Released 1.5

This release contains important API changes that may break existing
code.

1. Incompatible change: `Socket.send` series methods are splitted
to `Socket.send` and `Socket.sendMore` and have more overloads for
common message types like string or empty
2. Remove PollItem duplicate API (#11)
3. Fix compiler warning (#10) and compile failure (#12)
4. Add RTReq example from ZMQ Guide Chapter 3

Include/Mql/Lang/Native.mqh

@@ -45,28 +45,6 @@
 #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);
@@ -83,18 +61,7 @@ int MultiByteToWideChar(uint   codePage,
                         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        |
@@ -188,13 +155,3 @@ void StringToUtf8(const string str,uchar &utf8[],bool ending=true)
    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/Socket.mqh

@@ -133,16 +133,32 @@ public:
    bool              connect(string addr);
    bool              disconnect(string addr);
 
-   //--- send and receive packets
+   //--- send raw bytes
-   bool              recv(uchar &buf[],bool nowait=false);
+   bool              send(const uchar &buf[],bool nowait=false) {return -1!=zmq_send(m_ref,buf,ArraySize(buf),nowait?ZMQ_DONTWAIT:0);}
-   bool              send(const uchar &buf[],bool nowait=false,bool more=false);
+   bool              sendConst(const uchar &buf[],bool nowait=false) {return -1!=zmq_send_const(m_ref,buf,ArraySize(buf),nowait?ZMQ_DONTWAIT:0);}
-   bool              sendConst(const uchar &buf[],bool nowait=false,bool more=false);
 
-   bool              send(ZmqMsg &msg,bool nowait=false,bool more=false);
+   //--- send ZmqMsg
-   bool              recv(ZmqMsg &msg,bool nowait=false);
+   bool              send(ZmqMsg &msg,bool nowait=false) {return -1!=zmq_msg_send(msg,m_ref,nowait?ZMQ_DONTWAIT:0);}
+   //--- send string
+   bool              send(string msg,bool nowait=false) {ZmqMsg m(msg); return send(m,nowait);}
+   //--- send empty
+   bool              send(bool nowait=false) {ZmqMsg m; return send(m,nowait);}
 
-   void              register(PollItem &pollitem,bool read=false,bool write=false);
+   //--- same as above 5 but for multipart messages
-   void              register(PollItem &pollitems[],int index,bool read=false,bool write=false);
+   bool              sendMore(const uchar &buf[],bool nowait=false);
+   bool              sendConstMore(const uchar &buf[],bool nowait=false);
+   bool              sendMore(ZmqMsg &msg,bool nowait=false)
+     {
+      int flags=ZMQ_SNDMORE;
+      if(nowait) flags|=ZMQ_DONTWAIT;
+      return -1!=zmq_msg_send(msg,m_ref,flags);
+     }
+   bool              sendMore(string msg,bool nowait=false) {ZmqMsg m(msg); return sendMore(m,nowait);}
+   bool              sendMore(bool nowait=false) {ZmqMsg m; return sendMore(m,nowait);}
+
+   //--- receive packets
+   bool              recv(uchar &buf[],bool nowait=false) {return -1!=zmq_recv(m_ref,buf,ArraySize(buf),nowait?ZMQ_DONTWAIT:0);}
+   bool              recv(ZmqMsg &msg,bool nowait=false) {return -1!=zmq_msg_recv(msg,m_ref,nowait?ZMQ_DONTWAIT:0);}
 
