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Austen Conrad
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initial commit. mql4zmq.dll code.
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Diff for: ‎mql4zmq.c

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/*
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MQL4ZMQ - MQL4 bindings for ZeroMQ
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(c) 2012 Austen Conrad. Any of this software, or any part thereof, is allowed as long as the use complies with GPL v3.0: http://www.gnu.org/licenses/gpl-3.0-standalone.html
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Additionally, no warrenty of any kind is made. Use software at own risk.
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===================================
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The reason for all of this is that MetaTrader is a visual basic application and therefore is written using the STDCALL calling
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convention while ZeroMQ dll EXPORT defaults to the standard C calling convention (CDECL). If not changed, a call to
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libzmq.dll from MetaTrader will result in the trading terminal crashing.
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Therefore, this file generates mql4zmq.dll which wraps each call the zmq.h exports when compiled as libzmq.dll (i.e. each function
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that has ZMQ_EXPORT preceeding it) as a STDCALL instead (i.e. __stdcall via WINAPI definition).
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Additionally, MetaTrader4 has limitations on datatypes and data structures that we attempt to resolve by having the wrapping funtion
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inputs being of a type and in a manner that will jive with MQL4.
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NOTE: Remember to add a link to the "libzmq.lib" file that is created upon building of libzmq to the mql4zmq project via: Add => Existing Item => ../Debug/libzmq.lib
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This .lib file exposes all of the exported functions of the libzmq.dll for use with our program as referenced per zmq.h.
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Also add the "mql4zmq.def" file to the linker input via: Properties => Configuration Properties => Linker => Input => Module Definition File,
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and to change the linker settings from "Windows" to "Console" via: Properties => Configuration Properties => Linker => System => Subsystem.
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NAMING NOTE: To avoid naming collisions with the original zmq.h definitions we renamed our exported functions with 'mql4' appended to the beginning of the name.
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In the mql4zmq.mqh we revert the names back to the original to reduce confusion when writing experts.
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libzmq.dll NOTE: After building the solution, copy ../../../lib/libzmq.dll to c:\Windows\SysWOW64\libzmq.dll so that our bindings and other applications can access ZeroMQ.
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===================================
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*/
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// Include the original libzmq header file.
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#include "../../../include/zmq.h"
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// Handle DSO symbol visibility. This is already defined in zmq.h, but we set it here again to protect against future changes to Microsoft Visual C++ detection methods.
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#define ZMQ_EXPORT __declspec(dllexport)
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// Setup the standard call specification keyword for the compiler.
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#define WINAPI __stdcall
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// Hello World test function.
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ZMQ_EXPORT const char* WINAPI ping (const char* pong)
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{
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return(pong);
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}
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/******************************************************************************/
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/* 0MQ versioning support. */
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/******************************************************************************/
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ZMQ_EXPORT void WINAPI mql4zmq_version (int *major, int *minor, int *patch)
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{
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zmq_version(major, minor, patch);
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}
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/******************************************************************************/
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/* 0MQ errors. */
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/******************************************************************************/
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ZMQ_EXPORT int WINAPI mql4zmq_errno (void)
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{
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return zmq_errno();
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}
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ZMQ_EXPORT const char* WINAPI mql4zmq_strerror (int errnum)
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{
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return zmq_strerror(errnum);
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}
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/******************************************************************************/
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/* 0MQ message definition. */
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/******************************************************************************/
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ZMQ_EXPORT int WINAPI mql4zmq_msg_init (zmq_msg_t *msg)
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{
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return zmq_msg_init(msg);
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}
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ZMQ_EXPORT int WINAPI mql4zmq_msg_init_size (zmq_msg_t *msg, size_t size)
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{
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return zmq_msg_init_size(msg, size);
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}
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// Used to satisfy zmq_msg_init_data requirement to have a function passed to it that will free the data buffer
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// provided when it is no longer needed. For more info on the 'free' call see: http://www.cplusplus.com/reference/clibrary/cstdlib/free/
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//
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// NOTICE: We are no longer using this (passing NULL instead) as it was causing windows to close MetaTrader due to
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// thinking it was a virus since we were clearing memory that was originally allocated MetaTrader and not mql4zmq.dll
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void release_buffer(void *data, void *hint)
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{
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free(data);
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}
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ZMQ_EXPORT int WINAPI mql4zmq_msg_init_data (zmq_msg_t *msg, void *data, size_t size)
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{
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return zmq_msg_init_data(msg, data, size, NULL, NULL);
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}
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ZMQ_EXPORT int WINAPI mql4zmq_msg_close (zmq_msg_t *msg)
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{
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return zmq_msg_close(msg);
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}
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ZMQ_EXPORT int WINAPI mql4zmq_msg_move (zmq_msg_t *dest, zmq_msg_t *src)
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{
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return zmq_msg_move(dest, src);
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}
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ZMQ_EXPORT int WINAPI mql4zmq_msg_copy (zmq_msg_t *dest, zmq_msg_t *src)
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{
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return zmq_msg_copy(dest, src);
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}
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ZMQ_EXPORT void* WINAPI mql4zmq_msg_data (zmq_msg_t *msg)
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{
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return zmq_msg_data(msg);
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}
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ZMQ_EXPORT size_t WINAPI mql4zmq_msg_size (zmq_msg_t *msg)
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{
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return zmq_msg_size(msg);
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}
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/******************************************************************************/
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/* 0MQ infrastructure (a.k.a. context) initialisation & termination. */
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/******************************************************************************/
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ZMQ_EXPORT void* WINAPI mql4zmq_init (int io_threads)
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{
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return zmq_init(io_threads);
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}
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ZMQ_EXPORT int WINAPI mql4zmq_term (void *context)
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{
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return zmq_term(context);
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}
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/******************************************************************************/
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/* 0MQ socket definition. */
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/******************************************************************************/
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ZMQ_EXPORT void* WINAPI mql4zmq_socket (void *context, int type)
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{
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return zmq_socket(context, type);
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}
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ZMQ_EXPORT int WINAPI mql4zmq_close (void *s)
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{
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return zmq_close(s);
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}
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ZMQ_EXPORT int WINAPI mql4zmq_setsockopt (void *s, int option, const void *optval, size_t optvallen)
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{
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return zmq_setsockopt(s, option, optval, optvallen);
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}
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ZMQ_EXPORT int WINAPI mql4zmq_getsockopt (void *s, int option, void *optval, size_t *optvallen)
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{
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return zmq_getsockopt(s, option, optval, optvallen);
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}
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ZMQ_EXPORT int WINAPI mql4zmq_bind (void *s, const char *addr)
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{
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return zmq_bind(s, addr);
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}
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ZMQ_EXPORT int WINAPI mql4zmq_connect (void *s, const char *addr)
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{
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return zmq_connect(s, addr);
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}
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ZMQ_EXPORT int WINAPI mql4zmq_send (void *s, zmq_msg_t *msg, int flags)
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{
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return zmq_send (s, msg, flags);
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}
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ZMQ_EXPORT int WINAPI mql4zmq_recv (void *s, zmq_msg_t *msg, int flags)
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{
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return zmq_recv(s, msg, flags);
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}
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/******************************************************************************/
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/* I/O multiplexing. */
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/******************************************************************************/
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ZMQ_EXPORT int WINAPI mql4zmq_poll (zmq_pollitem_t *items, int nitems, long timeout)
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{
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return zmq_poll(items, nitems, timeout);
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}
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/******************************************************************************/
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/* Built-in devices */
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/******************************************************************************/
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ZMQ_EXPORT int WINAPI mql4zmq_device (int device, void * insocket, void* outsocket)
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{
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return zmq_device(device, insocket, outsocket);
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}
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/******************************************************************************/
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/* A Couple Helper Functions For Building Apps More Quickly. */
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/* Taken from the Z-Guide file at: https://github.com/imatix/zguide/blob/master/examples/C/zhelpers.h
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/******************************************************************************/
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// Receive 0MQ string from socket and convert into C string
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// Caller must free returned string. Returns NULL if the context
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// is being terminated.
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ZMQ_EXPORT const char* WINAPI mql4s_recv (void* socket, int flags)
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{
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// Strict "C" spec has to be followed because we outputing the function as 'extern "C"' (see mql4zmq.h).
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// Hence specifing our variables right away instead of inline.
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char* string;
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int size;
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// Initialize message.
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zmq_msg_t message;
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zmq_msg_init(&message);
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// Receive the inbound message.
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if (zmq_recv (socket, &message, flags))
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return (NULL); // No message received
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// Retrive message size.
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size = zmq_msg_size(&message);
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// Initialize variable to hold the message.
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string = malloc (size + 1);
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// Retrive pointer to message data and store message in variable 'string'
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memcpy (string, zmq_msg_data (&message), size);
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// Deallocate message buffer.
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zmq_msg_close (&message);
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// Return the message.
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string [size] = 0;
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return (string);
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}
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// Convert C string to 0MQ string and send to socket
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ZMQ_EXPORT int WINAPI mql4s_send (void *socket, char *text)
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{
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// Strict "C" spec has to be followed because we outputing the function as 'extern "C"' (see mql4zmq.h).
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// Hence specifing our variables right away instead of inline.
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int result;
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// Initialize message.
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zmq_msg_t message;
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// Set the message to have a spcified length.
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zmq_msg_init_size (&message, strlen (text));
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// Place the specified value of variable 'string' inside of the message buffer.
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memcpy (zmq_msg_data (&message), text, strlen (text));
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// Stream the message to the specified socket.
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result = zmq_send (socket, &message, 0);
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// Deallocate the message.
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zmq_msg_close (&message);
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// Return the response of the zmq_send call. 0 is success, -1 is error.
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return (result);
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}
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// Sends string as 0MQ string, as multipart non-terminal
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ZMQ_EXPORT int WINAPI mql4s_sendmore (void *socket, char *text)
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{
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// Strict "C" spec has to be followed because we outputing the function as 'extern "C"' (see mql4zmq.h).
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// Hence specifing our variables right away instead of inline.
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int result;
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// Initialize message.
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zmq_msg_t message;
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// Set the message to have a spcified length.
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zmq_msg_init_size (&message, strlen (text));
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// Place the specified value of variable 'string' inside of the message buffer.
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memcpy (zmq_msg_data (&message), text, strlen (text));
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// Stream the message to the specified socket.
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result = zmq_send (socket, &message, ZMQ_SNDMORE);
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// Deallocate the message.
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zmq_msg_close (&message);
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// Return the response of the zmq_send call. 0 is success, -1 is error.
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return (result);
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}

