├── .github
    ├── FUNDING.yml
    ├── ISSUE_TEMPLATE
    │   ├── bug_report.md
    │   └── feature_request.md
    └── pull_request_template.md
├── .gitignore
├── CHANGES.txt
├── LICENSE.txt
├── README.md
├── __init__.py
├── con2mtapi.py
├── docs
    ├── ea_settings.png
    ├── image1.png
    └── image2.png
├── libs
    ├── MtApi.dll
    ├── Newtonsoft.Json.dll
    └── README.txt
├── liveTicks.py
├── setup.cfg
└── setup.py


/.github/FUNDING.yml:
--------------------------------------------------------------------------------
 1 | # These are supported funding model platforms
 2 | 
 3 | tidelift:         #"pypi/mt4pycon"
 4 | github: eabase
 5 | patreon:          # Replace with a single Patreon username
 6 | open_collective:  #mt4pycon
 7 | ko_fi:            # Replace with a single Ko-fi username
 8 | community_bridge: # Replace with a single Community Bridge project-name e.g., cloud-foundry
 9 | custom:           # https://www.paypal.com/cgi-bin/webscr?cmd=_s-xclick&hosted_button_id=xxxxxxxxx
10 | 
11 | 


--------------------------------------------------------------------------------
/.github/ISSUE_TEMPLATE/bug_report.md:
--------------------------------------------------------------------------------
 1 | ---
 2 | name: Bug Report
 3 | about: Create a bug report to help us improve
 4 | title: ''
 5 | labels: ''
 6 | assignees: ''
 7 | 
 8 | ---
 9 | 
10 | **Your OS Environment**
11 | 
12 | ```bash
13 | # Please paste the output of the following commands:
14 | python -V && pip -V
15 | python -c "import platform as p; print(p.platform())"
16 | 
17 | # HERE
18 | ```
19 | 
20 | <!-- Feel free to add more information about your environment here -->
21 | 
22 | **Problem Description**
23 | 
24 | <!-- A clear and concise description of what the bug is. -->
25 | 
26 | **How to Reproduce**
27 | 
28 | <!-- Describe the steps to reproduce this bug. -->
29 | 
30 | 1. Get package from '...'
31 | 2. Then run '...'
32 | 3. An error occurs
33 | 
34 | 
35 | **Expected Behavior**
36 | 
37 | <!-- A clear and concise description of what you expected to happen. -->
38 | 
39 | **Actual Behavior**
40 | 
41 | <!-- A clear and concise description of what actually happened. -->
42 | 
43 | ```
44 | Paste the output of the steps above, including the commands themselves. 
45 | HERE
46 | ```
47 | 
48 | **Screenshots**
49 | 
50 | <!-- If applicable, add screenshots to help explain your problem. -->
51 | <!-- If the problem is graphical in nature, make sure to add a screenshot.-->
52 | 
53 | <sub>(A picture is worth...)</sub>
54 | 


--------------------------------------------------------------------------------
/.github/ISSUE_TEMPLATE/feature_request.md:
--------------------------------------------------------------------------------
 1 | ---
 2 | name: Feature Request
 3 | about: Suggest an enhancement or new idea for this project
 4 | title: ''
 5 | labels: ''
 6 | assignees: ''
 7 | 
 8 | ---
 9 | 
10 | **Is your feature request related to a problem? Please describe.**
11 | A clear and concise description of what the problem is. Ex. I'm always frustrated when [...]
12 | 
13 | **Describe the solution you'd like**
14 | A clear and concise description of what you want to happen.
15 | 
16 | **Describe alternatives you've considered**
17 | A clear and concise description of any alternative solutions or features you've considered.
18 | 
19 | **Additional context**
20 | Add any other context or screenshots about the feature request here.
21 | 
22 | 


--------------------------------------------------------------------------------
/.github/pull_request_template.md:
--------------------------------------------------------------------------------
 1 | <!--- Provide a general summary of your changes in the Title above -->
 2 | 
 3 | #### Description
 4 | <!--- Describe your changes in detail -->
 5 | 
 6 | #### Related Issue
 7 | <!--- This project only accepts pull requests related to open issues -->
 8 | <!--- If suggesting a new feature or change, please discuss it in an issue first -->
 9 | <!--- If fixing a bug, there should be an issue describing it with steps to reproduce -->
10 | <!--- Please link to the issue here: -->
11 | 
12 | #### Motivation and Context
13 | <!--- Why is this change required? What problem does it solve? -->
14 | 
15 | #### Requires Documentation Change
16 | <!--- Please indicate if these changes will require updates to documentation, and if so, specify what changes are required -->
17 | 
18 | #### How Has This Been Tested?
19 | <!--- Please describe in detail how you tested your changes. -->
20 | <!--- Include details of your testing environment, and the tests you ran to -->
21 | <!--- see how your change affects other areas of the code, etc. -->
22 | 
23 | #### Types of changes
24 | <!--- What types of changes does your code introduce? Put an `x` in all the boxes that apply: -->
25 | - [ ] Bug fix (non-breaking change which fixes an issue)
26 | - [ ] Refactor (non-breaking change which improves implementation)
27 | - [ ] Performance (non-breaking change which improves performance. Please add associated performance test and results)
28 | - [ ] New feature (non-breaking change which adds functionality)
29 | - [ ] Breaking change (fix or feature that would cause existing functionality to change)
30 | - [ ] Non-functional change (xml comments/documentation/etc)
31 | 
32 | #### Checklist:
33 | <!--- The following is a checklist of items that MUST be completed before a PR is accepted -->
34 | <!--- If you're unsure about any of these, don't hesitate to ask. We're here to help! -->
35 | - [ ] My code follows the code style of this project.
36 | - [ ] I have read the **CONTRIBUTING** [document](https://github.com/eabase/mt4pycon/blob/master/CONTRIBUTING.md).
37 | <!--- - [ ] I have added tests to cover my changes.--> 
38 | <!--- If not applicable, please explain why -->
39 | <!--- - [ ] All new and existing tests passed. -->
40 | - [ ] My branch follows the naming convention `bug-<issue#>-<description>` or `feature-<issue#>-<description>`
41 | 


--------------------------------------------------------------------------------
/.gitignore:
--------------------------------------------------------------------------------
 1 | # Compiled python modules
 2 | *.pyc
 3 | 
 4 | # Setuptools distribution folders
 5 | /dist/
 6 | /build/
 7 | 
 8 | # Python egg metadata, regenerated from source files by setuptools.
 9 | /*.egg-info
10 | /*.egg
11 | 
12 | # git
13 | /.git/
14 | 
15 | # various dev junk
16 | /junk/
17 | 
18 | # MtAtpi DLL's
19 | #*.dll
20 | #/**/*.dll
21 | 
22 | 


--------------------------------------------------------------------------------
/CHANGES.txt:
--------------------------------------------------------------------------------
1 | 
2 | v1.0.2, 2020-11-09 -- Initial release
3 | 


--------------------------------------------------------------------------------
/LICENSE.txt:
--------------------------------------------------------------------------------
 1 | MIT License
 2 | 
 3 | Copyright (c) 2020 EABASE
 4 | 
 5 | Permission is hereby granted, free of charge, to any person obtaining a copy
 6 | of this software and associated documentation files (the "Software"), to deal
 7 | in the Software without restriction, including without limitation the rights
 8 | to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
 9 | copies of the Software, and to permit persons to whom the Software is
10 | furnished to do so, subject to the following conditions:
11 | 
12 | The above copyright notice and this permission notice shall be included in all
13 | copies or substantial portions of the Software.
14 | 
15 | THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
16 | IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
17 | FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
18 | AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
19 | LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
20 | OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
21 | SOFTWARE.
22 | 


