MQTTFive — an MQTT 5.0 client for MQL5

A library (#include) for connecting MetaTrader 5 expert advisors and scripts to MQTT brokers (Mosquitto, EMQX, HiveMQ). It allows you to publish prices and signals, receive commands from external systems and monitor the status of expert advisors.

No DLLs — pure MQL5, with its own socket API. MQTT v5.0 protocol.

Features

  • QoS 0, 1, 2 with automatic retry of undelivered messages
  • CONNECT/CONNACK properties: session duration, maximum number of packets accepted, maximum number of topic aliases.
  • Delayed publication queues
  • Topic aliases – reduces traffic on duplicate topics.
  • Flow control – quota management for the maximum volume of data received.
  • Subscription options: no_local, retain_as_published, retain_handling
  • TLS/SSL, binary payload, UTF-8

Installation

  1. Copy the 5 files from the archive into the MQL5/Include/MQTTFive/ folder
  2. In the code: #include <MQTTFive/MQTTClient.mqh>

Example – publishing a price

#include <MQTTFive/MQTTClient.mqh>

void OnStart ()
  {
   MQTTClient client;
   MQTTConnectParams params;
   params.Init();
   params.client_id = "price_pub" ;

   if (client.Connect( "127.0.0.1" , 1883 , params))
     {
       double bid = SymbolInfoDouble ( _Symbol , SYMBOL_BID );
      client.Publish( "mt5/price/" + _Symbol , DoubleToString (bid, _Digits ), 0 );
      client.Disconnect();
     }
  }

Example – Subscribing to signals

MQTTClient *mqtt;

void OnSignal( string &topic, uchar &payload[], uint payload_len)
  {
   string msg = CharArrayToString (payload, 0 , ( int )payload_len, CP_UTF8 );
   Print ( "Signal: " , topic, " = " , msg);
  }

void OnStart ()
  {
   mqtt = new MQTTClient();
   mqtt.SetCallback(OnSignal);
   MQTTConnectParams params;
   params.Init();
   params.client_id = "signal_sub" ;
   mqtt.Connect( "127.0.0.1" , 1883 , params);
   mqtt.Subscribe( "trade/signal/#" , 1 );
   while (! IsStopped ())
     {
      mqtt.Loop();
       Sleep ( 100 );
     }
   mqtt.Disconnect();
   delete mqtt;
  }

Main methods

Connect(host, port, params, useTLS)

Connecting to the broker

Disconnect()

Properly terminating the session

ForceDisconnect()

Terminate the TCP connection (triggers Will)

Publish(topic, payload, qos, retain)

Publish a message

Subscribe(topic, qos)

Subscribe to this topic

Unsubscribe(topic)

Unsubscribe

Loop()

Packet processing, connection maintenance, retries

SetCallback(func)

Callback function for incoming messages

Requirements

  • MetaTrader 5 (build 3390+)
  • MQTT 5.0 broker (Mosquitto >= 5.0, EMQX, HiveMQ)

Documentation: github.com/chekh/MQTTFive

Licence: MIT