#!/usr/bin/env python3 import time import math import asyncio import numpy as np from datetime import datetime from datetime import date import random import websockets import MetaTrader5 as mt5 import json import pytz autoexit = False; nbpositions = 0 oside = -1 omax = 0 average = 0 xtick = 0 dico = [] ticksize = 0 aticket = '' print("websocket server by niokoz v4.2 - (2023/09/10)") if not mt5.initialize(): print("initialize() failed") mt5.shutdown() async def order_objet(ws, action, symbol, volume, ttype, price, sl, tp): global average, nbpositions, oside, autoexit, omax, xtick, ticksize, aticket if ((autoexit == True) and (oside >= 0)): if ((ttype == 'BUY') and (oside == 1)): return if ((ttype == 'SELL') and (oside == 0)): return nbpositions = 0 positions=mt5.positions_get(symbol=symbol) if positions!=None: if len(positions)>0: for position in positions: average = position.price_open aticket = position.ticket trades = mt5.history_deals_get(position=aticket) for trade in trades: if ((oside == 0) and (trade.type == 0)): nbpositions += 1 elif ((oside == 0) and (trade.type == 1)): nbpositions -= 1 elif ((oside == 1) and (trade.type == 1)): nbpositions += 1 elif ((oside == 1) and (trade.type == 0)): nbpositions -= 1 if (nbpositions == 0): if (ttype == 'BUY'): oside = 0 elif (ttype == 'SELL'): oside = 1 sidecours = 0 if (ttype == 'BUY'): sidecours = 0 elif (ttype == 'SELL'): sidecours = 1 print("omax= ", omax) if (oside == sidecours): if (nbpositions >= omax): return request = '' if action == 'DEAL': action = mt5.TRADE_ACTION_DEAL elif action == 'PENDING': action = mt5.TRADE_ACTION_PENDING elif action == 'FLATTEN': action = mt5.ORDER_TYPE_CLOSE_BY if symbol == '': try: await ws.send('INFO=no symbol') await dispatch(ws) except Exception as e: print(f'error 1: {e}') return 'Error: no symbol' if volume == '': try: await ws.send('INFO=no volume') await dispatch(ws) except Exception as e: print(f'error 2: {e}') return 'Error: no volume' if ttype == 'BUY': ttype = mt5.ORDER_TYPE_BUY request = { "action": action, "symbol": symbol, "volume": float(volume), "type": ttype, "deviation": 100, "magic": 234000, "comment": "metaquantuniverse.com", "type_time": mt5.ORDER_TIME_GTC, "type_filling": mt5.ORDER_FILLING_FOK, } elif ttype == 'SELL': ttype = mt5.ORDER_TYPE_SELL request = { "action": action, "symbol": symbol, "volume": float(volume), "type": ttype, "deviation": 100, "magic": 234000, "comment": "metaquantuniverse.com", "type_time": mt5.ORDER_TIME_GTC, "type_filling": mt5.ORDER_FILLING_FOK, } elif ttype == 'BUY_LIMIT': ttype = mt5.ORDER_TYPE_BUY_LIMIT if price == '': try: await ws.send('INFO=no price') await dispatch(ws) except Exception as e: print(f'error 3: {e}') return 'Error: no price' request = { "action": action, "symbol": symbol, "volume": float(volume), "type": ttype, "price": float(price), "magic": 234000, "comment": "metaquantuniverse.com", "type_time": mt5.ORDER_TIME_GTC, "type_filling": mt5.ORDER_FILLING_FOK, } elif ttype == 'SELL_LIMIT': ttype = mt5.ORDER_TYPE_SELL_LIMIT if price == '': try: await ws.send('INFO=no price') await dispatch(ws) except Exception as e: print(f'error 4: {e}') return 'Error: no price' request = { "action": action, "symbol": symbol, "volume": float(volume), "type": ttype, "price": float(price), "magic": 234000, "comment": "metaquantuniverse.com", "type_time": mt5.ORDER_TIME_GTC, "type_filling": mt5.ORDER_FILLING_FOK, } elif ttype == 'FLATTEN': ttype = mt5.ORDER_TYPE_SELL_LIMIT request = { "action": action, "symbol": symbol, "volume": float(volume), "type": ttype, "magic": 