Rabbit4MT4

This project contains some examples to work with Metatrader 4 (MT4 build >= 500) and RabbitMQ.

Install

• Metatrader 4 (or 5) http://www.metaquotes.net/

• Install Erlang (OTP 17.0) http://www.erlang.org/

• Install RabbitMQ (3.3.1) https://www.rabbitmq.com/

• Install Visual Studio 2013 https://www.visualstudio.com/

• Install a scientific distribution of Python

  • Anaconda Python http://continuum.io/
  • Enthought Python https://www.enthought.com/

  I'm using Anaconda

• Open Rabbit4mt4.sln

• Install missing packages

  https://www.nuget.org/packages/UnmanagedExports

  To install Unmanaged Exports (DllExport for .Net), run the following command in the Package Manager Console

  PM> Install-Package UnmanagedExports

• Build the "Rabbit4mt4" project it should create unmanaged DLL into output\bin folder.

• Put files from testUnmanagedDLL\testUnmanagedDLL\bin\Debug\ to <MQL4_directory>\Libraries

• Also copy files from testUnmanagedDLL\DllExport\ to <MQL4_directory>\Libraries

• Copy scripts, EA as provided in Rabbit4mt4\emit\MQL4 in directory to respective MQL4 folders.

• Attach the rabbit4mt4_ticks_emit EA to EURUSD chart

• Run Python script receive\Python\receive_ticks.py (just click on receive_ticks.bat)

• You will need before install some package such a pika (AMQP client for Windows), click (Command Line Interface Creation Kit) ...

  • use $ conda install package_name (Anaconda)
  • or $ enpkg package_name (Enthought)
  • or $ pip install package_name (Pip package index)

to install missing packages

• Incoming ticks should be displayed in terminal console.

Videos

Some videos to show this project in action

• Realtime Metatrader 5 DOM (orderbook) plot with Python, Pandas, PyQtGraph and RabbitMQ

  https://www.youtube.com/watch?v=4CnowC3UH4s

• Metatrader 4 JSON RPC with RabbitMQ and MySQL

  https://www.youtube.com/watch?v=2CFt9tGjD8M

Done

• SendTick

  mt4_demo01_123456.event.ticks.eurusd

• SendMessage

  send message (JSON) from MT4 to RabbitMQ

  mt4_demo01_123456.event.message

• SendMessage example with bid / ask

• SendMessage example with an indicator value

• JSON message creation - see dom_toolbox.mqh

  is used to cleanly generate JSON message

• Plot of DOM (orderbook) from MT5 with Python, Pandas, Qt (PySide) and PyQtGraph

  see receive\Python\receive_dom_plot_pyqtgraph

  parse JSON and pretty print dict

• Dictionary (map) - see hashmap http://www.lordy.co.nf/mql4/

  HashMap is an in memory key/value store

  can be used to store in memory MAE, MFE of each opened trades

  can be used to store opened orders to see if they are modified (SL, TP...)

• JSON parser http://www.lordy.co.nf/mql4/

  can be used to parse JSON RPC request on MQL side

ToDo

• Python receive

  logging to file (logging.config)

• DOM from MT5 (MQL5) (Alpari UK)

  compress data

  use JSON_List instead of JSON_Dict

  separate bids and asks

  remove 1 and 2 (type = bid or ask)

• OrderReceived / OrderModified / OrderClosed

  EA to send message when new order, order modified or order closed

    see `rabbit4mt4_orders_events.mqh` (master)
    
    `mt4_demo01_123456.events.orders.received`
    
    `mt4_demo01_123456.events.orders.modified`
    
    `mt4_demo01_123456.events.orders.closed`
  

• OrderSend / OrderModify / OrderClose

  JSON RPC? (return ticket - )

  generate a random number to be sure that return is about your request (slave)

  (this part will be hard)

• Get account information AccountBalance Equity ... History (MODE_TRADE and MODE_HISTORY) using JSON RPC request

• Trade copier MT4

  MT4 master (send message to RabbitMQ such as OrderReceived / OrderModified / OrderClosed)

  MT4 slave (receive message)

  (maybe) a script between (?)

• JForex master

• JForex slave

• Security

  limit access for a given user

• JSON parser use an other implementation than ydrol's implementation

  see https://www.mql5.com/en/forum/28928

• Improve order book visualization and analysis

  see http://quant.stackexchange.com/questions/1865/what-tools-exist-for-order-book-analysis-and-visualization/17426#17426

See also

• https://github.com/OpenTrading/OTMql4AMQP