Documentation update for release 1.4

Include/Mql/Lang/GlobalVariable.mqh

@@ -0,0 +1,242 @@
+//+------------------------------------------------------------------+
+//| Module: Lang/GlobalVariable.mqh                                  |
+//| This file is part of the mql4-lib project:                       |
+//|     https://github.com/dingmaotu/mql4-lib                        |
+//|                                                                  |
+//| Copyright 2017 Li Ding <dingmaotu@126.com>                       |
+//|                                                                  |
+//| Licensed under the Apache License, Version 2.0 (the "License");  |
+//| you may not use this file except in compliance with the License. |
+//| You may obtain a copy of the License at                          |
+//|                                                                  |
+//|     http://www.apache.org/licenses/LICENSE-2.0                   |
+//|                                                                  |
+//| Unless required by applicable law or agreed to in writing,       |
+//| software distributed under the License is distributed on an      |
+//| "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND,     |
+//| either express or implied.                                       |
+//| See the License for the specific language governing permissions  |
+//| and limitations under the License.                               |
+//+------------------------------------------------------------------+
+#property strict
+//+------------------------------------------------------------------+
+//| Encapsulates global variable functions                           |
+//+------------------------------------------------------------------+
+class GlobalVariable
+  {
+public:
+   static int        total() {return GlobalVariablesTotal();}
+   static string     name(int index) {return GlobalVariableName(index);}
+   static void       flush() {GlobalVariablesFlush();}
+
+   static bool       exists(string name) {return GlobalVariableCheck(name);}
+   static datetime   lastAccess(string name) {return GlobalVariableTime(name);}
+
+   static bool       makeTemp(string name) {return GlobalVariableTemp(name);}
+   static double     get(string name) {return GlobalVariableGet(name);}
+   static bool       get(string name,double &value) {return GlobalVariableGet(name,value);}
+   static datetime   set(string name,double value) {return GlobalVariableSet(name,value);}
+   static bool       setOn(string name,double value,double check) {return GlobalVariableSetOnCondition(name,value,check);}
+
+   static bool       remove(string name) {return GlobalVariableDel(name);}
+   static bool       removeAll(string prefix=NULL,datetime before=0) {return GlobalVariablesDeleteAll(prefix,before);}
+  };
+//+------------------------------------------------------------------+
+//| TempVar is a variable whose life time is the same as the program |
+//+------------------------------------------------------------------+
+class TempVar
+  {
+private:
+   string            m_name;
+   bool              m_owned;
+public:
+                     TempVar(string name,bool create=false):m_name(name),m_owned(create)
+     {
+      if(create)
+        {
+         GlobalVariable::makeTemp(name);
+        }
+     }
+                    ~TempVar() {if(m_owned && isValid()) {GlobalVariable::remove(m_name);}}
+
+   bool              isValid() const {return GlobalVariable::exists(m_name);}
+   string            getName() const {return m_name;}
+   bool              set(double value) {return GlobalVariable::set(m_name,value);}
+   double            get() const {return GlobalVariable::get(m_name);}
+   bool              setOn(double value,double check) {return GlobalVariable::setOn(m_name,value,check);}
+   datetime          lastAccess() const {return GlobalVariable::lastAccess(m_name);}
+  };
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+class AtomicVar: public TempVar
+  {
+public:
+                     AtomicVar(string name,long initial,bool create=false):TempVar(name,create)
+     {
+      set(initial);
+     }
+   long              increment(long by=1);
+   long              decrement(long by=1) {return increment(-by);}
+  };
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+long AtomicVar::increment(long by)
+  {
+   bool success=false;
+   long value;
+   do
+     {
+      value=(long)get();
+      success=setOn(value+by,value);
+     }
+   while(!success);
+   return (value+by);
+  }
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+class Semaphore
+  {
+private:
+   TempVar           m_var;
+public:
+                     Semaphore(string name,long initial=0);
+   bool              isValid() const {return m_var.isValid();}
+   bool              acquire();
+   void              release();
+  };
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+Semaphore::Semaphore(string name,long initial)
+   :m_var(name,initial!=0)
+  {
+   if(initial!=0)
+     {
+      m_var.set(initial);
+     }
+  }
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+bool Semaphore::acquire(void)
+  {
+   bool success=false;
+   do
+     {
+      long value=(long)m_var.get();
+      if(value == 0) return false;
+      success=m_var.setOn(value-1,value);
+     }
+   while(!success && !IsStopped());
+   return success;
+  }
+//+------------------------------------------------------------------+
+//|                                                                  |
+//+------------------------------------------------------------------+
+void Semaphore::release(void)
+  {
+   bool success=false;
+   do
+     {
+      long value=(long)m_var.get();
+      success=m_var.setOn(value+1,value);
+     }
+   while(!success && !IsStopped());
+  }
+//+------------------------------------------------------------------+
+//| CriticalSection object for making atomic operations              |
+//|                                                                  |
+//| An exmaple of creating a global context (the creation and destroy|
+//| are both enclosed between the SAME critical section):            |
+//|                                                                  |
+//| enter()                                                          |
+//|   if(refcount==0) create context                                 |
+//|   else refcontext                                                |
+//|   increase refcount                                              |
+//| leave()                                                          |
+//|                                                                  |
+//| enter()                                                          |
+//|   decrease refcount                                              |
+//|   if(refcount==0) context destroy                                |
+//| leave()                                                          |
+//+------------------------------------------------------------------+
+class CriticalSection
+  {
+private:
+   const string      m_name;
+public:
+                     CriticalSection(string name):m_name(name){}
+
+   bool              isValid() const {return m_name!=NULL;}
+   string            getName() const {return m_name;}
+
+   void              enter() { while(!GlobalVariable::makeTemp(m_name) && !IsStopped())Sleep(100); }
+   bool              tryEnter() { return GlobalVariable::makeTemp(m_name); }
+   void              leave() { GlobalVariable::remove(m_name);}
+  };
+//+------------------------------------------------------------------+
+//| A reference counted global pointer (or handle)                   |
+//| Generic type parameter T can be long or int depending the handle |
+//| length (64bit or 32bit)                                          |
+//| HandleManager should implement 2 static methods: create & destroy|
+//+------------------------------------------------------------------+
+template<typename T,typename HandleManager>
+class GlobalHandle
+  {
+private:
+   CriticalSection   m_cs;
+   string            m_refName;
+   string            m_counterName;
+protected:
+   T                 m_ref;
+public:
+                     GlobalHandle(string sharedKey=NULL):m_cs(sharedKey)
+     {
+      m_refName=m_cs.getName()+"_Ref";
+      m_counterName=m_cs.getName()+"_Count";
+      if(!m_cs.isValid()) m_ref=HandleManager::create();
+      else
+        {
+         m_cs.enter();
+         if(!GlobalVariable::exists(m_counterName))
+           {
+            GlobalVariable::makeTemp(m_counterName);
+            GlobalVariable::set(m_counterName,0);
+           }
+         if(long(GlobalVariable::get(m_counterName))==0)
+           {
+            m_ref=HandleManager::create();
+            if(!GlobalVariable::exists(m_refName))
+              {
+               GlobalVariable::makeTemp(m_refName);
+               GlobalVariable::set(m_refName,m_ref);
+              }
+           }
+         else
+           {
+            m_ref=(T)(GlobalVariable::get(m_refName));
+           }
+         GlobalVariable::set(m_counterName,GlobalVariable::get(m_counterName)+1);
+         m_cs.leave();
+        }
+     }
+                    ~GlobalHandle()
+     {
+      if(!m_cs.isValid()) {HandleManager::destroy(m_ref); return;}
+      m_cs.enter();
+      GlobalVariable::set(m_counterName,GlobalVariable::get(m_counterName)-1);
+      if(long(GlobalVariable::get(m_counterName))==0)
+        {
+         HandleManager::destroy(m_ref);
+         GlobalVariable::remove(m_refName);
+         GlobalVariable::remove(m_counterName);
+        }
+      m_cs.leave();
+     }
+
+   T                 ref() const {return m_ref;}
+  };
+//+------------------------------------------------------------------+

