├── Example
├── .DS_Store
├── C-Sharp
│ ├── .gitignore
│ ├── ConsoleCopyTrade.sln
│ └── ConsoleCopyTrade
│ │ ├── ConsoleCopyTrade.csproj
│ │ ├── MT4
│ │ └── Response.cs
│ │ └── Program.cs
├── Java
│ ├── build.xml
│ ├── maven-build.properties
│ ├── maven-build.xml
│ ├── pom.xml
│ ├── src
│ │ ├── main
│ │ │ └── java
│ │ │ │ └── test
│ │ │ │ └── App.java
│ │ └── test
│ │ │ └── java
│ │ │ └── test
│ │ │ └── AppTest.java
│ └── target
│ │ ├── classes
│ │ └── test
│ │ │ └── App.class
│ │ ├── maven-archiver
│ │ └── pom.properties
│ │ ├── maven-status
│ │ └── maven-compiler-plugin
│ │ │ ├── compile
│ │ │ └── default-compile
│ │ │ │ └── inputFiles.lst
│ │ │ └── testCompile
│ │ │ └── default-testCompile
│ │ │ └── inputFiles.lst
│ │ ├── surefire-reports
│ │ ├── TEST-test.AppTest.xml
│ │ └── test.AppTest.txt
│ │ ├── test-1.0-SNAPSHOT.jar
│ │ └── test-classes
│ │ └── test
│ │ └── AppTest.class
├── PHP
│ └── Subscribe.php
└── Python
│ ├── .gitignore
│ └── Subscribe.py
├── LICENSE
├── MQL
├── .DS_Store
└── MQL4
│ ├── .DS_Store
│ └── Experts
│ ├── Client.mq4
│ └── Server.mq4
└── README.md
/Example/.DS_Store:
--------------------------------------------------------------------------------
https://raw.githubusercontent.com/ejtraderLabs/ejtraderCP/14661fb51c0a57356b0f83177c4e4a62d4656058/Example/.DS_Store
--------------------------------------------------------------------------------
/Example/C-Sharp/.gitignore:
--------------------------------------------------------------------------------
1 | # Created by https://www.gitignore.io/api/visualstudio
2 | # Edit at https://www.gitignore.io/?templates=visualstudio
3 |
4 | ### VisualStudio ###
5 | ## Ignore Visual Studio temporary files, build results, and
6 | ## files generated by popular Visual Studio add-ons.
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10 | # User-specific files
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25 | [Dd]ebugPublic/
26 | [Rr]elease/
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29 | x86/
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31 | [Aa][Rr][Mm]64/
32 | bld/
33 | [Bb]in/
34 | [Oo]bj/
35 | [Ll]og/
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37 | # Visual Studio 2015/2017 cache/options directory
38 | .vs/
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42 | # Visual Studio 2017 auto generated files
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55 | [Rr]eleasePS/
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63 | project.fragment.lock.json
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70 | *_i.c
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72 | *_h.h
73 | *.ilk
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76 | *.iobj
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93 | .builds
94 | *.pidb
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99 | _Chutzpah*
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103 | *.aps
104 | *.ncb
105 | *.opendb
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107 | *.sdf
108 | *.cachefile
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110 | *.VC.VC.opendb
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114 | *.vsp
115 | *.vspx
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119 | *.e2e
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125 | *.gpState
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128 | _ReSharper*/
129 | *.[Rr]e[Ss]harper
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138 | # DotCover is a Code Coverage Tool
139 | *.dotCover
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142 | .axoCover/*
143 | !.axoCover/settings.json
144 |
145 | # Visual Studio code coverage results
146 | *.coverage
147 | *.coveragexml
148 |
149 | # NCrunch
150 | _NCrunch_*
151 | .*crunch*.local.xml
152 | nCrunchTemp_*
153 |
154 | # MightyMoose
155 | *.mm.*
156 | AutoTest.Net/
157 |
158 | # Web workbench (sass)
159 | .sass-cache/
160 |
161 | # Installshield output folder
162 | [Ee]xpress/
163 |
164 | # DocProject is a documentation generator add-in
165 | DocProject/buildhelp/
166 | DocProject/Help/*.HxT
167 | DocProject/Help/*.HxC
168 | DocProject/Help/*.hhc
169 | DocProject/Help/*.hhk
170 | DocProject/Help/*.hhp
171 | DocProject/Help/Html2
172 | DocProject/Help/html
173 |
174 | # Click-Once directory
175 | publish/
176 |
177 | # Publish Web Output
178 | *.[Pp]ublish.xml
179 | *.azurePubxml
180 | # Note: Comment the next line if you want to checkin your web deploy settings,
181 | # but database connection strings (with potential passwords) will be unencrypted
182 | *.pubxml
183 | *.publishproj
184 |
185 | # Microsoft Azure Web App publish settings. Comment the next line if you want to
186 | # checkin your Azure Web App publish settings, but sensitive information contained
187 | # in these scripts will be unencrypted
188 | PublishScripts/
189 |
190 | # NuGet Packages
191 | *.nupkg
192 | # The packages folder can be ignored because of Package Restore
193 | **/[Pp]ackages/*
194 | # except build/, which is used as an MSBuild target.
195 | !**/[Pp]ackages/build/
196 | # Uncomment if necessary however generally it will be regenerated when needed
197 | #!**/[Pp]ackages/repositories.config
198 | # NuGet v3's project.json files produces more ignorable files
199 | *.nuget.props
200 | *.nuget.targets
201 |
202 | # Microsoft Azure Build Output
203 | csx/
204 | *.build.csdef
205 |
206 | # Microsoft Azure Emulator
207 | ecf/
208 | rcf/
209 |
210 | # Windows Store app package directories and files
211 | AppPackages/
212 | BundleArtifacts/
213 | Package.StoreAssociation.xml
214 | _pkginfo.txt
215 | *.appx
216 | *.appxbundle
217 | *.appxupload
218 |
219 | # Visual Studio cache files
220 | # files ending in .cache can be ignored
221 | *.[Cc]ache
222 | # but keep track of directories ending in .cache
223 | !?*.[Cc]ache/
224 |
225 | # Others
226 | ClientBin/
227 | ~$*
228 | *~
229 | *.dbmdl
230 | *.dbproj.schemaview
231 | *.jfm
232 | *.pfx
233 | *.publishsettings
234 | orleans.codegen.cs
235 |
236 | # Including strong name files can present a security risk
237 | # (https://github.com/github/gitignore/pull/2483#issue-259490424)
238 | #*.snk
239 |
240 | # Since there are multiple workflows, uncomment next line to ignore bower_components
241 | # (https://github.com/github/gitignore/pull/1529#issuecomment-104372622)
242 | #bower_components/
243 |
244 | # RIA/Silverlight projects
245 | Generated_Code/
246 |
247 | # Backup & report files from converting an old project file
248 | # to a newer Visual Studio version. Backup files are not needed,
249 | # because we have git ;-)
250 | _UpgradeReport_Files/
251 | Backup*/
252 | UpgradeLog*.XML
253 | UpgradeLog*.htm
254 | ServiceFabricBackup/
255 | *.rptproj.bak
256 |
257 | # SQL Server files
258 | *.mdf
259 | *.ldf
260 | *.ndf
261 |
262 | # Business Intelligence projects
263 | *.rdl.data
264 | *.bim.layout
265 | *.bim_*.settings
266 | *.rptproj.rsuser
267 | *- Backup*.rdl
268 |
269 | # Microsoft Fakes
270 | FakesAssemblies/
271 |
272 | # GhostDoc plugin setting file
273 | *.GhostDoc.xml
274 |
275 | # Node.js Tools for Visual Studio
276 | .ntvs_analysis.dat
277 | node_modules/
278 |
279 | # Visual Studio 6 build log
280 | *.plg
281 |
282 | # Visual Studio 6 workspace options file
283 | *.opt
284 |
285 | # Visual Studio 6 auto-generated workspace file (contains which files were open etc.)
