/MetaTrader4-Bridge

Communication layer between MetaTrader 4 and your project.

Primary LanguageMQL4

MetaTrader 4 Bridge

This projects create a request/reply communication layer between MetaTrader 4 and your application.

The communication is currently exchanged with ZeroMQ (this could be extended to support more protocols in the future).

A message parser is implemented to make message interpretation task easier to handle.

Parsed messages create bindings for account info, accounts orders and orders management.

Libraries

Installation

This projects depend on mql-zmq. Install it first.

Then copy MetaTrader4Bridge.mq4 from this projects to Experts folder and compile it in MetaEditor.

Enable Auto Trading in your MetaTrader 4 client application.

Usage

Add MetaTrader4Bridge Expert Advisor to your chart.

Enable "Allow live trading" and "Allow DLL imports" in Common tab.

Then configure the server in Inputs tab for your needs.

Two servers

There are two servers which should start along with Expert Advisor. First is REP server and second is PUSH server. The client should subscribe to those servers as REQ and PULL (respectively).

REP server serves the purpose of accepting the messages.

PUSH server is used to send the messages, as well as push data update events (symbol rates, account info, orders change) to the client.

Protocol

The protocol assumes that request/response messages are strings separated with pipe | character (string split).

Request

First value from request message is always an id of the request.

Second value is the id of a request type.

Request types are:

REQUEST_TYPE ID Description
REQUEST_PING 1 Ping MT4 client.
REQUEST_TRADE_OPEN 11 Create new order.
REQUEST_TRADE_MODIFY 12 Modify placed order.
REQUEST_TRADE_DELETE 13 Delete pending order.
REQUEST_DELETE_ALL_PENDING_ORDERS 21 Delete all pending orders.
REQUEST_CLOSE_MARKET_ORDER 22 Close open market orders.
REQUEST_CLOSE_ALL_MARKET_ORDERS 23 Close all open market orders.
REQUEST_RATES 31 Get current rate for the symbol.
REQUEST_ACCOUNT 41 Get account info.
REQUEST_ORDERS 51 Get account orders.

Please see the API section for detailed description and list of arguments of request types.

Example requests

Modify an order.

1|12|140602286|108.252|107.525|109.102

Delete pending order.

2|13|140602286

Get current rates for USDJPY.

2|31|USDJPY

Response

First value from response message is always an id of the request.

Second value is the id of response status.

Response statuses are:

RESPONSE_STATUS ID Description
RESPONSE_OK 0 Response is successful.
RESPONSE_FAILED 1 Response has failed.

Success response

In case of success, rest of the values are response values.

Example response
2|0|108.926000|108.947000|USDJPY

First value 2 is request id. Second value 0 tells us that the response from the server is successful and rest of the message 108.926000|108.947000|USDJPY can be parsed according to request type.

Failure response

In case of failure, third value indicates error code. No more values are returned.

Example
2|1|134

First value 2 is request id. Second value 1 indicates that the response from the server has failed and the third value is error code of 134 which means "Free margin is insufficient".

Handling request ids

Request id should be unique with every request (e.g. incremented int).

But there are cases in which you might want to use static values, like "ACCOUNT" - which could periodically send account info to the client so it can have up to date data about the account.

Trade operations

Trade operations for opening market order and placing pending order requests.

Operations are:

OPERATION_TYPE ID Description
OP_BUY 0 Buy operation.
OP_SELL. 1 Sell operation.
OP_BUYLIMIT 2 Buy limit pending order.
OP_SELLLIMIT 3 Sell limit pending order.
OP_BUYSTOP 4 Buy stop pending order.
OP_SELLSTOP 5 Sell stop pending order.

Unit types

Unit types for order volume management requests.

Unit types are:

UNIT_TYPE ID Description
UNIT_CONTRACTS 0 Use contracts volume unit.
UNIT_CURRENCY 1 Use currency volume unit.

For 0 UNIT_CONTRACTS no additional calculations are performed, so the volume is unchanged.

For 1 UNIT_CURRENCY the volume specified for the trade is divided by the result price.

Example

Let's assume that we place two orders for USDJPY with volume 10 price 110 and two different unit types of 0 and 1.

In case of order with unit 0, then the volume will stay at 10.

In case of order with unit 1, then the volume of 10 will be divided by the price 110, resulting with the final volume of ~0.0909.

Price modificators

Price modificator are used to undercut or overcut the price value.