Include/Mql/Lang/Mql.mqh

@@ -0,0 +1,105 @@
+//+------------------------------------------------------------------+
+//| Module: Lang/Mql.mqh                                             |
+//| This file is part of the mql4-lib project:                       |
+//|     https://github.com/dingmaotu/mql4-lib                        |
+//|                                                                  |
+//| Copyright 2017 Li Ding <dingmaotu@126.com>                       |
+//|                                                                  |
+//| Licensed under the Apache License, Version 2.0 (the "License");  |
+//| you may not use this file except in compliance with the License. |
+//| You may obtain a copy of the License at                          |
+//|                                                                  |
+//|     http://www.apache.org/licenses/LICENSE-2.0                   |
+//|                                                                  |
+//| Unless required by applicable law or agreed to in writing,       |
+//| software distributed under the License is distributed on an      |
+//| "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND,     |
+//| either express or implied.                                       |
+//| See the License for the specific language governing permissions  |
+//| and limitations under the License.                               |
+//+------------------------------------------------------------------+
+#property strict
+
+#import "stdlib.ex4"
+string ErrorDescription(int error_code);
+int    RGB(int red_value,int green_value,int blue_value);
+bool   CompareDoubles(double number1,double number2);
+string DoubleToStrMorePrecision(double number,int precision);
+string IntegerToHexString(int integer_number);
+#import
+//+------------------------------------------------------------------+
+//| Mql language specific methods                                    |
+//+------------------------------------------------------------------+
+class Mql
+  {
+public:
+   static int        getLastError() {return GetLastError();}
+   static string     getErrorMessage(int errorCode) {return ErrorDescription(errorCode);}
+
+   static string     doubleToString(double value,int precision) {return DoubleToStrMorePrecision(value,precision);}
+   static string     integerToHexString(int value) {return IntegerToHexString(value);}
+   static int        rgb(int red,int green,int blue) {return RGB(red,green,blue);}
+
+   static bool       isEqual(double a,double b) {return CompareDoubles(a,b);}
+
+   static bool       isStopped() {return IsStopped();}
+
+   static int        getCodePage() {return MQLInfoInteger(MQL_CODEPAGE);}
+   static ENUM_PROGRAM_TYPE getProgramType() {return(ENUM_PROGRAM_TYPE)MQLInfoInteger(MQL_PROGRAM_TYPE);}
+   static bool       isScript() {return Mql::getProgramType()==PROGRAM_SCRIPT;}
+   static bool       isExpert() {return Mql::getProgramType()==PROGRAM_EXPERT;}
+   static bool       isIndicator() {return Mql::getProgramType()==PROGRAM_INDICATOR;}
+   static bool       isDllAllowed() {return MQLInfoInteger(MQL_DLLS_ALLOWED)!=0;}
+   static bool       isTradeAllowed() {return MQLInfoInteger(MQL_TRADE_ALLOWED)!=0;}
+   static bool       isSignalsAllowed() {return MQLInfoInteger(MQL_SIGNALS_ALLOWED)!=0;}
+   static bool       isDebug() {return MQLInfoInteger(MQL_DEBUG)!=0;}
+   static bool       isProfiling() {return MQLInfoInteger(MQL_PROFILER)!=0;}
+   static bool       isTesting() {return MQLInfoInteger(MQL_TESTER)!=0;}
+   static bool       isOptimizing() {return MQLInfoInteger(MQL_OPTIMIZATION)!=0;}
+   static bool       isVisual() {return MQLInfoInteger(MQL_VISUAL_MODE)!=0;}
+   static bool       isFrameMode() {return MQLInfoInteger(MQL_FRAME_MODE)!=0;}
+   static ENUM_LICENSE_TYPE getLicenseType() {return(ENUM_LICENSE_TYPE)MQLInfoInteger(MQL_LICENSE_TYPE);}
+   static bool       isFreeLicense() {return Mql::getLicenseType()==LICENSE_FREE;}
+   static bool       isDemoLicense() {return Mql::getLicenseType()==LICENSE_DEMO;}
+   static bool       isFullLicense() {return Mql::getLicenseType()==LICENSE_FULL;}
+   static bool       isTimeLicense() {return Mql::getLicenseType()==LICENSE_TIME;}
+
+   static string     getProgramName() {return MQLInfoString(MQL_PROGRAM_NAME);}
+   static string     getProgramPath() {return MQLInfoString(MQL_PROGRAM_PATH);}
+  };
+
+#define ObjectAttr(Type, Private, Public) \
+public:\
+   Type              get##Public() const {return m_##Private;}\
+   void              set##Public(Type value) {m_##Private=value;}\
+private:\
+   Type              m_##Private\
+
+#define ObjectAttrRead(Type, Private, Public) \
+public:\
+   Type              get##Public() const {return m_##Private;}\
+private:\
+   Type              m_##Private\
+
+#define ObjectAttrWrite(Type, Private, Public) \
+public:\
+   void              set##Public(Type value) {m_##Private=value;}\
+private:\
+   Type              m_##Private\
+
+#ifdef _DEBUG
+#define Debug(msg) Print(">>> DEBUG: In ",__FUNCTION__,"(",__FILE__,":",__LINE__,") [", msg, "]")
+#else
+#define Debug(msg)
+#endif
+
+//--- Execute some code in the global scope
+#define BEGIN_EXECUTE(Name) class __Execute##Name\
+  {\
+   public:__Execute##Name()\
+     {
+#define END_EXECUTE(Name) \
+     }\
+  }\
+__execute##Name;
+//+------------------------------------------------------------------+