286 | *.vbw
287 |
288 | # Visual Studio LightSwitch build output
289 | **/*.HTMLClient/GeneratedArtifacts
290 | **/*.DesktopClient/GeneratedArtifacts
291 | **/*.DesktopClient/ModelManifest.xml
292 | **/*.Server/GeneratedArtifacts
293 | **/*.Server/ModelManifest.xml
294 | _Pvt_Extensions
295 |
296 | # Paket dependency manager
297 | .paket/paket.exe
298 | paket-files/
299 |
300 | # FAKE - F# Make
301 | .fake/
302 |
303 | # CodeRush personal settings
304 | .cr/personal
305 |
306 | # Python Tools for Visual Studio (PTVS)
307 | __pycache__/
308 | *.pyc
309 |
310 | # Cake - Uncomment if you are using it
311 | # tools/**
312 | # !tools/packages.config
313 |
314 | # Tabs Studio
315 | *.tss
316 |
317 | # Telerik's JustMock configuration file
318 | *.jmconfig
319 |
320 | # BizTalk build output
321 | *.btp.cs
322 | *.btm.cs
323 | *.odx.cs
324 | *.xsd.cs
325 |
326 | # OpenCover UI analysis results
327 | OpenCover/
328 |
329 | # Azure Stream Analytics local run output
330 | ASALocalRun/
331 |
332 | # MSBuild Binary and Structured Log
333 | *.binlog
334 |
335 | # NVidia Nsight GPU debugger configuration file
336 | *.nvuser
337 |
338 | # MFractors (Xamarin productivity tool) working folder
339 | .mfractor/
340 |
341 | # Local History for Visual Studio
342 | .localhistory/
343 |
344 | # BeatPulse healthcheck temp database
345 | healthchecksdb
346 |
347 | # Backup folder for Package Reference Convert tool in Visual Studio 2017
348 | MigrationBackup/
349 |
350 | # End of https://www.gitignore.io/api/visualstudio
--------------------------------------------------------------------------------
/Example/C-Sharp/ConsoleCopyTrade.sln:
--------------------------------------------------------------------------------
1 |
2 | Microsoft Visual Studio Solution File, Format Version 12.00
3 | # Visual Studio Version 16
4 | VisualStudioVersion = 16.0.28803.156
5 | MinimumVisualStudioVersion = 10.0.40219.1
6 | Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ConsoleCopyTrade", "ConsoleCopyTrade\ConsoleCopyTrade.csproj", "{286FB73E-7991-4B6B-8182-302A915F542F}"
7 | EndProject
8 | Global
9 | GlobalSection(SolutionConfigurationPlatforms) = preSolution
10 | Debug|Any CPU = Debug|Any CPU
11 | Release|Any CPU = Release|Any CPU
12 | EndGlobalSection
13 | GlobalSection(ProjectConfigurationPlatforms) = postSolution
14 | {286FB73E-7991-4B6B-8182-302A915F542F}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
15 | {286FB73E-7991-4B6B-8182-302A915F542F}.Debug|Any CPU.Build.0 = Debug|Any CPU
16 | {286FB73E-7991-4B6B-8182-302A915F542F}.Release|Any CPU.ActiveCfg = Release|Any CPU
17 | {286FB73E-7991-4B6B-8182-302A915F542F}.Release|Any CPU.Build.0 = Release|Any CPU
18 | EndGlobalSection
19 | GlobalSection(SolutionProperties) = preSolution
20 | HideSolutionNode = FALSE
21 | EndGlobalSection
22 | GlobalSection(ExtensibilityGlobals) = postSolution
23 | SolutionGuid = {9B803A65-BA74-44AB-92F4-2D0925256D14}
24 | EndGlobalSection
25 | EndGlobal
26 |
--------------------------------------------------------------------------------
/Example/C-Sharp/ConsoleCopyTrade/ConsoleCopyTrade.csproj:
--------------------------------------------------------------------------------
1 |
2 |
3 |
4 | Exe
5 | netcoreapp2.1
6 | Ji-Feng Tsai
7 |
8 | Copyright Ejtrader 2023
9 | Demo application for MQL CopyTrade
10 |
11 |
12 |
13 |
14 |
15 |
16 |
17 |
18 | System
19 |
20 |
21 |
22 |
23 |
--------------------------------------------------------------------------------
/Example/C-Sharp/ConsoleCopyTrade/MT4/Response.cs:
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1 | using System;
2 | using System.Collections.Generic;
3 | using System.Text;
4 |
5 | namespace ConsoleCopyTrade.MT4
6 | {
7 | ///
8 | /// Response
9 | ///
10 |
11 | public class Response
12 | {
13 | ///
14 | /// Login
15 | ///
16 | public int Login { get; set; }
17 |
18 | ///
19 | /// Action
20 | ///
21 | public string Action { get; set; }
22 |
23 | ///
24 | /// Symbol
25 | ///
26 | public string Symbol { get; set; }
27 |
28 | ///
29 | /// Order Ticket
30 | ///
31 | public int Ticket { get; set; }
32 |
33 | ///
34 | /// Order Type
35 | ///
36 | public int Type { get; set; }
37 |
38 | ///
39 | /// Open price
40 | ///
41 | public double OpenPrice { get; set; }
42 |
43 | ///
44 | /// Close price
45 | ///
46 | public double ClosePrice { get; set; }
47 |
48 | ///
49 | /// Lots
50 | ///
51 | public double Lots { get; set; }
52 |
53 | ///
54 | /// SL
55 | ///
56 | public double SL { get; set; }
57 |
58 | ///
59 | /// TP
60 | ///
61 |
62 | public double TP { get; set; }
63 | }
64 | }
65 |
--------------------------------------------------------------------------------
/Example/C-Sharp/ConsoleCopyTrade/Program.cs:
--------------------------------------------------------------------------------
1 | using System;
2 | using NetMQ;
3 | using NetMQ.Sockets;
4 | using ConsoleCopyTrade.MT4;
5 |
6 | namespace ConsoleCopyTrade
7 | {
8 | public class Program
9 | {
10 | ///
11 | /// Main
12 | ///
13 | public static void Main(string[] args)
14 | {
15 | using (SubscriberSocket subSocket = new SubscriberSocket())
16 | {
17 | subSocket.Options.ReceiveHighWatermark = 1000;
18 |
19 | subSocket.Connect("tcp://localhost:5559");
20 | subSocket.Subscribe("");
21 |
22 | while (true)
23 | {
24 | string messageReceived = subSocket.ReceiveFrameString();
25 | string[] messageData = messageReceived.Split(' ');
26 |
27 | if (messageData.Length != 2)
28 | continue;
29 |
30 | string[] orderData = messageData[1].Split('|');
31 |
32 | if (orderData.Length != 9)
33 | continue;
34 |
35 | Response response = new Response
36 | {
37 | Login = int.Parse(messageData[0]),
38 | Action = orderData[0],
39 | Symbol = orderData[1],
40 | Ticket = int.Parse(orderData[2]),
41 | Type = int.Parse(orderData[3]),
42 | OpenPrice = double.Parse(orderData[4]),
43 | ClosePrice = double.Parse(orderData[5]),
44 | Lots = double.Parse(orderData[6]),
45 | SL = double.Parse(orderData[7]),
46 | TP = double.Parse(orderData[8])
47 | };
48 |
49 | Console.WriteLine("Login: " + response.Login + ", Action: " + response.Action + ", Symbol: " + response.Symbol);
50 | }
51 | }
52 | }
53 | }
54 | }
55 |
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/Example/Java/build.xml:
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/Example/Java/maven-build.properties:
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1 | #Generated by Maven Ant Plugin - DO NOT EDIT THIS FILE!
2 | #Tue May 07 15:30:42 CST 2019
3 | maven.settings.offline=false
4 | maven.build.finalName=test-1.0-SNAPSHOT
5 | maven.build.resourceDir.0=src/main/resources
6 | maven.build.testOutputDir=${maven.build.dir}/test-classes
7 | maven.build.testResourceDir.0=src/test/resources
8 | maven.reporting.outputDirectory=${maven.build.dir}/site
9 | project.build.sourceEncoding=UTF-8
10 | maven.compiler.source=1.8
11 | maven.build.srcDir.0=src/main/java
12 | project.build.directory=${maven.build.dir}
13 | maven.test.reports=${maven.build.dir}/test-reports
14 | maven.build.dir=target
15 | project.build.outputDirectory=${maven.build.outputDir}
16 | maven.compiler.target=1.8
17 | maven.build.testDir.0=src/test/java
18 | maven.settings.interactiveMode=true
19 | maven.repo.local=${user.home}/.m2/repository
20 | maven.build.outputDir=${maven.build.dir}/classes
21 |
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173 | =================================== WARNING ===================================
174 | JUnit is not present in the test classpath or your $ANT_HOME/lib directory. Tests not executed.
