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Open Trading edited this page Feb 23, 2016 · 6 revisions

There are 2 scripts in the bin directory that can send or receive information from a MetaTrader running the experts OTZmqCmdEA.mq4 or OTPyZmqCmdEA.mq4.

These are Python scripts that require you have PyZmq installed.

OTZmqSubscribe.py

Usage: OTZmqSubscribe.py [options] [topics...]

Collect ticks from OTMql4Zmq

Arguments on the command line are the list of Topics to subscribe to on a listener at the same time. By default everything ('') is subscribed to, but you could add one or more of timer, tick, retval, bar to the command line to see only those topics.

MAYBE: do NOT run this until the expert has been loaded onto a chart. It may (but shouldn't) prevent the expert from binding to the ports. Also be sure to not keave it running between restarting Metatrader.

OTZmqPublish.py

Usage: OTZmqPublish.py [options] [topics...]

Publish request commands to OTMql4Zmq. Give options on the commnd line, and then it will enter a loop reading from the standard input to take commands to send to an PyZmq enabled Mt4 (or anything else).

Arguments on the command line are the list of Topics to subscribe to on a listener at the same time. By default everything ('') is subscribed to, but you could add timer to the command line to see only timer topics come back.

The script subscribes on the subscribe port and then sends requests to the requests port. In both cases, the Mt4 binds the sockets, and this script connects. The commands on stdin are sent to the Zmq enabled Mt4.

There are 2 types of requests that we can send:

  • exec - the request is sent, and a reply is waited for on the requests port (REQ/REP)
  • cmd - the request is sent, and a reply is waited for on the subscibe port, where the reply is by put in the return subscription as a 'retval' topic.

The theory is that exec commands should be quick and not block the tick, and the cmd requests are for longer running commands. In practice this isn't implemented like that in the EA, and instead the following is true: use

  • exec - use exec for sending to the OTZmqCmdEA.mq4 (-e exec)
  • cmd - use cmd for sending to the OTPyZmqCmdEA.mq4 (-e cmd) Use the command line argument -e or --exectype.

In fact even that is not true - this only works with OTZmqCmdEA.mq4 at the moment!

We'll straighten this out later.

See also: CodeScripts

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