mirror of
https://github.com/vdemydiuk/mtapi.git
synced 2026-07-28 11:07:48 +00:00
508 lines
16 KiB
Matlab
508 lines
16 KiB
Matlab
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classdef Mt5Api < handle
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%CONNECTMT5 Connects to the MtApi Client via .NET
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properties
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MTApi5_dll_Location = 'dll\MtApi5.dll'
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% MTApi5_dll_Location = 'E:\GitHub-RePos\MtApi\build\products\Release\MtApi5.dll';% 1.021
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% MTApi5_dll_Location = ' E:\GitHub-RePos\MtApi\MtApi5\bin\x64\Release\MtApi5.dll' ;% 1.021
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% MTApi5_dll_Location = 'd:\Git-Extern\mtapi\build\products\Debug\MtApi5.dll';% 1.019
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% MTApi5_dll_Location = 'D:\GitHub-RePos\MtApi\build\products\Release\MtApi5.dll'; % 1.0191
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vVersion = 1.021;
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h;
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asm;
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cAccount;
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cCommon;
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cCheckup;
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cDateTime;
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cEvents;
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cMarketInfo;
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cObject;
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cProp;
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cTeIndicator;
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cTimeSeries;
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cTrade;
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cLogger;
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fDeleteLogger;
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hQuoteAddedListener;
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hQuoteListener;
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hConnectionListener;
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hOnTradeTransactionListener;
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hOnTesterDeInitListener % Listener for Tester DeInit Event
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charConnectionState = 'StartUp';
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bStatusDeInit = false; % Status Flag of DeInit Tester
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end
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methods
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%% constructor
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function obj = Mt5Api(MTApi5_dll_Location)
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if nargin > 1
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if isempty(MTApi5_dll_Location)
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disp('No Path for API dll using standard');
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end
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end
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obj.MTApi5_dll_Location = strcat(pwd(),'\',MTApi5_dll_Location);
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[obj.cLogger, obj.fDeleteLogger] = logging.getLogger('ApiLogMain');
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MtApi_asm = NET.addAssembly(obj.MTApi5_dll_Location);
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obj.cLogger.debug('Net Assembly loaded',0);
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obj.cLogger.debug(char(MtApi_asm.AssemblyHandle.CodeBase),0);
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obj.cLogger.debug(char(MtApi_asm.AssemblyHandle.ToString),0);
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obj.h = MtApi5.MtApi5Client();
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obj.asm = MtApi_asm;
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obj.cAccount = cntMt5Api_account(obj);
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obj.cCommon = cntMt5Api_common(obj);
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obj.cCheckup = cntMt5Api_checkup(obj);
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obj.cDateTime = cntMt5Api_datetime(obj);
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obj.cEvents = cntMt5Api_events(obj);
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obj.cMarketInfo = cntMt5Api_marketinfo(obj);
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obj.cTeIndicator = cntMt5Api_teindicator(obj);
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obj.cTimeSeries = cntMt5Api_timeseries(obj);
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obj.cTimeSeries.mSymbol = 'EURUSD';
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obj.cTrade = cntMt5Api_trade(obj);
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% obj.cEnum = cntMtApi_enums(obj);
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end
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%% destructor
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function delete(self)
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self.asm.delete;
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% delete(self.hOnTesterDeInitListener);
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end
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%% class functions
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function ok = startMT5 (self,addr,port)
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%% Handle to the .NET client
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self.cLogger.info(sprintf('Connecting to %s:%d ...',addr,port));
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ok = false;
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t = timer('TimerFcn', @errorWhileNoConnection, 'StartDelay',60);
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start(t);
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status=true;
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while (status==true)
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try
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self.h.BeginConnect(addr,port);
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catch ME
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end
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pause(1);
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if self.h.ConnectionState == MtApi5.Mt5ConnectionState.Connected
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stop(t);
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delete(t);
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ok = true;
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self.cLogger.info(sprintf('Conneced to %s:%d ',addr,port));
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return;
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end
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end
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ok = false;
