Newer zmq version

[cmyzie28]

Would be possible to use a more recent version of the zmq library? I have a pub/sub reconnection issue that I believe is caused by the old version.

I would rebuild it myself, but I don't have access to a Windows environment. (I run it with wine in linux.)

[AustenConrad]

This has been on my todo list for some time. The issue is that it's more complicated than simply recompiling against a newer version. There were several significant API changes between ZeroMQ v2.1 and v3.2 as detailed here: http://zeromq.org/docs:3-1-upgrade There may be additional API changes from v3.2 to the brand new v4, but I have not looked into that yet.

My thought is to start versioning MQL4ZMQ according to the ZeroMQ version it's built against so as to avoid introducing backward compatibility issues or any bugs that may affect live trading environments running older versions of ZeroMQ.

For now I would suggest using ZeroMQ v2.1 to get started as it may be some time before I can get to this because it's not a top priority for me at the moment as the current version of MQL4ZMQ is processing 100's of trades per day for my live trading system without errors.