Include/Mql/Lang/Native.mqh

@@ -0,0 +1,200 @@
+//+------------------------------------------------------------------+
+//| Module: Lang/Native.mqh                                          |
+//| This file is part of the mql4-lib project:                       |
+//|     https://github.com/dingmaotu/mql4-lib                        |
+//|                                                                  |
+//| Copyright 2016-2017 Li Ding <dingmaotu@126.com>                  |
+//|                                                                  |
+//| Licensed under the Apache License, Version 2.0 (the "License");  |
+//| you may not use this file except in compliance with the License. |
+//| You may obtain a copy of the License at                          |
+//|                                                                  |
+//|     http://www.apache.org/licenses/LICENSE-2.0                   |
+//|                                                                  |
+//| Unless required by applicable law or agreed to in writing,       |
+//| software distributed under the License is distributed on an      |
+//| "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND,     |
+//| either express or implied.                                       |
+//| See the License for the specific language governing permissions  |
+//| and limitations under the License.                               |
+//+------------------------------------------------------------------+
+#property strict
+
+// Assume MT5 is 64bit, which is the default.
+// Even though MT5 can be 32bit, there is no way to detect this
+// by using preprocessor macros. Instead, MetaQuotes provides a
+// function called IsX64 to detect this dynamically
+
+// This is just absurd. Why do you want to know the bitness of
+// the runtime? To define pointer related entities at compile time!
+// All integer types in MQL is uniform on both 32bit or 64bit
+// architectures, so it is almost useless to have a runtime function IsX64.
+
+// Why not a __X64__?
+#ifdef __MQL5__
+#define __X64__
+#endif
+
+#ifdef __X64__
+#define intptr_t long
+#define uintptr_t ulong
+#define size_t long
+#else
+#define intptr_t int
+#define uintptr_t uint
+#define size_t int
+#endif
+
+//--- _WIN32_WINNT version constants
+#define _WIN32_WINNT_NT4                    0x0400 // Windows NT 4.0
+#define _WIN32_WINNT_WIN2K                  0x0500 // Windows 2000
+#define _WIN32_WINNT_WINXP                  0x0501 // Windows XP
+#define _WIN32_WINNT_WS03                   0x0502 // Windows Server 2003
+#define _WIN32_WINNT_WIN6                   0x0600 // Windows Vista
+#define _WIN32_WINNT_VISTA                  0x0600 // Windows Vista
+#define _WIN32_WINNT_WS08                   0x0600 // Windows Server 2008
+#define _WIN32_WINNT_LONGHORN               0x0600 // Windows Vista
+#define _WIN32_WINNT_WIN7                   0x0601 // Windows 7
+#define _WIN32_WINNT_WIN8                   0x0602 // Windows 8
+#define _WIN32_WINNT_WINBLUE                0x0603 // Windows 8.1
+#define _WIN32_WINNT_WINTHRESHOLD           0x0A00 // Windows 10
+#define _WIN32_WINNT_WIN10                  0x0A00 // Windows 10
+
+//--- define you own for your target platform
+#define WINVER 0x0A00
+#define _WIN32_WINNT 0x0A00
+
+#define FORMAT_MESSAGE_FROM_SYSTEM 0x00001000
+#define FORMAT_MESSAGE_IGNORE_INSERTS 0x00000200
+
+#import "kernel32.dll"
+void RtlMoveMemory(intptr_t dest,const uchar &array[],size_t length);
+void RtlMoveMemory(uchar &array[],intptr_t src,size_t length);
+void RtlMoveMemory(intptr_t &dest,intptr_t src,size_t length);
+int lstrlen(intptr_t psz);
+int lstrlenW(intptr_t psz);
+uintptr_t lstrcpynW(string &s1,uintptr_t s2,int length);
+uintptr_t lstrcpynW(uintptr_t s1,string &s2,int length);
+
+int MultiByteToWideChar(uint   codePage,
+                        uint   flags,
+                        const  intptr_t multiByteString,
+                        int    lengthMultiByte,
+                        string &str,
+                        int    length
+                        );
+uint FormatMessageW(uint dwFlags,
+                    intptr_t lpSource,
+                    uint dwMessageId,
+                    uint dwLanguageId,
+                    ushort &buffer[],
+                    uint nSize,
+                    intptr_t Arguments
+                    );
+#import
+
+//--- This is a standard header of the official MetaTrader distribution
