Gate.io - MT5 Connection Library Project (Spot & Future)

IMPORTANT NOTE

This project involves developing a connection library written only in MQL5 language. It should be a simple library that

I will use in my existing Expert Advisor. Please develop a solution that contains only the requested functions, avoiding unnecessary complexity.

Core Requirements

1. MQL5 Library Structure

• The project must be developed entirely in MQL5 language
• Must be delivered as .mq5 and .mqh files
• The .mqh file must be able to be included in Expert Advisors using #include
• The compiled .ex5 file must also be delivered

2. Data Connection

• Must be able to retrieve both spot and future symbol data from Gate.io exchange via WebSocket
• Must be able to transfer data from any desired symbol to MT5
• Must be able to retrieve historical and real-time data
• Spot and future data must be processable separately

3. API Management

• Must be able to securely use Gate.io API keys (API Key and Secret Key)
• Must calculate API weight and provide notification via global variable
• Must include basic error checking

4. Core Functions

Using API Key and Secret Key, it must be able to perform the following operations:

Account Information Retrieval

• Symbol-based profit/loss status
• Total profit/loss
• Total balance and available balance
• Symbol amount and position direction information
• Total number of open positions
• Secure access to account information using API Key and Secret Key

Trading Functions

• Open buy position
• Open sell position
• Close buy position
• Close sell position
• Close all positions
• Leverage change operations
• API weight calculation after transaction

Historical Data Operations

• Display total profit of closed orders in a specific time period
• For example: Calculate the total profit of closed orders from the last two days
• Access to historical information with an externally adjustable variable

5. Configuration

• Data update frequency must be adjustable (in milliseconds)
• Symbol prefix must be definable externally
• API keys must be configurable externally

6. Deliverables

• .mq5 source code file
• .mqh library header file
• .ex5 compiled library file
• Documentation including simple usage examples

Project Limitations

• Complex graphical interfaces or advanced analysis tools are NOT REQUIRED
• Only basic data retrieval and trading functions are sufficient
• Should be a simple library that works compatibly with my existing Expert Advisors

Note: This is a helper library project that I will use in my own Expert Advisors. I expect a solution written in MQL5 language that fulfills the basic functions, avoiding unnecessary complexity.