通过IP从Java发送订单到MT4 - 页 3

[JC]

jjc:

......说得很明显，如果你想在EA中而不是在脚本中进行上述操作[......] 。

修订后的版本可以用来创建一个EA而不是脚本，只需取消#define COMPILE_AS_EA的注释即可。这样，代码就有了OnTimer（和OnTick）而不是OnStart。

其他唯一的变化是，代码现在将套接字放入非阻塞模式。它仍然使用select()来轮询新的套接字事件的可用性，但它现在避免了在select()出错时进入阻塞状态的危险。

#property strict 

// ---------------------------------------------------------------------
// This code can either create an EA or a script. To create an EA,
// remove the commenting-out of the line below. The code will then
// have OnTimer() and OnTick() instead of OnStart()
// ---------------------------------------------------------------------

// #define COMPILE_AS_EA


// ---------------------------------------------------------------------
// If we are compiling as a script, then we want the script
// to display the inputs page
// ---------------------------------------------------------------------

#ifndef  COMPILE_AS_EA
#property  show_inputs
#endif


// ---------------------------------------------------------------------
// User-configurable parameters
// ---------------------------------------------------------------------

input int PortNumber = 51234; // TCP/IP port number

// ---------------------------------------------------------------------
// Constants
// ---------------------------------------------------------------------

// Size of temporary buffer used to read from client sockets
#define  SOCKET_READ_BUFFER_SIZE  10000

// Defines the frequency of the main-loop processing, in milliseconds.
// This is either the duration of the sleep in OnStart(), if compiled
// as a script, or the frequency which is given to EventSetMillisecondTimer()
// if compiled as an EA
#define  SLEEP_MILLISECONDS       10


// ---------------------------------------------------------------------
// Forward definitions of classes
// ---------------------------------------------------------------------

// Wrapper around a connected client socket
class Connection;

// ---------------------------------------------------------------------
// Winsock structure definitions and DLL imports
// ---------------------------------------------------------------------

struct sockaddr_in {
   short af_family;
   short port;
   int addr;
   int dummy1;
   int dummy2;
};

struct timeval {
   int secs;
   int usecs;
};

struct fd_set {
   int count;
   int single_socket;
   int dummy[63];
};

#import "Ws2_32.dll"
   int socket(int, int, int);   
   int bind(int, sockaddr_in&, int);
   int htons(int);
   int listen(int, int);
   int accept(int, int, int);
   int closesocket(int);
   int select(int, fd_set&, int, int, timeval&);
   int recv(int, uchar&[], int, int);
   int ioctlsocket(int, uint, uint&);
   int WSAGetLastError();
#import   


// ---------------------------------------------------------------------
// Global variables
// ---------------------------------------------------------------------

// Flags whether OnInit was successful
bool SuccessfulInit = false;

// Handle of main listening server socket
int ServerSocket;

// List of currently connected clients
Connection * Clients[];

// For EA compilation only, we track whether we have 
// successfully created a timer
#ifdef  COMPILE_AS_EA
bool CreatedTimer = false;   
#endif

// ---------------------------------------------------------------------
// Initialisation - create listening socket
// ---------------------------------------------------------------------

void OnInit()
{
   SuccessfulInit = false;
   
   if (!TerminalInfoInteger(TERMINAL_DLLS_ALLOWED)) {Print("Requires \'Allow DLL imports\'");return;}

   // (Don't need to call WSAStartup because MT4 must have done this)

   // Create the main server socket
   ServerSocket = socket(2 /* AF_INET */, 1 /* SOCK_STREAM */, 6 /* IPPROTO_TCP */);
   if (ServerSocket == -1) {Print("ERROR " , WSAGetLastError() , " in socket creation");return;}
   
   // Put the socket into non-blocking mode
   uint nbmode = 1;
   if (ioctlsocket(ServerSocket, 0x8004667E /* FIONBIO */, nbmode) != 0) {Print("ERROR in setting non-blocking mode on server socket");return;}
   
   // Bind the socket to the specified port number. In this example,
   // we only accept connections from localhost
   sockaddr_in service;
   service.af_family = 2 /* AF_INET */;
   service.addr = 0x100007F; // equivalent to inet_addr("127.0.0.1")
   service.port = (short)htons(PortNumber);
   if (bind(ServerSocket, service, 16 /* sizeof(service) */) == -1) {Print("ERROR " , WSAGetLastError() , " in socket bind");return;}

   // Put the socket into listening mode
   if (listen(ServerSocket, 10) == -1) {Print("ERROR " , WSAGetLastError() , " in socket listen");return;}

   // Flag that we've successfully initialised
   SuccessfulInit = true;

   // If we're operating as an EA rather than a script, then try setting up a timer
   #ifdef  COMPILE_AS_EA
   CreateTimer();
   #endif   
}


// ---------------------------------------------------------------------
// Variation between EA and script, depending on COMPILE_AS_EA above.
// Both versions simply call MainLoop() to handle the socket activity.
// The script version simply does so from a loop in OnStart().
// The EA version sets up a timer, and then calls MainLoop from OnTimer()
// ---------------------------------------------------------------------

#ifdef  COMPILE_AS_EA
   // .........................................................
   // EA version. Simply calls MainLoop() from a timer.
   // The timer has previously been created in OnInit(), 
   // though we also check this in OnTick()...
   void OnTimer()
   {
      MainLoop();
   }
   
   // The function which creates the timer if it hasn't yet been set up
   void CreateTimer()
   {
      if (!CreatedTimer) CreatedTimer = EventSetMillisecondTimer(SLEEP_MILLISECONDS);
   }

   // Timer creation can sometimes fail in OnInit(), at least
   // up until MT4 build 970, if MT4 is starting up with the EA already
   // attached to a chart. Therefore, as a fallback, we also 
   // handle OnTick(), and thus eventually set up the timer in
   // the EA's first tick if we failed to set it up in OnInit()
   void OnTick()
   {
      CreateTimer();
   }

#else

   // .........................................................
   // Script version. Simply calls MainLoop() repeatedly
   // until the script is removed, with a small sleep between calls
   void OnStart()
   {
      while (!IsStopped()) {
         MainLoop();
         Sleep(SLEEP_MILLISECONDS);
      }
   }
#endif