+#include <WinUser32.mqh>
+//+------------------------------------------------------------------+
+//| Copy the memory contents pointed by src to array                 |
+//| array parameter should be initialized to the desired size        |
+//+------------------------------------------------------------------+
+void ArrayFromPointer(uchar &array[],intptr_t src,int count=WHOLE_ARRAY)
+  {
+   int size=(count==WHOLE_ARRAY)?ArraySize(array):count;
+   RtlMoveMemory(array,src,(size_t)size);
+  }
+//+------------------------------------------------------------------+
+//| Copy array to the memory pointed by dest                         |
+//+------------------------------------------------------------------+
+void ArrayToPointer(const uchar &array[],intptr_t dest,int count=WHOLE_ARRAY)
+  {
+   int size=(count==WHOLE_ARRAY)?ArraySize(array):count;
+   RtlMoveMemory(dest,array,(size_t)size);
+  }
+//+------------------------------------------------------------------+
+//| For void** type, dereference a level to void*                    |
+//+------------------------------------------------------------------+
+intptr_t DereferencePointer(intptr_t pointer)
+  {
+   intptr_t res=0;
+   RtlMoveMemory(res,pointer,sizeof(intptr_t));
+   return res;
+  }
+//+------------------------------------------------------------------+
+//| Read a valid wide character string to the MQL environment        |
+//+------------------------------------------------------------------+
+string StringFromPointer(intptr_t psz,int len=0)
+  {
+   if(len < 0) return NULL;
+   if(len==0) {len=lstrlenW(psz);}
+   string res;
+   StringInit(res,len+1);
+   lstrcpynW(res,psz,len+1);
+   return res;
+  }
+//+------------------------------------------------------------------+
+//| Get the pointer address of a string                              |
+//+------------------------------------------------------------------+
+uintptr_t StringToPointer(string &s)
+  {
+   return lstrcpynW(s,0,0);
+  }
+//+------------------------------------------------------------------+
+//| Read a valid utf-8 string to the MQL environment                 |
+//| With this function, there is no need to copy the string to char  |
+//| array, and convert with CharArrayToString                        |
+//+------------------------------------------------------------------+
+string StringFromUtf8Pointer(intptr_t psz,int len)
+  {
+   if(len < 0) return NULL;
+   string res;
+   int required=MultiByteToWideChar(CP_UTF8,0,psz,len,res,0);
+   StringInit(res,required);
+   int resLength = MultiByteToWideChar(CP_UTF8,0,psz,len,res,required);
+   if(resLength != required)
+     {
+      return NULL;
+     }
+   else
+     {
+      return res;
+     }
+  }
+//+------------------------------------------------------------------+
+//| for null-terminated string                                       |
+//+------------------------------------------------------------------+
+string StringFromUtf8Pointer(intptr_t psz)
+  {
+   if(psz==0) return NULL;
+   int len=lstrlen(psz);
+   if(len==0) return NULL;
+   return StringFromUtf8Pointer(psz, len);
+  }
+//+------------------------------------------------------------------+
+//| Convert a utf-8 byte array to a string                           |
+//+------------------------------------------------------------------+
+string StringFromUtf8(const uchar &utf8[])
+  {
+   return CharArrayToString(utf8, 0, -1, CP_UTF8);
+  }
+//+------------------------------------------------------------------+
+//| Convert a string to a utf-8 byte array                           |
+//+------------------------------------------------------------------+
+void StringToUtf8(const string str,uchar &utf8[],bool ending=true)
+  {
+   if(!ending && str=="") return;
+   int count=ending ? -1 : StringLen(str);
+   StringToCharArray(str,utf8,0,count,CP_UTF8);
+  }
+//+------------------------------------------------------------------+
+//| Get system defined error code message                            |
+//+------------------------------------------------------------------+
+string GetErrorMessage(int errorCode)
+  {
+   static ushort buffer[64*1024];
+   FormatMessageW(FORMAT_MESSAGE_FROM_SYSTEM|FORMAT_MESSAGE_IGNORE_INSERTS,
+                  0,errorCode,0,buffer,ArraySize(buffer),0);
+   return ShortArrayToString(buffer);
+  }
+//+------------------------------------------------------------------+