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self.cLogger.error('Connection Timer Out!');
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function errorWhileNoConnection(self,event)
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status=false;
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stop(t);
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delete(t);
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end
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end
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function stopMT5(self)
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self.cLogger.info('Close Connection...');
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self.h.BeginDisconnect();
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end
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function init_Loggers(self,cmdLineLevel,logLevel,WebHook,Instance)
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% cmdLineLevel,logLevel -> ALL,TRACE,DEBUG,INFO,WARNING,ERROR,CRITICAL,OFF
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self.cLogger.setSlackWebHook(WebHook);
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self.cLogger.setSlackInstance(Instance)
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% self.cLogger = logging.getLogger('ApiLog');
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self.cLogger.setFilename('C:\Work\NeuronalTrader_matlab\Log\Api.log');
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switch logLevel
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case 'ALL'
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self.cLogger.setLogLevel(logging.logging.ALL);
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case 'TRACE'
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self.cLogger.setLogLevel(logging.logging.TRACE);
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case 'DEBUG'
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self.cLogger.setLogLevel(logging.logging.DEBUG);
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case 'INFO'
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self.cLogger.setLogLevel(logging.logging.INFO);
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case 'WARNING'
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self.cLogger.setLogLevel(logging.logging.WARNING);
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case 'ERROR'
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self.cLogger.setLogLevel(logging.logging.ERROR);
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case 'CRITICAL'
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self.cLogger.setLogLevel(logging.logging.CRITICAL);
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case 'OFF'
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self.cLogger.setLogLevel(logging.logging.OFF);
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otherwise
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error('cLogger Init');
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end
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switch cmdLineLevel
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case 'ALL'
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self.cLogger.setCommandWindowLevel(logging.logging.ALL);
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case 'TRACE'
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self.cLogger.setCommandWindowLevel(logging.logging.TRACE);
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case 'DEBUG'
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self.cLogger.setCommandWindowLevel(logging.logging.DEBUG);
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case 'INFO'
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self.cLogger.setCommandWindowLevel(logging.logging.INFO);
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case 'WARNING'
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self.cLogger.setCommandWindowLevel(logging.logging.WARNING);
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case 'ERROR'
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self.cLogger.setCommandWindowLevel(logging.logging.ERROR);
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case 'CRITICAL'
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self.cLogger.setCommandWindowLevel(logging.logging.CRITICAL);
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case 'OFF'
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self.cLogger.setCommandWindowLevel(logging.logging.OFF);
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otherwise
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error('cLogger Init');
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end
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self.cLogger.info(' ********* Parameter: LogLevel = ALL **************** ');
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self.cLogger.trace('Trace Line Test');
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self.cLogger.debug('Debug Line Test');
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self.cLogger.info('Info Line Test');
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self.cLogger.warn('Warning Line Test');
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self.cLogger.error('Error Line Test');
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self.cLogger.critical('Critical Line Test');
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self.cLogger.info('Api Logger is started');
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end
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function result = isApiConnected(self)
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% Check if Api is Connected
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if self.h.ConnectionState == MtApi5.Mt5ConnectionState.Connected
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result = true;
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else
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result = false;
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end
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end
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function result = isMarketOpen(self)
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% Check if Market is Open
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end
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function res = isTesterMode(self)
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% Checks if the Expert Advisor runs in the testing mode..
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res = self.h.IsTesting();
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end
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function res = send_TesterStop(self)
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% Checks if the Expert Advisor runs in the testing mode..
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res = self.cCommon.TimeGMT();
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end
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function res = GetQuotes(self)
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% Load quotes connected into MetaTrader API.