    //--- monitor socket events
    bool              monitor(string addr,int events);
@@ -204,54 +220,6 @@ bool Socket::disconnect(string addr)
 //+------------------------------------------------------------------+
 //|                                                                  |
 //+------------------------------------------------------------------+
-bool Socket::recv(uchar &buf[],bool nowait=false)
-  {
-   int options=0;
-   if(nowait) options|=ZMQ_DONTWAIT;
-   return -1!=zmq_recv(m_ref,buf,ArraySize(buf),options);
-  }
-//+------------------------------------------------------------------+
-//|                                                                  |
-//+------------------------------------------------------------------+
-bool Socket::send(const uchar &buf[],bool nowait=false,bool more=false)
-  {
-   int options=0;
-   if(nowait) options|=ZMQ_DONTWAIT;
-   if(more) options|=ZMQ_SNDMORE;
-   return -1!=zmq_send(m_ref,buf,ArraySize(buf),options);
-  }
-//+------------------------------------------------------------------+
-//|                                                                  |
-//+------------------------------------------------------------------+
-bool Socket::sendConst(const uchar &buf[],bool nowait=false,bool more=false)
-  {
-   int options=0;
-   if(nowait) options|=ZMQ_DONTWAIT;
-   if(more) options|=ZMQ_SNDMORE;
-   return -1!=zmq_send_const(m_ref,buf,ArraySize(buf),options);
-  }
-//+------------------------------------------------------------------+
-//| Send a zmq_msg_t through a socket                                |
-//+------------------------------------------------------------------+
-bool Socket::send(ZmqMsg &msg,bool nowait=false,bool more=false)
-  {
-   int flags=0;
-   if(nowait) flags|=ZMQ_DONTWAIT;
-   if(more) flags|=ZMQ_SNDMORE;
-   return -1!=zmq_msg_send(msg,m_ref,flags);
-  }
-//+------------------------------------------------------------------+
-//| Receive a zmq_msg_t from a socket                                |
-//+------------------------------------------------------------------+
-bool Socket::recv(ZmqMsg &msg,bool nowait=false)
-  {
-   int flags=0;
-   if(nowait) flags|=ZMQ_DONTWAIT;
-   return -1!=zmq_msg_recv(msg,m_ref,flags);
-  }
-//+------------------------------------------------------------------+
-//|                                                                  |
-//+------------------------------------------------------------------+
 bool Socket::monitor(string addr,int events)
   {
    uchar str[];
@@ -263,26 +231,6 @@ bool Socket::monitor(string addr,int events)
 //+------------------------------------------------------------------+
 //|                                                                  |
 //+------------------------------------------------------------------+
-void Socket::register(PollItem &pollitem,bool read=false,bool write=false)
-  {
-   ZeroMemory(pollitem);
-   pollitem.socket=m_ref;
-   if(read) pollitem.events|=ZMQ_POLLIN;
-   if(write) pollitem.events|=ZMQ_POLLOUT;
-  }
-//+------------------------------------------------------------------+
-//|                                                                  |
-//+------------------------------------------------------------------+
-void Socket::register(PollItem &pollitems[],int index,bool read=false,bool write=false)
-  {
-   ZeroMemory(pollitems[index]);
-   pollitems[index].socket=m_ref;
-   if(read) pollitems[index].events|=ZMQ_POLLIN;
-   if(write) pollitems[index].events|=ZMQ_POLLOUT;
-  }
-//+------------------------------------------------------------------+
-//|                                                                  |
-//+------------------------------------------------------------------+
 bool Socket::proxy(Socket *frontend,Socket *backend,Socket *capture)
   {
    intptr_t frontend_ref= CheckPointer(frontend)==POINTER_DYNAMIC?frontend.ref():0;

Include/Zmq/SocketOptions.mqh

@@ -184,10 +184,13 @@ public:
    SOCKOPT_GET_BYTES(OptionName,Macro,InitSize)
 
    //--- for curve key
+   //--- NOTE that the length of the key array must be 32.
+   //--- since some versions of mt4 and newer versions of mt5 will report error
+   //--- when the length of the array is specified, so the length specification is removed
 #define SOCKOPT_CURVE_KEY(KeyType,Macro) \
-   bool              getCurve##KeyType##Key(uchar &key[32]) {size_t len=32; return getOption(Macro,key,len);} \
+   bool              getCurve##KeyType##Key(uchar &key[]) {size_t len=32; return getOption(Macro,key,len);} \
    bool              getCurve##KeyType##Key(string &key) {return getStringOption(Macro,key,41);} \
-   bool              setCurve##KeyType##Key(const uchar &key[32]) {return setOption(Macro,key,32);} \
+   bool              setCurve##KeyType##Key(const uchar &key[]) {return setOption(Macro,key,32);} \
    bool              setCurve##KeyType##Key(string key) {return setStringOption(Macro,key);}
 
    SOCKOPT_GET(int,Type,ZMQ_TYPE)
@@ -251,7 +254,7 @@ public:
    SOCKOPT(int,ReceiveTimeout,ZMQ_RCVTIMEO) // milliseconds
    SOCKOPT(int,SendBuffer,ZMQ_SNDBUF) // bytes
    SOCKOPT(int,SendHighWaterMark,ZMQ_SNDHWM) // messages
-   SOCKOPT(int,SendTimout,ZMQ_SNDTIMEO)
+   SOCKOPT(int,SendTimeout,ZMQ_SNDTIMEO)
 
