What is WSL

WSL stands for Windows Subsystem For Linux.

In case you missed it, since 2016 you can run a Linux distribution on a Windows machine as a subsystem. No worries! No hacks here. WSL is developed by Microsoft and is built-in on Windows. You just need to enable it, as we will see below.

Why WSL

Why not simply install Postgres on another Windows machine, eventually a virtual machine?

Because Postgres is a Unix native system, created and developed in *nix systems. By installing it on Linux you have easy installation, easy updates, and easy maintenance. All the official documentation is targeted to a Unix system. And most of the sample code, snippets and general help that you can find on the web reflect this fact.

Thus you will have an easy time developing in a Linux system. And WSL was developed by Microsoft for this exact purpose.

Install WSL

Prerequisites from Microsoft documentation:

If your system meets this prerequisite, just open a Power Shell as administrator and enter the command below to install/enable WSL:

This command will install Ubuntu on WSL, as it is the default distro. 

Restart Windows.

This should be a straightforward process. If it is not, you will find a section with the most common installation issues in the MS official documentation linked above.

After rebooting, you should see something like this. Go on, create a new UNIX username and password.

Now that you have WSL/Ubuntu installed and running, let's install Postgres on it.

On WSL, install Postgres

Enter the command below.

This command will install the last stable version of PostgreSQL package available in Ubuntu repositories. It includes the server, the pgsql client, convenient binaries, and some utilities. All that you need to start.

If you want to install the latest stable Postgres version - usually different than the last stable version in Ubuntu repositories - you may include the official Postgres repository in the sources list of your package manager. You can find detailed instructions on the official Postgres documentation.

If everything was ok, entering the command

should return the installed version of your Postgres database.

Start the server

Type this command to start the server.

By default,  a new Postgres installation only accepts connections from "localhost". Let's change that.

Find the Postgres config file.

Edit the config file to accept connections outside localhost. Change the listen_addresses line.

Find the pg_hba configuration file.

Edit pg_hba.conf file to allow authentication by password on both IPv4 and IPv6.

Now access the psql utility as the default Postgres user created by install. It is named 'postgres'.

Create a database regular user with CREATEDB privilege. Untill now there is only user 'postgres' created by install.

Grant all privileges on schema public to mt5_user. This is not necessary if your Postgres version is below 15.

Create a database my_remote_db and grant all privileges on it to mt5_user.

Connect to Postgres

By now, you should have a database server running in a remote machine, with a different IP from your Windows localhost and ready to accept connections via the network. We can connect via socket or HTTP. Since we will be interacting with a REST API, in this example we will use the latter.

Let's see if we can connect to my_remote_db as mt5_user with password 123 at WSL host.

Enter this command to get your WSL hostname (IP).

Check the Postgres server status. Start it if down. You can use this command to start, restart or stop the server.

On MetaTrader 5 terminal, go to Tools > Options > Expert Advisors tab and include the WSL host IP on the list of allowed ones.

The MetaTrader 5 terminal accepts HTTP and HTTPS connections only on ports 80 and 443, respectively. Only ports 80 and 443. You should take this security feature into account if you are developing your API. Usually, before moving to a real server in production, the development server will be listening on an unprivileged port, like 3000 or 5000. Thus, to be able to send requests to the IP you declared in your terminal settings above, you need to redirect the traffic arriving at the development server port to port 80 for HTTP requests and/or 443 for HTTPS requests.

To keep things simple, you will find instructions on the README of the attached Python app about how to perform this redirection on WSL.

Starting the Demo App

Since this article is about MQL5, I will not discuss the details of the API implementation. Instead, I did a demo app that you can download and install as a Python package to test your MQL5 code interactions with the API.

To start the demo app you just need Python installed on WSL. It should already be there.

It is highly recommended that you create a Python virtual environment ('venv') to install the app. This will ensure that you system Python installation will not be messed. After playing with the app, you can simply delete the virtual environment.

You can create the virtual environment with this command.

Thus, after you have installed the demo app, to start developing your MQL5 code, you will:

1. start WSL
2. start Postgres server
3. start the demo app
4. get the hostname IP from demo app output
5. add hostname IP to allowed addresses in the terminal

Both, WSL and the Postgres server can be configured to start at Windows startup.

Inserting data from MQL5

Let's try inserting some data. First, our account info. On your MT5 terminal, create a new script and add the following code.

