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

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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.


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