175 | ===============================================================================
176 |
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3 | 4.0.0
4 | test
5 | test
6 | 1.0-SNAPSHOT
7 |
8 | 1.8
9 | 1.8
10 | UTF-8
11 |
12 |
13 |
14 | junit
15 | junit
16 | 4.13.1
17 | test
18 |
19 |
20 | org.zeromq
21 | jeromq
22 | 0.5.1
23 |
24 |
25 |
26 |
27 |
28 |
29 | org.apache.maven.plugins
30 | maven-checkstyle-plugin
31 | 3.0.0
32 |
33 |
34 | com.puppycrawl.tools
35 | checkstyle
36 | 8.29
37 |
38 |
39 | com.github.ngeor
40 | checkstyle-rules
41 | 1.1.0
42 |
43 |
44 |
45 | com/github/ngeor/checkstyle.xml
46 | true
47 |
48 |
49 |
50 |
51 |
52 |
53 | org.apache.maven.plugins
54 | maven-checkstyle-plugin
55 |
56 |
57 |
61 |
62 | org.jacoco
63 | jacoco-maven-plugin
64 | 0.8.1
65 |
66 |
67 |
68 |
69 |
70 |
71 | org.apache.maven.plugins
72 | maven-javadoc-plugin
73 | 3.0.0
74 |
75 |
76 | org.apache.maven.plugins
77 | maven-checkstyle-plugin
78 |
79 | com/github/ngeor/checkstyle.xml
80 | true
81 |
82 |
83 |
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86 |
87 |
92 |
93 | jacoco
94 |
95 |
96 | env.TRAVIS
97 |
98 |
99 |
100 |
101 |
102 | org.jacoco
103 | jacoco-maven-plugin
104 |
105 |
106 | prepare-agent
107 | validate
108 |
109 | prepare-agent
110 |
111 |
112 |
113 | report
114 | test
115 |
116 | report
117 |
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130 |
131 | travis
132 |
133 |
134 | env.TRAVIS
135 |
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139 |
140 | org.apache.maven.plugins
141 | maven-checkstyle-plugin
142 |
143 |
144 | checkstyle
145 | test
146 |
147 | check
148 |
149 |
150 |
151 |
152 |
153 | org.eluder.coveralls
154 | coveralls-maven-plugin
155 | 4.3.0
156 |
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161 |
162 |
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/Example/Java/src/main/java/test/App.java:
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1 | package test;
2 |
3 | import org.zeromq.SocketType;
4 | import org.zeromq.ZMQ;
5 | import org.zeromq.ZContext;
6 |
7 | /**
8 | * Test
9 | */
10 | public final class App {
11 | private App() {
12 |
13 | }
14 |
15 | /**
16 | * Main.
17 | * @param args The arguments of the program.
18 | */
19 | public static void main(String[] args) {
20 | ZContext context = new ZContext();
21 | ZMQ.Socket subscriber = context.createSocket(SocketType.SUB);
22 |
23 | Boolean enabled = true;
24 | String serverAddr = "tcp://localhost:5559";
25 |
26 | subscriber.connect(serverAddr);
27 | subscriber.subscribe("");
28 |
29 | while (enabled) {
30 | String messageReceived = subscriber.recvStr(0).trim();
31 | String[] messageData = messageReceived.split(" ");
32 |
33 | if (messageData.length != 2)
34 | continue;
35 |
36 | String[] orderData = messageData[1].toString().split("\\|");
37 |
38 | if (orderData.length != 9)
39 | continue;
40 |
41 | System.out.println("Login: " + messageData[0] + ", Action: " + orderData[0] + ", Symbol: " + orderData[1]);
42 | }
43 |
44 | subscriber.disconnect(serverAddr);
45 | subscriber.close();
46 |
47 | context.close();
48 | }
49 | }
50 |
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/Example/Java/src/test/java/test/AppTest.java:
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1 | package test;
2 |
3 | import org.junit.Test;
4 |
5 | import static org.junit.Assert.*;
6 |
7 | /**
8 | * Unit test for simple App.
9 | */
10 | public class AppTest {
11 | /**
12 | * Rigorous Test.
13 | */
14 | @Test
15 | public void testApp() {
16 | assertTrue(true);
17 | }
18 | }
19 |
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/Example/Java/target/maven-archiver/pom.properties:
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1 | #Generated by Maven
2 | #Tue May 07 15:32:34 CST 2019
3 | version=1.0-SNAPSHOT
4 | groupId=test
5 | artifactId=test
6 |
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1 | D:\Developer\Jiowcl\java\test\src\main\java\test\App.java
2 |
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2 |
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1 | -------------------------------------------------------------------------------
2 | Test set: test.AppTest
3 | -------------------------------------------------------------------------------
4 | Tests run: 1, Failures: 0, Errors: 0, Skipped: 0, Time elapsed: 0.063 sec
5 |
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/Example/PHP/Subscribe.php:
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1 | connect($serverAddr );
7 | $socket->setSockOpt(ZMQ::SOCKOPT_SUBSCRIBE, "");
8 |
9 | // Zmq blocking mode for received the message
10 | while ($enabled) {
11 | $messageReceived = trim($socket->recv());
12 | $messageData = explode(" ", $messageReceived);
13 |
14 | if (count($messageData) != 2)
15 | continue;
16 |
17 | $orderData = explode("|", $messageData[1]);
18 |
19 | if (count($orderData) != 9)
20 | continue;
21 |
22 | print_r([
23 | "Login" => $messageData[0],
24 | "Action" => $orderData[0],
25 | "Symbol" => $orderData[1]
26 | ]);
27 | }
28 |
29 | $socket->disconnect($serverAddr );
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/Example/Python/.gitignore:
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1 | # Created by https://www.gitignore.io/api/python
2 | # Edit at https://www.gitignore.io/?templates=python
3 |
4 | ### Python ###
5 | # Byte-compiled / optimized / DLL files
6 | __pycache__/
7 | *.py[cod]
8 | *$py.class
9 |
10 | # C extensions
11 | *.so
12 |
13 | # Distribution / packaging
14 | .Python
15 | build/
16 | develop-eggs/
17 | dist/
18 | downloads/
19 | eggs/
20 | .eggs/
21 | lib/
22 | lib64/
23 | parts/
24 | sdist/
25 | var/
26 | wheels/
27 | pip-wheel-metadata/
28 | share/python-wheels/
29 | *.egg-info/
30 | .installed.cfg
31 | *.egg
32 | MANIFEST
33 |
34 | # PyInstaller
35 | # Usually these files are written by a python script from a template
36 | # before PyInstaller builds the exe, so as to inject date/other infos into it.
37 | *.manifest
38 | *.spec
39 |
40 | # Installer logs
41 | pip-log.txt
42 | pip-delete-this-directory.txt
43 |
44 | # Unit test / coverage reports
45 | htmlcov/
46 | .tox/
47 | .nox/
48 | .coverage
49 | .coverage.*
50 | .cache
51 | nosetests.xml
52 | coverage.xml
53 | *.cover
54 | .hypothesis/
55 | .pytest_cache/
56 |
57 | # Translations
58 | *.mo
59 | *.pot
60 |
61 | # Django stuff:
62 | *.log
63 | local_settings.py
64 | db.sqlite3
65 |
66 | # Flask stuff:
67 | instance/
68 | .webassets-cache
69 |
70 | # Scrapy stuff:
71 | .scrapy
72 |
73 | # Sphinx documentation
74 | docs/_build/
75 |
76 | # PyBuilder
77 | target/
78 |
79 | # Jupyter Notebook
80 | .ipynb_checkpoints
81 |
82 | # IPython
83 | profile_default/
84 | ipython_config.py
85 |
86 | # pyenv
87 | .python-version
88 |
89 | # pipenv
90 | # According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control.
91 | # However, in case of collaboration, if having platform-specific dependencies or dependencies
92 | # having no cross-platform support, pipenv may install dependencies that don’t work, or not
93 | # install all needed dependencies.
