node-mt4-zmq-bridge

Node.js and MetaTrader 4 communication bridge with ZeroMQ.

This modules depends on this MetaTrader 4 Expert Advisor. Please introduce with it thoroughly before using this module.

Requisite (Windows only)

Install Microsoft Visual C++ 2015-2019 Redistributable 14.20.27508

x86

14.20.27508: https://download.visualstudio.microsoft.com/download/pr/092cda8f-872f-47fd-b549-54bbb8a81877/ddc5ec3f90091ca690a67d0d697f1242/vc_redist.x86.exe

x64

14.20.27508: https://download.visualstudio.microsoft.com/download/pr/21614507-28c5-47e3-973f-85e7f66545a4/f3a2caa13afd59dd0e57ea374dbe8855/vc_redist.x64.exe

Installation

npm install --save nmt4-zmq-bridge

Usage

const mt4zmqBridge = require('nmt4-zmq-bridge');

mt4zmqBridge objects contains multiple enum properties and connect function.

Please refer to mentioned MetaTrader 4 Expert Advisor for enum types.

mt4zmqBridge.connect

A function accepting two arguments:
    reqUrl URL to REQ server
    pullUrl URL to PULL server

Example

const zmqBridge = mt4zmqBridge.connect('tcp://127.0.0.1:5555', 'tcp://127.0.0.1:5556');

It returns connection bridge object.

zmqBridge.request

A function used to send requests to MetaTrader 4 Expert Advisor.

It accepts any number of arguments.

First argument is always request type. Rest of the arguments must match with used request type (check API).

Response can be returned either by a Callback or a Promise. To use Callback response, please provide a function as the last argument. Otherwise, a Promise will be returned.

Successfully returned response is an array (e.g. [ '110.522000', '110.542000', 'USDJPY' ]). Error response will return error object (e.g. Error('Invalid price.')).

Examples

Callback type "USDJPY" rates request:

zmqBridge.request(mt4zmqBridge.REQUEST_RATES, "USDJPY", (err, res) => {
  console.log(res);     // [ '110.522000', '110.542000', 'USDJPY' ]
  console.log(res[0]);  // '110.522000' - market bid
  console.log(res[1]);  // '110.542000' - market ask
});

Promise type "USDJPY" rates request:

zmqBridge.request(mt4zmqBridge.REQUEST_RATES, "USDJPY")
  .then(res => {
    console.log(res);   // [ '110.522000', '110.542000', 'USDJPY' ]
  })
  .catch(err => {})

Buy limit order for "USDJPY".

zmqBridge.request(
  mt4zmqBridge.REQUEST_TRADE_OPEN,  // request type
  "USDJPY",                         // market symbol
  mt4zmqBridge.OP_BUYLIMIT,         // order type
  1.2,                              // volume
  105.23,                           // price
  0,                                // slippage
  100.10,                           // stop loss
  110.76,                           // take profit
  "evening trade",                  // comment
  0,                                // magic number
  mt4zmqBridge.UNIT_CONTRACTS       // unit type
, (err, res) => {
  console.log(res); // [ '140734412' ]
});

Cancel pending order.

zmqBridge.request(mt4zmqBridge.REQUEST_TRADE_DELETE, 140734412).then(res => {
  console.log(res); // [ '140734412' ]
});

Full simple example

    const mt4zmqBridge = require('nmt4-zmq-bridge');

    const REQ_URL = 'tcp://127.0.0.1:5555';
    const PULL_URL = 'tcp://127.0.0.1:5556';

    let zmqBridge = mt4zmqBridge.connect(REQ_URL, PULL_URL);
    zmqBridge.onReqMessage = ((command, err, body) => {
      console.log('onReqMessage:', command, err, body);
    });
    zmqBridge.onPullMessage = ((command, err, body) => {
      console.log('onPullMessage:', command, err, body);
    });
    zmqBridge.reqSocket.on('connect', () => {
      console.log('reqSocket:', zmqBridge.reqConnected);
    });
    zmqBridge.pullSocket.on('connect', async () => {
      console.log('pullSocket:', zmqBridge.pullConnected);

      zmqBridge.pullSocket.on('message', msg => {
        console.log('received:', msg);
      });

      if(zmqBridge.reqConnected && zmqBridge.pullConnected) {
          setInterval(() => {
            if(zmqBridge.reqConnected && zmqBridge.pullConnected) {
              zmqBridge.request(mt4zmqBridge.REQUEST_RATES, "USDJPY")
                .then(res => {
                  console.log('REQUEST_RATES_RES:', res);   // [ '110.522000', '110.542000', 'USDJPY' ] => bid , ask , symbol
                })
                .catch(err => {
                  console.error(err);
                });
            }
    
          }, 1000);
    
          zmqBridge.request(mt4zmqBridge.REQUEST_ACCOUNT)
            .then(res => {
              console.log('REQUEST_ACCOUNT_RES:', res);
            })
            .catch(err => {
              console.error(err);
            });
      }
    });

// Console
// reqSocket: true
// pullSocket: true
// received: <Buffer 31 7c 30 7c 55 53 44 7c 38 39 39 30 2e 31 33 7c 30 2e 30 30 7c 38 39 39 30 2e 31 33 7c 30 2e 30 30 7c 38 39 39 30 2e 31 33 7c 30 2e 30 30 7c 35 30 2e ... 8 more bytes>
// REQUEST_ACCOUNT_RES: [
//   'USD',   '8990.13',
//   '0.00',  '8990.13',
//   '0.00',  '8990.13',
//   '0.00',  '50.00',
//   '20.00'
// ]
// received: <Buffer 32 7c 30 7c 31 30 39 2e 35 36 32 30 30 30 7c 31 30 39 2e 35 36 32 30 30 30 7c 55 53 44 4a 50 59>
// REQUEST_RATES_RES: [ '109.562000', '109.562000', 'USDJPY' ]
// received: <Buffer 33 7c 30 7c 31 30 39 2e 35 36 32 30 30 30 7c 31 30 39 2e 35 36 32 30 30 30 7c 55 53 44 4a 50 59>
// REQUEST_RATES_RES: [ '109.562000', '109.562000', 'USDJPY' ]
// received: <Buffer 34 7c 30 7c 31 30 39 2e 35 36 32 30 30 30 7c 31 30 39 2e 35 36 32 30 30 30 7c 55 53 44 4a 50 59>
// REQUEST_RATES_RES: [ '109.562000', '109.562000', 'USDJPY' ]

More examples can be found in index.spec.js.

zmqBridge.onReqMessage

A function handling messages from REQ server. It is an empty function by default.

zmqBridge.onPullMessage

A function handling messages from PULL server. It is an empty function by default.

zmqBridge.isWaitingForResponse

A bool telling us whether a request with specific id is still waiting for the response.

zmqBridge.reqConnected

A bool telling us whether connection with REQ server is open or not.

zmqBridge.pullConnected

A bool telling us whether connection with PULL server is open or not.

zmqBridge.reqSocket

An object containing ZeroMQ REQ connection object. Used mostly internally.

zmqBridge.pullSocket

An object containing ZeroMQ PULL connection object. Used mostly internally.

Test

IMPORTANT: Some tests will open market order. Work with tests only on demo accounts!

npm run test

Changelog

CHANGELOG.md

License

MIT