Integrating MetaTrader with a file structure

The project is to integrate a strategy computing application with trading information.

Overview: I’ve have built a trading algorithm as a separate application and would need to be able to feed it information through files. As a second step I would like to receive orders from a file and execute those orders.

In more detail on 2 separate steps:

Step 1:
Targeting OANDA.com.
I would like to have 5 sec data on as all available currency pairs.

The data is to be put into a csv file in a specific directory (../datainput/ with the unix time as the name. For a specific time the filename would be: 149830433.csv

In the code example the format and the full data information could be seen (http://developer.oanda.com/rest-live/development-guide/)

Example:

The team at oanda.com has a few pages with code examples:

http://developer.oanda.com/rest-live/console/

http://developer.oanda.com/rest-live/authentication/ https://github.com/oanda/py-api-streaming https://github.com/oanda/CAPISample

Step 2:
I would like to be able to read from a file (in a specified directory) and extract the information on the specific pairs and make orders to sell or buy.
The file will be named “order.csv” and should be renamed after being read/executed by your application to “unixtime-order.csv” (the current unix time minus order dot csv)

The instruction could not be long (buy) and short (sell) at the same time. A sanity data check for corrupted data (both buy and sell) should be done.

If the data in the order is 0 then nothing should be done at this time.

This data should be put into the MT4 or MT5 application and the application can then execute the order on the connected trader site.