94 | #Pipfile.lock
95 |
96 | # celery beat schedule file
97 | celerybeat-schedule
98 |
99 | # SageMath parsed files
100 | *.sage.py
101 |
102 | # Environments
103 | .env
104 | .venv
105 | env/
106 | venv/
107 | ENV/
108 | env.bak/
109 | venv.bak/
110 |
111 | # Spyder project settings
112 | .spyderproject
113 | .spyproject
114 |
115 | # Rope project settings
116 | .ropeproject
117 |
118 | # mkdocs documentation
119 | /site
120 |
121 | # mypy
122 | .mypy_cache/
123 | .dmypy.json
124 | dmypy.json
125 |
126 | # Pyre type checker
127 | .pyre/
128 |
129 | # End of https://www.gitignore.io/api/python
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/Example/Python/Subscribe.py:
--------------------------------------------------------------------------------
1 | #!/usr/bin/env python
2 | import sys
3 | import time
4 |
5 | import zmq
6 | import numpy
7 |
8 | def main():
9 | connect_to = "tcp://127.0.0.1:5559"
10 | topics = ""
11 |
12 | ctx = zmq.Context()
13 | s = ctx.socket(zmq.SUB)
14 | s.connect(connect_to)
15 | s.setsockopt(zmq.SUBSCRIBE, b'')
16 |
17 | try:
18 | while True:
19 | recv = s.recv_multipart()
20 | recvMsg = recv[0].decode("utf-8")
21 | message = recvMsg.split(" ")
22 | order = message[1].split("|")
23 |
24 | v_action = order[0]
25 | v_symbol = order[1]
26 | v_ticket = order[2]
27 | v_type = order[3]
28 | v_openprice = order[4]
29 | v_closeprice = order[5]
30 | v_lots = order[6]
31 | v_sl = order[7]
32 | v_tp = order[8]
33 |
34 | print("Action: ", v_action, ", Symbol: ", v_symbol)
35 | except KeyboardInterrupt:
36 | pass
37 |
38 | if __name__ == "__main__":
39 | main()
40 |
--------------------------------------------------------------------------------
/LICENSE:
--------------------------------------------------------------------------------
1 | MIT License
2 |
3 | Copyright (c) 2023 Ejtrader
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 |
--------------------------------------------------------------------------------
/MQL/.DS_Store:
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/MQL/MQL4/.DS_Store:
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/MQL/MQL4/Experts/Client.mq4:
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1 | #property copyright "Copyright 2023, Ejtrader"
2 | #property link "https://github.com/ejtraderlabs/ejtraderCP"
3 | #property version "1.12"
4 | #property description "MT4 Copy Trade Subscriber Application. Subscribe order status from source signal trader."
5 | #property strict
6 | #property show_inputs
7 |
8 | #include
9 |
10 | //--- Inputs
11 | input string Server = "tcp://localhost:5559"; // Subscribe server ip
12 | input uint ServerDelayMilliseconds = 300; // Subscribe from server delay milliseconds (Default is 300)
13 | input bool ServerReal = false; // Under real server (Default is false)
14 | input string SignalAccount = ""; // Subscribe signal account from server (Default is empty)
15 | input double MinLots = 0.00; // Limit the minimum lots (Default is 0.00)
16 | input double MaxLots = 0.00; // Limit the maximum lots (Default is 0.00)
17 | input double PercentLots = 100; // Lots Percent from Signal (Default is 100)
18 | input int Slippage = 3;
19 | input bool AllowOpenTrade = true; // Allow Open a New Order (Default is true)
20 | input bool AllowCloseTrade = true; // Allow Close a Order (Default is true)
21 | input bool AllowModifyTrade = true; // Allow Modify a Order (Default is true)
22 | input string AllowSymbols = ""; // Allow Trading Symbols (Ex: EURUSDq,EURUSDx,EURUSDa)
23 | input bool InvertOrder = false; // Invert original trade direction (Default is false)
24 | input double MinFreeMargin = 0.00; // Minimum Free Margin to Open a New Order (Default is 0.00)
25 | input string SymbolPrefixAdjust = ""; // Adjust the Symbol Name as Local Symbol Name (Ex: d=q,d=)
26 |
27 | //--- Globales Struct
28 | struct ClosedOrder
29 | {
30 | int s_login;
31 | int s_orderid;
32 | int s_before_orderid;
33 | int orderid;
34 | };
35 |
36 | struct SymbolPrefix
37 | {
38 | string s_name;
39 | string d_name;
40 | };
41 |
42 | //--- Globales Application
43 | const string app_name = "Ejtrader Expert Advisor";
44 |
45 | //--- Globales ZMQ
46 | Context context;
47 | Socket subscriber(context, ZMQ_SUB);
48 |
49 | string zmq_server = "";
50 | uint zmq_subdelay = 0;
51 | bool zmq_runningstatus = false;
52 |
53 | //--- Globales Order
54 | double order_minlots = 0.00;
55 | double order_maxlots = 0.00;
56 | double order_percentlots = 100;
57 | int order_slippage = 0;
58 | bool order_allowopen = true;
59 | bool order_allowclose = true;
60 | bool order_allowmodify = true;
61 | bool order_invert = false;
62 |
63 | //--- Globales Account
64 | int account_subscriber = 0;
65 | double account_minmarginfree = 0.00;
66 |
67 | //--- Globales File
68 | string local_drectoryname = "Data";
69 | string local_pclosedfilename = "partially_closed.bin";
70 | ClosedOrder local_pclosed[];
71 |
72 | SymbolPrefix local_symbolprefix[];
73 | string local_symbolallow[];
74 | int symbolprefix_size = 0;
75 | int symbolallow_size = 0;
76 |
77 | //+------------------------------------------------------------------+
78 | //| Expert program start function |
79 | //+------------------------------------------------------------------+
80 | void OnInit()
81 | {
82 | if (DetectEnvironment() == false)
83 | {
84 | Alert("Error: The property is fail, please check and try again.");
85 | return;
86 | }
87 |
88 | StartZmqClient();
89 | }
90 |
91 | //+------------------------------------------------------------------+
92 | //| Override deinit function |
93 | //+------------------------------------------------------------------+
94 | void OnDeinit(const int reason)
95 | {
96 | StopZmqClient();
97 | }
98 |
99 | //+------------------------------------------------------------------+
100 | //| Detect the script parameters |
101 | //+------------------------------------------------------------------+
102 | bool DetectEnvironment()
103 | {
104 | if (Server == "")
105 | return false;
106 |
107 | if (ServerReal == true && IsDemo())
108 | {
109 | Print("Account is Demo, please switch the Demo account to Real account.");
110 | return false;
111 | }
112 |
113 | if (IsDllsAllowed() == false)
114 | {
115 | Print("DLL call is not allowed. ", app_name, " cannot run.");
116 | return false;
117 | }
118 |
119 | zmq_server = Server;
120 | zmq_subdelay = (ServerDelayMilliseconds > 0) ? ServerDelayMilliseconds : 10;
121 | zmq_runningstatus = false;
122 |
123 | order_minlots = MinLots;
124 | order_maxlots = MaxLots;
125 | order_percentlots = (PercentLots > 0) ? PercentLots : 100;
126 | order_slippage = Slippage;
127 | order_allowopen = AllowOpenTrade;
128 | order_allowclose = AllowCloseTrade;
129 | order_allowmodify = AllowModifyTrade;
130 | order_invert = InvertOrder;
131 |
132 | account_subscriber = (SignalAccount != "") ? StringToInteger(SignalAccount) : -1;
133 | account_minmarginfree = MinFreeMargin;
134 |
135 | // Load the Symbol prefix maps
136 | if (SymbolPrefixAdjust != "")
137 | {
138 | string symboldata[];
139 | int symbolsize = StringSplit(SymbolPrefixAdjust, ',', symboldata);
140 | int symbolindex = 0;
141 |
142 | ArrayResize(local_symbolprefix, symbolsize);
143 |
144 | for (symbolindex=0; symbolindex 0)
217 | Print("Signal Account: " + account_subscriber);
218 |
