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

CcxtAppServerLib is meant for working with all top-100 crypto exchanges from MQL5 by way of Node.js and CCXT Software Server, and it’s evolving step-by-step. Newest beta-version consists of optimized caching of alternate “markets” (instrument specs and different buying and selling circumstances), 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 utility improvement utilizing the library, we offer a script for parallel monitoring of a number of exchanges for chosen kind of information. This function is applied by subscribing via CCXT on Node.js to particular websocket “watches”, comparable to watchOrderBook, watchTicker, watchTrades, and so forth. 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 aren’t 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 needs to be performed.

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

To fill in these inputs correctly with most popular values, you need to most likely must output the checklist 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 capabilities, 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 alternate: ", 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 assist", Alternate[i]);
      }
      
      if(!ccxt[i][]["has"][Watch].get<bool>())
      {
         PrintFormat("WARNING! %s doesn't assist '%s' subscriptions", Alternate[i], Watch);
      }
   }
   
   
   
   int energetic = 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
         {
            energetic++;
         }
      }
      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(!energetic) return;

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

   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 offered right here within the weblog

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