--------------------------------------------------------------------------------
/README.md:
--------------------------------------------------------------------------------
  1 | ### mt4pycon - The MT4 Python Connector
  2 | 
  3 | [![pypi supported versions][1]][2]
  4 | [![PyPI version][3]][4]
  5 | [![Last Update][5]][6]
  6 | 
  7 | [1]: https://img.shields.io/pypi/pyversions/mt4pycon.svg
  8 | [2]: https://pypi.python.org/pypi/mt4pycon "Supported Python versions"
  9 | [3]: https://badge.fury.io/py/mt4pycon.svg 
 10 | [4]: https://badge.fury.io/py/mt4pycon "PIP Package Version"
 11 | [5]: https://img.shields.io/badge/Release_Date-2020--11--11-green.svg
 12 | [6]: https://GitHub.com/eabase/mt4pycon/graphs/commit-activity "Last Release Date"
 13 | 
 14 | 
 15 | The **`mt4pycon`** repo is a collection of Python3 code used to interface with MT4 and MT5 
 16 | terminals via 3rd party API's. As of today there is only 2 scripts available, but will 
 17 | soon contain several other examples for simple indicators, data scrapers/analyzers to 
 18 | AI/ML automated trading bots.
 19 | 
 20 | 
 21 | ---
 22 | 
 23 | **`con2mtapi.py`**
 24 | 
 25 | This is a simple *Python3* CLI client that is using the MT4 bridge API 
 26 | ([mtapi](https://github.com/vdemydiuk/mtapi/)) to connect to a MT4 Terminal which 
 27 | is running the `MtApi.ex4` *Expert Advisor (EA)*. It communicates with the EA using either 
 28 | a TCP/IP `host:port` pair or a *pipe* port, to get some historical OHLCV formatted candle data 
 29 | for a specified symbol and timeframe. This particular script is using the MQL built-in 
 30 | `CopyRates` and `iBars()` functions for receiving the candle data.
 31 | 
 32 | 
 33 | **`liveTicks.py`**
 34 | 
 35 | A very rudimentary data feed that is continusly *polling* the MQL `SymbolInfoTick(sym)` 
 36 | funtion, to display *Time, Bid, Ask* and *Spread* (in points), for a given symbol.
 37 | This should probably be rewritten using a threaded listener...
 38 | 
 39 | Example Output:
 40 | 
 41 | <sub>Using symbolic TF and normal tabulated output.</sub>  
 42 | ![Full](./docs/image1.png)
 43 | 
 44 | <sub>Using numerical TF and CSV output.</sub>  
 45 | ![Full](./docs/image2.png)
 46 | 
 47 | <sub>Live Tick stream with Spread...</sub>  
 48 | ![Full](./docs/image3.png)
 49 | 
 50 | ---
 51 | 
 52 | **Q:** *What is **`mtapi`** and what does it do?*
 53 | 
 54 | The *MetaTrader API* is a Windows library bridging your MT4/5 *Terminal* and .NET. 
 55 | It consists of a number of DLL files created in .NET that need to be installed separately, 
 56 | which in turn depends on wheater you are using MT4 or MT5 as your terminal server. 
 57 | (Installation instructions and links to the Windows installers can be found below.)
 58 | 
 59 | 
 60 | **Q:** *What does **`con2mtapi.py`** do?*
 61 | 
 62 | The primary use is for demonstrating how to use Python3 to connect to an MT4 or MT5 Terminal 
 63 | instance using the *mtapi* library. It will retrienve and display historical OHLCV formatted 
 64 | candle data, given a specific *symbol, timeframe* and the number of requsted candles. 
 65 | 
 66 | Furthermore, you can easily expand the example to get and make use all of the native MQL4 
 67 | commands. In which case you can do anything already available in the MQL4 and much more, 
 68 | since you are no longer limited by MT4's lack of API support. Although the perfomance 
 69 | offered is far from excellent, it's more than good enough to excute and monitor scalping 
 70 | trades on low timeframes.
 71 | 
 72 | 
 73 | **Q:** *What does it **not** do?*
 74 | 
 75 | - Does not send your python code and algorithms to *MetaQuotes* servers.
 76 | - Does not allow for *HFT* trading, althogh 1M and 5M scalping is possible.
 77 | - Does not provide any reliability for trading safely.
 78 | - Does not (yet) have a listener for live feeds.
 79 | 
 80 | 
 81 | **Q:** *What other limitations does it have?*
 82 | 
 83 | <sub>:red_circle:</sub> The number of candles available for download, is completely determined by the 
 84 | settings of your terminal (*`MaxBars`*) **and** how much symbol history is avalable 
 85 | from your broker. If you can only see a few months (or <4000 `M5` candles) of data, 
 86 | you should consider changing your broker. 
 87 | 
 88 | 
 89 | 
 90 | **Q:** *Why is this needed?*
 91 | 
 92 | It probably isn't if you are already happy to use MT5, **BUT** most brokers still get 
 93 | talked into using the high-maintenace MT4 terminal *client, manager* and *server* 
 94 | infrastructure. Afterall, it works and is well proven although outdated by decades.
 95 | 
 96 | Another very good reason is that the MT5 Python API provided by *MetaQutes* (MQ) is 
 97 | closed-source and are also sending your Python code to their own MQ servers, thus 
 98 | rendering all your intellectual property wide open and available for unknown 3rd 
 99 | parties. Obviously not a good idea in world where algorithms are money.
100 | 
101 | 
102 | **Q:** *Will I continue to support this tool?*
103 | 
104 | Maybe, if it is broken, but I will not spend much more time for new features. 
105 | There are plenty of alternative and far better platforms (such as 
106 | *[xStation](https://xstation5.xtb.com/)* and *[cTrader](https://ctrader.com/)*) 
107 | that are doing quite a bit of open-source development and trading integration in a far 
108 | more modern context. However, if you would like me to add something, just send me a PR, 
109 | or at the very least a detailed enhancement issue of what you would like to implement. 
110 | As always, any small crypto donation is an inspitring incentive to make things happen faster.
111 | 
112 | ---
113 | 
114 | ### Dependencies
115 | 
116 | Python packages: 
117 | 
118 | * [pythonnet](https://github.com/pythonnet/pythonnet) - `Python.NET` for the .NET *Common Language Runtime* (CLR)
119 | * [pyreadline](https://github.com/pyreadline/pyreadline) - [Not Required] *"You don't wanna develop without it!"*
120 | 
121 | and what you already have: 
122 | * [MT4](https://github.com/rosasurfer/mt4-mql) - Latest (unbranded) MT4 and MetaEditor4 downloads
123 | * [MtApi](https://github.com/vdemydiuk/mtapi/) - The MT4/5 Terminal to .NET bridge library
124 | 
125 | 
126 | ### Installation  
127 | 
128 | Using the scripts in this repo code, require 3 things:  
129 | 1. Installing the MtApi DLL Libraries
130 | 2. Copying some DLL's to the script directory
131 | 3. Installing the MtApi Expert Advisor
132 | 4. Installing `con2mtapi.py`
133 | 
134 | #### 1. Installing the MtApi DLL Libraries
135 | 
136 | The *MtApi* DLL's are installed with a normal (WIX-based) Windows installer.
137 | Make sure to use the correct installer for your OS, and for the MT4/5 Terminal 
138 | you want to connect with. Always, check the 
139 | [releases](https://github.com/vdemydiuk/mtapi/releases) in the original MtApi 
140 | repo for the latest versions. Pay attention to the MT4 vs MT5 versions, as 
141 | the installers are different.
142 | 
143 | * For `MT4 (32-bit x86)` use: [`MtApi_Setup.exe`](https://github.com/vdemydiuk/mtapi/releases/download/MT4-v1.0.42/MtApi_Setup.exe) [1.0.42]
144 | * For `MT5 (32-bit x86)` use: [`MtApi5_Setup_x86.exe`](https://github.com/vdemydiuk/mtapi/releases/download/MT5-v1.0.24/MtApi5_Setup_x86.exe) [1.0.24]
145 | * For `MT5 (64-bit x64)` use: [`MtApi5_Setup_x64.exe`](https://github.com/vdemydiuk/mtapi/releases/download/MT5-v1.0.24/MtApi5_Setup_x64.exe) [1.0.24]
146 | 
147 | 
148 | The installation locations for the installed DLL files are:
149 | ```powershell
150 | MtApi.dll            # MQL API                       # C:\Program Files (x86)\MtApi\MtApi.dll
151 | Newtonsoft.Json.dll  # JSON handler                  # C:\Program Files (x86)\MtApi\Newtonsoft.Json.dll
152 | MTConnector.dll      # MT4 specific connector        # C:\windows\SysWOW64\MTConnector.dll
153 | MT5Connector.dll     # MT5-x86 specific connector    # C:\windows\SysWOW64\MT5Connector.dll
154 | MT5Connector.dll     # MT5-x64 specific connector    # C:\windows\System32\MT5Connector.dll
155 | MTApiService.dll     # API bridge                    # C:\windows\Microsoft.NET\assembly\GAC_MSIL\MTApiService\...\MTApiService.dll
156 | ```
157 | 
158 | *For example:* 
159 | 
160 | For an MT4 installation the following default locations are used:
161 | 
162 | ```bash
163 | # tree 'C:\Program Files (x86)\MtApi\'
164 | C:\Program Files (x86)\MtApi\
165 | ├── Experts
166 | │   └── MtApi.ex4
167 | ├── MtApi.dll
168 | └── Newtonsoft.Json.dll
169 | 
170 | # tree 'C:\windows\Microsoft.NET\assembly\GAC_MSIL\MTApiService'
171 | C:\windows\Microsoft.NET\assembly\GAC_MSIL\MTApiService
172 | └── v4.0_1.0.33.0__fe39c8c11cabcd1e
173 |     └── MTApiService.dll
174 | 
175 | # find /cygdrive/c/Windows/{System32,SysWOW64}/ -iname "MT*Connector.dll"
176 | C:\windows\SysWOW64\MTConnector.dll
177 | ```
178 | 
179 | #### 2. Copying some DLL's to the script directory
180 | 
181 | Unless the DLL locations (above) have also been added to your Windows 
182 | System PATH variable, your scripts will not know where to find them. 
183 | So you need to copy the following DLL's to the same location as your script.
184 | 
185 | ```
186 | MtApi.dll
187 | Newtonsoft.Json.dll
188 | ```
189 | 
190 | #### 3. Installing the MtApi Expert Advisor
191 | 
192 | 1. Open your MT4/5 Terminal
193 | 2. Find the correct *Data Directory* of your MT4/5 Terminal
194 |    [`File >> Open Data Folder`] 
195 | 3. Locate the *path* to the `../MQL4/Experts/` folder in (2).
196 | 4. Copy the `MtApi.ex4` file from the installation directory, to the folder above (3).
197 | 5. Open the MT (file) *Navigator* window with `CTRL-N`.
198 | 6. Drag the EA in (4) to any chart in your MT4/5 Terminal
199 | 7. Make sure your EA Settings are as follows:
200 | 
201 | <details>
202 | <summary><sub> Click Here!</sub></summary>
203 | 
204 | ![Full](./docs/ea_settings.png)
205 | 
206 | </details>
207 | 
208 | 
209 | #### 4. Installing *con2mtapi*
210 | 
211 | * For pip installation:
212 | 
213 | ```bash
214 | pip install mt4pycon
215 | ```
216 | 
217 | <details>
218 | <summary><b>Click Here</b> for other options</summary>
219 | 
220 |   
221 | * For single file installation:
222 | 
223 | ```bash
224 | cd /usr/bin/
225 | wget -Lk https://github.com/eabase/mt4pycon/raw/master/con2mtapi.py
226 | chmod 755 con2mtapi.py
227 | ```
228 | 
229 | * For developer installation:
230 | 
231 | ```bash
232 | # git clone --single-branch --depth=1 https://github.com/eabase/mt4pycon.git
233 | git clone https://github.com/eabase/mt4pycon.git
234 | cd mt4pycon
235 | pip install mt4pycon --user
236 | ```
237 | 
238 | </details>
239 | 
240 | 
241 | 
242 | :sparkles: **Done!**
243 | 
244 | ---
245 | 
246 | ### Modifying the EA and Compilation
247 | 
248 | If you want to compile your own MtApi libraries, please check the original 
249 | *mtapi* github repo for detailed compilation instructions.
250 | 
251 | In summary, for modifying the EA, you would need to:  
252 | **(a)** Copy the `MtApi.mq4` file into the `../MQL4/Experts/` folder.  
253 | **(b)** Copy the following MQL Library files into the `../MQL4/Include/` folder:  
254 | 
255 | ```bash
256 | hash.mqh
257 | json.mqh
258 | mql4-auth.mqh
259 | ```
260 | 
261 | **(c)** Recompile `MtApi.mq4` in *MetaEditor4*.
262 | 
263 | 
264 | ---
265 | 
266 | ### How to Run
267 | 
268 | 1. Make sure you have installed the correct DLL's (as described above)
269 | 2. Make sure you have copied the 2 DLL's to your script location (or that they are in the Windows System PATH.)
270 | 3. Make sure you are allowing these (default) connections through you Windows Firewall:  
