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mtapi/Examples/MatLab/AdvancedExample/Api/Mt5Api.m
T
Christian_x7 76a6216cf7 Add a advanced example 
It uses its own API which I packed between MTApi5 and MatLab.
Possible that this is useless, but errors from the .NET assembly are more tradable.
2020-10-24 10:14:58 +02:00

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