I have a quite weird issue related to ZeroMQ messaging between MetaTrader 4 and a python backend.
The below shown code creates three strings which should be forwarded to a ZeroMQ PUSH socket. However, it only sends the live_trades string via the socket. Both the account_info and the historical_trades strings are not sent.
While debugging the weirdness only increased:
- When I print the
historical_tradesstring, it is shown in the MT4 expert journal, but not in the MT4 log editor - When I add
Print( historical_trades )before or after thepushSocket.send(StringFormat("%s", historical_trades, true));it sends the string.
Possible issues which I actually exclude:
- The
PUSHsocket is too slow: I decreased the timer to 10 seconds and more, same result - MT4 itself is too slow to create the strings: It prints them correctly, so it is fast enough
- The ZeroMQ
SNDHWM( HighWaterMark ) blocks the EA/socket from sending multiple strings in no time: Already increased it to 100 which should be more than sufficient
Any other ideas I cannot verify with debugging:
- The MT4
Print()function does some other stuff behind the scenes which enables the EA to send the string? - Maybe there is a maximum string size in MT4 which blocks the string creation loop (my string is around 35.000 characters long). But then why does it work when I just
Print()the string once within theonTimer()function?... - Any chance that the account related information is not accessible on weekends?
Or it is just my code which might be buggy..
Any ideas much appreciated!
int OnInit()
{
//---
EventSetTimer(2); // Set Second Timer as push intervall
context.setBlocky(false);
// Send data to PULL_PORT that consumer is listening to.
Print("Connecting MT4 Dashex Feeder to Dashboard on Port " + IntegerToString(PUSH_PORT) + "..");
pushSocket.connect(StringFormat("%s://%s:%d", ZEROMQ_PROTOCOL, HOSTNAME, PUSH_PORT));
pushSocket.setSendHighWaterMark(100);
pushSocket.setLinger(0);
//---
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
//---
Print("Disconnecting MT4 Dashex Feeder on Port " + IntegerToString(PUSH_PORT) + "..");
pushSocket.disconnect(StringFormat("%s://%s:%d", ZEROMQ_PROTOCOL, HOSTNAME, PUSH_PORT));
// Shutdown ZeroMQ Context
context.shutdown();
context.destroy(0);
EventKillTimer();
}
//---
//+------------------------------------------------------------------+
//| Expert timer function |
//+------------------------------------------------------------------+
void OnTimer()
{
/*
1.) Account information
*/
string account_info = "";
account_info = account_info +
"account_info|" +
version + "|" +
DID + "|" +
IntegerToString(AccountNumber()) + "|" +
AccountInfoString(ACCOUNT_COMPANY) + "|" +
IntegerToString(AccountInfoInteger(ACCOUNT_LEVERAGE)) + "|" +
DoubleToString(AccountInfoDouble(ACCOUNT_BALANCE),2) + "|" +
DoubleToString(AccountInfoDouble(ACCOUNT_PROFIT),2) + "|" +
DoubleToString(AccountInfoDouble(ACCOUNT_EQUITY),2) + "|" +
DoubleToString(AccountInfoDouble(ACCOUNT_MARGIN),2) + "|" +
DoubleToString(AccountInfoDouble(ACCOUNT_MARGIN_FREE),2) + "|" +
DoubleToString(AccountInfoDouble(ACCOUNT_MARGIN_LEVEL),2) + "|" +
AccountInfoString(ACCOUNT_CURRENCY) + "|" +
IntegerToString(IsDemo()) + "|" +
pushSocket.send(StringFormat("%s", account_info, true));
Print("Pushing Account Information To Dashex.Finance Dashboard For Account No. " + IntegerToString(AccountNumber()));
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
/*
2.) Pending and running trades
*/
int live_orders = OrdersTotal();
string live_trades = "";
for(int i=live_orders; i >= 0; i--)
{
if(OrderSelect(i,SELECT_BY_POS)==false) continue;
live_trades = live_trades +
"live_trades|" +
version + "|" +
DID + "|" +
IntegerToString(AccountNumber()) + "|" +
IntegerToString(OrderTicket()) + "|" +
TimeToString(OrderOpenTime(), TIME_DATE|TIME_SECONDS) + "|" +
TimeToString(OrderCloseTime(), TIME_DATE|TIME_SECONDS) + "|" +
IntegerToString(OrderType()) + "|" +
DoubleToString(OrderLots(),2) + "|" +
OrderSymbol() + "|" +
DoubleToString(OrderOpenPrice(),5) + "|" +
DoubleToString(OrderClosePrice(),5) + "|" +
DoubleToString(OrderStopLoss(),5) + "|" +
DoubleToString(OrderTakeProfit(),5) + "|" +
DoubleToString(OrderCommission(),2) + "|" +
DoubleToString(OrderSwap(),2) + "|" +
DoubleToString(OrderProfit(),2) + "|" +
"<" + OrderComment() + ">|";
}
pushSocket.send(StringFormat("%s", live_trades, true));
Print("Pushing Live Trades To Dashex.Finance Dashboard For Account No. " + IntegerToString(AccountNumber()));
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
/*
3.) History Trades
*/
int hstTotal = OrdersHistoryTotal();
string historical_trades = "";
Print(hstTotal);
for(int i=hstTotal; i >= 0; i--)
{
if(OrderSelect(i,SELECT_BY_POS,MODE_HISTORY)==false) continue;
historical_trades = historical_trades +
"historical_trades|" +
version + "|" +
DID + "|" +
IntegerToString(AccountNumber()) + "|" +
IntegerToString(OrderTicket()) + "|" +
TimeToString(OrderOpenTime(), TIME_DATE|TIME_SECONDS) + "|" +
TimeToString(OrderCloseTime(), TIME_DATE|TIME_SECONDS) + "|" +
IntegerToString(OrderType()) + "|" +
DoubleToString(OrderLots(),2) + "|" +
OrderSymbol() + "|" +
DoubleToString(OrderOpenPrice(),5) + "|" +
DoubleToString(OrderClosePrice(),5) + "|" +
DoubleToString(OrderStopLoss(),5) + "|" +
DoubleToString(OrderTakeProfit(),5) + "|" +
DoubleToString(OrderCommission(),2) + "|" +
DoubleToString(OrderSwap(),2) + "|" +
DoubleToString(OrderProfit(),2) + "|" +
"<" + OrderComment() + ">|";
}
pushSocket.send(StringFormat("%s", historical_trades, true));
Print("Pushing History Trades To Dashex.Finance Dashboard For Account No. " + IntegerToString(AccountNumber()));
Sleep(1);
}
MetaTrader 4 log.editor:
MetaTrader 4 console:
