What is this project about?

It's a REST library for MQL5. Comprises of a C# dll that deals with the REST communication and an MQL5 sample project.

Why?

There are numerous examples to call REST API using MQL without a dll. But these examples do not work with backtesting. As a result if you have a functionality in your Expert Advisor (e.g. do not trade during market news) and you have a REST service that provides market news information, it's not possible to call the service from within a backtest.

Getting the REST C# DLL

There are two ways to get the DLL. Either build it from source, or get it precompiled for x86 and x64 architectures.

Option 1: Building DLL from Source

The original dll is built using Visual Studio 2017 and .NET library 4.6.1. Clone the reposity.

Add the DLLExport library dependency

Open command prompt and navigate to the folder you cloned: rest-mql/net-dll/restmql. Issue from command prompt: DllExport_Configure.bat Then select the solution of the project and for the NameSpace for DLLExport choose: System.Runtime.InteropServices Select (86+x64) as architecture and press Apply.

Build the DLL

Restart Visual Studio and the project should compile without errors. Release the DLL for the architecture you want.

Option2: Precompiled DLL

You can download the precompiled DLL from the releases page.

How do I use the DLL from MQL?

You can check the sample file:testmqldll.mq5

What about Serialization and Deserialization?

This library does not deal with Serialization and Deserialization. JSON is usually the obvious option when it comes to REST, but probably not the best suited for MQL. The implementation details of the Serialization/Deserialization framework are beyond the scope of this simple library.