234000, "comment": "metaquantuniverse.com", "type_time": mt5.ORDER_TIME_GTC, "type_filling": mt5.ORDER_FILLING_FOK, } #if xtick > 0: # if nbpositions > 0: # if sidecours == 1: # if (float(price) < (average - (xtick * ticksize))): # return # elif sidecours == 0: # if (float(price) > (average + (xtick * ticksize))): # return result = mt5.order_send(request) if result.retcode != mt5.TRADE_RETCODE_DONE: try: print("refused sl/tp= ", result.comment) await ws.send('INFO=' + result.comment) await dispatch(ws) except Exception as e: print(f'error 5: {e}') return 'Error: ' + result.comment else: print('request: order sent') nbpositions = 0 aticket = '' positions=mt5.positions_get(symbol=symbol) if positions!=None: if len(positions)>0: for position in positions: average = position.price_open aticket = position.ticket trades = mt5.history_deals_get(position=aticket) for trade in trades: if ((oside == 0) and (trade.type == 0)): nbpositions += 1 elif ((oside == 0) and (trade.type == 1)): nbpositions -= 1 elif ((oside == 1) and (trade.type == 1)): nbpositions += 1 elif ((oside == 1) and (trade.type == 0)): nbpositions -= 1 if aticket == '': return point=mt5.symbol_info(symbol).point if ttype == 0: if average == 0: average = mt5.symbol_info_tick(symbol).ask if (sl != '') and (tp != ''): temp_sl = average - float(sl) * point temp_tp = average + float(tp) * point request = { "action": mt5.TRADE_ACTION_SLTP, "position": aticket, "symbol" : symbol, "sl": float(temp_sl), "tp": float(temp_tp) } result = mt5.order_send(request) if result.retcode == mt5.TRADE_RETCODE_DONE: print("BUY SL/TP OK") else: print('refused sl/tp= ', result.comment) elif (sl != '') and (tp == ''): temp_sl = average - float(sl) * point request = { "action": mt5.TRADE_ACTION_SLTP, "position": aticket, "symbol" : symbol, "sl": float(temp_sl) } result = mt5.order_send(request) if result.retcode == mt5.TRADE_RETCODE_DONE: print("BUY SL OK") else: print('refused sl/tp= ', result.comment) elif (sl == '') and (tp != ''): temp_tp = average + float(tp) * point request = { "action": mt5.TRADE_ACTION_SLTP, "position": aticket, "symbol" : symbol, "tp": float(temp_tp) } result = mt5.order_send(request) if result.retcode == mt5.TRADE_RETCODE_DONE: print("BUY TP OK") else: print('refused sl/tp= ', result.comment) elif ttype == 1: if average == 0: average = mt5.symbol_info_tick(symbol).bid if (sl != '') and (tp != ''): temp_sl = average + float(sl) * point temp_tp = average - float(tp) * point request = { "action": mt5.TRADE_ACTION_SLTP, "position": aticket, "symbol" : symbol, "sl": float(temp_sl), "tp": float(temp_tp) } result = mt5.order_send(request) if result.retcode == mt5.TRADE_RETCODE_DONE: print("SELL SL/TP OK") else: print('refused sl/tp= ', result.comment) elif (sl != '') and (tp == ''): temp_sl = average + float(sl) * point request = { "action": mt5.TRADE_ACTION_SLTP, "position": aticket, "symbol" : symbol, "sl": float(temp_sl) } result = mt5.order_send(request) if result.retcode == mt5.TRADE_RETCODE_DONE: print("SELL SL OK") else: print('refused sl/tp= ', result.comment) elif (sl == '') and (tp != ''): temp_tp = average - float(tp) * point request = { "action": mt5.TRADE_ACTION_SLTP, "position": aticket, "symbol" : symbol, "tp": float(temp_tp) } result = mt5.order_send(request) if result.retcode == mt5.TRADE_RETCODE_DONE: print("SELL TP OK") else: print('refused sl/tp= ', result.comment) try: f = open("requests.txt", "a") f.write(str(datetime.now()) + '\n') f.write(str(request) + '\n') f.write('-------------------------------\n') f.close() await ws.send('INFO=order