271 |    * For MT4: use port **`8222`**
272 |    * For MT5: use port **`8228`**
273 | 
274 | <details>
275 | <summary><i>Click For Details</i></summary>  
276 | 
277 | In Windows powershell, you can check these FW ports with: 
278 | ```powershell
279 | # Check on what interfaces the FW is enabled
280 | Get-NetFirewallProfile -Profile Domain, Public, Private | Select-Object Name, Enabled
281 | 
282 | # Check for specific port rules
283 | Get-NetFirewallPortFilter | ?{$_.LocalPort -eq 8222} | Get-NetFirewallRule
284 | 
285 | # Set FW rule for MT4API (for localhost?)
286 | $desc = "This port is used by the MtApi .NET MT4 API connector."
287 | New-NetFirewallRule -Name mtapi -DisplayName 'MT4API' -Description $desc -Enabled True -Direction Inbound -Protocol TCP -Action Allow -LocalPort 8222
288 | ```
289 | 
290 | </details>
291 | 
292 | 
293 | 4. Copy the EA into the `../MQL4/Experts/` data folder of your MT4 Terminal, normally located at:
294 | 
295 | ```xml
296 | C:\Users\<username>\AppData\Roaming\MetaQuotes\Terminal\<unique-hash>\MQL4\Experts\
297 | ```
298 | 
299 | 5. Check the available `con2mtapi` command line options with:
300 | 
301 | <table><tbody><tr></tr><tr><td><details><summary><sub><b>Click To See</b></sub>
302 | 
303 | ```bash
304 | # python.exe .\con2mtapi.py -h
305 | ```
306 | </summary>
307 | 
308 | ```bash
309 | 
310 |   Usage:  ./con2mtapi.py
311 | 
312 |   This connects to an MT4 EA via a TCP port (or pipe) to receive OHLCV data.
313 | 
314 |   --------------------------------------------------------------------------------
315 |   Command Line Options:
316 |    -d              : Enable extra debug info
317 |    -n <n>          : Show <n> number of candles back
318 |    -p              : Use a "Named Pipe" connection (instead of a TCP IP host:port)
319 |    -l              : Show candle data as a list (one line per OHLC item)
320 |    -s <symbol>     : Set symbol name to <symbol>   ["EURUSD"]
321 |    -t <timeframe>  : Set timeframe to <timeframe>  [M1,M5,M15*,M30,H1,H4,D1,W1,MN1]**
322 |    -h, --help      : Show THIS help list
323 |    -v, --version   : Show THIS program version
324 |   --------------------------------------------------------------------------------
325 |    *  = a default setting
326 |   **  = The standard MT4 TF's are:
327 |         [M1,M5,M15,M30,H1,H4,D1,W1,MN1]
328 |         [1,5,15,30,60,240,1440,10080,43200]
329 | 
330 |         The non-standard TF's are: (not yet available)
331 |         [M2,M3,M4,M6,M10,M12,M20,H2,H3,H6,H8,H12]
332 |         [2,3,4,6,10,12,20,120,180,360,480,720]
333 |   --------------------------------------------------------------------------------
334 | 
335 |   Example for Windows:
336 |   python.exe .\con2mtapi.py -n4 -s "CADCHF.x" -t H4 -p -d
337 | 
338 |   Please file any bug reports at:
339 |   https://github.com/eabase/mt4pycon/
340 | 
341 |   For support of the MT4/5 API, see:
342 |   https://github.com/vdemydiuk/mtapi/
343 | 
344 |   Version:  1.0.2
345 |   License:  MIT (2020)
346 | 
347 | ```
348 | </details></td></tr></tbody>
349 | </table>
350 | 
351 | 
352 | ---
353 | 
354 | #### References:
355 | 
356 | <sub>
357 | 
358 | * [mtapi](https://github.com/vdemydiuk/mtapi/)  
359 | </sub>
360 | 
361 | 
362 | #### Recommeded Similar Tools:
363 | 
364 | * [dwx-zeromq-connector](https://github.com/darwinex/dwx-zeromq-connector) (*ZeroMQ-enabled MetaTrader Bridge EA*)
365 | * [mql4-lib](https://github.com/dingmaotu/mql4-lib) (*MQL4/5 Foundation Library*)
366 | * [mql-zmq](https://github.com/dingmaotu/mql-zmq) (*ZMQ binding for the MQL*)
367 | 
368 | 
369 | #### Known Bugs and Warnings
370 | 
371 | :negative_squared_cross_mark: When running the script for the *first* time on a certain symbol and timeframe, the 
372 | candle data will not be available in the MT4 terminal buffer, so the script will fail. 
373 | Just run it again and MT4 will most likely have already downloaded the new data. A bug report 
374 | has been filed in this [issue](#4). 
375 | 
376 | 
377 | #### ToDo / Help Needed
378 | 
379 | See issues marked [ToDo](https://github.com/eabase/mt4pycon/issues?q=is%3Aopen+is%3Aissue+label%3AToDo).
380 | 
381 | #### Contribution
382 | 
383 | Feel free to post issues and PR's related to this tool.  
384 | Feel free to fork, break, fix and contribute. Enjoy!
385 | 
386 | 
387 | #### Donations
388 | 
389 | Almost everything I do is Free and Open Source Software (FOSS). 
390 | This means that I do not receive any income on any of my projects. 
391 | So if you find any of my projects or code, cool & useful, please 
392 | consider making a small donation to any of my crypto accounts.
393 | 
394 | See my [profile](https://github.com/eabase) page for Crypto Adresses.
395 | 
396 | 
397 | #### Additional Badges
398 | 
399 | <!--
400 | [![build status][11]][12] [![Codacy Badge][13]][14] [![codecov][15]][16]
401 | -->
402 | 
403 | 
404 | #### License
405 | 
406 | [![GitHub license][21]][22]  
407 | A license to :sparkling_heart:!
408 | 
409 | <sub>I use an `MIT` license because I support [mtapi](https://github.com/vdemydiuk/mtapi/).</sub>
410 | 
411 | [11]: https://ci.appveyor.com/api/projects/status/github/mt4pycon/mt4pycon?branch=master&svg=true
412 | [12]: https://ci.appveyor.com/project/mt4pycon/mt4pycon
413 | [13]: https://api.codacy.com/project/badge/Grade/176ceaabe43d4113b535f2fbd0487a9e
414 | [14]: https://www.codacy.com/app/eabase/mt4pycon?utm_source=github.com&amp;utm_medium=referral&amp;utm_content=eabase/mt4pycon&amp;utm_campaign=Badge_Grade
415 | [15]: https://codecov.io/gh/mt4pycon/mt4pycon/branch/master/graph/badge.svg
416 | [16]: https://codecov.io/gh/mt4pycon/mt4pycon
417 | 
418 | [21]: https://img.shields.io/github/license/eabase/mt4pycon.svg
419 | [22]: https://github.com/eabase/mt4pycon/blob/master/LICENSE.txt
420 | 


