MT4使用MQL连接Redis的插件

工作中需要将 MT4 的数据读取并且存储到 Redis 数据库中去，同时 MT4 读取 Redis 当中的数据用于下单的切换账户。 MT4 支持使用 MQL 进行开发，通过调用标准的系统 DLL 实现系统调用，因此技术实现并不是太难，只需要按 MQL 的接口要求编写相应的 CPP 代码编译成 DLL 即可实现所需要的功能。

在 Windows 平台上，连接 Redis 的客户端选用 Hiredis 作为连接客户端 lib。

MT4 连接 Redis 头文件定义， MT4RedisPlugin.h

#define MT4_REDIS_ERR -1 /* 错误 */
#define MT4_REDIS_OK 0 /* 成功 */
#define MT4_REDIS_ERR_IO 1 /* 读写错误 */
#define MT4_REDIS_ERR_EOF 3 /* 文件结束 */
#define MT4_REDIS_ERR_PROTOCOL 4 /* 协议错误 */
#define MT4_REDIS_ERR_OTHER 2 /* 其他错误 */

#define MT4_REDIS_CMD_SUCCESSED 0 /* 成功 */
#define MT4_REDIS_CMD_FAILED -1 /* 失败 */

//---
#define MT4_EXPFUNC __declspec(dllexport)

//+------------------------------------------------------------------+
//| 测试 Redis 是否正常工作 |
//+------------------------------------------------------------------+
MT4_EXPFUNC int __stdcall RedisTest(const char* server, const int port);

//+------------------------------------------------------------------+
//| 执行 Redis 命令 "GET key" |
//+------------------------------------------------------------------+
MT4_EXPFUNC wchar_t* __stdcall RedisGetWithTimeout(const wchar_t* key,int timeout);

//+------------------------------------------------------------------+
//| 执行 Redis 命令 |
//+------------------------------------------------------------------+
MT4_EXPFUNC int __stdcall RedisCommandWithTimeout(const wchar_t* command,int timeout);

//+------------------------------------------------------------------+
//| char 转 WCHAR 、wchar_t、LPWSTR 等 |
//+------------------------------------------------------------------+
static wchar_t * CStr2WStr(const char *cStr);

//+------------------------------------------------------------------+
//| WCHAR 、wchar_t、LPWSTR 转 char |
//+------------------------------------------------------------------+
static char* WStr2CStr(const wchar_t *wchar);

//+------------------------------------------------------------------+
//| 显示消息框 |
//+------------------------------------------------------------------+
static void MT4RedisMsgBox(const wchar_t* msg);

使用 Hiredis 读取 Redis 数据库

    // 设置超时
    struct timeval tv;
    tv.tv\_sec = timeout/1000;
    tv.tv\_usec = timeout \*1000;
    redisContext\* context = redisConnectWithTimeout(REDIS\_SERVER,REDIS\_PORT,tv);

    //判断连接是否有错误
    if (context->err) {
        printf("连接Redis服务器失败\[%s:%d\]\\n",REDIS\_SERVER,REDIS\_PORT);
        redisFree(context);
        return NULL;
    }

    //构造Redis命令
    //获取size
    size\_t len = wcslen(key) + 20;
    //命令长度
    if (len > COMMAND\_BUFFER) {
        printf("命令过长，命令字符串必须短于 %d",COMMAND\_BUFFER);
        return NULL;
    }
    // 构建命令
    wchar\_t command\[COMMAND\_BUFFER\];
    //构造Redis命令
    wsprintf(command,L"GET %s",key);

    //字符串转换
    const char\* command1 = WStr2CStr(command);

    //执行Redis命令
    printf("准备执行命令\[%s\]\\n", command1);

    // 执行命令
    redisReply\* reply = (redisReply\*)redisCommand(context, command1);

    //没有Redis响应
    if( NULL == reply)
    {
        printf("执行命令失败\[%s\]\\n",command1);
        redisFree(context);
        return NULL;
    }

    //响应状态
    if ( reply->type != REDIS\_REPLY\_STRING)
    {
        printf("执行命令失败\[%s\]\\n",command1);
        freeReplyObject(reply);
        redisFree(context);
        return NULL;
    }
    printf("键\\"%s\\"的值是\\"%s\\"\\n", key, reply->str);

    //字符串转换
    wchar\_t \* result = CStr2WStr(reply->str);

    //释放Reply对象
    freeReplyObject(reply);
    //释放Redis连接
    redisFree(context);
    printf("成功执行命令\[%s\]\\n", command1);
    delete command1;
    command1 = NULL;
    //返回结果字符串
    return result;

}

使用 Hiredis 写入 Redis 数据库

//+------------------------------------------------------------------+
//| 执行 Redis 命令 "SET key value" |
//+------------------------------------------------------------------+
MT4_EXPFUNC int __stdcall RedisSetWithTimeout(const wchar_t* key, const wchar_t* value, int timeout)
{
// 构造 Redis 命令
// 获取 size
size_t len = wcslen(key)+wcslen(value) + 20;
// 命令长度
if (len > COMMAND_BUFFER) {
printf ("命令过长，命令字符串必须短于 % d",COMMAND_BUFFER);
return MT4_REDIS_CMD_FAILED;
}
// 构建命令
wchar_t command[COMMAND_BUFFER];
// 构造 Redis 命令
wsprintf(command,L"SET %s %s",key,value);
return RedisCommandWithTimeout(command,timeout);
}