    SOCKOPT_GET_BOOL(ReceiveMore,ZMQ_RCVMORE)
 

Include/Zmq/ZmqMsg.mqh

@@ -117,7 +117,7 @@ void ZmqMsg::getData(uchar &data[])
   {
    size_t size=size();
    intptr_t src=data();
-   ArrayResize(data,(int)size);
+   if(ArraySize(data)<size) ArrayResize(data,(int)size);
    ArrayFromPointer(data,src);
   }
 //+------------------------------------------------------------------+
@@ -136,7 +136,7 @@ void ZmqMsg::setData(const uchar &data[])
   {
    intptr_t dest=data();
    size_t size=size();
-   ArrayToPointer(data,dest,size);
+   ArrayToPointer(data,dest,(int)size);
   }
 //+------------------------------------------------------------------+
 //| Wraps zmq_msg_gets: get metadata associated with the msg         |

README.md

@@ -45,7 +45,7 @@ This binding contains three sets of files:
    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
+   `__X64__` macro definition at the top of the `Include/Mql/Lang/Native.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.
    
@@ -128,14 +128,19 @@ void OnStart()
 
 1. Write more tests.
 2. Add more examples from the official ZMQ guide.
+3. More documentation
+4. High level API for common patterns
 
 ## Changes
 
+* 2017-10-28: Released 1.5: Important: API change for `Socket.send`; Remove
+  PollItem duplicate API (#11); Fix compiler warning (#10) and compile failure
+  (#12); Add RTReq example from ZMQ Guide Chapter 3.
 * 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;
-  Complete all examples in ZMQ Guide Chanpter 1.
+  Complete all examples in ZMQ Guide Chapter 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.

Scripts/ZeroMQGuideExamples/Chapter2/RRBroker.mq4

@@ -42,8 +42,8 @@ void OnStart()
          do
            {
             frontend.recv(message);
-            more=message.more();
+            if(message.more()) backend.sendMore(message);
-            backend.send(message,false,more);
+            else backend.send(message);
            }
          while(more);
         }
@@ -53,8 +53,8 @@ void OnStart()
          do
            {
             backend.recv(message);
-            more=message.more();
+            if(message.more()) frontend.sendMore(message);
-            frontend.send(message,false,more);
+            else frontend.send(message);
            }
          while(more);
         }

Scripts/ZeroMQGuideExamples/Chapter2/WUProxy.mq4

@@ -38,8 +38,8 @@ void OnStart()
       do
         {
          frontend.recv(message);
-         more=message.more();
+         if(message.more()) backend.sendMore(message);
-         backend.send(message,false,more);
+         else backend.send(message);
         }
       while(more);
      }

