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 sort of information. This characteristic is carried out by subscribing by means of CCXT on Node.js to particular websocket “watches”, comparable to 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, person credentials usually are not concerned right here, however the library helps them in full diploma.

First, embrace the headers.

#embrace "ccxtjsmtlib.mqh" 
#embrace "ccxtutil.mqh"
#embrace 

Within the inputs, the Node server setup ought to be achieved.

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

To fill in these inputs correctly with most well-liked values, it’s best to most likely have to output the listing of supported exchanges and their markets beforehand. It may be seen 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 Trade[];

void OnStart()
{
   
   
   
   PrintFormat("CCXT AppSrvLibrary model: %.2f", AppSrvLibraryVersion());
   const static string standing[] = {"Cannot deploy",
      "App server ZIP is deployed, however not extracted",
      "App server recordsdata 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, ',', Trade);
   ArrayResize(ccxt, n);
   
   for(int i = 0; i < n; i++)
   {
      ccxt[i] = CreateExchangePro(Trade[i]); 

      if(hyperlink.getLastHttpCode() != 200 || !ccxt[i][] || ccxt[i][][].t >= JS_NULL)
      {
         Print("Development failed for change: ", Trade[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", Trade[i]);
      }
      
      if(!ccxt[i][]["has"][Watch].get<bool>())
      {
         PrintFormat("WARNING! %s doesn't help '%s' subscriptions", Trade[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, Trade[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 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("");
}