// ---------------------------------------------------------------------
// Main processing loop which handles new incoming connections, and reads
// data from existing connections.
// Can either be called from OnStart() in a script, on a continuous loop 
// until IsStopped() is true; or from OnTimer() in an EA.
// ---------------------------------------------------------------------

void MainLoop()
{
   // Do nothing if init was unsuccessful
   if (!SuccessfulInit) return;
   
   // .........................................................
   // Do we have a new pending connection on the server socket?
   timeval waitfor;
   waitfor.secs = 0;
   waitfor.usecs = 0;
   
   fd_set PollServerSocket;
   PollServerSocket.count = 1;
   PollServerSocket.single_socket = ServerSocket;

   int selres = select(0, PollServerSocket, 0, 0, waitfor);
   if (selres > 0) {
   
      Print("New incoming connection...");
      int NewClientSocket = accept(ServerSocket, 0, 0);
      if (NewClientSocket == -1) {
         if (WSAGetLastError() == 10035 /* WSAEWOULDBLOCK */) {
            // Blocking warning; ignore
         } else {
            Print("ERROR " , WSAGetLastError() , " in socket accept");
         }

      } else {
         Print("...accepted");

         int ctarr = ArraySize(Clients);
         ArrayResize(Clients, ctarr + 1);
         Clients[ctarr] = new Connection(NewClientSocket);               
         Print("Got connection to client #", Clients[ctarr].GetID());
      }
   }

   // .........................................................
   // Process any incoming data from client connections
   // (including any which have just been accepted, above)
   int ctarr = ArraySize(Clients);
   for (int i = ctarr - 1; i >= 0; i--) {
      // Return value from ReadAnyPendingData() is true
      // if the socket still seems to be alive; false if 
      // the connection seems to have been closed, and should be discarded
      if (Clients[i].ReadAnyPendingData()) {
         // Socket still seems to be alive
         
      } else {
         // Socket appears to be dead. Delete, and remove from list
         Print("Lost connection to client #", Clients[i].GetID());
         
         delete Clients[i];
         for (int j = i + 1; j < ctarr; j++) {
            Clients[j - 1] = Clients[j];
         }
         ctarr--;
         ArrayResize(Clients, ctarr);           
      }
   }
}

// ---------------------------------------------------------------------
// Termination - clean up sockets
// ---------------------------------------------------------------------

void OnDeinit(const int reason)
{
   closesocket(ServerSocket);
   
   for (int i = 0; i < ArraySize(Clients); i++) {
      delete Clients[i];
   }
   ArrayResize(Clients, 0);
   
   #ifdef  COMPILE_AS_EA
   EventKillTimer();
   CreatedTimer = false;
   #endif
}


// ---------------------------------------------------------------------
// Simple wrapper around each connected client socket
// ---------------------------------------------------------------------

class Connection {
private:
   // Client socket handle
   int mSocket;

   // Temporary buffer used to handle incoming data
   uchar mTempBuffer[SOCKET_READ_BUFFER_SIZE];
   
   // Stored-up data, waiting for a \r character 
   string mPendingData;
   
public:
   Connection(int ClientSocket);
   ~Connection();
   string GetID() {return IntegerToString(mSocket);}
   
   bool ReadAnyPendingData();
   void ProcessIncomingMessage(string strMessage);
};

// Constructor, called with the handle of a newly accepted socket
Connection::Connection(int ClientSocket)
{
   mPendingData = "";
   mSocket = ClientSocket; 
   
   // Put the client socket into non-blocking mode
   uint nbmode = 1;
   if (ioctlsocket(mSocket, 0x8004667E /* FIONBIO */, nbmode) != 0) {Print("ERROR in setting non-blocking mode on client socket");}
}

// Destructor. Simply close the client socket
Connection::~Connection()
{
   closesocket(mSocket);
}

// Called repeatedly on a timer, to check whether any
// data is available on this client connection. Returns true if the 
// client still seems to be connected (*not* if there's new data); 
// returns false if the connection seems to be dead. 
bool Connection::ReadAnyPendingData()
{
   // Check the client socket for data-readability
   timeval waitfor;
   waitfor.secs = 0;
   waitfor.usecs = 0;

   fd_set PollClientSocket;
   PollClientSocket.count = 1;
   PollClientSocket.single_socket = mSocket;

   int selres = select(0, PollClientSocket, 0, 0, waitfor);
   if (selres > 0) {
      
      // Winsock says that there is data waiting to be read on this socket
      int res = recv(mSocket, mTempBuffer, SOCKET_READ_BUFFER_SIZE, 0);
      if (res > 0) {
         // Convert the buffer to a string, and add it to any pending
         // data which we already have on this connection
         string strIncoming = CharArrayToString(mTempBuffer, 0, res);
         mPendingData += strIncoming;
         
         // Do we have a complete message (or more than one) ending in \r?
         int idxTerm = StringFind(mPendingData, "\r");
         while (idxTerm >= 0) {
            if (idxTerm > 0) {
               string strMsg = StringSubstr(mPendingData, 0, idxTerm);         
               
               // Strip out any \n characters lingering from \r\n combos
               StringReplace(strMsg, "\n", "");
               
               // Print the \r-terminated message in the log
               ProcessIncomingMessage(strMsg);
            }               
         
            // Keep looping until we have extracted all the \r delimited 
            // messages, and leave any residue in the pending data 
            mPendingData = StringSubstr(mPendingData, idxTerm + 1);
            idxTerm = StringFind(mPendingData, "\r");
         }
         
         return true;
      
      } else if (WSAGetLastError() == 10035 /* WSAEWOULDBLOCK */) {
         // Would block; not an error
         return true;
         
      } else {
         // recv() failed. Assume socket is dead
         return false;
      }
   
   } else if (selres == -1) {
      // Assume socket is dead
      return false;
      
   } else {
      // No pending data
      return true;
   }
}

// Can override this with whatever you want to do with incoming messages:
// handling trading commands, send data back down the socket etc etc etc
void Connection::ProcessIncomingMessage(string strMessage)
{
   Print("#" , GetID() , ": " , strMessage);
}

[JC]

jjc:

修订版，其中[...] 。

我相信大家都很想知道这方面的更新...