Include/Zmq/AtomicCounter.mqh

@@ -1,11 +1,26 @@
 //+------------------------------------------------------------------+
-//|                                                AtomicCounter.mqh |
-//|                                          Copyright 2016, Li Ding |
-//|                                            dingmaotu@hotmail.com |
+//| Module: AtomicCounter.mqh                                        |
+//| This file is part of the mql-zmq project:                        |
+//|     https://github.com/dingmaotu/mql-zmq                         |
+//|                                                                  |
+//| Copyright 2016-2017 Li Ding <dingmaotu@hotmail.com>              |
+//|                                                                  |
+//| Licensed under the Apache License, Version 2.0 (the "License");  |
+//| you may not use this file except in compliance with the License. |
+//| You may obtain a copy of the License at                          |
+//|                                                                  |
+//|     http://www.apache.org/licenses/LICENSE-2.0                   |
+//|                                                                  |
+//| Unless required by applicable law or agreed to in writing,       |
+//| software distributed under the License is distributed on an      |
+//| "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND,     |
+//| either express or implied.                                       |
+//| See the License for the specific language governing permissions  |
+//| and limitations under the License.                               |
 //+------------------------------------------------------------------+
 #property strict
 
-#include "Common.mqh"
+#include <Mql/Lang/Native.mqh>
 
 #import "libzmq.dll"
 intptr_t zmq_atomic_counter_new(void);

Include/Zmq/Common.mqh

@@ -1,117 +0,0 @@
-//+------------------------------------------------------------------+
-//|                                                       Common.mqh |
-//| This file is part of mql4-lib project (Lang/Native.mqh):         |
-//| (github.com/dingmaotu/mql4-lib)                                  |
-//|                                          Copyright 2016, Li Ding |
-//|                                            dingmaotu@hotmail.com |
-//+------------------------------------------------------------------+
-#property strict
-
-#include "Errno.mqh"
-
-// Assume MT5 is 64bit, which is the default.
-// Even though MT5 can be 32bit, there is no way to detect this
-// by using preprocessor macros. Instead, MetaQuotes provides a
-// function called IsX64 to detect this dynamically
-
-// This is just absurd. Why do you want to know the bitness of
-// the runtime? To define pointer related entities at compile time!
-// All integer types in MQL is uniform on both 32bit or 64bit
-// architectures, so it is almost useless to have a runtime function IsX64.
-
-// Why not a __X64__?
-#ifdef __MQL5__
-#define __X64__
-#endif
-
-#ifdef __X64__
-#define intptr_t long
-#define uintptr_t ulong
-#define size_t long
-#else
-#define intptr_t int
-#define uintptr_t uint
-#define size_t int
-#endif
-
-#import "kernel32.dll"
-void RtlMoveMemory(intptr_t dest,const uchar &array[],size_t length);
-void RtlMoveMemory(uchar &array[],intptr_t src,size_t length);
-int lstrlen(intptr_t psz);
-int MultiByteToWideChar(uint   codePage,
-                        uint   flags,
-                        const  intptr_t multiByteString,
-                        int    lengthMultiByte,
-                        string &str,
-                        int    length
-                        );
-#import
-//+------------------------------------------------------------------+
-//| Copy the memory contents pointed by src to array                 |
-//| array parameter should be initialized to the desired size        |
-//+------------------------------------------------------------------+
-void ArrayFromPointer(uchar &array[],intptr_t src,int count=WHOLE_ARRAY)
-  {
-   int size=(count==WHOLE_ARRAY)?ArraySize(array):count;
-   RtlMoveMemory(array,src,(size_t)size);
-  }
-//+------------------------------------------------------------------+
-//| Copy array to the memory pointed by dest                         |
-//+------------------------------------------------------------------+
-void ArrayToPointer(const uchar &array[],intptr_t dest,int count=WHOLE_ARRAY)
-  {
-   int size=(count==WHOLE_ARRAY)?ArraySize(array):count;
-   RtlMoveMemory(dest,array,(size_t)size);
-  }
-//+------------------------------------------------------------------+
-//| Read a valid utf-8 string to the MQL environment                 |
-//| With this function, there is no need to copy the string to char  |
-//| array, and convert with CharArrayToString                        |
-//+------------------------------------------------------------------+
-string StringFromUtf8Pointer(intptr_t psz,int len)
-  {
-   if(len < 0) return NULL;
-   string res;
-   int required=MultiByteToWideChar(CP_UTF8,0,psz,len,res,0);
-   StringInit(res,required);
-   int resLength = MultiByteToWideChar(CP_UTF8,0,psz,len,res,required);
-   if(resLength != required)
-     {
-      return NULL;
-     }
-   else
-     {
-      return res;
-     }
-  }
-//+------------------------------------------------------------------+
-//| for null-terminated string                                       |
-//+------------------------------------------------------------------+
-string StringFromUtf8Pointer(intptr_t psz)
-  {
-   int len=lstrlen(psz);
-   return StringFromUtf8Pointer(psz, len);
-  }
-//+------------------------------------------------------------------+
-//| Convert a utf-8 byte array to a string                           |
-//+------------------------------------------------------------------+
-string StringFromUtf8(const uchar &utf8[])
-  {
-   return CharArrayToString(utf8, 0, -1, CP_UTF8);
-  }
-//+------------------------------------------------------------------+
-//| Convert a string to a utf-8 byte array                           |
-//+------------------------------------------------------------------+
-void StringToUtf8(const string str,uchar &utf8[],bool ending=true)
-  {
-   if(!ending && str=="") return;
-   int count=ending ? -1 : StringLen(str);
-   StringToCharArray(str,utf8,0,count,CP_UTF8);
-  }
-
-#ifdef _DEBUG
-#define Debug(msg) Print(">>> DEBUG: In ",__FUNCTION__,"(",__FILE__,":",__LINE__,") [", msg, "]")
-#else
-#define Debug(msg)
-#endif
-//+------------------------------------------------------------------+