Scripts/ZeroMQGuideExamples/Chapter3/RTReqBroker.mq4

@@ -0,0 +1,85 @@
+//+------------------------------------------------------------------+
+//|                                                  RTReqBroker.mq4 |
+//|                                          Copyright 2017, Li Ding |
+//|                                                dingmaotu@126.com |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2017, Li Ding"
+#property link      "dingmaotu@126.com"
+#property version   "1.00"
+#property strict
+#property show_inputs
+//+------------------------------------------------------------------+
+//| This example comes from the "Load Balancing Pattern"             |
+//| The original example creates threads for workers and spawn them  |
+//| in the broker main thread. MetaTrader Terminal does not support  |
+//| thread creation. So we split the broker and worker code to two   |
+//| scripts. Since we splitted the code, we need to wait all workers |
+//| connect.                                                         |
+//| This is the broker part.                                         |
+//+------------------------------------------------------------------+
+#include <Zmq/Zmq.mqh>
+input int InpNumberWorkers=5;
+//+------------------------------------------------------------------+
+//| Custom routing Router to Mama (ROUTER to REQ) (adapted from C++) |
+//| Olivier Chamoux <olivier.chamoux@fr.thalesgroup.com>             |
+//+------------------------------------------------------------------+
+void OnStart()
+  {
+   Context context("rtreq");
+   Socket broker(context,ZMQ_ROUTER);
+   broker.bind("inproc://rtreq");
+
+   string identities[];
+   ArrayResize(identities,InpNumberWorkers);
+// Wait until InpNumberWorkers workers connected
+   for(int i=0; i<InpNumberWorkers; i++)
+     {
+      ZmqMsg msg;
+      broker.recv(msg);
+      string identity=msg.getData();
+      broker.recv(msg);     //  Envelope delimiter
+      broker.recv(msg);     //  Response from worker
+      identities[i]=identity;
+      Print("Broker: Worker ",identity," connected.");
+     }
+   Print("Broker: All workers connected!");
+// Notify all workers that it is ready to dispatch work
+   for(int i=0; i<InpNumberWorkers; i++)
+     {
+      broker.sendMore(identities[i]);
+      broker.sendMore();
+      broker.send("Go!");
+     }
+
+//  Run for five seconds and then tell workers to end
+   long endTime=TimeLocal()+5;
+   int workersFired=0;
+   while(!IsStopped())
+     {
+      ZmqMsg msg;
+      //  Next message gives us least recently used worker
+      broker.recv(msg);
+      string identity=msg.getData();
+      Print("Broker: Get available worker [",identity,"]");
+      broker.recv(msg);     //  Envelope delimiter
+      broker.recv(msg);     //  Response from worker
+      Print("Broker: And he says ",msg.getData());
+
+      if(!broker.sendMore(identity)) {Print("Error sending identity.");}
+      if(!broker.sendMore("")) {Print("Error sending delimeter.");}
+      //  Encourage workers until it's time to fire them
+      if(TimeLocal()<endTime)
+        {
+         Print("Send work!");
+         if(!broker.send("Work harder")) {Print("Error sending work.");}
+        }
+      else
+        {
+         Print("Send fire!");
+         if(!broker.send("Fired!")) {Print("Error sending fired.");}
+         if(++workersFired==InpNumberWorkers)
+            break;
+        }
+     }
+  }
+//+------------------------------------------------------------------+

Scripts/ZeroMQGuideExamples/Chapter3/RTReqWorker.mq4

@@ -0,0 +1,72 @@
+//+------------------------------------------------------------------+
+//|                                                  RTReqWorker.mq4 |
+//|                                          Copyright 2017, Li Ding |
+//|                                                dingmaotu@126.com |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2017, Li Ding"
+#property link      "dingmaotu@126.com"
+#property version   "1.00"
+#property strict
+#include <Zmq/Zmq.mqh>
+#property show_inputs
+//+------------------------------------------------------------------+
+//| This example comes from the "Load Balancing Pattern"             |
+//| The original example creates threads for workers and spawn them  |
+//| in the broker main thread. MetaTrader Terminal does not support  |
+//| thread creation. So we split the broker and worker code to two   |
+//| scripts. Since we splitted the code, we need to wait all workers |
+//| connect.                                                         |
+//| This is the worker part.                                         |
+//| For the worker, we can use either ZMQ_REQ or ZMQ_DEALER, the     |
+//| difference is minimal. When using a dealer socket, remember to   |
+//| send an empty frame to emulate the REQ behavior.                 |
+//+------------------------------------------------------------------+
+
+#define within(num) (int) ((float) num * MathRand() / (32767 + 1.0))
+
+input string InpWorkerIdentity="worker1";
+//+------------------------------------------------------------------+
+//| Custom routing Router to Mama (ROUTER to REQ) (adapted from C++) |
+//| The worker                                                       |
+//| Olivier Chamoux <olivier.chamoux@fr.thalesgroup.com>             |
+//+------------------------------------------------------------------+
+void OnStart()
+  {
+//--- use inproc
+   Context context("rtreq");
+   Socket worker(context,ZMQ_REQ);
+//---  We use a string identity for ease here
+   worker.setIdentity(InpWorkerIdentity);
+   worker.connect("inproc://rtreq");
+
+   ZmqMsg msg("Connect!");
+   worker.send(msg);
+   worker.recv(msg);
+   Print(InpWorkerIdentity," connect: ",msg.getData());
+
+   int total=0;
+   while(!IsStopped())
+     {
+      //  Tell the broker we're ready for work
+      worker.send("Hi Boss");
+
+      //  Get workload from broker, until finished
+      worker.recv(msg);
+      string workload=msg.getData();
+      if("Fired!"==workload)
+        {
+         Print(InpWorkerIdentity," is fired!");
+         Print(InpWorkerIdentity," processed: ",total," tasks");
+         break;
+        }
+      else
+        {
+         Print(InpWorkerIdentity," received work!");
+        }
+      total++;
+
+      //  Do some random work
+      Sleep(within(500)+1);
+     }
+  }
+//+------------------------------------------------------------------+