在EA的背景下--现在代码中是默认的--事实证明可以使用WSAAsyncSelect()来做事件驱动的套接字活动处理。这通常可以将消息发送和消息接收之间的延迟推到毫秒级别以下。确切的速度取决于MT4正在做什么，但平均而言，它比使用定时器快得多，而且从不差。

不可能让WSAAsyncSelect()在EA中触发OnTimer()或OnTick()。例如，可以告诉WSAAsyncSelect()发射WM_TIMER信息，但MT4忽略了这些信息，因为来自WSAAsyncSelect()的wparam计时器ID与它从EventSetMillisecondTimer()期望的计时器ID不匹配。

然而，告诉WSAAsyncSelect()发送WM_KEYDOWN确实成功地触发了EA中的OnChartEvent()。请看代码中的注释，以了解这一补充工作的全部细节。

#property strict 

// ---------------------------------------------------------------------
// This code can either create an EA or a script. To create a script,
// comment out the line below. The code will then have OnTimer() 
// and OnTick() instead of OnStart()
// ---------------------------------------------------------------------

#define  COMPILE_AS_EA


// ---------------------------------------------------------------------
// If we are compiling as a script, then we want the script
// to display the inputs page
// ---------------------------------------------------------------------

#ifndef  COMPILE_AS_EA
#property  show_inputs
#endif


// ---------------------------------------------------------------------
// User-configurable parameters
// ---------------------------------------------------------------------

input int PortNumber = 51234; // TCP/IP port number

// ---------------------------------------------------------------------
// Constants
// ---------------------------------------------------------------------

// Size of temporary buffer used to read from client sockets
#define  SOCKET_READ_BUFFER_SIZE  10000

// Defines the frequency of the main-loop processing, in milliseconds.
// This is either the duration of the sleep in OnStart(), if compiled
// as a script, or the frequency which is given to EventSetMillisecondTimer()
// if compiled as an EA
#define  SLEEP_MILLISECONDS       10


// ---------------------------------------------------------------------
// Forward definitions of classes
// ---------------------------------------------------------------------

// Wrapper around a connected client socket
class Connection;

// ---------------------------------------------------------------------
// Winsock structure definitions and DLL imports
// ---------------------------------------------------------------------

struct sockaddr_in {
   short af_family;
   short port;
   int addr;
   int dummy1;
   int dummy2;
};

struct timeval {
   int secs;
   int usecs;
};

struct fd_set {
   int count;
   int single_socket;
   int dummy[63];
};

#import "Ws2_32.dll"
   int socket(int, int, int);   
   int bind(int, sockaddr_in&, int);
   int htons(int);
   int listen(int, int);
   int accept(int, int, int);
   int closesocket(int);
   int select(int, fd_set&, int, int, timeval&);
   int recv(int, uchar&[], int, int);
   int ioctlsocket(int, uint, uint&);
   int WSAGetLastError();
   int WSAAsyncSelect(int, int, uint, int);
#import   


// ---------------------------------------------------------------------
// Global variables
// ---------------------------------------------------------------------

// Flags whether OnInit was successful
bool SuccessfulInit = false;

// Handle of main listening server socket
int ServerSocket;

// List of currently connected clients
Connection * Clients[];

// For EA compilation only, we track whether we have 
// successfully created a timer
#ifdef  COMPILE_AS_EA
bool CreatedTimer = false;   
#endif

// ---------------------------------------------------------------------
// Initialisation - create listening socket
// ---------------------------------------------------------------------

void OnInit()
{
   SuccessfulInit = false;
   
   if (!TerminalInfoInteger(TERMINAL_DLLS_ALLOWED)) {Print("Requires \'Allow DLL imports\'");return;}
   
   // (Don't need to call WSAStartup because MT4 must have done this)

   // Create the main server socket
   ServerSocket = socket(2 /* AF_INET */, 1 /* SOCK_STREAM */, 6 /* IPPROTO_TCP */);
   if (ServerSocket == -1) {Print("ERROR " , WSAGetLastError() , " in socket creation");return;}
   
   // Put the socket into non-blocking mode
   uint nbmode = 1;
   if (ioctlsocket(ServerSocket, 0x8004667E /* FIONBIO */, nbmode) != 0) {Print("ERROR in setting non-blocking mode on server socket");return;}
   
   // Bind the socket to the specified port number. In this example,
   // we only accept connections from localhost
   sockaddr_in service;
   service.af_family = 2 /* AF_INET */;
   service.addr = 0x100007F; // equivalent to inet_addr("127.0.0.1")
   service.port = (short)htons(PortNumber);
   if (bind(ServerSocket, service, 16 /* sizeof(service) */) == -1) {Print("ERROR " , WSAGetLastError() , " in socket bind");return;}

   // Put the socket into listening mode
   if (listen(ServerSocket, 10) == -1) {Print("ERROR " , WSAGetLastError() , " in socket listen");return;}

   #ifdef  COMPILE_AS_EA
   // In the context of an EA, we can improve the latency even further by making the 
   // processing event-driven, rather than just on a timer. If we use
   // WSAAsyncSelect() to tell Windows to send a WM_KEYDOWN whenever there's socket
   // activity, then this will fire the EA's OnChartEvent. We can thus collect
   // socket events even faster than via the timed check, which becomes a back-up.
   // Note that WSAAsyncSelect() on a server socket also automatically applies 
   // to all client sockets created from it by accept(), and also that
   // WSAAsyncSelect() puts the socket into non-blocking mode, duplicating what
   // we have already done above using ioctlsocket()
   if (WSAAsyncSelect(ServerSocket, (int)ChartGetInteger(0, CHART_WINDOW_HANDLE), 0x100 /* WM_KEYDOWN */, 0xFF /* All events */) != 0) {
      Print("ERROR " , WSAGetLastError() , " in async select");
   }
   #endif

   // Flag that we've successfully initialised
   SuccessfulInit = true;

   // If we're operating as an EA rather than a script, then try setting up a timer
   #ifdef  COMPILE_AS_EA
   CreateTimer();
   #endif   
}


// ---------------------------------------------------------------------
// Variation between EA and script, depending on COMPILE_AS_EA above.
// Both versions simply call MainLoop() to handle the socket activity.
// The script version simply does so from a loop in OnStart().
// The EA version sets up a timer, and then calls MainLoop from OnTimer().
// It also has event-driven handling of socket activity by getting
// Windows to simulate keystrokes whenever a socket event happens.
// This is even faster than relying on the timer.
// ---------------------------------------------------------------------

