mql-zmq Documentation

repository·master·Indexed 20 days ago

A ZeroMQ binding for MetaTrader (MT4 and MT5) that provides a C++ interface for ZMQ sockets. It includes support for UTF-8 string conversion, shared context management across MQL programs, and precompiled DLLs for 32-bit and 64-bit architectures.

Tokens: 942
Snippets: 1
Records: 4
Agent score: 22%

What's inside mql-zmq

Best practices for ZMQ Context creation in MetaTrader
master
In ZeroMQ, a Context is the container for all sockets in a process. Since all Scripts and Expert Advisors in MetaTrader share the same terminal process, you should use a single global context across all your MQL programs to avoid having separate, isolated ZeroMQ instances.
To achieve this, use the shared parameter of the Context constructor with a unique, hard-to-guess string to synchronize context creation and destruction across different MQL programs.
Example shared name: __3kewducdxhkd__
https://github.com/dingmaotu/mql-zmq/blob/master/README.md
How string encoding works in mql-zmq
master
MQL strings are Win32 UNICODE (2-byte UTF-16). This binding automatically converts all MQL strings to UTF-8 before passing them to the DLL layer.
When using the ZmqMsg constructor with MQL strings, note that the resulting message is not null-terminated by default.
https://github.com/dingmaotu/mql-zmq/blob/master/README.md
Install mql-zmq in MetaTrader
master
To use this binding, you must deploy three sets of files to your MetaTrader terminal directory:
1. Include Files: Copy the contents of the Include/Zmq directory to your MetaTrader Include folder.
2. DLLs: Copy the precompiled DLLs to your MetaTrader Library folder:
  For MT5 (64-bit): Use the DLLs in Library/MT5.
  For MT4 (32-bit): Use the DLLs in Library/MT4.
  For MT5 (32-bit): Use the 32-bit DLLs from Library/MT4.
3. Requirements: The DLLs require the latest Visual C++ runtime (2015).
Special Configuration for MT5 32-bit: If you are using a 32-bit version of MetaTrader 5, you must comment out the __X64__ macro definition at the top of Include/Mql/Lang/Native.mqh to ensure correct pointer handling.
https://github.com/dingmaotu/mql-zmq/blob/master/README.md

Implement a Hello World Server in MQL

master

This example demonstrates how to bind a ZMQ_REP (Reply) socket to a TCP address, receive a request, and send a reply.

Warning: Using socket.recv() in a script will block the MetaTrader script thread. If you attempt to terminate the script while it is blocked, MetaTrader may hang or crash.

#include <Zmq/Zmq.mqh>
//+------------------------------------------------------------------+
//| Hello World server in MQL                                        |
//| Binds REP socket to tcp://*:5555                                |
//| Expects "Hello" from client, replies with "World"              |
//+------------------------------------------------------------------+
void OnStart()
  {
   Context context("helloworld");
   Socket socket(context,ZMQ_REP);

   socket.bind("tcp://*:5555");

   while(true)
     {
      ZmqMsg request;

      // Wait for next request from client

      // MetaTrader note: this will block the script thread
      // and if you try to terminate this script, MetaTrader
      // will hang (and crash if you force closing it)
      socket.recv(request);
      Print("Receive Hello");

      Sleep(1000);

      ZmqMsg reply("World");
      // Send reply back to client
      socket.send(reply);
     }
  }