initial commit. mql4zmq.dll code.

mql4zmq.c

@@ -0,0 +1,283 @@
+/*
+	MQL4ZMQ - MQL4 bindings for ZeroMQ  
+	
+	(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
+	Additionally, no warrenty of any kind is made. Use software at own risk.
+
+	===================================
+
+	The reason for all of this is that MetaTrader is a visual basic application and therefore is written using the STDCALL calling 
+	convention while ZeroMQ dll EXPORT defaults to the standard C calling convention (CDECL). If not changed, a call to 
+	libzmq.dll from MetaTrader will result in the trading terminal crashing. 
+
+	Therefore, this file generates mql4zmq.dll which wraps each call the zmq.h exports when compiled as libzmq.dll (i.e. each function
+	that has ZMQ_EXPORT preceeding it) as a STDCALL instead (i.e. __stdcall via WINAPI definition).
+
+	Additionally, MetaTrader4 has limitations on datatypes and data structures that we attempt to resolve by having the wrapping funtion
+	inputs being of a type and in a manner that will jive with MQL4.
+
+	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
+		  This .lib file exposes all of the exported functions of the libzmq.dll for use with our program as referenced per zmq.h.
+		  Also add the "mql4zmq.def" file to the linker input via: Properties => Configuration Properties => Linker => Input => Module Definition File,
+		  and to change the linker settings from "Windows" to "Console" via: Properties => Configuration Properties => Linker => System => Subsystem.
+
+	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. 
+				 In the mql4zmq.mqh we revert the names back to the original to reduce confusion when writing experts.
+
+	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.
+
+	===================================
+*/
+
+// Include the original libzmq header file.
+#include "../../../include/zmq.h"
+
+// 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.
+#define ZMQ_EXPORT __declspec(dllexport)
+
+// Setup the standard call specification keyword for the compiler.
+#define WINAPI __stdcall
+
+// Hello World test function.
+ZMQ_EXPORT const char* WINAPI ping (const char* pong)
+{
+	return(pong);
+}
+
+/******************************************************************************/
+/*  0MQ versioning support.                                                   */
+/******************************************************************************/
+ZMQ_EXPORT void WINAPI mql4zmq_version (int *major, int *minor, int *patch)
+{
+	zmq_version(major, minor, patch);
+}
+
+/******************************************************************************/
+/*  0MQ errors.                                                               */
+/******************************************************************************/
+ZMQ_EXPORT int WINAPI mql4zmq_errno (void)
+{
+	return zmq_errno();
+}
+
+ZMQ_EXPORT const char* WINAPI mql4zmq_strerror (int errnum)
+{
+	return zmq_strerror(errnum);
+}
+
+/******************************************************************************/
+/*  0MQ message definition.                                                   */
+/******************************************************************************/
+ZMQ_EXPORT int WINAPI mql4zmq_msg_init (zmq_msg_t *msg)
+{
+	return zmq_msg_init(msg);
+}
+
+ZMQ_EXPORT int WINAPI mql4zmq_msg_init_size (zmq_msg_t *msg, size_t size)
+{
+	return zmq_msg_init_size(msg, size);
+}
+
+// Used to satisfy zmq_msg_init_data requirement to have a function passed to it that will free the data buffer 
+// provided when it is no longer needed. For more info on the 'free' call see:  http://www.cplusplus.com/reference/clibrary/cstdlib/free/
+// 
+// NOTICE: We are no longer using this (passing NULL instead) as it was causing windows to close MetaTrader due to 
+//		   thinking it was a virus since we were clearing memory that was originally allocated MetaTrader and not mql4zmq.dll 
+void release_buffer(void *data, void *hint) 
+{ 
+	free(data);
+}
+
+ZMQ_EXPORT int WINAPI mql4zmq_msg_init_data (zmq_msg_t *msg, void *data, size_t size)
+{
+	return zmq_msg_init_data(msg, data, size, NULL, NULL);
+}
+
+ZMQ_EXPORT int WINAPI mql4zmq_msg_close (zmq_msg_t *msg)
+{
+	return zmq_msg_close(msg);
+}
+
+ZMQ_EXPORT int WINAPI mql4zmq_msg_move (zmq_msg_t *dest, zmq_msg_t *src)
+{
+	return zmq_msg_move(dest, src);
+}
+
+ZMQ_EXPORT int WINAPI mql4zmq_msg_copy (zmq_msg_t *dest, zmq_msg_t *src)
+{
+	return zmq_msg_copy(dest, src);
+}
+
+ZMQ_EXPORT void* WINAPI mql4zmq_msg_data (zmq_msg_t *msg)
+{
+	return zmq_msg_data(msg);
+}
+
+ZMQ_EXPORT size_t WINAPI mql4zmq_msg_size (zmq_msg_t *msg)
+{
+	return zmq_msg_size(msg);
+}
+
+/******************************************************************************/
+/*  0MQ infrastructure (a.k.a. context) initialisation & termination.         */
+/******************************************************************************/
+ZMQ_EXPORT void* WINAPI mql4zmq_init (int io_threads)
+{
+	return zmq_init(io_threads);
+}
+
+ZMQ_EXPORT int WINAPI mql4zmq_term (void *context)
+{
+	return zmq_term(context);
+}
