mt4jJava＆MetaTrader5 REST集成（SpringBoot） - 副本 (2).zip

# MT4J [](https://opensource.org/licenses/MIT)  [](https://codecov.io/gh/PavelRavvich/mt4j) [](https://opensource.org/licenses/MIT) ## About MT4J is software for integration between Meta Trader 5 and Java implemented through REST API. Using this application you can write trading strategies with Java instead of mql5 language. For implementation strategy logic you can use already connected [ta4j] technical indicators library, or connect something else what you prefer using another maven artifact with `pom.xml`. The server based on Tomcat and use port **80** (default) or **443**. Ports range can't be changed by specific Meta Trader 5 reasons, see more in MQL5 documentation: [https://www.mql5.com/en/docs/network/webrequest][webrequest]. MetaTrader 5 required enabling permission settings for send http requests to any hosts, see more in MQL5 documentation: [https://www.mql5.com/en/docs/network][settings] ## Installation ### Step 1. Clone repository with `git clone https://github.com/PavelRavvich/mt4j.git` or download sources with GitHub web interface. ### Step 2 Copy library source folder from `mt5/Library/*` to `<META_TRADER_LOCATION>/MQL5/Include/Library/*`. ### Step 3 Copy advisor source file from `mt5/MT4J.mq5` to `<META_TRADER_LOCATION>/MQL5/Experts/MT4J.mq5`. ### Step 4 Compile Java sources, and run Spring Boot server in any convenient way. ### Strategy implementation principals For implement strategy, implement interface `Strategy` and for his two method: * `String getName()` - strategy identifier (Should be equals advisor input *StrategyName*). You can have many strategies with different names, and no limited running `MT4J.mq5` simultaneously, and handle all of them with one server instance. For matching use equal advisor input *StrategyName* and `String getName()` return value. You can see example of implemented strategy here: [https://github.com/PavelRavvich/mt4j/blob/master/src/main/java/pro/laplacelab/mt4j/example/Example.java][stategyExample] * ` List<Signal> apply(Advisor advisor, Map<Timeframe, List<Rate>> rates)` - strategy logic implementation. All data of advisor's inputs, positions, rates, account you receive automatically. Strategy implementation class should be marked `@Component` annotation. ## How it's work ### Data Exchange Protocol Endpoints: **POST** `http://127.0.0.1/api/advisor/add` - save advisor and return UUID identifier. _Request:_ ```json { "magic": 100000, "inputs": [ { "key": "propName1", "value": "str", "type": "STRING" }, { "key": "propName2", "value": 10, "type": "NUMBER" }, { "key": "propName3", "value": true, "type": "BOOLEAN" } ] } ``` _Response:_ ```json { "id": "c4eb34e4-c9c3-4b7e-856d-d5d00588464d" } ``` **GET** `http://127.0.0.1/api/signal` - resolve indicator's data and actual state of open and closed positions, return signal generated by wired strategy. _Request:_ ```json { "advisorId":"6a649280-2d72-4f4c-8457-0b0f9c43f244", "strategyName":"EXAMPLE", "account":{ "id": 12345, "balance": 100.55, "margin": 100.55, "freeMargin": 100.55, "owner": "Ritchie Goldberg", "company": "Best Broker" }, "positions":[ { "isHistory": true, "type": "LONG | SHORT", "magic": 100000, "positionId": 100000, "lot": 0.01, "stopLoss": 100, "takeProfit": 100, "openAt": 16384394738, "openPrice": 1.23, "closePrice": 1.23, "closeAt": 16384394738, "swap": 1.23, "commission": 1.23, "profit": 123.45 } ], "rates": { "M_1": [ { "spread": 4, "time": 16384394738, "open": 1.12412, "high": 1.32412, "low": 1.32421, "close": 1.32111, "tickVolume": 12, "realVolume": 0 } ] } } ``` _Response_ Can contain 3 position types: * Open (buy or sell) * Close * Update (TakeProfit and StopLoss can be updated) ```json [ { "advisorId":"c4eb34e4-c9c3-4b7e-856d-d5d00588464d", "type":"BUY | SELL", "lot":0.01, "stopLoss":100, "takeProfit":100 }, { "advisorId":"c4eb34e4-c9c3-4b7e-856d-d5d00588464d", "type":"UPDATE", "positionId":10000000, "stopLoss":100, "takeProfit":100 }, { "advisorId":"c4eb34e4-c9c3-4b7e-856d-d5d00588464d", "type":"CLOSE", "positionId":1000000000 } ] ``` ### Technical indicator data adapter. For mapping data from origin request data sources to you're a technical indicator's library format you can use `Adapter` interface, example of implementation you can see in `pro.laplace.adapter.ta4j.TAdapter.java`. [webrequest]: https://www.mql5.com/en/docs/network/webrequest [settings]:https://www.mql5.com/en/docs/network [ta4j]:https://github.com/ta4j [stategyExample]: https://github.com/triodjangopiter/mt4j/blob/master/src/main/java/pro/laplacelab/mt4j/example/Example.java