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res = self.h.GetQuotes();
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end
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%% ASM Functions
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function version = getVersion(self)
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version = char(self.asm.AssemblyHandle.ToString());
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self.cLogger.info(version),0;
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end
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function path = getBasePath(self)
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path = char(self.asm.AssemblyHandle.CodeBase);
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self.cLogger.info(path),0;
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end
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%% develop function
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function ticks = readTicks(self)
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end
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function eurusd = runOnX7Live(self)
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self.InitLogger;
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self.cLogger.info('Develop on X7 live started');
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self.setConnectionListener;
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self.setOnTradeTransactionListener;
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if self.startMT5('192.168.178.15',8228) % Connnect to Live
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eurusd = DataStore.Ticks();
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eurusd.createMqlTicks(int32(100));
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self.setQuoteListener(eurusd);
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end
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end
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function stopX7Live(self)
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self.cLogger.trace('Cleanup Listener ,Objects');
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self.hConnectionListener.delete;
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self.hOnTradeTransactionListener.delete;
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self.stopMT5;
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while self.isApiConnected()
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pause(0.1);
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end
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logging.clearLogger('ApiLogMain')
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end
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function [connected ,eurusd] = runOn(self,mode)
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self.cLogger.info('Setup Connection');
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self.setConnectionListener();
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self.setOnTradeTransactionListener();
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switch mode
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case 'AA'
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self.startMT5('192.168.178.15',8301); % Connnect to Pool Tester AA
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eurusd = DataStore.Ticks();
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eurusd.createMqlTicks(int32(100));
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% self.setQuoteListener(eurusd);
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case 'AB'
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self.startMT5('192.168.178.15',8302); % Connnect to Pool Tester AB
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eurusd = DataStore.Ticks();
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eurusd.createMqlTicks(int32(100));
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% self.setQuoteListener(eurusd);
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case 'AC'
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self.startMT5('192.168.178.15',8303); % Connnect to Pool Tester AC
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eurusd = DataStore.Ticks();
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eurusd.createMqlTicks(int32(100));
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case 'AD'
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self.startMT5('192.168.178.15',8304); % Connnect to Pool Tester AD
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eurusd = DataStore.Ticks();
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eurusd.createMqlTicks(int32(100));
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case 'X7T'
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self.startMT5('192.168.178.15',8230); % Connnect to Tester
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eurusd = DataStore.Ticks();
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eurusd.createMqlTicks(int32(100));
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% self.setQuoteListener(eurusd);
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case 'X7L'
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self.startMT5('192.168.178.15',8228); % Connnect to Live
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eurusd = DataStore.Ticks();
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eurusd.createMqlTicks(int32(100));
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% self.setQuoteListener(eurusd);
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case 'X3CommandPoolAA'
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self.startMT5('127.0.0.1',8231); % Connnect to Pool Tester AA
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eurusd = DataStore.Ticks();
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eurusd.createMqlTicks(int32(100));
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% self.setQuoteListener(eurusd);
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case 'X3T'
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self.startMT5('192.168.178.25',8231); % Connnect to Tester