219 | while (!IsStopped())
220 | {
221 | ticketstart = GetTickCount();
222 |
223 | subscriber.recv(received, true);
224 | message = received.getData();
225 |
226 | if (message != "" && AccountEquity() > 0.00)
227 | {
228 | singallogin = -1;
229 | singalorderdata = "";
230 |
231 | ParseMessage(message, singallogin, singalorderdata);
232 |
233 | if (singallogin > 0)
234 | {
235 | if (account_subscriber <= 0 || account_subscriber == singallogin)
236 | ParseOrderFromSingal(singallogin, singalorderdata);
237 | }
238 |
239 | continue;
240 | }
241 |
242 | tickcount = GetTickCount() - ticketstart;
243 |
244 | if (delay > tickcount)
245 | Sleep(delay-tickcount-2);
246 | }
247 | }
248 |
249 | //+------------------------------------------------------------------+
250 | //| Stop the zmq client |
251 | //+------------------------------------------------------------------+
252 | void StopZmqClient()
253 | {
254 | if (zmq_server == "")
255 | return;
256 |
257 | // Save local closed order to file
258 | LocalClosedDataToFile();
259 |
260 | Print("UnLoad Subscribe: ", zmq_server);
261 |
262 | ArrayFree(local_pclosed);
263 | ArrayFree(local_symbolprefix);
264 | ArrayFree(local_symbolallow);
265 |
266 | if (zmq_runningstatus == true)
267 | {
268 | subscriber.unsubscribe("");
269 | subscriber.disconnect(zmq_server);
270 | }
271 | }
272 |
273 | //+------------------------------------------------------------------+
274 | //| Parse the message from server signal |
275 | //+------------------------------------------------------------------+
276 | bool ParseMessage(const string message,
277 | int &login,
278 | string &orderdata)
279 | {
280 | if (message == "")
281 | return false;
282 |
283 | string messagedata[];
284 | int size = StringSplit(message, ' ', messagedata);
285 |
286 | login = -1;
287 | orderdata = "";
288 |
289 | if (size != 2)
290 | return false;
291 |
292 | login = StrToInteger(messagedata[0]);
293 | orderdata = messagedata[1];
294 |
295 | return true;
296 | }
297 |
298 | //+------------------------------------------------------------------+
299 | //| Parse the order from signal message |
300 | //+------------------------------------------------------------------+
301 | bool ParseOrderFromSingal(const int login,
302 | const string ordermessage)
303 | {
304 | if (login <= 0 || ordermessage == "")
305 | return false;
306 |
307 | string orderdata[];
308 | int size = StringSplit(ordermessage, '|', orderdata);
309 |
310 | if (size != 9)
311 | return false;
312 |
313 | // Order data from signal
314 | string op = orderdata[0];
315 | string symbol = orderdata[1];
316 | //int orderid = StrToInteger(orderdata[2]);
317 | int orderid = -1;
318 | int beforeorderid = -1;
319 | int type = StrToInteger(orderdata[3]);
320 | double openprice = StringToDouble(orderdata[4]);
321 | double closeprice = StringToDouble(orderdata[5]);
322 | double lots = StringToDouble(orderdata[6]);
323 | double sl = StringToDouble(orderdata[7]);
324 | double tp = StringToDouble(orderdata[8]);
325 |
326 | string orderiddata[];
327 | int orderidsize = StringSplit(orderdata[2], '_', orderiddata);
328 |
329 | symbol = GetOrderSymbolPrefix(symbol);
330 |
331 | // Partially closed a trade
332 | // Partially closed a trade will have 2 order id (orderid and before orderid)
333 | if (orderidsize == 2)
334 | {
335 | orderid = StrToInteger(orderiddata[0]);
336 | beforeorderid = StrToInteger(orderiddata[1]);
337 | }
338 | else
339 | {
340 | orderid = StrToInteger(orderdata[2]);
341 | }
342 |
343 | return MakeOrder(login, op, symbol, orderid, beforeorderid, type, openprice, closeprice, lots, sl, tp);
344 | }
345 |
346 | //+------------------------------------------------------------------+
347 | //| Make a order by signal message (Market and Pending Order) |
348 | //+------------------------------------------------------------------+
349 | bool MakeOrder(const int login,
350 | const string op,
351 | const string symbol,
352 | const int orderid,
353 | const int beforeorderid,
354 | const int type,
355 | const double openprice,
356 | const double closeprice,
357 | const double lots,
358 | const double sl,
359 | const double tp)
360 | {
361 | if (login <= 0 || symbol == "" || orderid == 0)
362 | return false;
363 |
364 | if (GetOrderSymbolAllowed(symbol) == false)
365 | return false;
366 |
367 | int ticketid = -1;
368 | string comment = StringFormat("%d|%d", login, orderid);
369 | bool orderstatus = false;
370 | bool localstatus = false;
371 |
372 | if (op == "OPEN")
373 | {
374 | ticketid = FindOrderBySingalComment(symbol, orderid);
375 |
376 | if (ticketid <= 0)
377 | {
378 | ticketid = MakeOrderOpen(symbol, type, openprice, lots, sl, tp, comment);
379 |
380 | Print("Open:", symbol, ", Type:", type, ", TicketId:", ticketid);
381 | }
382 | }
383 | else if (op == "CLOSED")
384 | {
385 | ticketid = FindOrderBySingalComment(symbol, orderid);
386 |
387 | if (ticketid <= 0)
388 | {
389 | ticketid = FindPartClosedOrderByLocal(symbol, orderid);
390 | }
391 |
392 | if (ticketid > 0)
393 | {
394 | orderstatus = MakeOrderClose(ticketid, symbol, type, closeprice, lots, sl, tp);
395 |
396 | Print("Closed:", symbol, ", Type:", type);
397 | }
398 | }
399 | else if (op == "PCLOSED")
400 | {
401 | ticketid = FindOrderBySingalComment(symbol, beforeorderid);
402 | // Parcial Close
403 | if (ticketid <= 0)
404 | {
405 | ticketid = FindPartClosedOrderByLocal(symbol, beforeorderid);
406 | }
407 |
408 | if (ticketid > 0)
409 | {
410 | //string localmessage = StringFormat("%d|%d-%d|%d", login, orderid, beforeorderid, ticketid);
411 | localstatus = LocalClosedDataSave(login, orderid, beforeorderid, ticketid);
412 | orderstatus = MakeOrderPartiallyClose(ticketid, symbol, type, closeprice, lots, sl, tp);
413 |
414 | Print("Partially Closed:", symbol, ", Type:", type);
415 | }
416 | }
417 | else if (op == "MODIFY")
418 | {
419 | ticketid = FindOrderBySingalComment(symbol, orderid);
420 |
421 | if (ticketid <= 0)
422 | {
423 | ticketid = FindPartClosedOrderByLocal(symbol, orderid);
424 | }
425 |
426 | if (ticketid > 0)
427 | {
428 | orderstatus = MakeOrderModify(ticketid, symbol, openprice, sl, tp);
429 |
430 | Print("Modify:", symbol, ", Type:", type);
431 | }
432 | }
433 |
434 | return (ticketid > 0) ? true : false;
435 | }
436 |
437 | //+------------------------------------------------------------------+
438 | //| Make a market or pending order by signal message |
439 | //+------------------------------------------------------------------+
440 | int MakeOrderOpen(const string symbol,
441 | const int type,
442 | const double openprice,
443 | const double lots,
444 | const double sl,
445 | const double tp,
446 | const string comment)
447 | {
448 | int ticketid = -1;
449 |
450 | // Allow signal to open the order
451 | // Symbol must not be empty
452 | if (order_allowopen == false || symbol == "")
453 | return ticketid;
454 |
455 | // Allow Expert Advisor to open the order
456 | if (IsTradeAllowed() == false)
457 | return ticketid;
458 |
459 | // Check if account margin free is less than settings
460 | if (account_minmarginfree > 0.00 && AccountInfoDouble(ACCOUNT_MARGIN_FREE) < account_minmarginfree)
461 | return ticketid;
462 |
463 | double vprice = openprice;
464 | double vlots = GetOrderLots(symbol, lots);
465 | int vtype = type;
466 |