//+------------------------------------------------------------------+
//|                                                post_acc_info.mq5 |
//|                                  Copyright 2023, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2023, MetaQuotes Ltd."
#property link      "https://www.mql5.com"
#property version   "1.00"
#include <JAson.mqh> //--- include the JSON library
//+------------------------------------------------------------------+
//| Script program start function                                    |
//+------------------------------------------------------------------+
void OnStart()
  {
//--- gathering the data - Account Info
   CJAVal data;
   CJAVal acc_info;
//--- doubles
   data["balance"] =          AccountInfoDouble(ACCOUNT_BALANCE);
   data["credit"] =           AccountInfoDouble(ACCOUNT_CREDIT);
   data["profit"] =           AccountInfoDouble(ACCOUNT_PROFIT);
   data["equity"] =           AccountInfoDouble(ACCOUNT_EQUITY);
   data["margin"] =           AccountInfoDouble(ACCOUNT_MARGIN);
   data["margin_free"] =      AccountInfoDouble(ACCOUNT_MARGIN_FREE);
   data["margin_level"] =     AccountInfoDouble(ACCOUNT_MARGIN_LEVEL);
   data["margin_so_call"] =   AccountInfoDouble(ACCOUNT_MARGIN_SO_CALL);
   data["margin_so_so"] =     AccountInfoDouble(ACCOUNT_MARGIN_SO_SO);
//--- integers
   data["login"] =            AccountInfoInteger(ACCOUNT_LOGIN);
   data["leverage"] =         AccountInfoInteger(ACCOUNT_LEVERAGE);
   data["trade_allowed"] =    AccountInfoInteger(ACCOUNT_TRADE_ALLOWED);
   data["ea_allowed"] =       AccountInfoInteger(ACCOUNT_TRADE_EXPERT);
   data["trade_mode"] =       AccountInfoInteger(ACCOUNT_TRADE_MODE);
   data["margin_so_mode"] =   AccountInfoInteger(ACCOUNT_MARGIN_SO_MODE);
//-- strings
   data["company"] =          AccountInfoString(ACCOUNT_COMPANY);
   data["currency"] =         AccountInfoString(ACCOUNT_CURRENCY);
   data["name"] =             AccountInfoString(ACCOUNT_NAME);
   data["server"] =           AccountInfoString(ACCOUNT_SERVER);
   
//--- fill in the acc_info array with Account Info data
   acc_info["acc_info"].Add(data);
   
//--- WebRequest arguments
   string method = "POST";
   string url = "http://172.22.18.235/accs";
   string headers = "Content-Type: application/json";
   int timeout = 500;
   char post[], result[];
   string result_headers;
   
//--- prepare JSON data to send
   string json = acc_info.Serialize();
   ArrayResize(post, json.Length(), 0);
   StringToCharArray(json, post, 0, StringLen(json), CP_UTF8);
   ResetLastError();
   
//--- send the request
   int res = WebRequest(method, url, headers, timeout, post, result, result_headers);
   if(res == -1)
     {
      Print("Error in WebRequest  =", GetLastError());
      MessageBox("Add " + url + " to allowed URLs on MT5 terminal", "Unknown URL", MB_ICONINFORMATION);     }
   else
     {
      Print("Starting post...");
      
      if(res == 201)// HTTP result code 201 (created)
        {
         Print("posted accs");
        }
     }
  }

As you can see from the beginning of the file, we are using a helper library to serialize/deserialize our JSON data. It was developed by a member of the MQL5 community and you can find the library on his repository at GitHub.

Now, let's insert our deals from MetaTrader 5 history. Create a new script and add the following code.