sent') await dispatch(ws) except Exception as e: print(f'error 6: {e}') async def envoi(ws, instrument): if mt5.market_book_add(instrument): anow = 0 dnow = 0 while True: now = math.floor(time.time()) if (now % 60 == 0) and (anow != now): await task_rangebar(ws, instrument) anow = now items = mt5.market_book_get(instrument) jsonObj = json.dumps(items) ticks = mt5.copy_ticks_from(instrument, time.time() - 1, 100, mt5.COPY_TICKS_TRADE) tc = [] if (now % 3 == 0) and (dnow != now): dnow = now for el in dico: if (el > (now + 180)): dico.remove(el) for el in ticks: if el[5] not in dico: dico.append(el[5]) tc.append(el) jsonObj2 = json.dumps(np.array(tc).tolist()) try: await ws.send("DATA=" + jsonObj + "+" + jsonObj2 + "+" + str(0) + "+" + str(0) + "+" + str(0) + "+" + str(0)) await dispatch(ws) except Exception as e: print(f'metaquant disconnected x: {e}') break async def dispatch(ws): global omax, autoexit, xtick try: datas = await ws.recv() except Exception as e: return infos = datas.split('=') if infos[0] == "ORDE": datas = infos[1].split('|') resp = await order_objet(ws, datas[0], datas[1], datas[2], datas[3], datas[4], datas[5], datas[6]) if resp != None: print(resp) if infos[0] == "OMAX": omax = int(infos[1]) print("max= ",omax) if infos[0] == "AEXI": if infos[1] == 'true': autoexit = True elif infos[1] == 'false': autoexit = False print("autoexit= ", autoexit) if infos[0] == "XTIC": xtick = int(infos[1]) print('xtick= ', xtick) async def task_rangebar(ws, instrument): timezone = pytz.timezone("Etc/UTC") utc_from = datetime.now() rates = mt5.copy_rates_from(instrument, mt5.TIMEFRAME_M1, utc_from, 1) for rate in rates: dailyrangeH = rate[2] dailyrangeL = rate[3] try: await ws.send('DAIL=' + str(dailyrangeL) + '|' + str(dailyrangeH)) await dispatch(ws) except Exception as e: print(f'error 14: {e}') async def task_profits(ws, instrument): account_currency=mt5.account_info().currency lot=1.0 distance=300 point=mt5.symbol_info(instrument).point symbol_tick=mt5.symbol_info_tick(instrument) ask=symbol_tick.ask bid=symbol_tick.bid buy_profit=mt5.order_calc_profit(mt5.ORDER_TYPE_BUY,instrument,lot,ask,ask+distance*point) sell_profit=mt5.order_calc_profit(mt5.ORDER_TYPE_SELL,instrument,lot,bid,bid-distance*point) try: await ws.send('PROF=' + str(buy_profit) + '|' + str(sell_profit) + '|' + account_currency) await dispatch(ws) except Exception as e: print(f'error 16: {e}') async def pub_sub(ws, path): global ticksize if path == '/' : try: print('-----------------------------------------') print('metaquant connected') response = await ws.recv() instrument = response[5:] print('instrument= ',instrument) #symbols = mt5.symbols_get("*FUT*") #jsonObj = json.dumps(np.array(symbols).tolist()) #try: # await ws.send('SLST=' + jsonObj) # await dispatch(ws) #except Exception as e: # print(f'error 20: {e}') symbol_info = mt5.symbol_info(instrument) if symbol_info is not None: selected = mt5.symbol_select(instrument,True) if selected: print(instrument, 'selected in MarketWatch window') ticksize = symbol_info.trade_tick_size print('ticksize= ',ticksize) print('description= ',symbol_info.description) try: await ws.send('TICK=' + str(ticksize)) await dispatch(ws) await envoi(ws, instrument) except Exception as e: print(f'ref 17: metaquant disconnected: {mt5.last_error()} ') else: print(f'ref 18: metaquant diconnected: {mt5.last_error()}') except Exception as e: print(f'ref 19: metaquant disconnected: {mt5.last_error()}') async def main(): async with websockets.serve(pub_sub, '', 8000): await asyncio.Future() asyncio.run(main())