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dwx_client_example.py
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dwx_client_example.py
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import json
from time import sleep
from threading import Thread
from os.path import join, exists
from traceback import print_exc
from random import random
from datetime import datetime, timedelta
from api.dwx_client import dwx_client
"""
Example dwxconnect client in python
This example client will subscribe to tick data and bar data. It will also request historic data.
!!! ----- IMPORTANT ----- !!!
If open_test_trades=True, it will open many trades.
Please only run this on a demo account!
!!! ----- IMPORTANT ----- !!!
"""
class tick_processor():
def __init__(self, MT4_directory_path,
sleep_delay=0.005, # 5 ms for time.sleep()
max_retry_command_seconds=10, # retry to send the commend for 10 seconds if not successful.
verbose=True
):
# if true, it will randomly try to open and close orders every few seconds.
self.open_test_trades = False
self.last_open_time = datetime.utcnow()
self.last_modification_time = datetime.utcnow()
self.dwx = dwx_client(self, MT4_directory_path, sleep_delay,
max_retry_command_seconds, verbose=verbose)
sleep(1)
self.dwx.start()
# account information is stored in self.dwx.account_info.
print("Account info:", self.dwx.account_info)
# subscribe to tick data:
self.dwx.subscribe_symbols(['EURUSD', 'GBPUSD'])
# subscribe to bar data:
self.dwx.subscribe_symbols_bar_data([['EURUSD', 'M15'], ['GBPJPY', 'M5'], ['AUDCAD', 'M1']])
# request historic data:
end = datetime.utcnow()
start = end - timedelta(days=30) # last 30 days
self.dwx.get_historic_data('EURUSD', 'D1', start.timestamp(), end.timestamp())
def on_tick(self, symbol, bid, ask):
now = datetime.utcnow()
print('on_tick:', now, symbol, bid, ask)
# to test trading.
# this will randomly try to open and close orders every few seconds.
if self.open_test_trades:
if now > self.last_open_time + timedelta(seconds=3):
self.last_open_time = now
order_type = 'buy'
price = ask
if random() > 0.5:
order_type = 'sell'
price = bid
self.dwx.open_order(symbol=symbol, order_type=order_type,
price=price, lots=0.5)
if now > self.last_modification_time + timedelta(seconds=10):
self.last_modification_time = now
for ticket in self.dwx.open_orders.keys():
self.dwx.close_order(ticket, lots=0.1)
if len(self.dwx.open_orders) >= 10:
self.dwx.close_all_orders()
# self.dwx.close_orders_by_symbol('GBPUSD')
# self.dwx.close_orders_by_magic(0)
def on_bar_data(self, symbol, time_frame, time, open_price, high, low, close_price, tick_volume):
print('on_bar_data:', symbol, time_frame, datetime.utcnow(), time, open_price, high, low, close_price)
def on_historic_data(self, symbol, time_frame, data):
# you can also access the historic data via self.dwx.historic_data.
print('historic_data:', symbol, time_frame, f'{len(data)} bars')
def on_historic_trades(self):
print(f'historic_trades: {len(self.dwx.historic_trades)}')
def on_message(self, message):
if message['type'] == 'ERROR':
print(message['type'], '|', message['error_type'], '|', message['description'])
elif message['type'] == 'INFO':
print(message['type'], '|', message['message'])
# triggers when an order is added or removed, not when only modified.
def on_order_event(self):
print(f'on_order_event. open_orders: {len(self.dwx.open_orders)} open orders')
MT4_files_dir = 'C:/Users/Administrator/AppData/Roaming/MetaQuotes/Terminal/3B534B10135CFEDF8CD1AAB8BD994B13/MQL4/Files/'
processor = tick_processor(MT4_files_dir)
while processor.dwx.ACTIVE:
sleep(1)