467 | // The parameter price must be greater than zero
468 | if (vprice <= 0.00)
469 | vprice = SymbolInfoDouble(symbol, SYMBOL_ASK);
470 |
471 | // Invert the origional order
472 | if (order_invert)
473 | {
474 | switch (vtype)
475 | {
476 | case OP_BUY:
477 | vtype = OP_SELL;
478 | break;
479 |
480 | case OP_SELL:
481 | vtype = OP_BUY;
482 | break;
483 |
484 | case OP_BUYLIMIT:
485 | vtype = OP_SELLLIMIT;
486 | break;
487 |
488 | case OP_BUYSTOP:
489 | vtype = OP_SELLSTOP;
490 | break;
491 |
492 | case OP_SELLLIMIT:
493 | vtype = OP_BUYLIMIT;
494 | break;
495 |
496 | case OP_SELLSTOP:
497 | vtype = OP_BUYSTOP;
498 | break;
499 | }
500 | }
501 |
502 | switch (vtype)
503 | {
504 | case OP_BUY:
505 | ticketid = OrderSend(symbol, OP_BUY, vlots, vprice, order_slippage, sl, tp, comment, 0, 0, clrYellow);
506 | break;
507 |
508 | case OP_SELL:
509 | ticketid = OrderSend(symbol, OP_SELL, vlots, vprice, order_slippage, sl, tp, comment, 0, 0, clrYellow);
510 | break;
511 |
512 | case OP_BUYLIMIT:
513 | if (openprice > 0.00)
514 | ticketid = OrderSend(symbol, OP_BUYLIMIT, vlots, openprice, order_slippage, sl, tp, comment, 0, 0, clrYellow);
515 | break;
516 |
517 | case OP_BUYSTOP:
518 | if (openprice > 0.00)
519 | ticketid = OrderSend(symbol, OP_BUYSTOP, vlots, openprice, order_slippage, sl, tp, comment, 0, 0, clrYellow);
520 | break;
521 |
522 | case OP_SELLLIMIT:
523 | if (openprice > 0.00)
524 | ticketid = OrderSend(symbol, OP_SELLLIMIT, vlots, openprice, order_slippage, sl, tp, comment, 0, 0, clrYellow);
525 | break;
526 |
527 | case OP_SELLSTOP:
528 | if (openprice > 0.00)
529 | ticketid = OrderSend(symbol, OP_SELLSTOP, vlots, openprice, order_slippage, sl, tp, comment, 0, 0, clrYellow);
530 | break;
531 | }
532 |
533 | return ticketid;
534 | }
535 |
536 | //+------------------------------------------------------------------+
537 | //| Make a order close by signal message |
538 | //+------------------------------------------------------------------+
539 | bool MakeOrderClose(const int ticketid,
540 | const string symbol,
541 | const int type,
542 | const double closeprice,
543 | const double lots,
544 | const double sl,
545 | const double tp)
546 | {
547 | bool result = false;
548 |
549 | // Allow signal to close the order
550 | // The parameter ticketid must be greater than zero
551 | if (order_allowclose == false || ticketid <= 0)
552 | return result;
553 |
554 | // Allow Expert Advisor to close the order
555 | if (IsTradeAllowed() == false)
556 | return result;
557 |
558 | if (OrderSelect(ticketid, SELECT_BY_TICKET, MODE_TRADES) == true)
559 | {
560 | double price = closeprice;
561 |
562 | if (price <= 0.00)
563 | price = SymbolInfoDouble(symbol, SYMBOL_ASK);
564 |
565 | switch (type)
566 | {
567 | case OP_BUYLIMIT:
568 | case OP_BUYSTOP:
569 | case OP_SELLLIMIT:
570 | case OP_SELLSTOP:
571 | result = OrderDelete(ticketid);
572 | break;
573 |
574 | default:
575 | result = OrderClose(ticketid, OrderLots(), price, order_slippage, clrYellow);
576 | break;
577 | }
578 | }
579 |
580 | return result;
581 | }
582 |
583 | //+------------------------------------------------------------------+
584 | //| Make a partially order close by signal message |
585 | //+------------------------------------------------------------------+
586 | bool MakeOrderPartiallyClose(const int ticketid,
587 | const string symbol,
588 | const int type,
589 | const double closeprice,
590 | const double lots,
591 | const double sl,
592 | const double tp)
593 | {
594 | bool result = false;
595 |
596 | // Allow signal to close the order
597 | // The parameter ticketid must be greater than zero
598 | if (order_allowclose == false || ticketid <= 0)
599 | return result;
600 |
601 | // Allow Expert Advisor to close the order
602 | if (IsTradeAllowed() == false)
603 | return result;
604 |
605 | if (OrderSelect(ticketid, SELECT_BY_TICKET, MODE_TRADES) == true)
606 | {
607 | double price = closeprice;
608 | double vlots = GetOrderLots(symbol, lots);
609 | double vcloselots = OrderLots();
610 |
611 | if (vcloselots - vlots > 0)
612 | {
613 | vlots = vcloselots - vlots;
614 | }
615 |
616 | if (price <= 0.00)
617 | price = SymbolInfoDouble(symbol, SYMBOL_ASK);
618 |
619 | switch (type)
620 | {
621 | case OP_BUYLIMIT:
622 | case OP_BUYSTOP:
623 | case OP_SELLLIMIT:
624 | case OP_SELLSTOP:
625 | break;
626 |
627 | default:
628 | result = OrderClose(ticketid, vlots, price, order_slippage, clrYellow);
629 | break;
630 | }
631 | }
632 |
633 | return result;
634 | }
635 |
636 | //+------------------------------------------------------------------+
637 | //| Make a order modify by signal message |
638 | //+------------------------------------------------------------------+
639 | bool MakeOrderModify(const int ticketid,
640 | const string symbol,
641 | const double openprice,
642 | const double sl,
643 | const double tp)
644 | {
645 | bool result = false;
646 |
647 | // Allow signal to modify the order
648 | // The parameter ticketid must be greater than zero
649 | if (order_allowmodify == false || ticketid <= 0)
650 | return result;
651 |
652 | // Allow Expert Advisor to modify the order
653 | if (IsTradeAllowed() == false)
654 | return result;
655 |
656 | if (OrderSelect(ticketid, SELECT_BY_TICKET, MODE_TRADES) == true)
657 | {
658 | result = OrderModify(ticketid, openprice, sl, tp, 0, clrYellow);
659 | }
660 |
661 | return result;
662 | }
663 |
664 | //+------------------------------------------------------------------+
665 | //| Get the order lots is greater than or less than max and min lots |
666 | //+------------------------------------------------------------------+
667 | double GetOrderLots(const string symbol, const double lots)
668 | {
669 | double result = lots;
670 |
671 | if (order_percentlots > 0)
672 | {
673 | result = lots * (order_percentlots / 100);
674 | }
675 |
676 | if (order_minlots > 0.00)
677 | result = (lots <= order_minlots) ? order_minlots : result;
678 |
679 | if (order_maxlots > 0.00)
680 | result = (lots >= order_maxlots) ? order_maxlots : result;
681 |
682 | if (order_percentlots > 0)
683 | {
684 | double s_maxlots = MarketInfo(symbol, MODE_MAXLOT);
685 | double s_mixlots = MarketInfo(symbol, MODE_MINLOT);
686 |
687 | if (result > s_maxlots)
688 | result = s_maxlots;
689 |
690 | if (result < s_mixlots)
691 | result = s_mixlots;
692 | }
693 |
694 | return result;
695 | }
696 |
697 | //+------------------------------------------------------------------+
698 | //| Get the order symbol between A broker and B broker |
699 | //+------------------------------------------------------------------+
700 | string GetOrderSymbolPrefix(const string symbol)
701 | {
702 | string result = symbol;
703 |
704 | if (symbolprefix_size == 0)
705 | return result;
706 |
707 | int symbolsize = StringLen(symbol);
708 | int symbolindex = 0;
709 |
710 | for (symbolindex=0; symbolindex 0)
796 | break;
797 | }
798 | }
799 |
800 | return ticketid;
801 | }
802 |
803 | //+------------------------------------------------------------------+
804 | //| Find a history order closed by server signal |
805 | //+------------------------------------------------------------------+
806 | int FindClosedOrderByHistoryToComment(const string symbol,
807 | const int signal_ticketid)
808 | {
809 | int ticketid = -1;
810 |
811 | int ordersize = OrdersHistoryTotal();