Include/Zmq/Context.mqh

@@ -1,12 +1,28 @@
 //+------------------------------------------------------------------+
-//|                                                      Context.mqh |
-//|                                          Copyright 2016, Li Ding |
-//|                                            dingmaotu@hotmail.com |
+//| Module: Context.mqh                                              |
+//| This file is part of the mql-zmq project:                        |
+//|     https://github.com/dingmaotu/mql-zmq                         |
+//|                                                                  |
+//| Copyright 2016-2017 Li Ding <dingmaotu@hotmail.com>              |
+//|                                                                  |
+//| Licensed under the Apache License, Version 2.0 (the "License");  |
+//| you may not use this file except in compliance with the License. |
+//| You may obtain a copy of the License at                          |
+//|                                                                  |
+//|     http://www.apache.org/licenses/LICENSE-2.0                   |
+//|                                                                  |
+//| Unless required by applicable law or agreed to in writing,       |
+//| software distributed under the License is distributed on an      |
+//| "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND,     |
+//| either express or implied.                                       |
+//| See the License for the specific language governing permissions  |
+//| and limitations under the License.                               |
 //+------------------------------------------------------------------+
-
-#include "Common.mqh"
+#property strict
+#include <Mql/Lang/Mql.mqh>
+#include <Mql/Lang/Native.mqh>
+#include <Mql/Lang/GlobalVariable.mqh>
 #include "SocketOptions.mqh"
-#include "GlobalHandle.mqh"
 
 //--- Context options
 #define ZMQ_IO_THREADS 1

Include/Zmq/Errno.mqh

@@ -1,5 +1,22 @@
 //+------------------------------------------------------------------+
-//|                                                        Errno.mqh |
+//| Module: Errno.mqh                                                |
+//| This file is part of the mql-zmq project:                        |
+//|     https://github.com/dingmaotu/mql-zmq                         |
+//|                                                                  |
+//| Copyright 2016-2017 Li Ding <dingmaotu@hotmail.com>              |
+//|                                                                  |
+//| Licensed under the Apache License, Version 2.0 (the "License");  |
+//| you may not use this file except in compliance with the License. |
+//| You may obtain a copy of the License at                          |
+//|                                                                  |
+//|     http://www.apache.org/licenses/LICENSE-2.0                   |
+//|                                                                  |
+//| Unless required by applicable law or agreed to in writing,       |
+//| software distributed under the License is distributed on an      |
+//| "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND,     |
+//| either express or implied.                                       |
+//| See the License for the specific language governing permissions  |
+//| and limitations under the License.                               |
 //+------------------------------------------------------------------+
 
 // Following error codes come from Microsoft CRT header errno.h

Include/Zmq/GlobalHandle.mqh

@@ -1,122 +0,0 @@
-//+------------------------------------------------------------------+
-//|                                                 GlobalHandle.mqh |
-//| This file is part of mql4-lib project (Lang/GlobalVariable.mqh): |
-//| (github.com/dingmaotu/mql4-lib)                                  |
-//|                                          Copyright 2017, Li Ding |
-//|                                            dingmaotu@hotmail.com |
-//+------------------------------------------------------------------+
-#property strict
-//+------------------------------------------------------------------+
-//| Wraps global variable functions                                  |
-//+------------------------------------------------------------------+
-class GlobalVariable
-  {
-public:
-   static int        total() {return GlobalVariablesTotal();}
-   static string     name(int index) {return GlobalVariableName(index);}
-   static void       flush() {GlobalVariablesFlush();}
-
-   static bool       exists(string name) {return GlobalVariableCheck(name);}
-   static datetime   lastAccess(string name) {return GlobalVariableTime(name);}
-
-   static bool       makeTemp(string name) {return GlobalVariableTemp(name);}
-   static double     get(string name) {return GlobalVariableGet(name);}
-   static bool       get(string name,double &value) {return GlobalVariableGet(name,value);}
-   static datetime   set(string name,double value) {return GlobalVariableSet(name,value);}
-   static bool       setOn(string name,double value,double check) {return GlobalVariableSetOnCondition(name,value,check);}
-
-   static bool       remove(string name) {return GlobalVariableDel(name);}
-   static bool       removeAll(string prefix=NULL,datetime before=0) {return GlobalVariablesDeleteAll(prefix,before);}
-  };
-//+------------------------------------------------------------------+
-//| CriticalSection object for making atomic operations              |
-//|                                                                  |
-//| An exmaple of creating a global context (the creation and destroy|
-//| are both enclosed between the SAME critical section):            |
-//|                                                                  |
-//| enter()                                                          |
-//|   if(refcount==0) create context                                 |
-//|   else refcontext                                                |
-//|   increase refcount                                              |
-//| leave()                                                          |
-//|                                                                  |
-//| enter()                                                          |
-//|   decrease refcount                                              |
-//|   if(refcount==0) context destroy                                |
-//| leave()                                                          |
-//+------------------------------------------------------------------+
-class CriticalSection
-  {
-private:
-   const string      m_name;
-public:
-                     CriticalSection(string name):m_name(name){}
-
-   bool              isValid() const {return m_name!=NULL;}
-   string            getName() const {return m_name;}
-
-   void              enter() { while(!GlobalVariable::makeTemp(m_name) && !IsStopped())Sleep(100); }
-   bool              tryEnter() { return GlobalVariable::makeTemp(m_name); }
-   void              leave() { GlobalVariable::remove(m_name);}
-  };
-//+------------------------------------------------------------------+
-//| A reference counted global pointer (or handle)                   |
-//| HandleManager should implement 2 static methods: create & destroy|
-//+------------------------------------------------------------------+
-template<typename T,typename HandleManager>
-class GlobalHandle
-  {
-private:
-   CriticalSection   m_cs;
-   string            m_refName;
-   string            m_counterName;
-protected:
-   T                 m_ref;
-public:
-                     GlobalHandle(string sharedKey=NULL):m_cs(sharedKey)
-     {
-      m_refName=m_cs.getName()+"_Ref";
-      m_counterName=m_cs.getName()+"_Count";
-      if(!m_cs.isValid()) m_ref=HandleManager::create();
-      else
-        {
-         m_cs.enter();
-         if(!GlobalVariable::exists(m_counterName))
-           {
-            GlobalVariable::makeTemp(m_counterName);
-            GlobalVariable::set(m_counterName,0);
-           }
-         if(long(GlobalVariable::get(m_counterName))==0)
-           {
-            m_ref=HandleManager::create();
-            if(!GlobalVariable::exists(m_refName))
-              {
-               GlobalVariable::makeTemp(m_refName);
-               GlobalVariable::set(m_refName,m_ref);
-              }
-           }
-         else
-           {
-            m_ref=(T)(GlobalVariable::get(m_refName));
-           }
-         GlobalVariable::set(m_counterName,GlobalVariable::get(m_counterName)+1);
-         m_cs.leave();
-        }
-     }
-                    ~GlobalHandle()
-     {
-      if(!m_cs.isValid()) {HandleManager::destroy(m_ref); return;}
-      m_cs.enter();
-      GlobalVariable::set(m_counterName,GlobalVariable::get(m_counterName)-1);
-      if(long(GlobalVariable::get(m_counterName))==0)
-        {
-         HandleManager::destroy(m_ref);
-         GlobalVariable::remove(m_refName);
-         GlobalVariable::remove(m_counterName);
-        }
-      m_cs.leave();
-     }
-
-   T                 ref() const {return m_ref;}
-  };
-//+------------------------------------------------------------------+