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eurusd = DataStore.Ticks();
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eurusd.createMqlTicks(int32(100));
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% self.setQuoteListener(eurusd);
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case 'X3L'
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self.startMT5('192.168.178.25',8228); % Connnect to Live
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eurusd = DataStore.Ticks();
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eurusd.createMqlTicks(int32(100));
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% self.setQuoteListener(eurusd);
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case 'X2T'
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self.startMT5('192.168.178.11',8211); % Connnect to Tester
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eurusd = DataStore.Ticks();
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eurusd.createMqlTicks(int32(100));
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% self.setQuoteListener(eurusd);
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case 'X2L'
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self.startMT5('192.168.178.11',8228); % Connnect to Live
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eurusd = DataStore.Ticks();
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eurusd.createMqlTicks(int32(100));
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% self.setQuoteListener(eurusd);
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case 'default'
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self.startMT5('127.0.0.1',8300); % Connnect to default PC
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eurusd = DataStore.Ticks();
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eurusd.createMqlTicks(int32(100));
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self.setQuoteListener(eurusd);
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end
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if ~self.isApiConnected()
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connected = false;
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return;
|
||
|
|
end
|
||
|
|
|
||
|
|
connected = true;
|
||
|
|
end
|
||
|
|
function stopX7Tester(self)
|
||
|
|
self.cLogger.trace('Cleanup Listener ,Objects');
|
||
|
|
|
||
|
|
self.hConnectionListener.delete;
|
||
|
|
|
||
|
|
|
||
|
|
|
||
|
|
self.stopMT5;
|
||
|
|
while self.isApiConnected()
|
||
|
|
pause(0.1);
|
||
|
|
end
|
||
|
|
logging.clearLogger('ApiLogMain')
|
||
|
|
end
|
||
|
|
%% Event Listener
|
||
|
|
function r = setQuoteListener(self,tickHandle)
|
||
|
|
r = addlistener(self.h, 'QuoteUpdate', @(src,event)self.quoteListener(src,event,tickHandle));
|
||
|
|
self.hQuoteListener = r;
|
||
|
|
end
|
||
|
|
function r = setQuoteAddedListener(self)
|
||
|
|
r = addlistener(self.h, 'QuoteAdded', @self.quoteAddedListener);
|
||
|
|
self.hQuoteAddListener = r;
|
||
|
|
end
|
||
|
|
function r = setConnectionListener(self)
|
||
|
|
r = addlistener(self.h, 'ConnectionStateChanged', @(src,event)self.connectionListener(src,event,self.cLogger));
|
||
|
|
self.hConnectionListener = r;
|
||
|
|
end
|
||
|
|
function r = setDeInitListener(self)
|
||
|
|
r = addlistener(self.h, 'OnTesterDeInit', @(src,event)self.OnDeInitListener(src,event,self.cLogger));
|
||
|
|
self.hTesterDeInitListener = r;
|
||
|
|
end
|
||
|
|
function r = setOnTradeTransactionListener(self)
|
||
|
|
r = addlistener(self.h, 'OnTradeTransaction', @self.OnTradeTransactionListener);
|
||
|
|
self.hOnTradeTransactionListener= r;
|
||
|
|
end
|
||
|
|
function setupDeInitListener(self)
|
||
|
|
self.hOnTesterDeInitListener = addlistener(self.h, 'OnTesterDeInit', @(src,event)self.processOnDeInitEvent(src,event));
|
||
|
|
self.cLogger.trace('DeInit Listener set');
|
||
|
|
end
|
||
|
|
function quoteAddedListener(event)
|
||
|
|
askString = num2str(event.Quote.Ask,'%01.5f');
|
||
|
|
% askString = sprintf(event.Quote.Ask,'%01.5f');
|
||
|
|
bidString = num2str(event.Quote.Bid,'%01.5f');
|
||
|
|
% bidString = num2str(event.Quote.Bid,'%01.5f');
|
||
|
|
transmitString = strcat(askString,',',bidString);
|
||
|
|
fprintf('%s: %s\n',char(event.Quote.Instrument),transmitString);
|
||
|
|
end
|
||
|
|
function quoteListener(~,~,event,tickHandle)
|
||
|
|
% askString = num2str(event.Quote.Ask,'%01.5f');
|
||
|
|
% bidString = num2str(event.Quote.Bid,'%01.5f');
|
||
|
|
% transmitString = strcat(askString,',',bidString);
|
||
|
|
% fprintf('%s: %s\n',char(event.Quote.Instrument),transmitString);
|
||
|
|
if ~feature('IsDebugMode')
|
||
|
|
tickHandle.storeNewQuoteEvent(event);
|
||
|
|
end
|
||
|
|
% tickHandle.bid.push(event.Quote.Bid);
|
||
|
|
|
||
|
|
end
|
||
|
|
function OnTradeTransactionListener(~,~,event)
|
||
|
|
|
||
|
|
% askString = num2str(event.Quote.Ask,'%01.5f');
|
||
|
|
% askString = sprintf(event.Quote.Ask,'%01.5f');
|
||
|
|
% bidString = num2str(event.Quote.Bid,'%01.5f');
|
||
|
|
% bidString = num2str(event.Quote.Bid,'%01.5f');
|
||
|
|
% transmitString = strcat(askString,',',bidString);
|
||
|
|
% fprintf('%s: %s\n',char(event.Deal),transmitString);
|
||
|
|
|
||
|
|
end
|
||
|
|
function connectionListener(obj,~, event,logger)
|
||
|
|
|
||
|
|
connectState = event.Status.ToString();
|
||
|
|
|
||
|
|
obj.charConnectionState = connectState.char;
|
||
|
|
|
||
|
|
logger.trace('New Connection State:');
|
||
|
|
logger.info(char(connectState));
|
||
|
|
|
||
|
|
switch connectState.char
|
||
|
|
|
||
|
|
case 'Connecting'
|
||
|
|
|
||
|
|
case 'Connected'
|
||
|
|
|
||
|
|
case 'Disconnected'
|
||
|
|
|
||
|
|
logger.error('case Disconnected !!!');
|
||
|
|
|
||
|
|
case 'Failed'
|
||
|
|
|
||
|
|
logger.warn('Connection failed');
|
||
|
|
logger.warn(sprintf('Reason: %s',char(event.ConnectionMessage)));
|
||
|
|
end
|
||
|
|
|
||
|
|
end
|
||
|
|
function [ok] = processOnDeInitEvent(self,~,event)
|
||
|
|
self.cLogger.trace('DeInit Event: Code 0');
|
||
|
|
% disp(event)
|
||
|
|
self.bStatusDeInit = true;
|
||
|
|
|
||
|
|
ok=true;
|
||
|
|
end
|
||
|
|
end
|
||
|
|
end
|
||
|
|
|