--------------------------------------------------------------------------------
/__init__.py:
--------------------------------------------------------------------------------
1 | # Q:  Why do we need this file?
2 | # A1: We don't
3 | # A2: To make functions accessible for inidividual import
4 | #     https://stackoverflow.com/a/29509611/
5 | name = "mt4pycon"
6 | __version__ = "1.0.2"
7 | 


--------------------------------------------------------------------------------
/con2mtapi.py:
--------------------------------------------------------------------------------
  1 | #!/usr/bin/env python3 
  2 | # con2mtapi.py - An example for connecting to the mtapi EA on MT4 and get some data
  3 | # -*- coding: utf-8 -*-
  4 | # ---------------------------------------------------------------------
  5 | #   Author:         EAML
  6 | #   Date:           2020-11-10
  7 | #   Version:        1.0.2
  8 | #   License:        MIT
  9 | #   URL:            https://github.com/eabase/mt4pycon/
 10 | # ---------------------------------------------------------------------
 11 | #
 12 | #   Description: 
 13 | #       
 14 | #       This is an example client using the MT4 API (mtapi) to connect 
 15 | #       to the MT4 EA, using either an TCP/IP or a pipe port, to get some
 16 | #       historical candle OHLCV data for a specified symbol and timeframe.
 17 | #
 18 | #   ToDo:
 19 | #
 20 | #       [ ] Make a native pip installer package (PyPi)
 21 | #       [ ] Automatic detection of MT5
 22 | #       [ ] Fix bug when requested chart does not (yet) have any candle data... double run!
 23 | #       [x] Allow TF specification as MT4/5 text ('4H') and not in minutes ('240')
 24 | #       [ ] Add CLI options:
 25 | #           ----------------------------------------------------------
 26 | #           - [ ] '-5'              : Use script for MT5 installs (this will use MT5 DLL's)
 27 | #           - [ ] '-c'              : Enable ANSI color markup of output
 28 | #           - [x] '-d'              : Enable extra debug info
 29 | #           - [ ] '-e'              : Show candle data as minimal CSV list (ignores -l) ???
 30 | #           - [x] '-h'              : Show THIS help list
 31 | #           - [x] '-n <n>'          : Show <n> number of candles back ['0' is last complete candle]
 32 | #           - [x] '-p'              : Use a named pipe connection (instead of a TCP/IP host:port) 
 33 | #           - [x] '-l'              : Show candle data as a list (one line per OHLC item)
 34 | #           - [x] '-s <symbol>'     : Set symbol name to <symbol>   ['EURUSD']
 35 | #           - [x] '-t <timeframe>'  : Set timeframe to <timeframe>
 36 | #           - [x] '-v'              : Show THIS program version
 37 | #           ----------------------------------------------------------
 38 | #   
 39 | #   Installation:
 40 | #
 41 | #       <TBA>
 42 | #   
 43 | #   Usage:
 44 | #   
 45 | #       <TBA>
 46 | #   
 47 | #   Requirements:
 48 | #   
 49 | #       pip install pythonnet
 50 | #       pip install 
 51 | #   
 52 | #   NOTES
 53 | #
 54 | #   1.  Spread for candles are meaningless, unless we talk about an "average", 
 55 | #       which is not available without also getting all the ticks inside.
 56 | #
 57 | #   2.  Some Default Settings: 
 58 | #       For MT5:
 59 | #       MTPATH = C:\Program Files\MtApi5    # Default Path to installed MtApi library files
 60 | #       MTSERV = 127.0.0.1                  # Default IP address of your localhost where MtApi terminal is running
 61 | #       MTPORT = 8228                       # Default Port setting of your MtApi EA
 62 | #
 63 | #   3.  Using TCP vs. a "Named Pipe" connection:
 64 | #       TCP:    client.BeginConnect(ip, port)
 65 | #       Pipe:   client.BeginConnect(port)
 66 | #       (Note that a Windows "named pipe" is using the "localhost" interface.)
 67 | # 
 68 | #   4.  What is the deal with: 0.0.0.0  &  127.0.0.1 ?
 69 | #       See [4]
 70 | #
 71 | #   5.  To measure performance, use:
 72 | #       (Measure-Command  { python.exe .\con2mtapi.py -n10000 -s "CADCHF" -t 15 -p }).TotalSeconds 
 73 | #   
 74 | #   6.  How to get Tick data streamed?
 75 | #
 76 | #       struct MqlTick {
 77 | #           datetime     time;          // Time of the last prices update
 78 | #           double       bid;           // Current Bid price
 79 | #           double       ask;           // Current Ask price
 80 | #           double       last;          // Price of the last deal (Last)
 81 | #           ulong        volume;        // Volume for the current Last price
 82 | #    
 83 | #   REFERENCES
 84 | # 
 85 | #   [1] https://www.mql5.com/en/docs/constants/structures/mqlrates
 86 | #   [2] https://docs.mql4.com/constants/structures/mqltick
 87 | #   [3] https://stackoverflow.com/questions/48542644/python-and-windows-named-pipes
 88 | #   [4] https://www.howtogeek.com/225487/what-is-the-difference-between-127.0.0.1-and-0.0.0.0/
 89 | #   [5] https://docs.mql4.com/constants/chartconstants/enum_timeframes
 90 | # 
 91 | # ---------------------------------------------------------------------
 92 | import os, sys
 93 | import clr
 94 | import time
 95 | import getopt
 96 | 
 97 | #--------------------------------------
 98 | # For MT5 installs
 99 | #--------------------------------------
100 | # C:\Program Files\MtApi5
101 | #sys.path.append(r"C:\Program Files\MtApi5")
102 | #asm = clr.AddReference("MtApi5")
103 | #import MtApi5 as mt
104 | 
105 | #--------------------------------------
106 | # For MT4 installs
107 | #--------------------------------------
108 | # C:\Program Files (x86)\MtApi
109 | #sys.path.append(r"C:\Program Files\MtApi")
110 | #sys.path.append(r"C:\Program Files (x86)\MtApi")
111 | sys.path.append(r".\libs")
112 | asm = clr.AddReference('MtApi')
113 | import MtApi as mt
114 | 
115 | #--------------------------------------
116 | # Import/Use colorama
117 | #--------------------------------------
118 | ##from colorama import Fore, Style
119 | #from colorama import init, AnsiToWin32
120 | #init(wrap=False)
121 | #stream = AnsiToWin32(sys.stderr).stream
122 | #--------------------------------------
123 | 
124 | #----------------------------------------------------------
125 | #  Global Variables
126 | #----------------------------------------------------------
127 | __author__    = 'EAML (EABASE)'
128 | __copyright__ = 'MIT (2020)'
129 | __version__   = '1.0.2'
130 | 
131 | debug   = 0      # Enable debug printing
132 | 
133 | #----------------------------------------------------------
134 | #  Default Program Constants
135 | #----------------------------------------------------------
136 | #MTSERV  = '192.168.1.101'          # IP address of "your local machine" where MtApi terminal is running
137 | MTSERV = '127.0.0.1'                # IP address of "your localhost"     where MtApi terminal is running
138 | #MTSERV = '0.0.0.0'                 # IP address of "ALL on local net"   where MtApi terminal is running
139 | MTPORT  = 8222                      # Port setting of your MT4 EA  [Default:8222]
140 | #MTPORT = 8228                      # Port setting of your MT5 EA  [Default:8228]
141 | MTSYMB  = 'EURUSD.e'                # <select your default symbol>
142 | #MTTIME = 'M15'                     # <select your default timefrme>
143 | 
144 | #------------------------------------------------
145 | # mt.ENUM_TIMEFRAMES.PERIOD_M15
146 | #------------------------------------------------
147 | t1 = '[M1,M5,M15,M30,H1,H4,D1,W1,MN1]'              # Standard Periods
148 | t2 = '[M2,M3,M4,M6,M10,M12,M20,H2,H3,H6,H8,H12]'    # Extended Periods (MQL/API only)
149 | p1 = [1,5,15,30,60,240,1440,10080,43200]            # [min]
150 | p2 = [2,3,4,6,10,12,20,120,180,360,480,720]         # [min]
151 | 
152 | z1 = t1.translate(str.maketrans('','','[]')).split(',')     # Remove "[" and "]"