#ifdef  COMPILE_AS_EA
   // .........................................................
   // EA version. Simply calls MainLoop() from a timer.
   // The timer has previously been created in OnInit(), 
   // though we also check this in OnTick()...
   void OnTimer()
   {
      MainLoop();
   }
   
   // The function which creates the timer if it hasn't yet been set up
   void CreateTimer()
   {
      if (!CreatedTimer) CreatedTimer = EventSetMillisecondTimer(SLEEP_MILLISECONDS);
   }

   // Timer creation can sometimes fail in OnInit(), at least
   // up until MT4 build 970, if MT4 is starting up with the EA already
   // attached to a chart. Therefore, as a fallback, we also 
   // handle OnTick(), and thus eventually set up the timer in
   // the EA's first tick if we failed to set it up in OnInit()
   void OnTick()
   {
      CreateTimer();
   }

   // In an EA, the use of WSAAsyncSelect() above means that Windows will fire a key-down 
   // message whenever there is socket activity. We can then respond to KEYDOWN events
   // in MQL4 as a way of knowing that there is socket activity to be dealt with.
   void OnChartEvent(const int id, const long& lparam, const double& dparam, const string& sparam)
   {
      if (id == CHARTEVENT_KEYDOWN) {
         // The lparam will be the socket handle, and the dparam will be the type
         // of socket event (e.g. dparam = 1 = FD_READ). The fastest option would be
         // to use the socket handle in lparam to identify the specific socket
         // which requires action, but we'll take the slightly less efficient but simpler
         // route where we just do all our full socket handling in response to an event.
         // Similarly, we won't bother to distinguish between real keypresses and 
         // the pseudo-keypresses from WSAAyncSelect().
         MainLoop();   
      }
   }
  
#else

   // .........................................................
   // Script version. Simply calls MainLoop() repeatedly
   // until the script is removed, with a small sleep between calls
   void OnStart()
   {
      while (!IsStopped()) {
         MainLoop();
         Sleep(SLEEP_MILLISECONDS);
      }
   }
#endif


// ---------------------------------------------------------------------
// Main processing loop which handles new incoming connections, and reads
// data from existing connections.
// Can either be called from OnStart() in a script, on a continuous loop 
// until IsStopped() is true; or from OnTimer() in an EA.
// ---------------------------------------------------------------------

void MainLoop()
{
   // Do nothing if init was unsuccessful
   if (!SuccessfulInit) return;
   
   // .........................................................
   // Do we have a new pending connection on the server socket?
   timeval waitfor;
   waitfor.secs = 0;
   waitfor.usecs = 0;
   
   fd_set PollServerSocket;
   PollServerSocket.count = 1;
   PollServerSocket.single_socket = ServerSocket;

   int selres = select(0, PollServerSocket, 0, 0, waitfor);
   if (selres > 0) {
   
      Print("New incoming connection...");
      int NewClientSocket = accept(ServerSocket, 0, 0);
      if (NewClientSocket == -1) {
         if (WSAGetLastError() == 10035 /* WSAEWOULDBLOCK */) {
            // Blocking warning; ignore
         } else {
            Print("ERROR " , WSAGetLastError() , " in socket accept");
         }

      } else {
         Print("...accepted");

         int ctarr = ArraySize(Clients);
         ArrayResize(Clients, ctarr + 1);
         Clients[ctarr] = new Connection(NewClientSocket);               
         Print("Got connection to client #", Clients[ctarr].GetID());
      }
   }

   // .........................................................
   // Process any incoming data from client connections
   // (including any which have just been accepted, above)
   int ctarr = ArraySize(Clients);
   for (int i = ctarr - 1; i >= 0; i--) {
      // Return value from ReadAnyPendingData() is true
      // if the socket still seems to be alive; false if 
      // the connection seems to have been closed, and should be discarded
      if (Clients[i].ReadAnyPendingData()) {
         // Socket still seems to be alive
         
      } else {
         // Socket appears to be dead. Delete, and remove from list
         Print("Lost connection to client #", Clients[i].GetID());
         
         delete Clients[i];
         for (int j = i + 1; j < ctarr; j++) {
            Clients[j - 1] = Clients[j];
         }
         ctarr--;
         ArrayResize(Clients, ctarr);           
      }
   }
}

// ---------------------------------------------------------------------
// Termination - clean up sockets
// ---------------------------------------------------------------------

void OnDeinit(const int reason)
{
   closesocket(ServerSocket);
   
   for (int i = 0; i < ArraySize(Clients); i++) {
      delete Clients[i];
   }
   ArrayResize(Clients, 0);
   
   #ifdef  COMPILE_AS_EA
   EventKillTimer();
   CreatedTimer = false;
   #endif
}


// ---------------------------------------------------------------------
// Simple wrapper around each connected client socket
// ---------------------------------------------------------------------

class Connection {
private:
   // Client socket handle
   int mSocket;

   // Temporary buffer used to handle incoming data
   uchar mTempBuffer[SOCKET_READ_BUFFER_SIZE];
   
   // Stored-up data, waiting for a \r character 
   string mPendingData;
   
public:
   Connection(int ClientSocket);
   ~Connection();
   string GetID() {return IntegerToString(mSocket);}
   
   bool ReadAnyPendingData();
   void ProcessIncomingMessage(string strMessage);
};

// Constructor, called with the handle of a newly accepted socket
Connection::Connection(int ClientSocket)
{
   mPendingData = "";
   mSocket = ClientSocket; 
   
   // Put the client socket into non-blocking mode
   uint nbmode = 1;
   if (ioctlsocket(mSocket, 0x8004667E /* FIONBIO */, nbmode) != 0) {Print("ERROR in setting non-blocking mode on client socket");}
}

// Destructor. Simply close the client socket
Connection::~Connection()
{
   closesocket(mSocket);
}

// Called repeatedly on a timer, to check whether any
// data is available on this client connection. Returns true if the 
// client still seems to be connected (*not* if there's new data); 
// returns false if the connection seems to be dead. 
bool Connection::ReadAnyPendingData()
{
   // Check the client socket for data-readability
   timeval waitfor;
   waitfor.secs = 0;
   waitfor.usecs = 0;

   fd_set PollClientSocket;
   PollClientSocket.count = 1;
   PollClientSocket.single_socket = mSocket;

   int selres = select(0, PollClientSocket, 0, 0, waitfor);
   if (selres > 0) {
      
      // Winsock says that there is data waiting to be read on this socket
      int res = recv(mSocket, mTempBuffer, SOCKET_READ_BUFFER_SIZE, 0);
      if (res > 0) {
         // Convert the buffer to a string, and add it to any pending
         // data which we already have on this connection
         string strIncoming = CharArrayToString(mTempBuffer, 0, res);
         mPendingData += strIncoming;
         