Include/Zmq/Socket.mqh

@@ -1,11 +1,27 @@
 //+------------------------------------------------------------------+
-//|                                                       Socket.mqh |
-//|                                          Copyright 2016, Li Ding |
-//|                                            dingmaotu@hotmail.com |
+//| Module: Socket.mqh                                               |
+//| This file is part of the mql-zmq project:                        |
+//|     https://github.com/dingmaotu/mql-zmq                         |
+//|                                                                  |
+//| Copyright 2016-2017 Li Ding <dingmaotu@hotmail.com>              |
+//|                                                                  |
+//| Licensed under the Apache License, Version 2.0 (the "License");  |
+//| you may not use this file except in compliance with the License. |
+//| You may obtain a copy of the License at                          |
+//|                                                                  |
+//|     http://www.apache.org/licenses/LICENSE-2.0                   |
+//|                                                                  |
+//| Unless required by applicable law or agreed to in writing,       |
+//| software distributed under the License is distributed on an      |
+//| "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND,     |
+//| either express or implied.                                       |
+//| See the License for the specific language governing permissions  |
+//| and limitations under the License.                               |
 //+------------------------------------------------------------------+
 #property strict
 
-#include "Common.mqh"
+#include <Mql/Lang/Mql.mqh>
+#include <Mql/Lang/Native.mqh>
 #include "Context.mqh"
 #include "SocketOptions.mqh"
 #include "ZmqMsg.mqh"

Include/Zmq/SocketOptions.mqh

@@ -1,13 +1,26 @@
 //+------------------------------------------------------------------+
-//|                                                       Socket.mqh |
-//|                                          Copyright 2016, Li Ding |
-//|                                            dingmaotu@hotmail.com |
+//| Module: SocketOptions.mqh                                        |
+//| This file is part of the mql-zmq project:                        |
+//|     https://github.com/dingmaotu/mql-zmq                         |
+//|                                                                  |
+//| Copyright 2016-2017 Li Ding <dingmaotu@hotmail.com>              |
+//|                                                                  |
+//| Licensed under the Apache License, Version 2.0 (the "License");  |
+//| you may not use this file except in compliance with the License. |
+//| You may obtain a copy of the License at                          |
+//|                                                                  |
+//|     http://www.apache.org/licenses/LICENSE-2.0                   |
+//|                                                                  |
+//| Unless required by applicable law or agreed to in writing,       |
+//| software distributed under the License is distributed on an      |
+//| "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND,     |
+//| either express or implied.                                       |
+//| See the License for the specific language governing permissions  |
+//| and limitations under the License.                               |
 //+------------------------------------------------------------------+
-#property copyright "Copyright 2016, Li Ding"
-#property link      "dingmaotu@hotmail.com"
 #property strict
 
-#include "Common.mqh"
+#include <Mql/Lang/Native.mqh>
 
 #import "libzmq.dll"
 // We can overload the same function for different data types

Include/Zmq/Z85.mqh

@@ -1,13 +1,26 @@
 //+------------------------------------------------------------------+
-//|                                                          Z85.mqh |
-//|                                          Copyright 2016, Li Ding |
-//|                                            dingmaotu@hotmail.com |
+//| Module: Z85.mqh                                                  |
+//| This file is part of the mql-zmq project:                        |
+//|     https://github.com/dingmaotu/mql-zmq                         |
+//|                                                                  |
+//| Copyright 2016-2017 Li Ding <dingmaotu@hotmail.com>              |
+//|                                                                  |
+//| Licensed under the Apache License, Version 2.0 (the "License");  |
+//| you may not use this file except in compliance with the License. |
+//| You may obtain a copy of the License at                          |
+//|                                                                  |
+//|     http://www.apache.org/licenses/LICENSE-2.0                   |
+//|                                                                  |
+//| Unless required by applicable law or agreed to in writing,       |
+//| software distributed under the License is distributed on an      |
+//| "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND,     |
+//| either express or implied.                                       |
+//| See the License for the specific language governing permissions  |
+//| and limitations under the License.                               |
 //+------------------------------------------------------------------+
-#property copyright "Copyright 2016, Li Ding"
-#property link      "dingmaotu@hotmail.com"
 #property strict
 
