MT4J

About

MT4J is software for integration between Meta Trader 5 and Java implemented through REST API.

Using this application you can write trading strategies with Java instead of mql5 language. For implementation strategy logic you can use already connected ta4j technical indicators library, or connect something else what you prefer using another maven artifact with pom.xml.

The server based on Tomcat and use port 80 (default) or 443. Ports range can't be changed by specific Meta Trader 5 reasons, see more in MQL5 documentation: https://www.mql5.com/en/docs/network/webrequest.

MetaTrader 5 required enabling permission settings for send http requests to any hosts, see more in MQL5 documentation: https://www.mql5.com/en/docs/network

Installation

Step 1.

Clone repository with git clone https://github.com/PavelRavvich/mt4j.git or download sources with GitHub web interface.

Step 2

Copy library source folder from mt5/Library/* to <META_TRADER_LOCATION>/MQL5/Include/Library/*.

Step 3

Copy advisor source file from mt5/MT4J.mq5 to <META_TRADER_LOCATION>/MQL5/Experts/MT4J.mq5.

Step 4

Compile Java sources, and run Spring Boot server in any convenient way.

Strategy implementation principals

For implement strategy, implement interface Strategy and for his two method:

String getName() - strategy identifier (Should be equals advisor input StrategyName).

You can have many strategies with different names, and no limited running MT4J.mq5 simultaneously, and handle all of them with one server instance. For matching use equal advisor input StrategyName and String getName() return value. You can see example of implemented strategy here: https://github.com/PavelRavvich/mt4j/blob/master/src/main/java/pro/laplacelab/mt4j/example/Example.java

List<Signal> apply(Advisor advisor, Map<Timeframe, List<Rate>> rates) - strategy logic implementation.

All data of advisor's inputs, positions, rates, account you receive automatically.

Strategy implementation class should be marked @Component annotation.

How it's work

Data Exchange Protocol

Endpoints:

POST http://127.0.0.1/api/advisor/add - save advisor and return UUID identifier.

Request:

{
    "magic": 100000,
    "inputs": [
        {
            "key": "propName1",
            "value": "str",
            "type": "STRING"
        },
        {
            "key": "propName2",
            "value": 10,
            "type": "NUMBER"
        },
        {
            "key": "propName3",
            "value": true,
            "type": "BOOLEAN"
        }
    ]
}

Response:

{
    "id": "c4eb34e4-c9c3-4b7e-856d-d5d00588464d"
}

GET http://127.0.0.1/api/signal - resolve indicator's data and actual state of open and closed positions, return signal generated by wired strategy.

Request:

{
    "advisorId":"6a649280-2d72-4f4c-8457-0b0f9c43f244",
    "strategyName":"EXAMPLE",
    "account":{
        "id": 12345,
        "balance": 100.55,
        "margin": 100.55,
        "freeMargin": 100.55,
        "owner": "Ritchie Goldberg",
        "company": "Best Broker"
    },
    "positions":[
        {
            "isHistory": true,
            "type": "LONG | SHORT",
            "magic": 100000,
            "positionId": 100000,
            "lot": 0.01,
            "stopLoss": 100,
            "takeProfit": 100,
            "openAt": 16384394738,
            "openPrice": 1.23,
            "closePrice": 1.23,
            "closeAt": 16384394738,
            "swap": 1.23,
            "commission": 1.23,
            "profit": 123.45
        }
    ],
    "rates": {
        "M_1": [
            {
                "spread": 4,
                "time": 16384394738,
                "open": 1.12412,
                "high": 1.32412,
                "low": 1.32421,
                "close": 1.32111,
                "tickVolume": 12,
                "realVolume": 0
            }
        ]
    }
}

Response

Can contain 3 position types:

Open (buy or sell)
Close
Update (TakeProfit and StopLoss can be updated)

[
    {
        "advisorId":"c4eb34e4-c9c3-4b7e-856d-d5d00588464d",
        "type":"BUY | SELL",
        "lot":0.01,
        "stopLoss":100,
        "takeProfit":100
    },
    {
        "advisorId":"c4eb34e4-c9c3-4b7e-856d-d5d00588464d",
        "type":"UPDATE",
        "positionId":10000000,
        "stopLoss":100,
        "takeProfit":100
    },
    {
        "advisorId":"c4eb34e4-c9c3-4b7e-856d-d5d00588464d",
        "type":"CLOSE",
        "positionId":1000000000
    }
]

Technical indicator data adapter.

For mapping data from origin request data sources to you're a technical indicator's library format you can use Adapter interface, example of implementation you can see in pro.laplace.adapter.ta4j.TAdapter.java.