+
+/******************************************************************************/
+/*  0MQ socket definition.                                                    */
+/******************************************************************************/
+ZMQ_EXPORT void* WINAPI mql4zmq_socket (void *context, int type)
+{
+	return zmq_socket(context, type);
+}
+
+ZMQ_EXPORT int WINAPI mql4zmq_close (void *s)
+{
+	return zmq_close(s);
+}
+
+ZMQ_EXPORT int WINAPI mql4zmq_setsockopt (void *s, int option, const void *optval, size_t optvallen)
+{
+	return zmq_setsockopt(s, option, optval, optvallen);
+}
+
+ZMQ_EXPORT int WINAPI mql4zmq_getsockopt (void *s, int option, void *optval, size_t *optvallen)
+{
+	return zmq_getsockopt(s, option, optval, optvallen);
+}
+
+ZMQ_EXPORT int WINAPI mql4zmq_bind (void *s, const char *addr)
+{
+	return zmq_bind(s, addr);
+}
+
+ZMQ_EXPORT int WINAPI mql4zmq_connect (void *s, const char *addr)
+{
+	return zmq_connect(s, addr);
+}
+
+ZMQ_EXPORT int WINAPI mql4zmq_send (void *s, zmq_msg_t *msg, int flags)
+{
+	return zmq_send (s, msg, flags);
+}
+
+ZMQ_EXPORT int WINAPI mql4zmq_recv (void *s, zmq_msg_t *msg, int flags)
+{
+	return zmq_recv(s, msg, flags);
+}
+
+/******************************************************************************/
+/*  I/O multiplexing.                                                         */
+/******************************************************************************/
+ZMQ_EXPORT int WINAPI mql4zmq_poll (zmq_pollitem_t *items, int nitems, long timeout)
+{
+	return zmq_poll(items, nitems, timeout);
+}
+
+/******************************************************************************/
+/*  Built-in devices                                                          */
+/******************************************************************************/
+ZMQ_EXPORT int WINAPI mql4zmq_device (int device, void * insocket, void* outsocket)
+{
+	return zmq_device(device, insocket, outsocket);
+}
+
+/******************************************************************************/
+/*  A Couple Helper Functions For Building Apps More Quickly.		          */
+/*  Taken from the Z-Guide file at: https://github.com/imatix/zguide/blob/master/examples/C/zhelpers.h
+/******************************************************************************/
+
+// Receive 0MQ string from socket and convert into C string
+// Caller must free returned string. Returns NULL if the context
+// is being terminated.
+ZMQ_EXPORT const char* WINAPI mql4s_recv (void* socket, int flags) 
+{
+	// Strict "C" spec has to be followed because we outputing the function as 'extern "C"' (see mql4zmq.h).
+	// Hence specifing our variables right away instead of inline.
+	char* string;
+	int size;
+
+	// Initialize message.
+    zmq_msg_t message;
+    zmq_msg_init(&message);
+
+	// Receive the inbound message.
+	if (zmq_recv (socket, &message, flags))
+        return (NULL); // No message received
+
+	// Retrive message size.
+    size = zmq_msg_size(&message);
+
+	// Initialize variable to hold the message.
+	string = malloc (size + 1);
+
+	// Retrive pointer to message data and store message in variable 'string'
+	memcpy (string, zmq_msg_data (&message), size);
+
+	// Deallocate message buffer.
+	zmq_msg_close (&message);
+
+	// Return the message.
+	string [size] = 0;
+	return (string);
+}
+
+// Convert C string to 0MQ string and send to socket
+ZMQ_EXPORT int WINAPI mql4s_send (void *socket, char *text) 
+{
+	// Strict "C" spec has to be followed because we outputing the function as 'extern "C"' (see mql4zmq.h).
+	// Hence specifing our variables right away instead of inline.
+    int result;
+
+	// Initialize message.
+    zmq_msg_t message;
+
+	// Set the message to have a spcified length.
+    zmq_msg_init_size (&message, strlen (text));
+
+	// Place the specified value of variable 'string' inside of the message buffer. 
+    memcpy (zmq_msg_data (&message), text, strlen (text));
+
+	// Stream the message to the specified socket.
+    result = zmq_send (socket, &message, 0);
+
+	// Deallocate the message.
+    zmq_msg_close (&message);
+
+	// Return the response of the zmq_send call. 0 is success, -1 is error.
+    return (result);
+}
+
+// Sends string as 0MQ string, as multipart non-terminal
+ZMQ_EXPORT int WINAPI mql4s_sendmore (void *socket, char *text) 
+{
+	// Strict "C" spec has to be followed because we outputing the function as 'extern "C"' (see mql4zmq.h).
+	// Hence specifing our variables right away instead of inline.
+    int result;
+
+	// Initialize message.
+    zmq_msg_t message;
+
+	// Set the message to have a spcified length.
+    zmq_msg_init_size (&message, strlen (text));
+
+	// Place the specified value of variable 'string' inside of the message buffer. 
+    memcpy (zmq_msg_data (&message), text, strlen (text));
+
+	// Stream the message to the specified socket.
+    result = zmq_send (socket, &message, ZMQ_SNDMORE);
+
+	// Deallocate the message.
+    zmq_msg_close (&message);
+
+	// Return the response of the zmq_send call. 0 is success, -1 is error.
+    return (result);
+}

