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Refactored poll support. Add Chapter 2 examples from the official ZMQ guide.

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Ding Li
2017-07-18 16:40:22 +08:00
parent 4645013bb2
commit 01afabc408
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README.md
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@@ -7,11 +7,19 @@ ZMQ binding for the MQL language (both 32bit MT4 and 64bit MT5)
This is a complete binding of the [ZeroMQ](http://zeromq.org/) library
for the MQL4/5 language provided by MetaTrader4/5.
Traders with programming abilities have always wanted a messaging solution
like ZeroMQ, simple and powerful, far better than the PIPE trick as
suggested by the official articles. However, bindings for MQL were either outdated or not complete (mostly toy projects and only basic features are implemented). This binding is based on latest 4.2 version of the library, and provides all functionalities as specified in the API documentation.
Traders with programming abilities have always wanted a messaging solution like
ZeroMQ, simple and powerful, far better than the PIPE trick as suggested by the
official articles. However, bindings for MQL were either outdated or not
complete (mostly toy projects and only basic features are implemented). This
binding is based on latest 4.2 version of the library, and provides all
functionalities as specified in the API documentation.
This binding tries to remain compatible between MQL4/5. Users of both versions can use this binding, with a single set of headers. MQL4 and MQL5 are basically the same in that they are merged in recent versions. The difference is in the runtime environment (MetaTrader5 is 64bit by default, while MetaTrader4 is 32bit). The trading system is also different, but it is no concern of this binding.
This binding tries to remain compatible between MQL4/5. Users of both versions
can use this binding, with a single set of headers. MQL4 and MQL5 are basically
the same in that they are merged in recent versions. The difference is in the
runtime environment (MetaTrader5 is 64bit by default, while MetaTrader4 is
32bit). The trading system is also different, but it is no concern of this
binding.
## Files
@@ -19,13 +27,27 @@ This binding contains three sets of files:
1. The binding itself is in the `Include/Zmq` directory.
2. The testing scripts and zmq guide examples are in `Scripts` directory. The script files are mq4 by default, but you can change the extension to mq5 to use them in MetaTrader5.
2. The testing scripts and zmq guide examples are in `Scripts` directory. The
script files are mq4 by default, but you can change the extension to mq5 to
use them in MetaTrader5.
3. Precompiled DLLs of both 64bit (`Library/MT5`) and 32bit (`Library/MT4`) ZeroMQ and libsodium are provided. Copy the corresponding DLLs to the `Library` folder of your MetaTrader terminal. If you are using MT5 32bit, use the 32bit version from `Library/MT4`. The DLLs require that you have the latest Visual C++ runtime (2015). *Note* that these DLLs are compiled from official sources, without any modification. You can compile your own if you don't trust these binaries. The `libsodium.dll` is copied from the official binary release. If you want to support security mechanisms other than `curve`, or you want to use transports like OpenPGM, you need to compile your own DLL.
3. Precompiled DLLs of both 64bit (`Library/MT5`) and 32bit (`Library/MT4`)
ZeroMQ and libsodium are provided. Copy the corresponding DLLs to the
`Library` folder of your MetaTrader terminal. If you are using MT5 32bit, use
the 32bit version from `Library/MT4`. The DLLs require that you have the
latest Visual C++ runtime (2015). *Note* that these DLLs are compiled from
official sources, without any modification. You can compile your own if you
don't trust these binaries. The `libsodium.dll` is copied from the official
binary release. If you want to support security mechanisms other than
`curve`, or you want to use transports like OpenPGM, you need to compile your
own DLL.
## About string encoding
MQL strings are Win32 UNICODE strings (basically 2-byte UTF-16). In this binding all strings are converted to utf-8 strings before sending to the dll layer. The ZmqMsg supports a constructor from MQL strings, the default is _NOT_ null-terminated.
MQL strings are Win32 UNICODE strings (basically 2-byte UTF-16). In this binding
all strings are converted to utf-8 strings before sending to the dll layer. The
ZmqMsg supports a constructor from MQL strings, the default is _NOT_
null-terminated.
## Notes on context creation
@@ -46,7 +68,11 @@ globally, and in a manner not easily recognized by humans, for example:
## Usage
You can find a simple test script in `Scripts/Test`, and you can find examples of the official guide in Scripts/ZeroMQGuideExamples. I intend to translate all examples to this binding, but now only the hello world example is provided. I will gradually add those examples. Of course forking this binding if you are interested and welcome to send pull requests.
You can find a simple test script in `Scripts/Test`, and you can find examples
of the official guide in Scripts/ZeroMQGuideExamples. I intend to translate all
examples to this binding, but now only the hello world example is provided. I
will gradually add those examples. Of course forking this binding if you are
interested and welcome to send pull requests.
Here is a sample from `HelloWorldServer.mq4`:
@@ -92,6 +118,8 @@ void OnStart()
## Changes
* 2017-07-18: Released 1.3: Refactored poll support. Add Chapter 2 examples from
the official ZMQ guide.
* 2017-06-08: Released 1.2: Fix GlobalHandle bug. Add rebuild method to ZmqMsg.
Complete all examples in ZMQ Guide Chanpter 1.
* 2017-05-26: Released 1.1: add the ability to share a ZMQ context globally in a terminal