153 | z2 = t2.translate(str.maketrans('','','[]')).split(',')     # 
154 | d1 = dict(zip(z1,p1))                                       # convert to dict
155 | d2 = dict(zip(z2,p2))                                       # convert to dict
156 | d3 = {**d1,**d2}                                            # Add the 2 dicts (in Py3.9+ use: d3=d1|d2)
157 | 
158 | d4 = {k: v for k, v in sorted(d3.items(), key=lambda item: item[1])}    # sort dict
159 | 
160 | # "reverse" the dict key:value pairs, so we can use 
161 | # get('value') to obtain the key of the original
162 | #d4r = dict(zip(d4.values(),d4.keys()))
163 | 
164 | #TF = d4.get('M15')
165 | # Get the key, given a value
166 | #TFk = [k for k in d4 if (d4[k] == TF)][0]
167 | #TFk = next((k for k in d4 if d4[k] == TF), None)
168 | 
169 | #------------------------------------------------
170 | # Text Coloring
171 | #------------------------------------------------
172 | # Usage:  print(yellow("This is yellow"))
173 | def color(text, color_code):
174 |     #if self.nposix:
175 |     #if not is_posix():
176 |     #    return text
177 |     # for brighter colors, use "1;" in front of "color_code"
178 |     bright = ''  # '1;'
179 |     return '\x1b[%s%sm%s\x1b[0m' % (bright, color_code, text)
180 | 
181 | def red(text):    return color(text, 31)            #                   # noqa
182 | def green(text):  return color(text, 32)            # '1;49;32'         # noqa
183 | def bgreen(text): return color(text, '1;49;32')     # bright green      # noqa
184 | def orange(text): return color(text, '0;49;91')     # 31 - looks bad!   # noqa
185 | def yellow(text): return color(text, 33)            #                   # noqa
186 | def blue(text):   return color(text, '1;49;34')     # bright blue       # noqa
187 | def purple(text): return color(text, 35)            # aka. magenta      # noqa
188 | def cyan(text):   return color(text, '0;49;96')     # 36                # noqa
189 | def white(text):  return color(text, '0;49;97')     # bright white      # noqa
190 | 
191 | #------------------------------------------------
192 | # Print Usage
193 | #------------------------------------------------
194 | def usage():
195 |     myName = os.path.basename(__file__)
196 |     print('\n  Usage:  ./{}\n'.format(myName))
197 |     print('  This connects to an MT4 EA via a TCP port (or pipe) to receive OHLCV data.\n')
198 |     # [:cdhprvn:s:t:]
199 |     print(' ','-'*80)
200 |     print('  Command Line Options:')
201 | #    print('   -5              : Use script for MT5 installs (this will use MT5 DLL\'s)')    
202 | #    print('   -c              : Enable ANSI color markup of output')
203 |     print('   -d              : Enable extra debug info')
204 |     #print('   -e              : Show candle data as minimal CSV list (ignores -l)')     #  ???
205 |     print('   -n <n>          : Show <n> number of candles back')
206 |     print('   -p              : Use a "Named Pipe" connection (instead of a TCP IP host:port) ')
207 |     print('   -l              : Show candle data as a list (one line per OHLC item)')
208 |     print('   -s <symbol>     : Set symbol name to <symbol>   ["EURUSD"]')
209 |     print('   -t <timeframe>  : Set timeframe to <timeframe>  [M1,M5,M15*,M30,H1,H4,D1,W1,MN1]**')
210 |     print('   -h, --help      : Show THIS help list')
211 |     print('   -v, --version   : Show THIS program version')
212 |     print(' ','-'*80)
213 |     print('   *  = a default setting')
214 |     print('  **  = The standard MT4 TF\'s are:')
215 |     print('        [M1,M5,M15,M30,H1,H4,D1,W1,MN1]')
216 |     print('        [1,5,15,30,60,240,1440,10080,43200]\n')
217 |     print('        The non-standard TF\'s are: (not yet available)')
218 |     print('        [M2,M3,M4,M6,M10,M12,M20,H2,H3,H6,H8,H12]')
219 |     print('        [2,3,4,6,10,12,20,120,180,360,480,720] ')
220 |     print(' ','-'*80)
221 |     print('\n  Example for Windows:')
222 |     #print('  python.exe .\\{} -n4 -s "CADCHF.x" -t 240 -p -d\n'.format(myName))
223 |     print('  python.exe .\\{} -n4 -s "CADCHF.x" -t H4 -p -d\n'.format(myName))
224 |     print('  Please file any bug reports at:')
225 |     print('  https://github.com/eabase/mt4pycon/\n')
226 |     print('  For support of the MT4/5 API, see:')
227 |     print('  https://github.com/vdemydiuk/mtapi/\n')
228 |     print('  Version:  {}'.format(__version__))
229 |     print('  License:  {}\n'.format(__copyright__))
230 |     sys.exit(2)
231 | 
232 | #----------------------------------------------------------
233 | #  Helper Functions
234 | #----------------------------------------------------------
235 | # Test if a given TF argument is a integer
236 | def isArgInt(a) :
237 |     try:
238 |         int(a)
239 |         return True
240 |     except ValueError:
241 |         return False
242 | 
243 | def printTFerr(a,b) :
244 |     print("  ERROR: Bad TF argument: {} reverting to default: {} min.".format(a,b))
245 | 
246 | #----------------------------------------------------------
247 | # Description: 
248 | #   Get history data of MqlRates structure of a specified symbol-period 
249 | #   in specified quantity into the ratesArray array. The elements ordering 
250 | #   of the copied data is from present to the past, i.e., starting 
251 | #   position of 0 means the current bar.
252 | #
253 | # NOTE:
254 | #
255 | #   The CopyRates() implementations are different between MT4 and MT5.
256 | #
257 | #   [1] https://docs.mql4.com/series/copyrates
258 | #   [2] https://www.mql5.com/en/docs/series/copyrates
259 | # 
260 | #   MT5: int             CopyRates(string symbolName, ENUM_TIMEFRAMES timeframe, int startPos, int count, out MqlRates[] ratesArray)
261 | #   MT4: List<MqlRates>  CopyRates(string symbolName, ENUM_TIMEFRAMES timeframe, int startPos, int count)
262 | #----------------------------------------------------------
263 | def getCopyRates(count,SYM,TF,useList,useCSV):
264 | 
265 |     startPos    = 1                                 # Starting position of candle (backward counting up!)
266 |     #count      = 3                                 # Number of candles requested (to be received into Rate Array)
267 |     rA          = []                                # The "Rate Array" for Receiving results
268 |     ccnt        = 0                                 # Number of candles actually recived (into array)
269 |     errn        = 0                                 # The GetLastError "code" (supposedly?)
270 | 
271 |     try:
272 |         # Check how many candles are available to download:
273 |         #cc      = c.iBars(SYM,TF)
274 |         # if cc < count : print('  INFO: CopyRates: Not all candles are available!');
275 | 
276 |         #ccnt   = client.CopyRates(SYM, TF, startPos, count, rA)    # MT5:  int
277 |         rA      = client.CopyRates(SYM, TF, startPos, count)        # MT4:  List<MqlRates>
278 |         ccnt    = len(rA)                                           # Rate Array length
279 | 
280 |     except Exception as e:
281 |         print('\n  ERROR: in CopyRates(): \n  {}\n'.format(e))
282 |         if debug : 
283 |             print('  DBG: CopyRates:ccnt = ', ccnt)
284 |             errn = client.GetLastError()
285 |             errd = client.ErrorDescription(errn) if errn else '<n/a>'; 
286 |             print('  DBG: CopyRates: ErrorCode :  {:d}'.format(errn))
287 |             print('  DBG: CopyRates: ErrorDescription :\n  {}'.format(errd))
288 |         exit()
289 | 
290 |     errn = client.GetLastError();
291 |     #TFk = next((k for k in d4 if d4[k] == TF), None)
292 |     TFk  = [k for k in d1 if (d1[k] == TF)][0]
293 | 
294 |     #if debug :
295 |     print()
296 |     print(' ','-'*60)
297 |     print('  INFO: CopyRates: Symbol    :  {}'.format(SYM))
298 |     print('  INFO: CopyRates: TimeFrame :  {}'.format(TFk))