mql4zmq.def

@@ -0,0 +1,36 @@
+LIBRARY "mql4zmq"
+EXPORTS 
+ping
+mql4zmq_version
+
+mql4zmq_errno
+mql4zmq_strerror
+
+mql4zmq_msg_init
+mql4zmq_msg_init_size
+mql4zmq_msg_init_data
+mql4zmq_msg_close
+mql4zmq_msg_move
+mql4zmq_msg_copy
+mql4zmq_msg_data
+mql4zmq_msg_size
+
+mql4zmq_init
+mql4zmq_term
+
+mql4zmq_socket
+mql4zmq_close
+mql4zmq_setsockopt
+mql4zmq_getsockopt
+mql4zmq_bind
+mql4zmq_connect
+mql4zmq_send
+mql4zmq_recv
+
+mql4zmq_poll
+
+mql4zmq_device
+
+mql4s_recv
+mql4s_send
+mql4s_sendmore

mql4zmq.h

@@ -0,0 +1,41 @@
+/*
+	MQL4ZMQ - MQL4 bindings for ZeroMQ  
+	
+	(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
+	Additionally, no warrenty of any kind is made. Use software at own risk.
+
+	===================================
+
+	The reason for all of this is that MetaTrader is a visual basic application and therefore is written using the STDCALL calling 
+	convention while ZeroMQ dll EXPORT defaults to the standard C calling convention (CDECL). If not changed, a call to 
+	libzmq.dll from MetaTrader will result in the trading terminal crashing. 
+
+	Therefore, this file generates mql4zmq.dll which wraps each call the zmq.h exports when compiled as libzmq.dll (i.e. each function
+	that has ZMQ_EXPORT preceeding it) as a STDCALL instead (i.e. __stdcall via WINAPI definition).
+
+	Additionally, MetaTrader4 has limitations on datatypes and data structures that we attempt to resolve by having the wrapping funtion
+	inputs being of a type and in a manner that will jive with MQL4.
+
+	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
+		  This .lib file exposes all of the exported functions of the libzmq.dll for use with our program as referenced per zmq.h.
+		  Also add the "mql4zmq.def" file to the linker input via: Properties => Configuration Properties => Linker => Input => Module Definition File,
+		  and to change the linker settings from "Windows" to "Console" via: Properties => Configuration Properties => Linker => System => Subsystem.
+
+	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. 
+				 In the mql4zmq.mqh we revert the names back to the original to reduce confusion when writing experts.
+
+	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.
+
+	===================================
+*/
+
+//Setup for "C" linkage instead of "C++" linkage.
+extern "C" {
+	// Hello World test function.
+	const char* ping (const char* pong);
+
+	// zhelper functions.
+	const char* mql4s_recv (void* socket, int flags);
+	int mql4s_send (void *socket, char *text);
+	int mql4s_sendmore (void *socket, char *text);
+}