Mql4j - Java for Empty4

[Mql4j]

Hi,

i'm sick of using mql and its limitations. I am currently developing a library to handle the EA/Indicator/script logic in java.

My current library stage:
- Execute native java methods (static String (String))
- Data exchange between mql and java factories
- Service management

Technical background:
- Lib MQL4J is loaded (native c++ dll) in the beginning of the first mql4 script/indicator/ea execution
- A full JVM (java virtual machine) is launched as a Empty4 thread and keeps alive for all other EAs/indicators/scripts
- All .jar files in the Library directory will added to the JVM classpath at startup
- You can call your java code in this jar files in mql4 code (executed by JNI (java native interface)
- Indicators/EAs keeps running as java thread
- Communication between java and mql is using an embedded activemq

As example, i have attached some screenshots


Now the time has come to release it. But at first, do you have any suggestions, ideas, comments?

[AnotherBrian]

No comment. Java is out of my league. Not sure how many people on SHF know that language, probably a low number.

[renexxxx]

Communication between java and mql is using an embedded activemq

Do you have some figures for to speed of this communication? Have you considered ZeroMQ or nanomsg instead? As the JVM and Empty4 would be running on the same computer, you don't have to traverse firewalls etc

How do you marshal and unmarshal parameters, or is this all handled by activemq?

I'm sure that you are aware of earlier efforts in this respect, such as JFX-API and MT4J and would like your ideas on how your library is different from those.

Also, I would be interested to have a look at the API of your library and see some code examples.

In general I applaud your initiative and I wish you all the best in completing this!

Rene.

[Mql4j]

Do you have some figures for to speed of this communication?

This is a good idea. I will create and provide a benchmarking function.

Have you considered ZeroMQ or nanomsg instead? As the JVM and Empty4 would be running on the same computer, you don't have to traverse firewalls etc

activemq has much more features and is designed for heavy workload. It has also clustering features. It can be embedded in a JVM. It supports JMS (java message queue) and CMS (c++ message queue). It is possible to run activemq as an dedicated process / server / cluster. But in this case it is running in the JVM. The JVM is running as a thread in the Empty4 process. With other words:

Empty4 process == JVM process == activemq process.

I'm sure that you are aware of earlier efforts in this respect, such as JFX-API and MT4J and would like your ideas on how your library is different from those.

mt4j is a nice prove of concept. Last commit is more than 4 years old. My plan is to provide a possibility to build EAs / indicators / scripts and so on in a easy to use framework. With synchronized data between mt and java and each mt chart window and java.

Oh i forgot - My plan is to release this project

:!: :!: completely open source under Apache License 2.0. Absolutely for free for everyone :!: :!:

Also, I would be interested to have a look at the API of your library and see some code examples.
In general I applaud your initiative and I wish you all the best in completing this!

I will upload the source code, compiled binaries and examples in the next few days.

[jseparovic]

I'm eagerly watching this thread. I've been using jfx-api for a while now, and while it's great for functionality, the backtesting performance is lacking (I'm guessing due to the tcp layer)
I do like the idea of using a message broker between mql4 and java. So this would be purely in memory yeh, with no tcp stack involved?

[parrondo]

It's a great idea. I encourage you to continue with it. Of course , I will follow closely.

[jseparovic]

If anyone's interested I've put together a C# api here https://github.com/jseparovic/MQL4CSharp
I went a different approach and am using threads, shared variables and polling on both sides to execute commands and obtain the result. I plan to build a java version as well using this approach with the help of the ideas from mql4j. BTW, I've added a REST API too.

[OpenTrading]

You might want to take a look at the projects in github.com/OpenTrading
for open-source trading code. We're using ZeroMQ and RabbitMQ under Empty4,
and linking those to Python based receivers. We also have a full Python running
in a thread under Empty4.

There are 2 parts to the problem: sending and receiving. Your best using just
a good bidirectional protocol like one of the *MQs, with ZeroMQ having
the advantage of being brokerless. Our experience is that you want to do the
least possible under Empty4 because otherwise you are running your Python/Java under
a black-box that is a moving target (i.e Build 600 strings live rollout).

On the receiving end, you inevitably have to write the equivalent of what should be an
Eval function in Empty4. Look at the OpenTrading code to see what we implemented,
and feel free to rewrite it or clean it up. Look for the ProcessCmd files.

The projects are:

https://github.com/OpenTrading/OTMql4Zmq Python and non-Python Zmq bindings.

https://github.com/OpenTrading/OTMql4AMQP Python and non-Python RabbitMq bindings.

https://github.com/OpenTrading/OTMql4Fix Partial Fix bindings.

https://github.com/OpenTrading/OTMql4Lib A common Empty4 library including our ProcessCmd

https://github.com/OpenTrading/OpenTrader - the application that will talk to Empty4 using
ZeroMQ or RabbitMQ.

Caveat: this is a work in progress and MetaQuotes breaks things with new builds...