Diff for: ‎mql4zmq.def

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LIBRARY "mql4zmq"
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EXPORTS
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ping
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mql4zmq_version
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mql4zmq_errno
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mql4zmq_strerror
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mql4zmq_msg_init
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mql4zmq_msg_init_size
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mql4zmq_msg_init_data
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mql4zmq_msg_close
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mql4zmq_msg_move
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mql4zmq_msg_copy
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mql4zmq_msg_data
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mql4zmq_msg_size
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mql4zmq_init
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mql4zmq_term
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mql4zmq_socket
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mql4zmq_close
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mql4zmq_setsockopt
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mql4zmq_getsockopt
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mql4zmq_bind
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mql4zmq_connect
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mql4zmq_send
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mql4zmq_recv
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mql4zmq_poll
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mql4zmq_device
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mql4s_recv
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mql4s_send
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mql4s_sendmore

Diff for: ‎mql4zmq.h

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/*
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MQL4ZMQ - MQL4 bindings for ZeroMQ
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(c) 2012 Austen Conrad. Any of this software, or any part thereof, is allowed as long as the use complies with GPL v3.0: http://www.gnu.org/licenses/gpl-3.0-standalone.html
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Additionally, no warrenty of any kind is made. Use software at own risk.
6+
7+
===================================
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9+
The reason for all of this is that MetaTrader is a visual basic application and therefore is written using the STDCALL calling
10+
convention while ZeroMQ dll EXPORT defaults to the standard C calling convention (CDECL). If not changed, a call to
11+
libzmq.dll from MetaTrader will result in the trading terminal crashing.
12+
13+
Therefore, this file generates mql4zmq.dll which wraps each call the zmq.h exports when compiled as libzmq.dll (i.e. each function
14+
that has ZMQ_EXPORT preceeding it) as a STDCALL instead (i.e. __stdcall via WINAPI definition).
15+
16+
Additionally, MetaTrader4 has limitations on datatypes and data structures that we attempt to resolve by having the wrapping funtion
17+
inputs being of a type and in a manner that will jive with MQL4.
18+
19+
NOTE: Remember to add a link to the "libzmq.lib" file that is created upon building of libzmq to the mql4zmq project via: Add => Existing Item => ../Debug/libzmq.lib
20+
This .lib file exposes all of the exported functions of the libzmq.dll for use with our program as referenced per zmq.h.
21+
Also add the "mql4zmq.def" file to the linker input via: Properties => Configuration Properties => Linker => Input => Module Definition File,
22+
and to change the linker settings from "Windows" to "Console" via: Properties => Configuration Properties => Linker => System => Subsystem.
23+
24+
NAMING NOTE: To avoid naming collisions with the original zmq.h definitions we renamed our exported functions with 'mql4' appended to the beginning of the name.
25+
In the mql4zmq.mqh we revert the names back to the original to reduce confusion when writing experts.
26+
27+
libzmq.dll NOTE: After building the solution, copy ../../../lib/libzmq.dll to c:\Windows\SysWOW64\libzmq.dll so that our bindings and other applications can access ZeroMQ.
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===================================
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*/
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//Setup for "C" linkage instead of "C++" linkage.
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extern "C" {
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// Hello World test function.
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const char* ping (const char* pong);
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// zhelper functions.
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const char* mql4s_recv (void* socket, int flags);
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int mql4s_send (void *socket, char *text);
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int mql4s_sendmore (void *socket, char *text);
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}

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