Price modificators are:

MODIFICATOR_TYPE Description Example
- Undercut market price by specified value. -5
+ Overcut market price by specified value. +10
% Undercut/overcut market price by specified percentage. -15%, +20%

If modificator wasn't found (it's always first character in BASE_PRICE/BASE_STOPLOSS/BASE_TAKEPROFIT value), then it's treated as literal value.

Examples

Let's assume that the market price is 200 (it's irrelevant if it's bid or ask).

In case of modificator -5, the result price will be 195.

In case of modificator +10, the result price will be 210.

In case of modificator -15%, the result price will be 170.

In case of modificator +20%, the result price will be 240.

In case of literal value 250, the result price will be 250.

API

All listed request values are required.

Ping MetaTrader 4 Client.

Request values

<none>

Example
102|1

Response values

TS current MT4 client timestamp in seconds.

Example
102|0|140602286

Open an order.

Key function from MT4 client used for this request is OrderSend.

Request values

SYMBOL (string) symbol for trading.
OPERATION (int) operation type.
VOLUME (double | string) trade volume.
BASE_PRICE (double) literal value or modificator for order price.
SLIPPAGE (int) maximum price slippage for buy or sell orders.
BASE_STOPLOSS (double | string) literal value or modificator for stop loss level.
BASE_TAKEPROFIT (double | string) literal value or modificator for take profit level.
COMMENT (string) order comment text. Limit is 27 characters. Do not use pipe |. Can be empty.
MAGIC_NUMBER (int) order magic number. May be used as user defined identifier.
UNIT (int) unit type.

Example
236|11|USDJPY|2|1|108.848|0|0|0|comment message goes here|123|0

Response values

TICKET order ticket received from trade server.

Example
236|0|140602286

Modify an order.

Key function from MT4 client used for this request is OrderModify.

Request values

TICKET (int) order ticket.
BASE_PRICE (double | string) literal value or modificator for order price.
BASE_STOPLOSS (double | string) literal value or modificator for stop loss level.
BASE_TAKEPROFIT (double | string) literal value or modificator for take profit level.

Example
312|12|140602286|108.252|107.525|109.102

Response values

TICKET order ticket.

Example
312|0|140602286

Delete pending order.

Key function from MT4 client used for this request is OrderDelete.

Request values

TICKET (int) pending order ticket.

Example
318|13|140602286

Response values

TICKET order ticket.

Example
318|0|140602286

Delete all pending orders.

Request values

SYMBOL (string) symbol for which pending orders should be deleted.

Example
345|21|USDJPY

Response values

DELETED_COUNT number of deleted pending orders.

Example
345|0|2

Close market order.

Key function from MT4 client used for this request is OrderClose.

Request values

TICKET (int) market order ticket.

Example
380|22|140612332

Response values

TICKET order ticket.

Example
380|0|140612332

Close all market orders.

Request values

SYMBOL (string) symbol for which market orders should be closed.

Example
383|23|USDJPY

Response values

DELETED_COUNT number of deleted pending orders.

Example
383|0|3

Get current rates for requested symbol.

Request values

SYMBOL (string)

Example
397|31|USDJPY

Response values

BID current bid price.
ASK current ask price.
SYMBOL the symbol.

Example
397|0|108.926000|108.947000|USDJPY

Get account info.

Request values

<none>

Example
415|41

Response values

CURRENCY account currency.
BALANCE account balance in the deposit currency.
PROFIT current profit of an account in the deposit currency.
EQUITY_MARGIN account equity in the deposit currency.
MARGIN_FREE free margin of an account in the deposit currency.
MARGIN_LEVEL account margin level in percents.
MARGIN_SO_CALL margin call level.
MARGIN_SO_SO margin stop out level.

Example
415|0|USD|10227.43|-129.46|10097.97|4000.00|6097.97|252.45|50.00|20.00

Get account orders.

In this specific case, order values are separated by comma , and orders are separated by pipe |. So after splitting the response, you will have the orders which you would probably need to split again with , as a separator (e.g. response.split('|').map(item => item.split(','))).

Request values

<none>

Example
467|51

Response values

ORDERS orders with values separated by comma ,.
      TICKET order ticket.
      OPEN_TIME order open price.
      TYPE order type.
      LOTS order volume.
      SYMBOL order symbol.
      OPEN_PRICE order open price.

Example
467|0|140617577,2018.05.31 10:40,1,0.01,EURUSD,1.17017,|140623054,2018.05.31 14:20,3,0.11,USDJPY,130.72600,

Changelog

CHANGELOG.md

License

MIT