         // Do we have a complete message (or more than one) ending in \r?
         int idxTerm = StringFind(mPendingData, "\r");
         while (idxTerm >= 0) {
            if (idxTerm > 0) {
               string strMsg = StringSubstr(mPendingData, 0, idxTerm);         
               
               // Strip out any \n characters lingering from \r\n combos
               StringReplace(strMsg, "\n", "");
               
               // Print the \r-terminated message in the log
               ProcessIncomingMessage(strMsg);
            }               
         
            // Keep looping until we have extracted all the \r delimited 
            // messages, and leave any residue in the pending data 
            mPendingData = StringSubstr(mPendingData, idxTerm + 1);
            idxTerm = StringFind(mPendingData, "\r");
         }
         
         return true;
      
      } else if (WSAGetLastError() == 10035 /* WSAEWOULDBLOCK */) {
         // Would block; not an error
         return true;
         
      } else {
         // recv() failed. Assume socket is dead
         return false;
      }
   
   } else if (selres == -1) {
      // Assume socket is dead
      return false;
      
   } else {
      // No pending data
      return true;
   }
}

// Can override this with whatever you want to do with incoming messages:
// handling trading commands, send data back down the socket etc etc etc
void Connection::ProcessIncomingMessage(string strMessage)
{
   Print("#" , GetID() , ": " , strMessage);
}

[MariopNew]

jjc:

为了一点乐趣...

傻子。真了不起。祝贺你。我不认为有可能在MQL上编写这些功能 的代码。

[JC]

Mariop:

大笑。令人惊讶。祝贺你。我没有想到可以在MQL上编写这些功能的代码。

我的本能总是使用多线程做服务器套接字，但我实际上想不出为什么这段代码在现实生活中不可行和不安全。

在上面的最新版本中，有一件事并不理想。与其再贴出一大块代码，我不如把它描述出来。

• 使用WSASyncSelect()来做更快的基于事件的处理取决于是否有一个图表窗口句柄。
• 但是，如果MT4在启动时已经有了EA，并且之前已经连接到了图表上，试图使用CHART_WINDOW_HANDLE将在OnInit()中失败（就像已经处理过的事实，EventSetMillisecondTimer在OnInit中可能失败）。
• 因此，如果您重新启动MT4时，EA已经连接并运行，对WSAAsyncSelect的调用将失败，您将只得到基于定时器的套接字活动处理，而不是更快的事件驱动处理。

这是对代码的一个小改动，但我不想在只有你感兴趣的时候把另一个大块头贴到这个论坛上。

[JC]

jjc :

而不是发布另一个大块代码 [...]

回头一想...

另一个版本，具有以下更改：

• 适用于 MT5（32 位和 64 位）以及 MT4
• 处理 CHART_WINDOW_HANDLE 可能在 OnInit 中失败的事实
• 通过 OnChartEvent 更快地处理事件驱动的通知，只检查生成事件的特定套接字而不是运行整个 MainLoop()
• 可选择允许来自任何计算机的连接，而不仅仅是本地主机，可通过 Inputs 中的参数进行切换

// *********************************************************************
// Example of non-blocking server sockets, allowing connections
// from multiple concurrent clients. This example waits for 
// each \r-terminated line from a client (e.g. Telnet), and prints it 
// to the Experts log. The behaviour can be extended into something
// more realistic by changing Connection::ProcessIncomingMessage().
//
// Works on both MT4 and MT5 (32-bit and 64-bit). But see the 
// notes to socketselect3264() about the cheat which is used
// on 64-bit MT5.
// *********************************************************************

#property strict 


// ---------------------------------------------------------------------
// This code can either create an EA or a script. To create a script,
// comment out the line below. The code will then have OnTimer() 
// and OnTick() instead of OnStart()
// ---------------------------------------------------------------------

#define COMPILE_AS_EA


// ---------------------------------------------------------------------
// If we are compiling as a script, then we want the script
// to display the inputs page
// ---------------------------------------------------------------------

#ifndef COMPILE_AS_EA
#property show_inputs
#endif


// ---------------------------------------------------------------------
// User-configurable parameters
// ---------------------------------------------------------------------

// Purely cosmetic; causes MT4 to display the comments below
// as the options for the input, instead of using a boolean true/false
enum AllowedAddressesEnum {
   aaeLocal = 0 ,   // localhost only (127.0.0.1)
   aaeAny = 1        // All IP addresses
};

// User inputs
input int                      PortNumber = 51234 ;     // TCP/IP port number
input AllowedAddressesEnum    AcceptFrom = aaeLocal;   // Accept connections from


// ---------------------------------------------------------------------
// Constants
// ---------------------------------------------------------------------

// Size of temporary buffer used to read from client sockets
#define SOCKET_READ_BUFFER_SIZE   10000

// Defines the frequency of the main-loop processing, in milliseconds.
// This is either the duration of the sleep in OnStart(), if compiled
// as a script, or the frequency which is given to EventSetMillisecondTimer()
// if compiled as an EA. (In the context of an EA, the use of additional
// event-driven handling means that the timer is only a fallback, and
// this value could be set to a larger value, just acting as a sweep-up)
#define SLEEP_MILLISECONDS       10


// ---------------------------------------------------------------------
// Forward definitions of classes
// ---------------------------------------------------------------------

// Wrapper around a connected client socket
class Connection;

// ---------------------------------------------------------------------
// Winsock structure definitions and DLL imports
// ---------------------------------------------------------------------

struct sockaddr_in {
   short af_family;
   short port;
   int addr;
   int dummy1;
   int dummy2;
};

struct timeval {
   int secs;
   int usecs;
};

struct fd_set {
   int count;
   int single_socket;
   int dummy[ 63 ];
};

struct fd_set64 {
   long count;
   long single_socket;
   long dummy[ 63 ];
};

