPTY_VALUE;
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B21[0] = EMPTY_VALUE;
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B22[0] = EMPTY_VALUE;
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B23[0] = EMPTY_VALUE;
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B24[0] = EMPTY_VALUE;
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B25[0] = EMPTY_VALUE;
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B26[0] = EMPTY_VALUE;
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B27[0] = EMPTY_VALUE;
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B28[0] = EMPTY_VALUE;
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B29[0] = EMPTY_VALUE;
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}
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//--- return value of prev_calculated for next call
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return(rates_total);
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void SubscriptionHandler(ZmqMsg &chartMsg)
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{
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CJAVal message;
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// Get data from request
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string msg=chartMsg.getData();
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if(debug)
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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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Alert("Deserialization Error");
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ExpertRemove();
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}
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if(message["chartIndicatorId"]==IndicatorId)
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{
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if(message["action"]=="PLOT" && message["actionType"]=="DATA")
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{
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int bufferIdx = message["indicatorBufferId"].ToInt();
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if(bufferIdx == 0)
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{
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WriteToBuffer(message, B0);
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SetIndexBuffer(0,B0,INDICATOR_DATA);
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}
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if(bufferIdx == 1)
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{
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WriteToBuffer(message, B1);
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SetIndexBuffer(1,B1,INDICATOR_DATA);
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}
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if(bufferIdx == 2)
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{
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WriteToBuffer(message, B2);
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SetIndexBuffer(2,B2,INDICATOR_DATA);
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}
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if(bufferIdx == 3)
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{
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WriteToBuffer(message, B3);
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SetIndexBuffer(3,B3,INDICATOR_DATA);
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}
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if(bufferIdx == 4)
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{
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WriteToBuffer(message, B4);
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SetIndexBuffer(4,B4,INDICATOR_DATA);
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}
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if(bufferIdx == 5)
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{
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WriteToBuffer(message, B5);
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SetIndexBuffer(5,B5,INDICATOR_DATA);
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}
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if(bufferIdx == 6)
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{
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WriteToBuffer(message, B6);
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SetIndexBuffer(6,B6,INDICATOR_DATA);
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}
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if(bufferIdx == 7)
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{
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WriteToBuffer(message, B7);
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SetIndexBuffer(7,B7,INDICATOR_DATA);
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}
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if(bufferIdx == 8)
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{
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WriteToBuffer(message, B8);
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SetIndexBuffer(8,B8,INDICATOR_DATA);
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}
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if(bufferIdx == 9)
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{
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WriteToBuffer(message, B9);
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SetIndexBuffer(9,B9,INDICATOR_DATA);
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}
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if(bufferIdx == 10)
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{
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WriteToBuffer(message, B10);
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SetIndexBuffer(10,B10,INDICATOR_DATA);
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}
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if(bufferIdx == 11)
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{
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WriteToBuffer(message, B11);
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SetIndexBuffer(11,B11,INDICATOR_DATA);
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}
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if(bufferIdx == 12)
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{
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WriteToBuffer(message, B12);
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SetIndexBuffer(12,B12,INDICATOR_DATA);
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}
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if(bufferIdx == 13)
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{
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WriteToBuffer(message, B13);
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SetIndexBuffer(13,B13,INDICATOR_DATA);
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}
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if(bufferIdx == 14)
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{
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WriteToBuffer(message, B14);
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SetIndexBuffer(14,B14,INDICATOR_DATA);
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}
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if(bufferIdx == 15)
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{
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WriteToBuffer(message, B15);
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SetIndexBuffer(15,B15,INDICATOR_DATA);
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}
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if(bufferIdx == 16)
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{
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WriteToBuffer(message, B16);
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SetIndexBuffer(16,B16,INDICATOR_DATA);
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}
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if(bufferIdx == 17)
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{
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WriteToBuffer(message, B17);
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SetIndexBuffer(17,B17,INDICATOR_DATA);
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}
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if(bufferIdx == 18)
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{
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WriteToBuffer(message, B18);
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SetIndexBuffer(18,B18,INDICATOR_DATA);
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}
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if(bufferIdx == 19)
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{
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WriteToBuffer(message, B19);
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SetIndexBuffer(19,B19,INDICATOR_DATA);
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}
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if(bufferIdx == 20)
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{
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WriteToBuffer(message, B20);
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SetIndexBuffer(20,B20,INDICATOR_DATA);
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}
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if(bufferIdx == 21)
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{
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WriteToBuffer(message, B21);
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SetIndexBuffer(21,B21,INDICATOR_DATA);
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}
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if(bufferIdx == 22)
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{
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WriteToBuffer(message, B22);
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SetIndexBuffer(22,B22,INDICATOR_DATA);
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}
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if(bufferIdx == 23)
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{
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WriteToBuffer(message, B23);
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SetIndexBuffer(23,B23,INDICATOR_DATA);
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}
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if(bufferIdx == 24)
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{
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WriteToBuffer(message, B24);
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SetIndexBuffer(24,B24,INDICATOR_DATA);
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}
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if(bufferIdx == 25)
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{
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WriteToBuffer(message, B25);
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SetIndexBuffer(25,B25,INDICATOR_DATA);
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}
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if(bufferIdx == 26)
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{
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WriteToBuffer(message, B26);
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SetIndexBuffer(26,B26,INDICATOR_DATA);
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}
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if(bufferIdx == 27)
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{
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WriteToBuffer(message, B27);
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SetIndexBuffer(27,B27,INDICATOR_DATA);
