mirror of
https://github.com/vdemydiuk/mtapi.git
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Viacheslav Demydiuk
206 lines
8.5 KiB
Markdown
206 lines
8.5 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 configuration x86 and start build MtApiInstaller.
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It will build all projects related to MT4: MtApi, MTApiService, MTConnector.
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For bulding solution used with MT5 choose configuration x64 (or x86) and start build MtApi5Installer.
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It will build projects related to MT5: MtApi5, MTApiService, MT5Connector.
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All binaries are placed in folder [root]/build.
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Installers (*.msi, *.exe) - [root]/build/installers/
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Binaries (*.dll) - [root]/bin/
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MQL files have been pre-compiled to ex4 and stored into repository:
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[root]\mql4\
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[root]\mql5\
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Changing the source code of MQL expert requires recompilation with MetaEditor.
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The files "hash.mqh" and "json.mqh" must be placed to the MetaEditor include folder before compile. For example:
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c:\Users\[username]\AppData\Roaming\MetaQuotes\Terminal\[ID]\MQL5\Include\.
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# Project Structure
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MTApiService (C#, .dll) - 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) - libraries that working as proxy between MQL and C# layers. They provides interfaces
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MtApi, MtApi5 (C#, .dll) - client side libraries that are using in user's projects.
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MQL (MQL4/MQL5, .ex4) - MT4 and MT5 expets linked to terminal's charts. They executes API's functions and provides trading events.
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MtApiInstaller, MtApi5Installer (WIX, .msi) - project's installers.
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MtApiBootstrapper, MtApi5Bootstrapper (WIX, .exe) - installation package bundles. There are wrappers for installers that contains the vc_redist libraries (Visual C++ runtime) placed in [root]\vcredist\.
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# Installation
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Use installers to setup all libraries automatically.
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MtApiInstaller setup the API's files for MetaTrader 4.
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MtApi5Installer setup the API's files for MetaTrader 5.
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MtApiBootstrapper or MtApi5Bootstrapper are installation package bundles contains installers and vc_redist libraries.
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The installers places MTApiService.dll into Windows GAC (Global Assembly Cache) and copies MTConnector.dll and MT5Connector.dll into Windows's system folder.
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After instalation MtApi expert (MtApi.ex4 or MtApi5.ex5) must be copied into folder for Expert Advisors (/MQL5/Experts).
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To quickly navigate to the trading platform data folder, click "Open data folder" in the File menu.
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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 |