使用 Hiredis 执行 Redis 命令

    // 设置超时
    struct timeval tv;
    tv.tv\_sec = timeout/1000;
    tv.tv\_usec = timeout \*1000;
    redisContext\* context = redisConnectWithTimeout(REDIS\_SERVER,REDIS\_PORT,tv);

    //判断连接是否有错误
    if (context->err) {
        printf("连接Redis服务器失败\[%s:%d\]\\n",REDIS\_SERVER,REDIS\_PORT);
        redisFree(context);
        return MT4\_REDIS\_CMD\_FAILED;
    }

    // 命令长度
    size\_t len = wcslen(command) + 1;
    if (len > COMMAND\_BUFFER) {
        printf("命令过长，命令字符串必须短于 %d",COMMAND\_BUFFER);
        redisFree(context);
        return MT4\_REDIS\_CMD\_FAILED;
    }

    //字符串转换
    const char\* command1 = WStr2CStr(command);

    //执行Redis命令
    printf("准备执行命令\[%s\]\\n", command1);

    // 执行命令
    redisReply\* reply = (redisReply\*)redisCommand(context, command1);

    //没有Redis响应
    if( NULL == reply)
    {
        printf("执行命令失败\[%s\]\\n",command1);
        redisFree(context);
        return MT4\_REDIS\_CMD\_FAILED;
    }

    //响应状态
    if( !(reply->type == REDIS\_REPLY\_STATUS && \_stricmp(reply->str,"OK")==0))
    {
        printf("执行命令失败\[%s\]\\n",command1);
        freeReplyObject(reply);
        redisFree(context);
        return MT4\_REDIS\_CMD\_FAILED;
    }

    //释放Reply对象
    freeReplyObject(reply);
    //释放Redis连接
    redisFree(context);
    printf("成功执行命令\[%s\]\\n", command1);
    delete command1;
    command1 = NULL;
    //返回成功状态
    return MT4\_REDIS\_CMD\_SUCCESSED;

}

测试 MQL 代码

//+------------------------------------------------------------------+
//| DLLSampleTester.mq4 |
//| Copyright ｩ 2005-2014, MetaQuotes Software Corp. |
//| http://www.metaquotes.net/ |
//+------------------------------------------------------------------+
#property copyright "版权ｩ 2005-2014, MetaQuotes Software Corp."
#property link "http://www.metaquotes.net/"

#import "MT4RedisPlugin.dll"
string HelloWorld(string);
string RedisGet(string);
string RedisGetWithTimeout(string,int);
int RedisSet(string,string);
int RedisSetWithTimeout(string, string, int);
int RedisCommand(string);
int RedisCommandWithTimeout(string,int);
int RedisTest(string,int);
#import

#define TIME_INDEX 0
#define OPEN_INDEX 1
#define LOW_INDEX 2
#define HIGH_INDEX 3
#define CLOSE_INDEX 4
#define VOLUME_INDEX 5
//+------------------------------------------------------------------+
//| 专家初始化函数 |
//+------------------------------------------------------------------+
int init()
{
Print ("开始执行");

string hello;
hello = HelloWorld("1234abc");
Print ("结果是", hello);

string test;
test = RedisTest("127.0.0.1",6379);
Print ("测试结果是", test);

int cmd1;
cmd1 = RedisCommand("set KEYabc VALUE123");
Print ("RedisCommand 测试 =", cmd1);

int cmd2;
cmd2 = RedisCommandWithTimeout("set KEYabc VALUE123",10000);
Print ("RedisCommandWithTimeout 测试 =", cmd2);

string key1 = "key1";
string value1 = "value1";
int set1 = RedisSet(key1,value1);
Print ("RedisSet 测试 =", set1);

string key2 = "key2";
string value2 = "value2";
int timeout = 10000;
int set2 = RedisSetWithTimeout(key2,value2,timeout);
Print ("RedisSetWithTimeout 测试 =", set2);

string get1 = RedisGet(key1);
Print ("RedisGet 测试 =", get1);

string get2 = RedisGetWithTimeout(key2,timeout);
Print ("RedisGetWithTimeout 测试 =", get2);

string key3 = "key3";
string get3 = RedisGet(key3);
Print ("RedisGet 测试 =", get3);

string key4 = "key4";
string get4 = RedisGet(key4);
Print ("RedisGet 测试 =", get4);
//---
return(0);
}
//+------------------------------------------------------------------+
//| 数组函数调用 |
//+------------------------------------------------------------------+
int start()
{
return(0);
}
//+------------------------------------------------------------------+

完整的代码地址 https://github.com/limccn/mt4-redis