#import "Ws2_32.dll"
   int socket( int , int , int );   
   int bind( int , sockaddr_in&, int );
   int htons( int );
   int listen( int , int );
   int accept( int , int , int );
   int closesocket( int );
   int select( int , fd_set&, int , int , timeval&);
   int select( int , fd_set64&, int , int , timeval&);   // See notes to socketselect3264() below
   int recv( int , uchar &[], int , int );
   int ioctlsocket( int , uint , uint &);
   int WSAGetLastError();
   int WSAAsyncSelect( int , int , uint , int );
#import   


// ---------------------------------------------------------------------
// Global variables
// ---------------------------------------------------------------------

// Flags whether OnInit was successful
bool SuccessfulInit = false ;

// Handle of main listening server socket
int ServerSocket;

// List of currently connected clients
Connection * Clients[];

#ifdef COMPILE_AS_EA
// For EA compilation only, we track whether we have 
// successfully created a timer
bool CreatedTimer = false ;   

// For EA compilation only, we track whether we have 
// done WSAAsyncSelect(), which can't reliably done in OnInit()
// because a chart handle isn't necessarily available
bool DoneAsyncSelect = false ;
#endif

// ---------------------------------------------------------------------
// Initialisation - create listening socket
// ---------------------------------------------------------------------

void OnInit ()
{
   SuccessfulInit = false ;
   
   if (! TerminalInfoInteger ( TERMINAL_DLLS_ALLOWED )) { Print ( "Requires \'Allow DLL imports\'" ); return ;}
   
   // (Don't need to call WSAStartup because MT4 must have done this)

   // Create the main server socket
   ServerSocket = socket( 2 /* AF_INET */ , 1 /* SOCK_STREAM */ , 6 /* IPPROTO_TCP */ );
   if (ServerSocket == - 1 ) { Print ( "ERROR " , WSAGetLastError() , " in socket creation" ); return ;}
   
   // Put the socket into non-blocking mode
   uint nbmode = 1 ;
   if (ioctlsocket(ServerSocket, 0x8004667E /* FIONBIO */ , nbmode) != 0 ) { Print ( "ERROR in setting non-blocking mode on server socket" ); return ;}
   
   // Bind the socket to the specified port number. In this example,
   // we only accept connections from localhost
   sockaddr_in service;
   service.af_family = 2 /* AF_INET */ ;
   service.addr = (AcceptFrom == aaeAny ? 0 /* INADDR_ANY */ : 0x100007F /* 127.0.0.1 */ );
   service.port = ( short )htons(PortNumber);
   if (bind(ServerSocket, service, 16 /* sizeof(service) */ ) == - 1 ) { Print ( "ERROR " , WSAGetLastError() , " in socket bind" ); return ;}

   // Put the socket into listening mode
   if (listen(ServerSocket, 10 ) == - 1 ) { Print ( "ERROR " , WSAGetLastError() , " in socket listen" ); return ;}

   #ifdef COMPILE_AS_EA
   // If we're operating as an EA, set up event-driven handling of the sockets
   // as described below. (Also called from OnTick() because this requires a 
   // window handle, and the set-up will fail here if MT4 is starting up
   // with the EA already attached to a chart.)
   SetupAsyncSelect();
   #endif

   // Flag that we've successfully initialised
   SuccessfulInit = true ;

   // If we're operating as an EA rather than a script, then try setting up a timer
   #ifdef COMPILE_AS_EA
   CreateTimer();
   #endif   
}


// ---------------------------------------------------------------------
// Variation between EA and script, depending on COMPILE_AS_EA above.
// The script version simply calls MainLoop() from a loop in OnStart().
// The EA version sets up a timer, and then calls MainLoop from OnTimer().
// It also has event-driven handling of socket activity by getting
// Windows to simulate keystrokes whenever a socket event happens.
// This is even faster than relying on the timer.
// ---------------------------------------------------------------------

#ifdef COMPILE_AS_EA
   // .........................................................
   // EA version. Simply calls MainLoop() from a timer.
   // The timer has previously been created in OnInit(), 
   // though we also check this in OnTick()...
   void OnTimer ()
   {
      MainLoop();
   }
   
   // The function which creates the timer if it hasn't yet been set up
   void CreateTimer()
   {
       if (!CreatedTimer) CreatedTimer = EventSetMillisecondTimer (SLEEP_MILLISECONDS);
   }

   // Timer creation can sometimes fail in OnInit(), at least
   // up until MT4 build 970, if MT4 is starting up with the EA already
   // attached to a chart. Therefore, as a fallback, we also 
   // handle OnTick(), and thus eventually set up the timer in
   // the EA's first tick if we failed to set it up in OnInit().
   // Similarly, the call to WSAAsyncSelect() may not be possible
   // in OnInit(), because it requires a chart handle, and that does
   // not exist in OnInit() during MT4 start-up.
   void OnTick ()
   {
      CreateTimer();
      SetupAsyncSelect();
   }

   // In the context of an EA, we can improve the latency even further by making the 
   // processing event-driven, rather than just on a timer. If we use
   // WSAAsyncSelect() to tell Windows to send a WM_KEYDOWN whenever there's socket
   // activity, then this will fire the EA's OnChartEvent below. We can thus collect
   // socket events even faster than via the timed check, which becomes a back-up.
   // Note that WSAAsyncSelect() on a server socket also automatically applies 
   // to all client sockets created from it by accept(), and also that
   // WSAAsyncSelect() puts the socket into non-blocking mode, duplicating what
   // we have already above using ioctlsocket().
   // The further complication is that WSAAsyncSelect() requires a window handle,
   // and this is not available in OnInit() during MT4 start-up. Therefore,
   // like the timer though for different reasons, we repeat the call to
   // this function during OnTick()
   void SetupAsyncSelect()
   {
       if (DoneAsyncSelect) return ;
       if (WSAAsyncSelect(ServerSocket, ( int ) ChartGetInteger ( 0 , CHART_WINDOW_HANDLE ), 0x100 /* WM_KEYDOWN */ , 0xFF /* All events */ ) == 0 ) {
         DoneAsyncSelect = true ;
      }
   }

   // In an EA, the use of WSAAsyncSelect() above means that Windows will fire a key-down 
   // message whenever there is socket activity. We can then respond to KEYDOWN events
   // in MQL4 as a way of knowing that there is socket activity to be dealt with.
   void OnChartEvent ( const int id, const long & lparam, const double & dparam, const string & sparam)
   {
       if (id == CHARTEVENT_KEYDOWN ) {
         // For a pseudo-keypress from WSAAsyncSelect(), the lparam will be the socket handle
         // (and the dparam will be the type of socket event, e.g. dparam = 1 = FD_READ).
         // Of course, this event can also be fired for real keypresses on the chart...
         
