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Monitoring a number of crypto exchanges on-line through MQL5 library for Node.js/CCXT – Different – 5 July 2025


CcxtAppServerLib is meant for working with all top-100 crypto exchanges from MQL5 through Node.js and CCXT Software Server, and it’s evolving step-by-step. Newest beta-version contains optimized caching of change “markets” (instrument specs and different buying and selling situations), non-blocking studying of websocket messages, and extra.
One introductory instance of utilizing the library – the script CcxtAppSrvShowcase.mq5 – was posted within the weblog earlier.
As one other instance of customized software growth utilizing the library, we offer a script for parallel monitoring of a number of exchanges for chosen kind of knowledge. This function is applied by subscribing by way of CCXT on Node.js to particular websocket “watches”, reminiscent of watchOrderBook, watchTicker, watchTrades, and many others. For particulars, please, see frequent CCXT documentation and extra superior on CCXT PRO. Because the script is meant to make use of solely public APIs, consumer credentials aren’t concerned right here, however the library helps them in full diploma.

Right here is crucial components of the brand new demo-script MultiExchangeWatch.mq5 (it is supplied together with the beta-version of the library).

NB: If the script is working very first time, it can ask to unpack (manually) CCXT Software Server (extracted as ccxtappsrvbundle.jsc from built-in useful resource), and run Node.js with it.

First, embody the headers.

#embody "ccxtjsmtlib.mqh" 
#embody "ccxtutil.mqh"
#embody <MQL5Book/Feedback.mqh>

Within the inputs, the Node server setup needs to be performed.

enter group "Connection settings"
enter string NodeServer = "http://127.0.0.1:8124";
enter string NodeAuth = ""; 

Subsequent, specify quite a few exchanges you need to monitor, a ticker, and a kind of the watch. By default, the script watches for order books for BCH/USDT.

To fill in these inputs correctly with most well-liked values, it is best to in all probability must output the record of supported exchanges and their markets beforehand. It may be considered in one other instance script CcxtAppSrvShowcase.mq5, supplied with the lib.

enter string Exchanges = "ascendex,bitmart,binance"; 
enter string Ticker = "BCH/USDT";
enter string Watch = "watchOrderBook";
enter uint WatchingDuration = 10; 

Then OnStart occasion handler does its job. Inline feedback clarify the method. The imported features, lessons and strategies from the library are highlighted in yellow.

string Alternate[];

void OnStart()
{
   
   
   
   PrintFormat("CCXT AppSrvLibrary model: %.2f", AppSrvLibraryVersion());
   const static string standing[] = {"Cannot deploy",
      "App server ZIP is deployed, however not extracted",
      "App server information are deployed"};
   const int d = DeployCcxtAppServer();
   Print(standing[d + 1]);
   if(d <= 0)
   {
      return; 
   }
   
   
   
   
   SetNodeServer(NodeServer, NodeAuth);

   CcxtLink *hyperlink = GetLink();
   
   
   

   
   
   AutoPtr<CcxtJsExchangeProIntf> ccxt[];
   const int n = StringSplit(Exchanges, ',', Alternate);
   ArrayResize(ccxt, n);
   
   for(int i = 0; i < n; i++)
   {
      ccxt[i] = CreateExchangePro(Alternate[i]); 

      if(hyperlink.getLastHttpCode() != 200 || !ccxt[i][] || ccxt[i][][].t >= JS_NULL)
      {
         Print("Building failed for change: ", Alternate[i]);
         return;
      }
      
      const bool isPro = !!*ccxt[i][]["pro"]; 
      
      if(!isPro)
      {
         PrintFormat("WARNING! %s is not PRO, there is no such thing as a websocket help", Alternate[i]);
      }
      
      if(!ccxt[i][]["has"][Watch].get<bool>())
      {
         PrintFormat("WARNING! %s doesn't help '%s' subscriptions", Alternate[i], Watch);
      }
   }
   
   
   
   int lively = 0;
   
   for(int i = 0; i < n; i++)
   {
      
      if(ccxt[i][].improve())
      {
         if(!ccxt[i][].watchAnything(StringFormat("%s("%s")", Watch, Ticker)))
         {
            PrintFormat("Cannot begin %s for %s", Watch, Alternate[i]);
            ccxt[i][].shut(); 
            ccxt[i] = NULL;
         }
         else
         {
            lively++;
         }
      }
      else
      {
         if(ccxt[i][].isConnected())
         {
            Print("Cannot improve to websockets");
            string headers[][2];
            if(ccxt[i][].ws().getHeaders(headers))
            {
               
            }
            ccxt[i][].ws().shut(); 
            ccxt[i][].shut();
            ccxt[i] = NULL;
         }
      }
   }
   
   if(!lively) return;

   
   PrintFormat("* Monitoring %d subscriptions", lively);

   const uint begin = GetTickCount();
   whereas(!IsStopped() && (!WatchingDuration || GetTickCount() - begin < WatchingDuration * 1000))
   {
      for(int i = 0; i < n; i++)
      {
         if(ccxt[i][] && ccxt[i][].isConnected())
         {
            AutoPtr<JsValue> j = ccxt[i][].readMessage(false); 
            if(j[])
            {
               ChronoComment(j[].stringify(0, 0)); 
            }
         }
      }
   }
  
   Print("* Unsubscribing...");
   for(int i = 0; i < n; i++)
   {
      if(ccxt[i][] && ccxt[i][].isConnected())
      {
         ccxt[i][].un().watchAnything(StringFormat("%s("%s")", Watch, Ticker));
      }
   }
   
   
   GracefullClose(ccxt); // not introduced right here within the weblog

   
   
   GracefullClose(ccxt, 5, true);
   
   Remark("");
}

When the script is working, the record of incoming order books (json-messages) is outputted and actively up to date on the chart.

CCXT multiple watches on different crypto exchanges in MetaTrader 5

On high of such a dataflow it is simple to implement varied arbitrage methods and calculate mixed statistics.

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