This is an example EA that shows how to use mql4zmq to publish and subscribe messages each tick.
On a *nix box:
curl -N [metatrader ip address]:[mql4zmq publish port, default is 2027]
will dump out all the messages published by the mql4zmq EA.
Example => curl -N 10.18.16.5:2027
The mql4zmq_pub.rb and mql4zmq_sub.rb files are provided to use to test the mql4zmq EA.
They also demonstrate the key point of the mql4zmq project which is that the use of ZeroMQ to communicate with MetaTrader opens up the door to writing your trading code in any of the 30+ languages for which there is a ZeroMQ binding.
With very little work you can expand the mql4zmq EA to be a full fledged bridge.
####Example Usage:
ruby mql4zmq_pub.rb 10.18.16.5:2028 cmd
Hello World
=> cmd Hello World
ruby mql4zmq_sub.rb 10.18.16.5:2027 tick my_custom1 my_custom2
=> subscribes to the 'tick', 'my_custom1', and 'my_custom2' channels.
This script digests channel "ticks" from the mql4zmq EA and timestamps each locally in microseconds (formatted to nicely work with matplotlib via the date2num function).
This is an example bridge to show how easy it is to develop one using MQL4ZMQ. I am only adding parts as my current projects need them. Eventually, this will be a complete example. Until then, it will be largely undocumented; for reference only.