Gunther Schulz
347 lines
12 KiB
Plaintext
347 lines
12 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 21
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#property indicator_plots 20
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#property indicator_label1 "JsonAPI"
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#property indicator_type1 DRAW_NONE
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#property indicator_type2 DRAW_NONE
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#property indicator_type3 DRAW_NONE
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//#property indicator_color3 CLR_NONE
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#property indicator_type4 DRAW_NONE
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#property indicator_type5 DRAW_NONE
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input string IndicatorId="";
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input string ShortName="JsonAPI";
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//--- indicator settings
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double B0[], B1[], B2[], B3[], B4[], B5[], B6[], B7[], B8[], B9[], B10[], B11[], B12[], B13[], B14[], B15[], B16[], B17[], B18[], B19[], alive[];
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bool debug = true;
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bool first = false;
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int activeBufferCount = 0;
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int activeBufferCount = 0;
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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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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(alive,true);
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SetIndexBuffer(0,B0,INDICATOR_DATA);
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SetIndexBuffer(1,B1,INDICATOR_DATA);
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SetIndexBuffer(2,B2,INDICATOR_DATA);
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SetIndexBuffer(3,B3,INDICATOR_DATA);
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SetIndexBuffer(4,B4,INDICATOR_DATA);
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SetIndexBuffer(5,B5,INDICATOR_DATA);
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SetIndexBuffer(6,B6,INDICATOR_DATA);
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SetIndexBuffer(7,B7,INDICATOR_DATA);
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SetIndexBuffer(8,B8,INDICATOR_DATA);
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SetIndexBuffer(9,B9,INDICATOR_DATA);
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SetIndexBuffer(10,B10,INDICATOR_DATA);
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SetIndexBuffer(11,B11,INDICATOR_DATA);
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SetIndexBuffer(12,B12,INDICATOR_DATA);
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SetIndexBuffer(13,B13,INDICATOR_DATA);
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SetIndexBuffer(14,B14,INDICATOR_DATA);
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SetIndexBuffer(15,B15,INDICATOR_DATA);
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SetIndexBuffer(16,B16,INDICATOR_DATA);
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SetIndexBuffer(17,B17,INDICATOR_DATA);
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SetIndexBuffer(18,B18,INDICATOR_DATA);
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SetIndexBuffer(19,B19,INDICATOR_DATA);
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SetIndexBuffer(20,alive,INDICATOR_CALCULATIONS); // If the buffer index changes, the line starting with "CopyBuffer(chartWindowIndicators[i].indicatorHandle," in JsonAPI.mq5 has to be updated
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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 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)
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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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}
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if(first==false)
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alive[0] = 1;
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// ChartRedraw(0);
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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["indicatorChartId"]==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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WriteToBuffer(message, B0);
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if(bufferIdx == 1)
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WriteToBuffer(message, B1);
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if(bufferIdx == 2)
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WriteToBuffer(message, B2);
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if(bufferIdx == 3)
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WriteToBuffer(message, B3);
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if(bufferIdx == 4)
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WriteToBuffer(message, B4);
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if(bufferIdx == 5)
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WriteToBuffer(message, B5);
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if(bufferIdx == 6)
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WriteToBuffer(message, B6);
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if(bufferIdx == 7)
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WriteToBuffer(message, B7);
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if(bufferIdx == 8)
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WriteToBuffer(message, B8);
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if(bufferIdx == 9)
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WriteToBuffer(message, B9);
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if(bufferIdx == 10)
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WriteToBuffer(message, B10);
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if(bufferIdx == 11)
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WriteToBuffer(message, B11);
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if(bufferIdx == 12)
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WriteToBuffer(message, B12);
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if(bufferIdx == 13)
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WriteToBuffer(message, B13);
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if(bufferIdx == 14)
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WriteToBuffer(message, B14);
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if(bufferIdx == 15)
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WriteToBuffer(message, B15);
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if(bufferIdx == 16)
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WriteToBuffer(message, B16);
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if(bufferIdx == 17)
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WriteToBuffer(message, B17);
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if(bufferIdx == 18)
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WriteToBuffer(message, B18);
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if(bufferIdx == 19)
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WriteToBuffer(message, B19);
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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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color colorstyle = StringToColor(colorstyleStr);
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int linetype = StringToEnumInt(linetypeStr);
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int linestyle = StringToEnumInt(linestyleStr);
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/*
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//if (aa == false) {
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Print("SETBUFF ActCount ",activeBufferCount);
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if (activeBufferCount == 0) {SetIndexBuffer(0,B1,INDICATOR_DATA);} // Two semicolons ar required! No idea why. Seems to be a timing problem, better to keep it in init()
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if (activeBufferCount == 1) {SetIndexBuffer(1,B2,INDICATOR_DATA);;}
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if (activeBufferCount == 2) {SetIndexBuffer(2,B3,INDICATOR_DATA);;}
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if (activeBufferCount == 3) {SetIndexBuffer(3,B4,INDICATOR_DATA);;}
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if (activeBufferCount == 4) {SetIndexBuffer(4,B5,INDICATOR_DATA);;}
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//aa = true;}
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*/
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SetStyle(activeBufferCount, linelabel, colorstyle, linetype, linestyle, linewidth);
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activeBufferCount = activeBufferCount + 1;
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Update indicator buffer function |
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//+------------------------------------------------------------------+
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void WriteToBuffer(CJAVal &message, double &buffer[])
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{
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int bufferSize = ArraySize(buffer);
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int messageDataSize = message["data"].Size();
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// TODO check if this is working as expected. Seems to
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if(first==false)
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{
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for(int i=0; i<activeBufferCount; i++)
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{
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//Print("BUFF ",bufferSize-messageDataSize, " ",ArraySize(B2)," ", ArraySize(B3), " ",messageDataSize);
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PlotIndexSetInteger(i,PLOT_DRAW_BEGIN,bufferSize-messageDataSize);
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}
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first = true;
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}
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for(int i=0; i<messageDataSize; i++)
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{
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// don't add more elements than the automatically sized buffer array can hold
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if(i+1<bufferSize)
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{
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// the first element is the current unformed candle, so we start at index 1
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// we reverse the order of the incoming values, which are expected to be ascending
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//buffer[i+1] = message["data"][messageDataSize-1-i].ToDbl();
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buffer[i+1] = message["data"][messageDataSize-1-i].ToDbl();
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}
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}
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// Set the most recent plotted value to nothing, as we do not have any data for yet unformed candles
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buffer[0] = EMPTY_VALUE;
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}
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//+------------------------------------------------------------------+
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//| Check for new indicator data function |
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//+------------------------------------------------------------------+
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void CheckMessages()
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{
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// 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()
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ZmqMsg chartMsg;
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// Recieve chart instructions stream from client via live Chart socket.
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chartSubscriptionSocket.recv(chartMsg,true);
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// Request recieved
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if(chartMsg.size()>0)
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{
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// Handle subscription SubscriptionHandler()
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SubscriptionHandler(chartMsg);
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ChartRedraw(ChartID());
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}
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}
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//+------------------------------------------------------------------+
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//| OnTimer() workaround function |
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//+------------------------------------------------------------------+
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// Gets triggered by the OnTimer() function of the JsonAPI Expert script
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void OnChartEvent(const int id,
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const long &lparam,
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const double &dparam,
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const string &sparam)
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{
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if(id==CHARTEVENT_CUSTOM+222)
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CheckMessages();
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}
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//+----------------------------------------------------
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