A prototype for connecting unmanaged code in Metatrader 4 (MQL) to managed code (C#) in modern .NET (6+) using ZeroMQ

mql-zmq https://github.com/GroM/mql-zmq

Copy from mql-zmq/Include directories zmq and mql into MT4 MQL4/Include Copy files from mql-zmq/Libraries into MT4 MQL4/Libraries Copy BridgeClient.mq4 into MQL4/Experts folder

Sending to server is done through function bool SendCommand(ZmqMsg& response, string& data[])

Commands (messages to server) are structured as array of strings. First element is the name of command to execute. Next ones are optional and are arguments for this command. String representation should be parsable into that type.

Response is ZmqMsg type from library. There's also function ShowResponse which displays received response. response.getData() is a way to access returned value from server.

Solution is divided into 4 projects.

• Library2Expose is a simple project that is used as example for exposing
• BridgeLibrary is the core
• BridgeConsole is a simple CLI acting as server
• BridgeGenerator is a simple generator which can prepare MethodAdapters.cs and MethodAdaptersList.cs (those inside project was generated using it).

To execute commands from external libraries (which could be even without source code - managed dll) there's some kind of adapter. Command is defined as delegate taking array of string and returning string. public delegate string Cmd(string[] input) Argument input is a list of arguments for a method from an external library. Return value is a result from a method from an external library.

Generator is going through all public types defined in dll. For this types gets all exported methods (instance and static, which are public), for which it generates adapter function (command). Gets argument types and prepares code which parses string into that type (uses TryParse). In case of errors, returns messages starting with ERR which describes problem. Then executes function and return value from this function is converted to strinng (uses ToString). There's a special case for void return type - in that case return string is 'OK'.

There're 2 types of commands base and custom (external), which are holden in dictionaries. When receiving command it checks that this command was defined. Check order is following: base, custom. When it finds it executes this command. In case there's no command with that name returns to client ERR: Unknown command.