mql4的zmq使用下面这个github

https://github.com/dingmaotu/mql-zmq

将include下面的内容拷贝到mt4的include目录

将library下面的内容拷贝到mt4的library目录

然后再mt4里面还要设置一下允许DLL导入，工具→选项void OnStart()

{

  
   Context context;
   Socket publisher(context,ZMQ_PUB);
   publisher.bind("tcp://*:5558");
   Sleep(2000);
//---
   for (int i=0;i<100;i++)
   {
   Print("i=",i);
   double a = Ask;
   double b = Bid;
   double c = MarketInfo(PAIR,MODE_ASK);
   double d = MarketInfo(PAIR,MODE_BID);
   Print(PAIR," 卖一价=",c);
   Print(PAIR," 买一价=",d);
   //Print(StringFormat("%s 卖一价= %d",PAIR,c));
   ZmqMsg message(StringFormat("%f,%f",c,d));
   //ZmqMsg message(DoubleToStr(c));
   publisher.send(message);
   Sleep(500);
   }
   
   publisher.unbind("tcp://*:5558");
   
 }

Python设置

安装pyzmq

def print_hi():
    host = "127.0.0.1"
    port = "5555"

    context = zmq.Context()

    #  Socket to talk to server
    print("Connecting to hello world server…")
    socket = context.socket(zmq.SUB)
    socket.setsockopt(zmq.LINGER, 0)
    socket.setsockopt(zmq.IMMEDIATE, 1)
    socket.connect("tcp://localhost:5558")
    # Subscribes to all topics
    socket.subscribe("")
    try:
        while True:
            #receives a string format message
            data = socket.recv_string()
            y = data.split(",")
            c = float(y[0])
            d = float(y[1])
            print(c, d, c-d)
    except :
        print("EXC'd")
    finally:
        socket.unbind("tcp://localhost:5558")
        socket.close()
        context.term()

一定要注意：先确认端口是否被其他进程占用

netstat -na

如果强制退出mql4程序，会导致端口无法正常释放。此时需要关闭mt4，或者杀掉进程。

先查找进程：

netstat -nao|findstr 5558

查到进程号，然后kill掉

taskkill /t /f /im xxxx