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}
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if(bufferIdx == 28)
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{
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WriteToBuffer(message, B28);
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SetIndexBuffer(28,B28,INDICATOR_DATA);
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}
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if(bufferIdx == 29)
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{
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WriteToBuffer(message, B29);
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SetIndexBuffer(29,B29,INDICATOR_DATA);
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}
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ChartRedraw(mtChartId);
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}
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else
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if(message["action"]=="PLOT" && message["actionType"]=="ADDBUFFER")
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{
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string linelabel = message["style"]["linelabel"].ToStr();
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string colorstyleStr = message["style"]["color"].ToStr();
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string linetypeStr = message["style"]["linetype"].ToStr();
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string linestyleStr = message["style"]["linestyle"].ToStr();
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int linewidth = message["style"]["linewidth"].ToInt();
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setFormingCandleBlank = message["style"]["blankforming"].ToBool();
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color colorstyle = StringToColor(colorstyleStr);
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int linetype = StringToEnumInt(linetypeStr);
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int linestyle = StringToEnumInt(linestyleStr);
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SetStyle(activeBufferCount, linelabel, colorstyle, linetype, linestyle, linewidth);
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activeBufferCount = activeBufferCount + 1;
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ClearBuffer(activeBufferCount-1);
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}
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}
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void Clear(double &buffer[])
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{
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int bufferSize = ArraySize(buffer);
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for(int i=0; i<bufferSize; i++)
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{
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buffer[i] = EMPTY_VALUE;
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}
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}
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//+------------------------------------------------------------------+
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//| |
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//+------------------------------------------------------------------+
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void ClearBuffer(int bufferIdx)
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{
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switch(bufferIdx)
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{
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case 0:
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{
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Clear(B0);
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}
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case 1:
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{
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Clear(B1);
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}
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case 2:
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{
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Clear(B2);
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}
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case 3:
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{
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Clear(B3);
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}
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case 4:
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{
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Clear(B4);
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}
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case 5:
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{
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Clear(B5);
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}
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case 6:
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{
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Clear(B6);
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}
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case 7:
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{
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Clear(B7);
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}
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case 8:
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{
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Clear(B8);
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}
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case 9:
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{
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Clear(B9);
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}
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case 10:
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{
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Clear(B10);
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}
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case 11:
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{
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Clear(B11);
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}
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case 12:
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{
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Clear(B12);
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}
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case 13:
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{
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Clear(B13);
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}
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case 14:
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{
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Clear(B14);
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}
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case 15:
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{
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Clear(B15);
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}
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case 16:
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{
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Clear(B16);
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}
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case 17:
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{
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Clear(B17);
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}
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case 18:
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{
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Clear(B18);
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}
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case 19:
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{
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Clear(B19);
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}
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case 20:
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{
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Clear(B20);
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}
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case 21:
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{
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Clear(B21);
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}
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case 22:
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{
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Clear(B22);
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}
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case 23:
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{
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Clear(B23);
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}
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case 24:
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{
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Clear(B24);
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}
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case 25:
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{
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Clear(B25);
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}
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case 26:
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{
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Clear(B26);
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}
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case 27:
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{
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Clear(B27);
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}
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case 28:
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{
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Clear(B28);
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}
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case 29:
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{
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Clear(B29);
|
|
}
|
|
break;
|
|
default:
|
|
{} break;
|
|
}
|
|
}
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| Update indicator buffer function |
|
|
//+------------------------------------------------------------------+
|
|
void WriteToBuffer(CJAVal &message, double &buffer[])
|
|
{
|
|
|
|
int bufferSize = ArraySize(buffer);
|
|
int messageDataSize = message["data"].Size();
|
|
|
|
// calculate the buffer offset
|
|
MqlRates r[];
|
|
mtChartId =(datetime)message["mtChartId"].ToInt();
|
|
datetime fromDate=(datetime)message["fromDate"].ToInt();
|
|
datetime toDate=TimeCurrent();
|
|
ENUM_TIMEFRAMES period = ChartPeriod(mtChartId);
|
|
string symbol = ChartSymbol(mtChartId);
|
|
int rateCount;
|
|
|
|
rateCount = CopyRates(symbol, period, fromDate, toDate, r);
|
|
int offset = rateCount - 1;
|
|
|
|
// write to buffer
|
|
for(int i=0; i<messageDataSize; i++)
|
|
{
|
|
// don't add more elements than the automatically sized buffer array can
|
|
if(i+offset<bufferSize)
|
|
{
|
|
double val = message["data"][i].ToDbl();
|
|
if(val >= EMPTY_VALUE)
|
|
val = EMPTY_VALUE;
|
|
buffer[i+offset] = val;
|
|
}
|
|
}
|
|
}
|
|
|
|
|
|
//+------------------------------------------------------------------+
|
|
//| 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();
|
|
}
|
|
//+----------------------------------------------------
|