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eabase
235 lines
9.4 KiB
Markdown
235 lines
9.4 KiB
Markdown
## Introduction
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MtApi provides a .NET API for working with famous trading platfrom [MetaTrader(MetaQuotes)](https://www.metatrader5.com/).
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It is not API for connection to MT servers directly. MtApi is just a bridge between MT terminal and .NET applications designed by developers.
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MtApi executes MQL commands and functions by MtApi's expert linked to chart of MetaTrader.
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Most of the API's functions duplicates MQL interface.
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The project was designed using [WCF](https://docs.microsoft.com/en-us/dotnet/framework/wcf/whats-wcf) framework with the intention of using flexibility to setup connections.
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## Build environment
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The project is supported by Visual Studio 2017.
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It requires WIX Tools for preparing project's installers (http://wixtoolset.org/).
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Installing WIX for mtapi:
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1. Make sure you install one of the latest (3.14+) development releases of the wixtoolset.
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(If you use an older installer you will have to install the ancient .NET 3.5 framework, and that I am sure you will regret, if you do!).
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2. Run the installer and wait for completion or for asking to also install the VS extensions.
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3. Install the WiX Toolset Visual Studio Extension depending on your VS version.
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For example, if you use VS 2017, go [here](https://marketplace.visualstudio.com/items?itemName=WixToolset.WixToolsetVisualStudio2017Extension) or download from their GitHub, releases.
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Use [MetaEditor](https://www.metatrader5.com/en/automated-trading/metaeditor) to working with MQL files.
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## How to Build Solution
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To build the solution for **MT4**, you need to choose the configuration to build for **`x86`**
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and start with building the **`MtApiInstaller`**. This will build all projects related to MT4:
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- `MtApi`
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- `MTApiService`
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- `MTConnector`
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For building the solution for MT5, you need to choose the configuration to build for **`x64`** (or **`x86`** for the 32-bit MT5)) and start build **`MtApi5Installer`**. This will build all projects related to MT5:
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- `MtApi5`
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- `MTApiService`
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- `MT5Connector`
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All binaries are placed in the project root folder, in the *build* directory: **`../build/`**.
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The installers (**`*.msi, *.exe`**) will be found under: **`../build/installers/`**.
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All the DLL library binaries (**`*.dll`**) in: **`../bin/`**.
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MQL files have been pre-compiled to **`*.ex4`** and can be found in the repository here:
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- **`..\mql4\`**
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- **`..\mql5\`**
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Changing the source code of the MQL *Expert Advisor* (EA), requires recompilation with *`MetaEditor`*.
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Before you can recompile the EA, you need to add/place the following MQL library files, in the *MetaEditor* **`../Include/`** folder.
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- **`hash.mqh`**
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- **`json.mqh`**
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The *`MetaEditor`* *include* folder is usually located here:
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```xml
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C:\Users\<username>\AppData\Roaming\MetaQuotes\Terminal\<terminal-hash>\MQL5\Include\.
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```
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## Project Structure
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* `MTApiService`: **`(C#, .dll)`**
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The common engine communication project of the API. It contains the implementations of client and server sides.
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* `MTConnector, MT5Connector`: **`(C++/CLI, .dll)`**
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The libraries that are working as proxy between MQL and C# layers. They provides the interfaces.
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* `MtApi, MtApi5`: **`(C#, .dll)`**
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The client side libraries that are using in user's projects.
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* **`(MQL4/MQL5, .ex4)`**
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MT4 and MT5 *Expert Advisors* linked to terminal's charts. They executes API's functions and provides trading events.
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* `MtApiInstaller, MtApi5Installer` **`(WIX, .msi)`**
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The project's installers.
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* `MtApiBootstrapper, MtApi5Bootstrapper` **`(WIX, .exe)`**
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The installation package bundles. There are wrappers for installers that contains the vc_redist
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libraries (Visual C++ runtime) placed in [root]\vcredist\.
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## Installation
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Use the installers to setup all libraries automatically.
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- For *MT4*, use: `MtApiInstaller_setup.exe`
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- For *MT5*, use: `MtApi5Installer setup.exe`
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`MtApiBootstrapper` and `MtApi5Bootstrapper` are installation package bundles that contain the installers and `vc_redist` Windows libraries. The installers place the `MTApiService.dll` into the Windows GAC (*Global Assembly Cache*) and copies `MTConnector.dll` and `MT5Connector.dll` into the Windows's system folder, whose location depend on your Windows OS. After installation, the **`MtApi.ex4`** (or **`MtApi5.ex5`**) EA, must be copied into your Terminal data folder for Expert Advisors, which is normally located in: **`../MQL5/Experts/`**.