299 |     print('  INFO: CopyRates: Requested :  {:d} candles'.format(count))
300 |     print('  INFO: CopyRates: Received  :  {:d} candles'.format(ccnt))
301 |     print('  INFO: CopyRates: ErrorCode :  {:d}'.format(errn))          # rA[0].ErrorCode))
302 |     print(' ','-'*60)
303 |     print('  INFO: CopyRates: Rate Array (rA):\n')
304 | 
305 |     #--------------------------------------------
306 |     # Response = {"ErrorCode" : 0,  "Rates" : 
307 |     #   [{  "Close"         : 1.17094,
308 |     #       "Open"          : 1.17206,
309 |     #       "MtTime"        : 1604432700,
310 |     #       "Low"           : 1.17079,
311 |     #       "High"          : 1.17207,
312 |     #       "TickVolume"    : 1251,
313 |     #       "RealVolume"    : 0,
314 |     #       "Spread"        : 0},  ...
315 |     #--------------------------------------------
316 |     # We skip:  rA[i].Spread (see notes)
317 |     #--------------------------------------------
318 | 
319 |     if useCSV : 
320 |         csv_th = 'Time,Open,High,Low,Close,Volume'
321 |         csv_tf = '{},{:.5f},{:.5f},{:.5f},{:.5f},{:d}'
322 |         print(csv_th)
323 |         for i in range(ccnt):
324 |             print(csv_tf.format(rA[i].Time, rA[i].Open, rA[i].High, rA[i].Low, rA[i].Close, rA[i].TickVolume)) 
325 |         sys.exit(2)
326 | 
327 |     if useList :
328 |         myLformat   = '[{}]:  {}\nO: {}\nH: {}\nL: {}\nC: {}\nV: {:d}\n' # S: {:.2f}
329 |         for i in range(ccnt):
330 |             print(myLformat.format(i, rA[i].Time, rA[i].Open, rA[i].High, rA[i].Low, rA[i].Close, rA[i].TickVolume)) 
331 |     else :
332 |         tableHeader = '  {:<4}  {:<19}   {:<7}  {:<7}  {:<7}  {:<7}   {:<6}'
333 |         header_str  = tableHeader.format('#','Time','Open', 'High', 'Low', 'Close', 'Volume')
334 |         # 0:  2020-11-04 01:45:00   1.17531  1.17616  1.17500  1.17613   590
335 |         hlen = len(header_str)
336 |         print(header_str)
337 |         print(' ','-'*hlen)
338 | 
339 |         myRformat       = '  {:<3}:  {}   {:.5f}  {:.5f}  {:.5f}  {:.5f}   {:d}'
340 |         for i in range(ccnt):
341 |             print(myRformat.format(i, rA[i].Time, rA[i].Open, rA[i].High, rA[i].Low, rA[i].Close, rA[i].TickVolume)) 
342 | 
343 | #----------------------------------------------------------
344 | #  ToDo
345 | #----------------------------------------------------------
346 | #def getLiveTicks():
347 |     # Here  be dragons
348 |     # SymbolInfoTick
349 |     # MqlTick tick;
350 |     #   if (!SymbolInfoTick(symbol, tick)) {
351 |     #      response = CreateErrorResponse(GetLastError(), "SymbolInfoDouble failed");
352 |     #      return;
353 |     #   }
354 |     #SymbolInfoTick
355 | 
356 | #----------------------------------------------------------
357 | #  MAIN
358 | #----------------------------------------------------------
359 | if __name__ == '__main__':
360 | #def main(self):
361 | 
362 |     #----------------------------------------------------------
363 |     # CLI arguments
364 |     #----------------------------------------------------------
365 |     dTF     = d1.get('M15')
366 |     nmax    = 3             # Default number of candles
367 |     mtVer   = 4             # Default to MT4 API version [4,5] 
368 |     aSym    = str(MTSYMB)   # Default Symbol()
369 |     aTF     = dTF           # Default TimeFrame [Default: M15]
370 |     apipe   = 0             # Use a Named Pipe port for connection (instead of TCP host:port)
371 |     alist   = 0             # 
372 |     useCSV  = 0             # ... CSV
373 | 
374 |     narg = len(sys.argv) - 1
375 |     try:
376 |         opts, args = getopt.getopt(sys.argv[1:], ":cdehpvln:s:t:", ["help", "version"])
377 |     except getopt.GetoptError : 
378 |         usage(); sys.exit();
379 | 
380 |     if not opts : 
381 |         if not args : 
382 |             usage(); sys.exit();
383 |     else :
384 |         for opt, arg in opts:
385 |             if (debug) :
386 |                 print ("opt: ", opt)
387 |                 print ("arg: ", arg)
388 | 
389 |             if opt in ("-h", "--help"):         usage(); sys.exit();
390 |             elif opt in ("-v", "--version"):    print ("Version: ", __version__); sys.exit();
391 |             #elif opt == "-c": useColors=1;                     # Use colored markup on: (Time, Volume, OHCL)
392 |             elif opt == "-d": debug = 1;                        # 
393 |             elif opt == "-e": useCSV = 1;                        # print OHLCV data as CSV
394 |             elif opt == "-l": alist = 1;                        # print each OHLCV on new line
395 |             elif opt == "-p": apipe = 1;                        # use named pipe connection
396 |             elif opt == "-n": nmax  = int(arg);                 # Number of received candles
397 |             elif opt == "-s": aSym  = str(arg);                 # Instrument Symbol
398 |             elif opt == "-t":                                   # <timeframe>
399 |                 if (isArgInt(arg)) :                            # 
400 |                     if int(arg) in d1.values() :                # check if '30' in d1
401 |                         aTF  = int(arg)                         # convert '30' to 30 
402 |                     else : 
403 |                         printTFerr(arg,dTF)
404 |                         continue
405 |                 else: 
406 |                     if arg in d1.keys() :                       # check if 'M30' in d1 
407 |                         aTF = d1.get(arg)                       # get 30 from 'M30'
408 |                     else : 
409 |                         printTFerr(arg,dTF)
410 |                         continue
411 |     #----------------------------------------------------------
412 | 
413 |     #client = mt.MtApi5Client()
414 |     client = mt.MtApiClient()
415 |     
416 |     ip      = str(MTSERV)       # Host IP
417 |     port    = MTPORT            # EA port
418 |     sleeps  = 10                # Sleep this many times
419 |     cnt     = 1                 # 
420 | 
421 |     print('\n  INFO: Attmpting to Connect to:  {}:{}'.format(ip,port))
422 |     if (debug): print('  DBG : using {}'.format('a name pipe' if apipe else 'TCP IP'))
423 | 
424 |     try:
425 |         while sleeps > 0:
426 | 
427 |             print('  [{}] Connecting '.format(cnt), end='')
428 |             if (apipe == 0) :
429 |                 client.BeginConnect(ip, port)
430 |             else : 
431 |                 client.BeginConnect(port)
432 | 
433 |             time.sleep(1)
434 |             sleeps = sleeps - 1
435 |             cnt += 1
436 | 
437 |             #------------------------------------
438 |             # Check Connection state:
439 |             #------------------------------------
440 |             #   0 = Disconnected
441 |             #   1 = Connecting
442 |             #   2 = Connected
443 |             #   3 = Failed
444 |             #------------------------------------
445 |             if client.ConnectionState == 0: print('Disconnected');  continue;
446 |             if client.ConnectionState == 1: print('.', end='');     continue;
447 |             if client.ConnectionState == 2: print('OK');            getCopyRates(nmax,aSym,aTF,alist,useCSV); break
448 |             if client.ConnectionState == 3: print('FAILED');        break
449 | 
450 |             if (debug): print('  DBG: Unknown ConnectionState: ', client.ConnectionState)
451 | 
452 |     except Exception as e:
453 |         print(e)
454 | 
455 |     client.BeginDisconnect()
456 | 
457 |     if (debug): print('\n  DBG: Disconnected!')
458 |     print('\n  Done.')
459 | 
460 | #----------------------------------------------------------
461 | #  END
462 | #----------------------------------------------------------
463 | #if __name__ == "__main__":
464 | #    main()
465 | #    sys.exit(0)
466 | 


