https://github.com/OpenTrading/OTMql4AMQP/

This project allows the OpenTrading Metatrader-Python bridge (https://github.com/OpenTrading/OTMql4Py/) to work with RabbitMQ, or probably any version of AMQP, the emerging standard for high performance enterprise messaging, for asynchronous communications between financial and trading applications. It builds on OTMql4Py, and requires it as a pre-requisite.

In your Python, you must have installed Pika: https://pypi.python.org/pypi/pika/ Pika offers the advantage of being pure Python: no DLLs to compile or install. Pika communicates with AMQP servers, the most common open-source one being RabbitMQ http://www.rabbitmq.com You will need an AMPQ server installed, configured and running to use this project. The code assumes the default server setup of username: guest, password: guest, virtual host: /.

This is a work in progress - a developers' pre-release version.

It works on builds > 6xx, but the documentation of the wiring up of an asnychronous event loop under Python still needs to be done, as well as more tests and testing on different versions. Only Python 2.7.x is supported.

The project wiki should be open for editing by anyone logged into GitHub: Please report any system it works or doesn't work on in the wiki: include the Metatrader build number, the origin of the metatrader exe, the Windows version, and the AMQP server version and version of the Pika. This code in known to run under Linux Wine (1.7.x), so this project bridges Metatrader to RabbitMQ under Linux.

For the moment there is no installer: just "git clone" or download the zip from github.com and unzip into an empty directory. Then recursively copy the folder MQL4 over the MQL4 folder of your Metatrader installation. It will not overwrite any Mt4 system files; if it overwrites any OTMql4Py files, the files are in fact identical (e.g. init.py).

Please file any bugs in the issue tracker: https://github.com/OpenTrading/OTMql4AMQP/issues

Use the Wiki to start topics for discussion: https://github.com/OpenTrading/OTMql4AMQP/wiki It's better to use the wiki for knowledge capture, and then we can pull the important pages back into the documentation in the share/doc directory. You will need to be signed into github.com to see or edit in the wiki.

You may want to also look at: https://github.com/OpenTrading/OpenTrader which provides a command-line interpreter to speak to an OTMql4AMQP enabled Metatrader.

If you open a command window and go to your MQL4\Python directory run this command first python OTMql427/PikaListener.py "#" Then open another command window and go to your MQL4\Python directory run this command second python OTMql427/PikaChart.py "foo" You should soon see ['foo'] appear in the first window.

If it does not work, then solve this problem first, because it won't work from Python under Mt4 if it doesn't work here.

If you leave the first command running, you should see the tick and bar information broadcast by the calls in OnTimer and OnTick in MQL4/Experts/OTMql4/OTPyTestPikaEA.mq4

OnTimer is called every iTIMER_INTERVAL_SEC (10 sec.) which allows us to use Python to look for Pika inbound messages, or execute a stack of calls from Python to us in Metatrader.

Mt4 can call Python, but Python can't call Mt4. So we need to establish a round-trip from Mt4 that looks to see if there is anything that Python wants it to do.

The way we do this is to make a Queue object from the Python library Queue and push anything Python wants done onto the Queue in Python. Then put a timer event in your Mt4 expert that fires periodically (like even 10 seconds), and calls the Python code to pop the work off the queue.

However, Mt4 does not have an eval command to handle arbitrary strings to be executed. So we wrote the zOTLibProcessCmd in the OTMql4Lib project (OTLibProcessCmd.mq4) that approximates what should be Eval in Mt4.

Depending on how you push things onto the queue, you may want to take the result of zOTLibProcessCmd and distribute it via RabbitMQ.

There is a test expert advisor in Experts/OTMql4/OTPyTestPikaEA.mq4

Then you open a command window and go to your MQL4\Python directory run the following command to see the messages the expert is broadcasting: python OTMql427/PikaListener.py "#" You can select which RabbitMQ messages you want to subscribe to from one or more of ticks bars timer retvalto see just ticks, do python OTMql427/PikaListener.py "tick.#" To see timer events and ticks, do python OTMql427/PikaListener.py "tick.#" "timer.#" Read the RabbitMQ document for further details of using#and*to select the messages you are interested in; you can select by type of message, the currency pair, period, the hex value of theChartID`.

The interval for timer events can be set when you attach the expert: extern int iTIMER_INTERVAL_SEC = 10;

The information that is put on a tick is supplied by the function sBarInfo which puts together the information you want send to a remote client on every bar. Change it to suit your own needs: #include <OTMql4/OTBarInfo.mqh>

You can have many experts running on many charts. There is only one Pika.connection.Connection object, and it is shared by all charts. The total number of charts using the connection is kept in the global variable fPY_PIKA_CONNECTION_USERS. When the last expert is removed, this number drops to 0, and the Connection is shut down.

You should always remove any OTMql4Py experts before you shut down Mt4. It may not initialize properly if you start Mt4 with an OTMql4Py expert already attached. You may have to remove the expert and restart Mt4 if it does not initialize properly.

Specifically, if you load an OTMql4Py expert and the Mt4 log shows a message about exceptions.SystemError, it means that the Python DLL did not load properly, and you must restart if you want to use an OTMql4Py expert. You should get a pop-up Alert from Mt4 to alert you of this.