         // What is the lparam?
         if (lparam == ServerSocket) {
             // New pending connection on the listening server socket
            AcceptNewConnections();
         
         } else {
             // See if lparam is one of the client sockets, by looping 
             // through the Clients[] array
             int ctarr = ArraySize (Clients);
             for ( int i = ctarr - 1 ; i >= 0 ; i--) {
               if (Clients[i].SocketHandle() == lparam) {

                   // Yes, we have found a socket matching this "keyboard" event.
                   // Return value from ReadAnyPendingData() is true
                   // if the socket still seems to be alive; false if 
                   // the connection seems to have been closed, and should be discarded
                   if (Clients[i].ReadAnyPendingData()) {
                     // Socket still seems to be alive
                     
                  } else {
                     // Socket appears to be dead
                     ReleaseClientSocket(i, ctarr);
                  }
                   return ; //Early exit!
               }
            }
            
             // If we get here, then the lparam does not match any
             // of the sockets, and the event must be a real keypress,
             // not a pseudo-keypress from WSAAsyncSelect()
         }
      }
   }
    
#else

   // .........................................................
   // Script version. Simply calls MainLoop() repeatedly
   // until the script is removed, with a small sleep between calls
   void OnStart ()
   {
       while (! IsStopped ()) {
         MainLoop();
         Sleep (SLEEP_MILLISECONDS);
      }
   }
#endif


// ---------------------------------------------------------------------
// Main processing loop which handles new incoming connections, and reads
// data from existing connections.
// Can either be called from OnTimer() in an EA; or from OnStart() in a script, 
// on a continuous loop until IsStopped() is true. In an EA, socket 
// activity should almost always get handled by the event-driven stuff 
// above, and this timer loop is just a fallback.
// ---------------------------------------------------------------------

void MainLoop()
{
   // Do nothing if init was unsuccessful
   if (!SuccessfulInit) return ;

   // This main timer loop does two things: accepts new incoming 
   // connections, and reads pending data on all sockets (including
   // new ones which have just been accepted)
   AcceptNewConnections();
   ReadSocketMessages();   
}

// Accept any new pending connections on the main listening server socket,
// wrapping the new caller in a Connection object and putting it
// into the Clients[] array
void AcceptNewConnections()
{
   int selres = socketselect3264(ServerSocket);
   if (selres > 0 ) {
   
       Print ( "New incoming connection..." );
       int NewClientSocket = accept(ServerSocket, 0 , 0 );
       if (NewClientSocket == - 1 ) {
         if (WSAGetLastError() == 10035 /* WSAEWOULDBLOCK */ ) {
             // Blocking warning; ignore
             Print ( "... would block; ignore" );
         } else {
             Print ( "ERROR " , WSAGetLastError() , " in socket accept" );
         }

      } else {
         Print ( "...accepted" );
         
         // Create a new Connection object to wrap the client socket,
         // and add it to the Clients[] array
         int ctarr = ArraySize (Clients);
         ArrayResize (Clients, ctarr + 1 );
         Clients[ctarr] = new Connection(NewClientSocket);               
         Print ( "Got connection to client #" , Clients[ctarr].GetID());
      }
   }
}


// Process any incoming data from all client connections
// (including any which have just been accepted, above)
void ReadSocketMessages()
{
   int ctarr = ArraySize (Clients);
   for ( int i = ctarr - 1 ; i >= 0 ; i--) {
       // Return value from ReadAnyPendingData() is true
       // if the socket still seems to be alive; false if 
       // the connection seems to have been closed, and should be discarded
       if (Clients[i].ReadAnyPendingData()) {
         // Socket still seems to be alive
         
      } else {
         // Socket appears to be dead. Delete, and remove from list
         ReleaseClientSocket(i, ctarr);
      }
   }
}

// Discards a client socket which appears to have died, deleting the Connection class
// and removing it from the Clients[] array. Takes two parameters: the index of 
// the connection within the Clients[] array, and the current size of that array (which
// is passed by reference, with the function sending back the decremented size)
void ReleaseClientSocket( int idxReleaseAt, int & SizeOfArray)
{
   Print ( "Lost connection to client #" , Clients[idxReleaseAt].GetID());
   
   delete Clients[idxReleaseAt];
   for ( int j = idxReleaseAt + 1 ; j < SizeOfArray; j++) {
      Clients[j - 1 ] = Clients[j];
   }
   SizeOfArray--;
   ArrayResize (Clients, SizeOfArray);           
}

// Wraps the Winsock select() function, doing an immediate non-blocking
// check of a single socket. This is the one area where we must
// vary things between 32-bit and 64-bit. On 64-bit MT5, we can get away
// with using Winsock calls where everything is defined as a 32-bit int;
// we can rely on the fact that socket and window handles are only ever going
// to be 4 bytes rather than 8 bytes - naughty, but works in practice.
// The one exception is the fd_set structure. On 64-bit MT5, 
// we must pass a version of the fd_set where everything is defined
// as 8-byte long rather than 4-byte int. Note that this applies to
// the MT5 version, not the O/S. On 32-bit MT5, even on a 64-bit computer,
// we use the same structure as MT4: 4-byte int rather than 8-byte long
int socketselect3264( int TestSocket)
{
   timeval waitfor;
   waitfor.secs = 0 ;
   waitfor.usecs = 0 ;

   // The following, incidentally, is permitted on MT4, but obviously returns false...
   if ( TerminalInfoInteger ( TERMINAL_X64 )) {
      fd_set64 PollSocket64;
      PollSocket64.count = 1 ;
      PollSocket64.single_socket = TestSocket;

       return select( 0 , PollSocket64, 0 , 0 , waitfor);

   } else {
      fd_set PollSocket32;
      PollSocket32.count = 1 ;
      PollSocket32.single_socket = TestSocket;
   
       return select( 0 , PollSocket32, 0 , 0 , waitfor);
   }
}


// ---------------------------------------------------------------------
// Termination - clean up sockets
// ---------------------------------------------------------------------

void OnDeinit ( const int reason)
{
   closesocket(ServerSocket);
   
   for ( int i = 0 ; i < ArraySize (Clients); i++) {
       delete Clients[i];
   }
   ArrayResize (Clients, 0 );
   