//+------------------------------------------------------------------+
//|                                                   post_deals.mq5 |
//|                                  Copyright 2023, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2023, MetaQuotes Ltd."
#property link      "https://www.mql5.com"
#property version   "1.00"
#include <JAson.mqh> //--- include the JSON library
//+------------------------------------------------------------------+
//| Script program start function                                    |
//+------------------------------------------------------------------+
void OnStart()
  {
//--- gathering the data - Deals
   CJAVal data;
   CJAVal deals;
//--- request trade history
   HistorySelect(0, TimeCurrent());
   int deals_total = HistoryDealsTotal();
//--- iterate over all deals to get data
//--- of each deal from its ticket number
   for(int i = 0; i < deals_total; i++)
     {
      //-- integers
      ulong deal_ticket =   HistoryDealGetTicket(i);
      data["ticket"] =     (int) deal_ticket;
      data["order"] =      (int) HistoryDealGetInteger(deal_ticket, DEAL_ORDER);
      data["position"] =   (int) HistoryDealGetInteger(deal_ticket, DEAL_POSITION_ID);
      data["time"] =       (int) HistoryDealGetInteger(deal_ticket, DEAL_TIME);
      data["type"] =       (int) HistoryDealGetInteger(deal_ticket, DEAL_TYPE);
      data["entry"] =      (int) HistoryDealGetInteger(deal_ticket, DEAL_ENTRY);
      data["magic"] =      (int) HistoryDealGetInteger(deal_ticket, DEAL_MAGIC);
      data["reason"] =     (int) HistoryDealGetInteger(deal_ticket, DEAL_REASON);
      //--- strings
      data["symbol"] =     (string) HistoryDealGetString(deal_ticket, DEAL_SYMBOL);
      //--- doubles
      data["volume"] =     (double) HistoryDealGetDouble(deal_ticket, DEAL_VOLUME);
      data["price"] =      (double) HistoryDealGetDouble(deal_ticket, DEAL_PRICE);
      data["profit"] =     (double) HistoryDealGetDouble(deal_ticket, DEAL_PROFIT);
      data["swap"] =       (double) HistoryDealGetDouble(deal_ticket, DEAL_SWAP);
      data["comission"] =  (double) HistoryDealGetDouble(deal_ticket, DEAL_COMMISSION);
 //--- fill in the deals array with each deal data
      deals["deals"].Add(data);
     }
 //--- WebRequest arguments
   string method = "POST";
   string url = "http://172.22.18.235/deals";
   string headers = "Content-Type: application/json";
   int timeout = 500;
   char post[], result[];
   string result_headers;
   
 //--- prepare JSON data to send
   string json = deals.Serialize();
   ArrayResize(post, json.Length(), 0);
   StringToCharArray(json, post, 0, StringLen(json), CP_UTF8);
   ResetLastError();
//--- send the request
   int res = WebRequest(method, url, headers, timeout, post, result, result_headers);
   
   if(res == -1)
     {
      Print("Error in WebRequest  =", GetLastError());
      MessageBox("Add " + url + " to allowed URLs on MT5 terminal", "Unknown URL", MB_ICONINFORMATION);     }
   else
     {
      Print("Starting post...");
      
      if(res == 201)// HTTP result code 201 (created)
        {
         Print("posted deals");
        }
     }
  }

Querying data from MQL5

Now let's query our recently inserted data. On your MetaTrader 5 terminal, create a new script and add the following code.

//+------------------------------------------------------------------+
//|                                                 get_endpoint.mq5 |
//|                                  Copyright 2023, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2023, MetaQuotes Ltd."
#property link      "https://www.mql5.com"
#property version   "1.00"
#include <JAson.mqh> //--- include the JSON library
//+------------------------------------------------------------------+
//| Script program start function                                    |
//+------------------------------------------------------------------+
void OnStart()
  {
//--- choose the testing endpoint
   string endpoint = "accs"; // or "deals"
//--- WebRequest arguments
   string method = "GET";
   string url = "http://172.22.18.235/" + endpoint;
   string cookie = NULL, headers;
   int timeout = 500;
   char post[], result[];
   ResetLastError();
//--- send the request
   int res = WebRequest(method, url, cookie, NULL, timeout, post, 0, result, headers);
   if(res == -1)
     {
      Print("Error in WebRequest  =", GetLastError());
      MessageBox("Add " + url + " to allowed URLs on MT5 terminal", "Unknown URL", MB_ICONINFORMATION);
     }
   else
     {
      Print("Starting get...");
      if(res == 200)// HTTP result code 200 (OK)
        {
         PrintFormat("Server headers: %s", headers);
         ResetLastError();
         // save the returned JSON in a file
         string terminal_data_path = TerminalInfoString(TERMINAL_DATA_PATH);
         string subfolder = "TutoPostgres";
         string filename = endpoint + "_fromserver.json";
         int filehandle = FileOpen(subfolder + "\\" + filename, FILE_WRITE | FILE_BIN);
         if(filehandle != INVALID_HANDLE)
           {
            FileWriteArray(filehandle, result, 0, ArraySize(result));
            FileClose(filehandle);
            Print(filename + " created at " + terminal_data_path + "\\" + subfolder);
           }
         else
            Print("File open failed with error ", GetLastError());
        }
      else
         PrintFormat("Request to '%s' failed with error code %d", url, res);
     }
  }

[
  {
    "a_balance": "10005.93",
    "a_company": "MetaQuotes Software Corp.",
    "a_credit": "0.0",
    "a_currency": "USD",
    "a_ea_allowed": true,
    "a_equity": "10005.93",
    "a_id": 3,
    "a_leverage": 100,
    "a_login": 66744794,
    "a_margin": "0.0",
    "a_margin_free": "10005.93",
    "a_margin_level": "0.0",
    "a_margin_so_call": "50.0",
    "a_margin_so_mode": "0",
    "a_margin_so_so": "30.0",
    "a_name": "MetaTrader 5 Desktop Demo",
    "a_profit": "0.0",
    "a_server": "MetaQuotes-Demo",
    "a_trade_allowed": true,
    "a_trade_mode": "0"
  },
  {
(...)

