Integrate MT4/5 with other process through ZMQ

Aim

We would like to treat MT4 as a server that can provide market data, backtest environment, trading execution. Other applications written by different programming language such as python, c++, R, c# can use ZMQ library as an interface to communicate with MT4.

Learning Source

• darwinex blog post --- There are several tutorial videos please have a look first
• darwinex github example --- Included workable example
• mql-zmq github for mt4

Installation Steps --- Publish market data from MT4

1. git clone
1. darwinex github example
2. mql-zmq github for mt4
2. copy DWX_ZeroMQ_Server_v2.0.1_RC8.mq4
• From dwx-zeromq-connector/v2.0.1/mql4/
• To MT4/MQL4/Experts
3. copy all folders and files
• From mql-zmq/Include/
• To MT4/MQL4/Include
4. copy all dll files
• From mql-zmq/Library/MT4/
• To MT4/MQL4/Libraries
5. Compile EA from MT4, drag and drop the EA and enable dll import
• 
6. Try to publish market data
• 
• You will see the following logs when success
• 

Installation Steps --- Receive market data using python

1. copy DWX_ZeroMQ_Connector_v2_0_1_RC8.py
• From dwx-zeromq-connector/v2.0.1/python/api/
2. Set up vitrualenv with python3
1. Windows
• Install python 3
• open cmd
• pip install virtualenv
• virtualenv ./pythonEnv
• ./pythonEnv/Script/activate
2. Linux
1. steps
3. Install packages
• pip install zmq
• pip install pandas
4. test.py, reference Example

import sys
sys.path.insert(1, '..')

import ZMQConnector.api.DWX_ZeroMQ_Connector_v2_0_1_RC8 as zmq

# ----------------------------------- Main
if __name__ == "__main__":
    _zmq = zmq.DWX_ZeroMQ_Connector()
    _zmq._DWX_MTX_SUBSCRIBE_MARKETDATA_('EURUSD')