--------------------------------------------------------------------------------
/docs/ea_settings.png:
--------------------------------------------------------------------------------
https://raw.githubusercontent.com/eabase/mt4pycon/585fd96361d35683487c4a1a4e93f05e39ef4c08/docs/ea_settings.png


--------------------------------------------------------------------------------
/docs/image1.png:
--------------------------------------------------------------------------------
https://raw.githubusercontent.com/eabase/mt4pycon/585fd96361d35683487c4a1a4e93f05e39ef4c08/docs/image1.png


--------------------------------------------------------------------------------
/docs/image2.png:
--------------------------------------------------------------------------------
https://raw.githubusercontent.com/eabase/mt4pycon/585fd96361d35683487c4a1a4e93f05e39ef4c08/docs/image2.png


--------------------------------------------------------------------------------
/libs/MtApi.dll:
--------------------------------------------------------------------------------
https://raw.githubusercontent.com/eabase/mt4pycon/585fd96361d35683487c4a1a4e93f05e39ef4c08/libs/MtApi.dll


--------------------------------------------------------------------------------
/libs/Newtonsoft.Json.dll:
--------------------------------------------------------------------------------
https://raw.githubusercontent.com/eabase/mt4pycon/585fd96361d35683487c4a1a4e93f05e39ef4c08/libs/Newtonsoft.Json.dll


--------------------------------------------------------------------------------
/libs/README.txt:
--------------------------------------------------------------------------------
1 | This folder contain the latest built DLL's from the mtapi releases.
2 | For usage, please consult that repo.
3 | 
4 | 


--------------------------------------------------------------------------------
/liveTicks.py:
--------------------------------------------------------------------------------
 1 | #!/usr/bin/env python3
 2 | # liveTicks.py - An mtapi PoC to provide a live tick feed for a given symbol and timeframe
 3 | # -*- coding: utf-8 -*-
 4 | # ---------------------------------------------------------------------
 5 | #   Author:         EAML
 6 | #   Date:           2020-11-11
 7 | #   Version:        1.0.2
 8 | #   License:        MIT
 9 | #   URL:            https://github.com/eabase/mt4pycon/
10 | # ---------------------------------------------------------------------
11 | print('\nLet Here Be Dragons!')
12 | print('This is an inspiring <placeholder> for:')
13 | print('A script using mtapi to provide a live tick feed for a given symbol and timeframe')
14 | 


--------------------------------------------------------------------------------
/setup.cfg:
--------------------------------------------------------------------------------
1 | [metadata]
2 | description-file = README.md
3 | license_file = LICENSE.txt
4 | 
5 | [bdist_wheel]
6 | # 1  : Generate wheels that support both Python 2 and Python3
7 | # 0  : Generate separate wheels for each Python version 
8 | universal=0
9 | 


--------------------------------------------------------------------------------
/setup.py:
--------------------------------------------------------------------------------
 1 | from setuptools import setup, find_packages
 2 | from os import path
 3 | 
 4 | #------------------------------------------------------------------------------
 5 | # The current standard for setup info.
 6 | # For details, see:
 7 | #  https://packaging.python.org/guides/distributing-packages-using-setuptools/
 8 | #  https://github.com/pypa/sampleproject/blob/master/setup.py
 9 | #  https://pypi.org/classifiers/
10 | #  https://choosealicense.com/
11 | #------------------------------------------------------------------------------
12 | 
13 | def readme():
14 |     # Get the long description from the README file
15 |     here = path.abspath(path.dirname(__file__))
16 |     with open(path.join(here, 'README.md'), encoding='utf-8') as f:
17 |         return f.read()
18 | 
19 | setup(
20 |     name             = 'mt4pycon',
21 |     # For test uploads, use: X.YaN, X.Y.devN, or X.Y.postN
22 |     version          = '1.0.2',
23 |     author           = 'eabase',
24 |     # author_email can be ignored for provacy
25 |     #author_email     = 'eabase@users.noreply.github.com',
26 |     description      = 'A python script using the mtapi EA on MT4 to get candle data',
27 |     long_description = 'This is an example client using the MT4 API (mtapi) to connect to the MT4 EA, using either an TCP/IP or a pipe port.',
28 |     long_description_content_type='text/plain',
29 |     #long_description = readme(),
30 |     #long_description_content_type = 'text/markdown',
31 |     license='LICENSE.txt',
32 |     url = 'https://github.com/eabase/mt4pycon/',
33 |     packages = find_packages(),
34 |     scripts=['con2mtapi.py', 'liveTicks.py'],
35 |     keywords = 'mt4 mt5 mql metaquotes metatrader api mtapi port pipe pip package',
36 |     install_requires=[
37 |         'pythonnet',
38 |     ],
39 |     python_requires = '>=3',
40 |     classifiers=[
41 |         # https://pypi.org/classifiers/
42 |         #'Private :: Do Not Upload',
43 |         'Development Status :: 5 - Production/Stable',
44 |         'Environment :: Console',
45 |         'Intended Audience :: Financial and Insurance Industry',
46 |         'License :: OSI Approved :: MIT License',
47 |         #'License :: OSI Approved :: GNU General Public License v3 (GPLv3)',
48 |         'Operating System :: OS Independent',
49 |         'Programming Language :: Python :: 3',
50 |         'Programming Language :: Python :: 3.7',
51 |         'Programming Language :: Python :: 3.8',
52 |         'Programming Language :: Python :: 3.9',
53 |         'Topic :: Office/Business :: Financial',
54 |         'Topic :: Software Development :: Libraries',
55 |         #'Topic :: Software Development :: Version Control',
56 |         'Topic :: System :: Software Distribution',
57 |         'Topic :: System :: Installation/Setup',
58 |         'Topic :: Utilities',
59 |     ],
60 |     project_urls={
61 |         'Bug Reports' : 'https://github.com/eabase/mt4pycon/issues',
62 |         'MT API Repo' : 'https://github.com/vdemydiuk/mtapi',
63 |         #'Funding' : 'https://donate.pypi.org',
64 |         #'Credits' : 'http://saythanks.io/to/example',
65 |         #'Source'  : 'https://github.com/pypa/sampleproject/',
66 |     },
67 |     #zip_safe = False,
68 | )
69 | 


--------------------------------------------------------------------------------