812 | int orderindex = 0;
813 |
814 | // Find a history order closed by part-close order
815 | for (orderindex=0; orderindex= 0)
833 | {
834 | if (StringReplace(ordercomment, "to #", "") >= 0)
835 | {
836 | ticketid = StringToInteger(ordercomment);
837 |
838 | if (ticketid > 0)
839 | break;
840 | }
841 | }
842 | }
843 |
844 | return ticketid;
845 | }
846 |
847 | //+------------------------------------------------------------------+
848 | //| Find a part closed order by server signal |
849 | //+------------------------------------------------------------------+
850 | int FindPartClosedOrderByLocal(const string symbol,
851 | const int signal_ticketid)
852 | {
853 | int ticketid = -1;
854 |
855 | int before_orderid = -1;
856 | int pclosedsize = ArraySize(local_pclosed);
857 | int pclosedindex = 0;
858 |
859 | for (pclosedindex=0; pclosedindex 0)
871 | ticketid = FindClosedOrderByHistoryToComment(symbol, before_orderid);
872 |
873 | return ticketid;
874 | }
875 |
876 | //+------------------------------------------------------------------+
877 | //| Local closed data save |
878 | //+------------------------------------------------------------------+
879 | bool LocalClosedDataSave(const int s_login,
880 | const int s_orderid,
881 | const int sl_beforeorderid,
882 | const int orderid)
883 | {
884 | bool result = false;
885 |
886 | int local_pclosedsize = ArraySize(local_pclosed);
887 |
888 | if (ArrayResize(local_pclosed, local_pclosedsize + 1))
889 | {
890 | local_pclosed[local_pclosedsize].s_login = s_login;
891 | local_pclosed[local_pclosedsize].s_orderid = s_orderid;
892 | local_pclosed[local_pclosedsize].s_before_orderid = sl_beforeorderid;
893 | local_pclosed[local_pclosedsize].orderid = orderid;
894 | }
895 |
896 | return result;
897 | }
898 |
899 | //+------------------------------------------------------------------+
900 | //| Local closed data to memory |
901 | //+------------------------------------------------------------------+
902 | void LocalClosedDataToMemory()
903 | {
904 | int login = AccountInfoInteger(ACCOUNT_LOGIN);
905 | string filename = IntegerToString(login) + "_" + local_pclosedfilename;
906 |
907 | int handle = FileOpen(local_drectoryname + "//" + filename, FILE_READ|FILE_BIN);
908 |
909 | if (handle != INVALID_HANDLE)
910 | {
911 | FileReadArray(handle, local_pclosed);
912 | FileClose(handle);
913 | }
914 | else
915 | {
916 | Print("Failed to open the closed order file, error ", GetLastError());
917 | }
918 | }
919 |
920 | //+------------------------------------------------------------------+
921 | //| Local closed data to file |
922 | //+------------------------------------------------------------------+
923 | void LocalClosedDataToFile()
924 | {
925 | int login = AccountInfoInteger(ACCOUNT_LOGIN);
926 | string filename = IntegerToString(login) + "_" + local_pclosedfilename;
927 |
928 | int handle = FileOpen(local_drectoryname + "//" + filename, FILE_WRITE|FILE_BIN);
929 |
930 | if (handle != INVALID_HANDLE)
931 | {
932 | int local_pclosedsize = ArraySize(local_pclosed);
933 |
934 | FileSeek(handle, 0, SEEK_END);
935 | FileWriteArray(handle, local_pclosed, 0, local_pclosedsize);
936 | FileClose(handle);
937 | }
938 | else
939 | {
940 | Print("Failed to open the closed order file, error ", GetLastError());
941 | }
942 | }
943 |
--------------------------------------------------------------------------------
/MQL/MQL4/Experts/Server.mq4:
--------------------------------------------------------------------------------
1 | #property copyright "Copyright 2023, Ejtrader"
2 | #property link "https://github.com/ejtraderlabs/ejtraderCP"
3 | #property version "1.12"
4 | #property description "MT4 Copy Trade Publisher Application. Push all order-to-subscribers."
5 | #property strict
6 | #property show_inputs
7 |
8 | #include
9 |
10 | //--- Inputs
11 | input string Server = "tcp://*:5559"; // Push server ip
12 | input uint ServerDelayMilliseconds = 300; // Push to clients delay milliseconds (Default is 300)
13 | input bool ServerReal = false; // Under real server (Default is false)
14 | input string AllowSymbols = ""; // Allow Trading Symbols (Ex: EURUSDq,EURUSDx,EURUSDa)
15 |
16 | //--- Globales Application
17 | const string app_name = "Ejtrader Expert Advisor";
18 |
19 | //--- Globales ZMQ
20 | Context context;
21 | Socket publisher(context, ZMQ_PUB);
22 |
23 | string zmq_server = "";
24 | uint zmq_pushdelay = 0;
25 | bool zmq_runningstatus = false;
26 |
27 | //--- Globales Order
28 | int ordersize = 0;
29 | int orderids[];
30 | double orderopenprice[];
31 | double orderlot[];
32 | double ordersl[];
33 | double ordertp[];
34 | bool orderchanged = false;
35 | bool orderpartiallyclosed = false;
36 | int orderpartiallyclosedid = -1;
37 |
38 | int prev_ordersize = 0;
39 |
40 | //--- Globales File
41 | string local_symbolallow[];
42 | int symbolallow_size = 0;
43 |
44 | //+------------------------------------------------------------------+
45 | //| Expert program start function |
46 | //+------------------------------------------------------------------+
47 | void OnInit()
48 | {
49 | if (DetectEnvironment() == false)
50 | {
51 | Alert("Error: The property is fail, please check and try again.");
52 | return;
53 | }
54 |
55 | StartZmqServer();
56 | }
57 |
58 | //+------------------------------------------------------------------+
59 | //| Override deinit function |
60 | //+------------------------------------------------------------------+
61 | void OnDeinit(const int reason)
62 | {
63 | StopZmqServer();
64 | }
65 |
66 | //+------------------------------------------------------------------+
67 | //| Detect the script parameters |
68 | //+------------------------------------------------------------------+
69 | bool DetectEnvironment()
70 | {
71 | if (Server == "")
72 | return false;
73 |
74 | if (ServerReal == true && IsDemo())
75 | {
76 | Print("Account is Demo, please switch the Demo account to Real account.");
77 | return false;
78 | }
79 |
80 | if (IsDllsAllowed() == false)
81 | {
82 | Print("DLL call is not allowed. ", app_name, " cannot run.");
83 | return false;
84 | }
85 |
86 | zmq_server = Server;
87 | zmq_pushdelay = (ServerDelayMilliseconds > 0) ? ServerDelayMilliseconds : 10;
88 | zmq_runningstatus = false;
89 |
90 | // Load the Symbol allow map
91 | if (AllowSymbols != "")
92 | {
93 | string symboldata[];
94 | int symbolsize = StringSplit(AllowSymbols, ',', symboldata);
95 | int symbolindex = 0;
96 |
97 | ArrayResize(local_symbolallow, symbolsize);
98 |
99 | for (symbolindex=0; symbolindex 0)
148 | UpdateCurrentOrdersOnTicket();
149 |
150 | tickcount = GetTickCount() - ticketstart;
151 |
152 | if (delay > tickcount)
153 | Sleep(delay-tickcount-2);
154 | }
155 | }
156 |
157 | //+------------------------------------------------------------------+
158 | //| Stop the zmq server |
159 | //+------------------------------------------------------------------+
160 | void StopZmqServer()
161 | {
162 | if (zmq_server == "")
163 | return;
164 |
165 | ArrayFree(orderids);
166 | ArrayFree(orderopenprice);
167 | ArrayFree(orderlot);
168 | ArrayFree(ordersl);
169 | ArrayFree(ordertp);
170 | ArrayFree(local_symbolallow);
171 |
172 | Print("Unload Server: ", zmq_server);
173 |
174 | if (zmq_runningstatus == true)
175 | publisher.unbind(zmq_server);