//+------------------------------------------------------------------+
//|                                                 consume_json.mq5 |
//|                                  Copyright 2023, MetaQuotes Ltd. |
//|                                             https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2023, MetaQuotes Ltd."
#property link      "https://www.mql5.com"
#property version   "1.00"
#include <JAson.mqh> //--- include the JSON library
//+------------------------------------------------------------------+
//| Script program start function                                    |
//+------------------------------------------------------------------+
void OnStart()
  {
//--- choose the testing endpoint
   string endpoint = "accs"; // or "deals"
//--- WebRequest arguments
   string method = "GET";
   string url = "http://172.22.18.235/" + endpoint;
   string cookie = NULL, headers;
   int timeout = 500;
   char post[], result[];
   ResetLastError();
//--- send the request
   int res = WebRequest(method, url, cookie, NULL, timeout, post, 0, result, headers);
   if(res == -1)
     {
      Print("Error in WebRequest  =", GetLastError());
      MessageBox("Add " + url + " to allowed URLs on MT5 terminal", "Unknown URL", MB_ICONINFORMATION);
     }
   else
     {
      Print("Starting get...");
      if(res == 200)// HTTP result code 200 (OK)
        {
         CJAVal data;
         data.Deserialize(result);
         //--- doubles
         double a_balance =         data[0]["a_balance"].ToDbl();
         double a_credit =          data[0]["a_credit"].ToDbl();
         double a_profit =          data[0]["a_profit"].ToDbl();
         double a_equity =          data[0]["a_equity"].ToDbl();
         double a_margin =          data[0]["a_margin"].ToDbl();
         double a_margin_free =     data[0]["a_margin_free"].ToDbl();
         double a_margin_level =    data[0]["a_margin_level"].ToDbl();
         double a_margin_so_call =  data[0]["a_margin_so_call"].ToDbl();
         double a_margin_so_so =    data[0]["a_margin_so_so"].ToDbl();
         //--- longs
         long a_login =             data[0]["a_login"].ToInt();
         long a_leverage =          data[0]["a_leverage"].ToInt();
         long a_trade_mode =        data[0]["a_trade_mode"].ToInt();
         long a_margin_so_mode =    data[0]["a_margin_so_mode"].ToInt();
         long a_id =                data[0]["a_id"].ToInt(); //--- database generated ID
         //--- strings
         string a_company =         data[0]["a_company"].ToStr();
         string a_currency =        data[0]["a_currency"].ToStr();
         string a_name =            data[0]["a_name"].ToStr();
         string a_server =          data[0]["a_server"].ToStr();
         //--- booleans
         bool a_ea_allowed =        data[0]["a_ea_allowed"].ToBool();
         bool a_trade_allowed =     data[0]["a_trade_allowed"].ToBool();
         //printf("Server headers: %s", headers);
         //--- doubles
         printf("Balance: %d", a_balance);
         printf("Credit: %d", a_credit);
         printf("Profit: %d", a_profit);
         printf("Equity: %d", a_equity);
         printf("Margin: %d", a_margin);
         printf("Margin Free: %d", a_margin_free);
         printf("Margin Level: %d", a_margin_level);
         printf("Margin Call Level: %d", a_margin_so_call);
         printf("Margin Stop Out Level: %d", a_margin_so_so);
         //--- longs
         printf("Login: %d", a_login);
         printf("Leverage: %d", a_leverage);
         printf("Trade Mode: %d", a_trade_mode);
         printf("Margin Stop Out Mode: %d", a_margin_so_mode);
         printf("Database ID: %d", a_id);
         //--- strings
         printf("Company: %s", a_company);
         printf("Currency: %s", a_currency);
         printf("Platform Name: %s", a_name);
         printf("Server: %s", a_server);
         //--- booleans
         printf("Expert Advisor Allowed: %d", a_ea_allowed);
         printf("Trade Allowed: %d", a_trade_allowed);
         Print("Done!");
        }
      else
         PrintFormat("Request to '%s' failed with error code %d", url, res);
     }
  }