   #ifdef COMPILE_AS_EA
   EventKillTimer ();
   CreatedTimer = false ;
   DoneAsyncSelect = false ;
   #endif
}


// ---------------------------------------------------------------------
// Simple wrapper around each connected client socket
// ---------------------------------------------------------------------

class Connection {
private :
   // Client socket handle
   int mSocket;

   // Temporary buffer used to handle incoming data
   uchar mTempBuffer[SOCKET_READ_BUFFER_SIZE];
   
   // Stored-up data, waiting for a \r character 
   string mPendingData;
   
public :
   Connection( int ClientSocket);
   ~Connection();
   string GetID() { return IntegerToString (mSocket);}
   int SocketHandle() { return mSocket;}
      
   bool ReadAnyPendingData();
   void ProcessIncomingMessage( string strMessage);
};

// Constructor, called with the handle of a newly accepted socket
Connection::Connection( int ClientSocket)
{
   mPendingData = "" ;
   mSocket = ClientSocket; 
   
   // Put the client socket into non-blocking mode
   uint nbmode = 1 ;
   if (ioctlsocket(mSocket, 0x8004667E /* FIONBIO */ , nbmode) != 0 ) { Print ( "ERROR in setting non-blocking mode on client socket" );}
}

// Destructor. Simply close the client socket
Connection::~Connection()
{
   closesocket(mSocket);
}

// Called repeatedly on a timer, to check whether any
// data is available on this client connection. Returns true if the 
// client still seems to be connected (*not* if there's new data); 
// returns false if the connection seems to be dead. 
bool Connection::ReadAnyPendingData()
{
   // Check the client socket for data-readability
   int selres = socketselect3264(mSocket);
   if (selres > 0 ) {
      
       // Winsock says that there is data waiting to be read on this socket
       int szData = recv(mSocket, mTempBuffer, SOCKET_READ_BUFFER_SIZE, 0 );
       if (szData > 0 ) {
         // Convert the buffer to a string, and add it to any pending
         // data which we already have on this connection
         string strIncoming = CharArrayToString (mTempBuffer, 0 , szData);
         mPendingData += strIncoming;
         
         // Do we have a complete message (or more than one) ending in \r?
         int idxTerm = StringFind (mPendingData, "\r" );
         while (idxTerm >= 0 ) {
             if (idxTerm > 0 ) {
               string strMsg = StringSubstr (mPendingData, 0 , idxTerm);         
               
               // Strip out any \n characters lingering from \r\n combos
               StringReplace (strMsg, "\n" , "" );
               
               // Print the \r-terminated message in the log
               ProcessIncomingMessage(strMsg);
            }               
         
             // Keep looping until we have extracted all the \r delimited 
             // messages, and leave any residue in the pending data 
            mPendingData = StringSubstr (mPendingData, idxTerm + 1 );
            idxTerm = StringFind (mPendingData, "\r" );
         }
         
         return true ;
      
      } else if (WSAGetLastError() == 10035 /* WSAEWOULDBLOCK */ ) {
         // Would block; not an error
         return true ;
         
      } else {
         // recv() failed. Assume socket is dead
         return false ;
      }
   
   } else if (selres == - 1 ) {
       // Assume socket is dead
       return false ;
      
   } else {
       // No pending data
       return true ;
   }
}

// Can override this with whatever you want to do with incoming messages:
// handling trading commands, send data back down the socket etc etc etc
void Connection::ProcessIncomingMessage( string strMessage)
{
   Print ( "#" , GetID() , ": " , strMessage);
}

[Fernando Carreiro]

jjc: 再想想...

与其发表这么长的SRC贡献，不如考虑直接附上文件本身。我建议你编辑你的长文章，删除SRC部分，只附上源文件。

[JC]

FMIC:

与其发表这么长的SRC贡献，不如考虑直接附上文件本身。我建议你编辑你的长文章，删除SRC部分，只附上源文件。

非常感谢你的贡献。

但是，在我不打算这样做的众多原因中，有一个事实是上面的代码在MT4和MT5上都适用。如果我把它作为附件上传，它会误导性地被标记为.mq4或.mq5，而事实上它两者都能使用。

[JC]

jjc:

但是，在众多的原因中[...] 。

另一个关键原因是以下情况，这可能适用于OP的情况。

"我对Java等语言的套接字编程有相当的了解。我想知道是否有人为MT4写过一个套接字服务器？如果他们有，那么一定涉及到使用listen(), bind(), htons()等函数。所以我想通过谷歌搜索 "mql4 bind listen htons "来找到这样一篇文章"

据我所知，搜索引擎和本网站的搜索都不能查看附件内部。因此，将代码作为附件发布会使它在 "mql4 bind listen htons "这样的搜索中不可见。

你经常告诉人们，他们应该进行搜索或查阅文档；我正是想在这方面提供帮助。

(碰巧的是，"mql4 bind listen htons "并没有找到这个主题，因为谷歌从9月14日开始就没有抓取过这个页面）。但它应该很快就会开始出现在谷歌上）。

[Fernando Carreiro]

jjc:

非常感谢您的贡献。

但是，我不打算这样做的原因之一是，上述代码在MT4和MT5上都适用。如果我把它作为附件上传，它会误导性地被标记为.mq4或.mq5，而事实上它两者都能使用。

在这种情况下，把它变成一个包含头文件（".mqh"）。这样它就可以在MQL4和MQL5中重复使用。只要确保不要把代码直接嵌入到事件处理程序中，OnInit(),OnDeinit()， 等等。- 给这些函数 一个单独的、独特的名字，然后用户只需在他们自己的代码中从这些处理程序中调用它们。

[MariopNew]

jjc:

仔细想想...

然而，另一个版本，有以下变化。

• 在MT5（32位和64位）和MT4上工作
• 处理CHART_WINDOW_HANDLE在OnInit中可能失败的事实。
• 通过OnChartEvent更快地处理事件驱动的通知，只检查产生事件的特定套接字，而不是运行整个MainLoop()。
• 可选择允许从任何计算机而不仅仅是localhost连接，可通过输入中的一个参数进行切换

再次感谢jjc。

现在我很匆忙，没有时间测试，但我下周会测试并告诉你。我想我不会有任何问题，但也许我会问你一些问题。BTW：请不要编辑任何帖子；它们都是完美的，因为它们是（我觉得在StackOverflow=））。