176 |
177 | zmq_runningstatus = false;
178 | }
179 |
180 | //+------------------------------------------------------------------+
181 | //| Get all of the orders |
182 | //+------------------------------------------------------------------+
183 | void GetCurrentOrdersOnStart()
184 | {
185 | prev_ordersize = 0;
186 | ordersize = OrdersTotal();
187 |
188 | if (ordersize == prev_ordersize)
189 | return;
190 |
191 | if (ordersize > 0)
192 | {
193 | ArrayResize(orderids, ordersize);
194 | ArrayResize(orderopenprice, ordersize);
195 | ArrayResize(orderlot, ordersize);
196 | ArrayResize(ordersl, ordersize);
197 | ArrayResize(ordertp, ordersize);
198 | }
199 |
200 | prev_ordersize = ordersize;
201 |
202 | int orderindex = 0;
203 |
204 | // Save the orders to cache
205 | for (orderindex=0; orderindex prev_ordersize)
228 | {
229 | // Trade has been added
230 | changed = PushOrderOpen();
231 | }
232 | else if (ordersize < prev_ordersize)
233 | {
234 | // Trade has been closed
235 | changed = PushOrderClosed();
236 | }
237 | else if (ordersize == prev_ordersize)
238 | {
239 | // Trade has been modify
240 | changed = PushOrderModify();
241 | }
242 |
243 | return changed;
244 | }
245 |
246 | //+------------------------------------------------------------------+
247 | //| Update all of the orders status |
248 | //+------------------------------------------------------------------+
249 | void UpdateCurrentOrdersOnTicket()
250 | {
251 | if (ordersize > 0)
252 | {
253 | ArrayResize(orderids, ordersize);
254 | ArrayResize(orderopenprice, ordersize);
255 | ArrayResize(orderlot, ordersize);
256 | ArrayResize(ordersl, ordersize);
257 | ArrayResize(ordertp, ordersize);
258 | }
259 |
260 | int orderindex = 0;
261 |
262 | // Save the orders to cache
263 | for (orderindex=0; orderindex 0)
336 | {
337 | if (GetOrderSymbolAllowed(OrderSymbol()) == false)
338 | continue;
339 |
340 | Print("Order Closed:", OrderSymbol(), ", Size:", ArraySize(orderids), ", OrderId:", OrderTicket());
341 |
342 | PushToSubscriber(StringFormat("%d %s|%s|%d|%d|%f|%f|%f|%f|%f",
343 | AccountInfoInteger(ACCOUNT_LOGIN),
344 | "CLOSED",
345 | OrderSymbol(),
346 | OrderTicket(),
347 | OrderType(),
348 | OrderOpenPrice(),
349 | OrderClosePrice(),
350 | OrderLots(),
351 | OrderStopLoss(),
352 | OrderTakeProfit()
353 | ));
354 |
355 | changed ++;
356 | }
357 | }
358 |
359 | return changed;
360 | }
361 |
362 | //+------------------------------------------------------------------+
363 | //| Push the modify order to all of the subscriber |
364 | //+------------------------------------------------------------------+
365 | int PushOrderModify()
366 | {
367 | int changed = 0;
368 | int orderindex = 0;
369 |
370 | for (orderindex=0; orderindex= 0)
392 | {
393 | if (StringReplace(ordercomment, "from #", "") >= 0)
394 | {
395 | orderpartiallyclosed = true;
396 | orderpartiallyclosedid = StringToInteger(ordercomment);
397 | }
398 | }
399 | }
400 |
401 | // Change Pending Order
402 | if(orderopenprice[orderindex] != OrderOpenPrice())
403 | orderchanged = true;
404 |
405 | if (ordersl[orderindex] != OrderStopLoss())
406 | orderchanged = true;
407 |
408 | if (ordertp[orderindex] != OrderTakeProfit())
409 | orderchanged = true;
410 |
411 | // Temporarily method for recognize modify order or part-closed order
412 | // Part-close order will close order by a litte lots and re-generate an new order with new order id
413 | if (orderchanged == true)
414 | {
415 | if (orderpartiallyclosed == true)
416 | {
417 | Print("Partially Closed:", OrderSymbol(), ", Size:", ArraySize(orderids), ", OrderId:", OrderTicket(), ", Before OrderId: ", orderpartiallyclosedid);
418 |
419 | PushToSubscriber(StringFormat("%d %s|%s|%s|%d|%f|%f|%f|%f|%f",
420 | AccountInfoInteger(ACCOUNT_LOGIN),
421 | "PCLOSED",
422 | OrderSymbol(),
423 | OrderTicket() + "_" + orderpartiallyclosedid,
424 | OrderType(),
425 | OrderOpenPrice(),
426 | OrderClosePrice(),
427 | OrderLots(),
428 | OrderStopLoss(),
429 | OrderTakeProfit()
430 | ));
431 | }
432 | else
433 | {
434 | Print("Order Modify:", OrderSymbol(), ", Size:", ArraySize(orderids), ", OrderId:", OrderTicket());
435 |
436 | PushToSubscriber(StringFormat("%d %s|%s|%d|%d|%f|%f|%f|%f|%f",
437 | AccountInfoInteger(ACCOUNT_LOGIN),
438 | "MODIFY",
439 | OrderSymbol(),
440 | OrderTicket(),
441 | OrderType(),
442 | OrderOpenPrice(),
443 | OrderClosePrice(),
444 | OrderLots(),
445 | OrderStopLoss(),
446 | OrderTakeProfit()
447 | ));
448 | }
449 |
450 | changed ++;
451 | }
452 | }
453 |
454 | return changed;
455 | }
456 |
457 | //+------------------------------------------------------------------+
458 | //| Push the message for all of the subscriber |
459 | //+------------------------------------------------------------------+
460 | bool PushToSubscriber(const string message)
461 | {
462 | if (message == "")
463 | return false;
464 |
465 | ZmqMsg replymsg(message);
466 |
467 | int result = publisher.send(replymsg);
468 |
469 | return (result == 1) ? true : false;
470 | }
471 |
472 | //+------------------------------------------------------------------+
473 | //| Get the symbol allowd on trading |
474 | //+------------------------------------------------------------------+
475 | bool GetOrderSymbolAllowed(const string symbol)
476 | {
477 | bool result = true;
478 |
479 | if (symbolallow_size == 0)
480 | return result;
481 |
482 | // Change result as FALSE when allow list is not empty
483 | result = false;
484 |
485 | int symbolindex = 0;
486 |
487 | for (symbolindex=0; symbolindex 0) ? true : false;
521 | }
522 |
--------------------------------------------------------------------------------
/README.md:
--------------------------------------------------------------------------------
1 | # CopyTrade
2 |
3 | Copy Trade System for MetaTrader 4/MetaTrader 5 Client based on MQL Expertt.
4 |
5 | 
6 | 
7 |
8 | ## Environment
9 |
10 | - Windows 7 above (recommend)
11 | - MetaTrader 4 Client / MetaTrader 5 Client
12 | - [ZeroMQ](https://github.com/zeromq)
13 | - [ZeroMQ for MQL](https://github.com/dingmaotu/mql-zmq)
14 |
15 | ## Features
16 |
17 | - Remote Publisher and Subscriber (Based on IP address)
18 | - New Order (Market Order, Pending Order)
19 | - Modify Order (TP, SL)
20 | - Close Order (Normal Close, Partial Close)
21 | - Custom Trading Symbol between Publisher and Subscriber
22 | - Subscriber Copy From Multi-Publisher
23 | - Subscriber Min Lots, Max Lots and Percent Lots
24 | - Subscriber Invert Original Orders
25 | - Subscriber Symbol adjust
26 | - Subscriber Free Margin Check
27 |
28 | The Publishers do not need to log in with a trading password, just log in and using the investor password.
29 |
30 | ## License
31 | Copyright (c) 2017-2023 Ejtrader.
32 |
33 |
34 | Code released under the MIT license.
35 |
36 |
37 | ## Acknowledgements
38 |
39 | I would like to express my gratitude to [@jiowcl](https://github.com/jiowcl) for creating the initial project. Their work has been an invaluable starting point for my modifications and improvements.
40 |
41 | I would like to express my gratitude to [@dingmaotu](https://github.com/dingmaotu) for creating the [ZeroMQ for MQL](https://github.com/dingmaotu/mql-zmq) Their work has been an invaluable.
42 |
43 |
--------------------------------------------------------------------------------