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To quickly navigate to the trading platform *data folder*, click: **`File >> "Open data folder"`** in your *MetaTrader* Terminal.
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## Using
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MtApi provides two types of connection to MetaTrader terminal: local (using Pipe or TCP) and remote (via TCP).
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The port of connection is defined by MtApi expert.
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Console sample for MT5:
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```C#
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using System;
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using System.Threading;
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using System.Threading.Tasks;
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using MtApi5;
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namespace MtApi5Console
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{
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class Program
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{
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static readonly EventWaitHandle _connnectionWaiter = new AutoResetEvent(false);
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static readonly MtApi5Client _mtapi = new MtApi5Client();
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static void _mtapi_ConnectionStateChanged(object sender, Mt5ConnectionEventArgs e)
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{
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switch (e.Status)
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{
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case Mt5ConnectionState.Connecting:
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Console.WriteLine("Connnecting...");
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break;
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case Mt5ConnectionState.Connected:
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Console.WriteLine("Connnected.");
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_connnectionWaiter.Set();
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break;
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case Mt5ConnectionState.Disconnected:
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Console.WriteLine("Disconnected.");
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_connnectionWaiter.Set();
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break;
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case Mt5ConnectionState.Failed:
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Console.WriteLine("Connection failed.");
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_connnectionWaiter.Set();
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break;
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}
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}
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static void _mtapi_QuoteAdded(object sender, Mt5QuoteEventArgs e)
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{
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Console.WriteLine("Quote added with symbol {0}", e.Quote.Instrument);
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}
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static void _mtapi_QuoteRemoved(object sender, Mt5QuoteEventArgs e)
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{
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Console.WriteLine("Quote removed with symbol {0}", e.Quote.Instrument);
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}
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static void _mtapi_QuoteUpdate(object sender, Mt5QuoteEventArgs e)
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{
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Console.WriteLine("Quote updated: {0} - {1} : {2}", e.Quote.Instrument, e.Quote.Bid, e.Quote.Ask);
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}
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static void Main(string[] args)
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{
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Console.WriteLine("Application started.");
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_mtapi.ConnectionStateChanged += _mtapi_ConnectionStateChanged;
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_mtapi.QuoteAdded += _mtapi_QuoteAdded;
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_mtapi.QuoteRemoved += _mtapi_QuoteRemoved;
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_mtapi.QuoteUpdate += _mtapi_QuoteUpdate;
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_mtapi.BeginConnect(8228);
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_connnectionWaiter.WaitOne();
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if (_mtapi.ConnectionState == Mt5ConnectionState.Connected)
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{
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Run();
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}
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Console.WriteLine("Application finished. Press any key...");
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Console.ReadKey();
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}
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private static void Run()
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{
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ConsoleKeyInfo cki;
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do
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{
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cki = Console.ReadKey();
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switch (cki.KeyChar.ToString())
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{
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case "b":
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Buy();
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break;
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case "s":
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Sell();
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break;
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}
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} while (cki.Key != ConsoleKey.Escape);
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_mtapi.BeginDisconnect();
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_connnectionWaiter.WaitOne();
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}
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private static async void Buy()
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{
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const string symbol = "EURUSD";
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const double volume = 0.1;
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MqlTradeResult tradeResult = null;
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var retVal = await Execute(() => _mtapi.Buy(out tradeResult, volume, symbol));
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Console.WriteLine($"Buy: symbol EURUSD retVal = {retVal}, result = {tradeResult}");
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}
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private static async void Sell()
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{
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const string symbol = "EURUSD";
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const double volume = 0.1;
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MqlTradeResult tradeResult = null;
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var retVal = await Execute(() => _mtapi.Sell(out tradeResult, volume, symbol));
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Console.WriteLine($"Sell: symbol EURUSD retVal = {retVal}, result = {tradeResult}");
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}
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private static async Task<TResult> Execute<TResult>(Func<TResult> func)
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{
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return await Task.Factory.StartNew(() =>
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{
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var result = default(TResult);
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try
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{
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result = func();
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}
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catch (ExecutionException ex)
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{
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Console.WriteLine($"Exception: {ex.ErrorCode} - {ex.Message}");
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}
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catch (Exception ex)
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{
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Console.WriteLine($"Exception: {ex.Message}");
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}
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return result;
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});
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}
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}
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}
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```
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# Telegram Channel
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https://t.me/mtapi4
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https://t.me/joinchat/GfnfUxvelQCLvvIvLO16-w
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