OTMql4Zmq - MQL4 bindings for ZeroMQ, the high-speed messaging protocol for asynchronous communications between financial and trading applications.
With ZeroMQ (http://zeromq.org/) you can:
- Connect your code in any language, on any platform.
- Carries messages across inproc, IPC, TCP, TIPC, multicast.
- Smart patterns like pub-sub, push-pull, and router-dealer.
- High-speed asynchronous I/O engines, in a tiny library.
- Backed by a large and active open source community.
- Supports every modern language and platform.
- Build any architecture: centralized, distributed, small, or large.
There are two ways of using ZeroMq via in this package:
1. Directly using a compiled DLL. We using ZeroMQ v2.2.0 to compile against, but you should be able to connect to it from any more recent version. See CompiledDllOTMql4Zmq (https://github.com/OpenTrading/OTMql4Zmq/wiki/CompiledDllOTMql4Zmq) .
2. Through PyZmq (https://github.com/OpenTrading/OTMql4Zmq/wiki/PyZmq) in Python under Metatrader using OTMql4Py (https://github.com/OpenTrading/OTMql4Py) . This is slower, but gives you all of Python under Mt4.
In general, you can use any version of ZeroMQ later than v2.2.0 to communicate with the either way of using ZeroMq, , so for example you can use the latest PyZmq (https://github.com/OpenTrading/OTMql4Zmq/wiki/PyZmq) for client scripts talking to an EA that uses the compiled DLL: see Scripts (https://github.com/OpenTrading/OTMql4Zmq/wiki/Scripts) .
You may also want to look at our RabbitMQ solution, which is a pure Python solution also using OTMql4Py: https://github.com/OpenTrading/OTMql4AMQP/
You may want to also look at: https://github.com/OpenTrading/OpenTrader which provides a command-line interpreter to speak to the OTMql4AMQP or OTMql4Zmq enabled Metatrader (either version). Most of our testing of this package is done from OpenTrader.
This is a work in progress - a developers' pre-release version.
OTMql4Zmq works with Metatrader on builds > 6xx, but it still needs testing on different versions of Windows and Mt4.
The source code for the Compiled DLL has been moved to https://github.com/OpenTrading/mql4zmq/ to better document the changes we made in it from the original source. As a convenience, we have checked in the binaries from that project to the src/mql4zmq directory. In theory the files in this project will always mirror that project, but that project may get broken as we try to move it to compiling against ZeroMQ 4.x. If anyone is good at MSVC and ZeroMQ, if you could look at the code in that project and help us with ZeroMQ 4.x version improvements, we'd be grateful.
Please file any bugs in the issue tracker: https://github.com/OpenTrading/OTMql4Zmq/issues
Use the Wiki to start topics for discussion: https://github.com/OpenTrading/OTMql4Zmq/wiki/Home It's good to use the wiki for knowledge capture, and then we can pull the important pages back into the documentation into the wiki subdirectory. You may need to be signed into github.com to see or edit in the wiki.
The project wiki should be open for editing by anyone logged into GitHub: Please report any system it works or doesn't work on in the wiki: include the Metatrader build number, the origin of the metatrader exe, the Windows version, and the ZeroMq version and version of the Python pyzmq. This code in known to run under Linux Wine (1.7.x), so this project bridges Metatrader to ZeroMq under Linux.