-#include "Common.mqh"
+#include <Mql/Lang/Native.mqh>
 
 #import "libzmq.dll"
 // Encode data with Z85 encoding. Returns 0(NULL) if failed

Include/Zmq/ZmqMsg.mqh

@@ -1,12 +1,26 @@
 //+------------------------------------------------------------------+
-//|                                                       ZmqMsg.mqh |
-//|                                          Copyright 2016, Li Ding |
-//|                                            dingmaotu@hotmail.com |
+//| Module: ZmqMsg.mqh                                               |
+//| This file is part of the mql-zmq project:                        |
+//|     https://github.com/dingmaotu/mql-zmq                         |
+//|                                                                  |
+//| Copyright 2016-2017 Li Ding <dingmaotu@hotmail.com>              |
+//|                                                                  |
+//| Licensed under the Apache License, Version 2.0 (the "License");  |
+//| you may not use this file except in compliance with the License. |
+//| You may obtain a copy of the License at                          |
+//|                                                                  |
+//|     http://www.apache.org/licenses/LICENSE-2.0                   |
+//|                                                                  |
+//| Unless required by applicable law or agreed to in writing,       |
+//| software distributed under the License is distributed on an      |
+//| "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND,     |
+//| either express or implied.                                       |
+//| See the License for the specific language governing permissions  |
+//| and limitations under the License.                               |
 //+------------------------------------------------------------------+
-#property copyright "Copyright 2016, Li Ding"
-#property link      "dingmaotu@hotmail.com"
 #property strict
-#include "Common.mqh"
+#include <Mql/Lang/Mql.mqh>
+#include <Mql/Lang/Native.mqh>
 //+------------------------------------------------------------------+
 //| 0MQ Message struct                                               |
 //+------------------------------------------------------------------+
@@ -121,7 +135,8 @@ string ZmqMsg::getData()
 void ZmqMsg::setData(const uchar &data[])
   {
    intptr_t dest=data();
-   ArrayToPointer(data,dest);
+   size_t size=size();
+   ArrayToPointer(data,dest,size);
   }
 //+------------------------------------------------------------------+
 //| Wraps zmq_msg_gets: get metadata associated with the msg         |

LICENSE

@@ -1,21 +1,202 @@
-MIT License
+                                 Apache License
+                           Version 2.0, January 2004
+                        http://www.apache.org/licenses/
 
-Copyright (c) 2016 Ding Li
+   TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
 
-Permission is hereby granted, free of charge, to any person obtaining a copy
-of this software and associated documentation files (the "Software"), to deal
-in the Software without restriction, including without limitation the rights
-to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
-copies of the Software, and to permit persons to whom the Software is
-furnished to do so, subject to the following conditions:
+   1. Definitions.
 
-The above copyright notice and this permission notice shall be included in all
-copies or substantial portions of the Software.
+      "License" shall mean the terms and conditions for use, reproduction,
+      and distribution as defined by Sections 1 through 9 of this document.
+
+      "Licensor" shall mean the copyright owner or entity authorized by
+      the copyright owner that is granting the License.
+
+      "Legal Entity" shall mean the union of the acting entity and all
+      other entities that control, are controlled by, or are under common
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+      "control" means (i) the power, direct or indirect, to cause the
+      direction or management of such entity, whether by contract or
+      otherwise, or (ii) ownership of fifty percent (50%) or more of the
+      outstanding shares, or (iii) beneficial ownership of such entity.
+
+      "You" (or "Your") shall mean an individual or Legal Entity
+      exercising permissions granted by this License.
+
+      "Source" form shall mean the preferred form for making modifications,
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+
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+   Unless required by applicable law or agreed to in writing, software
+   distributed under the License is distributed on an "AS IS" BASIS,
+   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+   See the License for the specific language governing permissions and
+   limitations under the License.
 
-THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
-IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
-FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
-AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
-LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
-OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
-SOFTWARE.

README.md

@@ -21,11 +21,18 @@ 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 
+## Files and Installation
 
 This binding contains three sets of files:
 
-1. The binding itself is in the `Include/Zmq` directory.
+1. The binding itself is in the `Include/Zmq` directory. *Note* that there is a
+   `Mql` directory in `Include`, which is part of
+   the [mql4-lib](https://github.com/dingmaotu/mql4-lib). Previous `Common.mqh`
+   and `GlobalHandle.mqh` are actually from this library. At release 1.4, this
+   becomes a direct reference, with mql4-lib content copied here verbatim. It is
+   recommended you install the full mql4-lib, as it contains a lot other
+   features. But for those who want to use mql-zmq alone, it is OK to deploy
+   only the small subset included here.
 
 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
@@ -34,13 +41,19 @@ This binding contains three sets of files:
 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.
+   the 32bit version from `Library/MT4`. **The DLLs require that you have the
+   latest Visual C++ runtime (2015)**.
+
+   *Note* that if you are using **MT5 32bit**, you need to comment out the
+   `__X64__` macro definition at the top of the `Include/Zmq/Common.mqh`. I
+   assume MT5 is 64 bit, since their is no way to detect 32 bit by native
+   macros, and to define pointer related values a macro like this is required.
+   
+   *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
 
@@ -118,9 +131,11 @@ void OnStart()
 
 ## Changes
 
-* 2017-07-18: Released 1.3: Refactored poll support. Add Chapter 2 examples from
+* 2017-08-18: Released 1.4: Fix ZmqMsg setData bug; Change License to Apache
+  2.0; Inlcude mql4-lib dependencies directly.
+* 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.
+* 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
 * 2016-12-27: Released 1.0.