Python Zmq SUB套接字未接收到MQL5 Zmq PUB套接字

Question

我正在尝试在MQL5中设置一个PUB套接字，并在Python中设置将接收消息的SUB套接字。

我在MQL5:中有这个

#include <Zmq/Zmq.mqh>
Context context("helloworld");
Socket socket(context,ZMQ_PUB);
string BROKER;
int OnInit()
{
if (socket.bind("tcp://*:5556"))
{
Print("Error");
}
else
Print("Bound");
BROKER = AccountInfoString(ACCOUNT_COMPANY);
return(INIT_SUCCEEDED);
}
void OnTick()
{  
MqlTick last_tick; 
string str;
if(SymbolInfoTick(Symbol(),last_tick)) 
{ 
StringConcatenate(str, BROKER, ",", Symbol(), ",", last_tick.time_msc, ",", last_tick.ask, ",", last_tick.bid, ",", last_tick.last, ",", last_tick.volume); 
} 
else 
str = "FAIL";
Print(str);
ZmqMsg reply(str);
socket.send(reply);
}

Python中的这个：

import zmq
import random
import sys
import time
context = zmq.Context()
socket = context.socket(zmq.SUB)
ports = [5556]
for port in ports:
print(port)
socket.connect("tcp://localhost:{}".format(port))
socket.setsockopt_string(zmq.SUBSCRIBE, '')
print('connected')
f = open('metatrader-1.csv', 'a')
while True:
msg = socket.recv()
print(msg)
f.write(str(msg) + 'n')

这个问题是，这似乎在Python方面没有收到任何东西，recv调用只是永远阻止。OnTick方法是在MT中激发的，因为可以看到指纹。

我怎样才能让它发挥作用？

请注意，如果我切换到REP/REQ对，它就会工作。

MQL5:

#include <Zmq/Zmq.mqh>

Context context("helloworld");
Socket socket(context,ZMQ_REQ);
string BROKER;
int OnInit()
{
if (socket.connect("tcp://localhost:5555"))
{
Print("Error");
}
else
Print("Bound");
BROKER = AccountInfoString(ACCOUNT_COMPANY);
return(INIT_SUCCEEDED);
}
void OnTick()
{  
MqlTick last_tick; 
string str;
if(SymbolInfoTick(Symbol(),last_tick)) 
{ 
StringConcatenate(str, BROKER, ",", Symbol(), ",", last_tick.time_msc, ",", last_tick.ask, ",", last_tick.bid, ",", last_tick.last, ",", last_tick.volume); 
} 
else 
str = "FAIL";
Print(str);
ZmqMsg reply(str);
socket.send(reply);
socket.recv(reply);
}

Python:

import zmq
import random
import sys
import time
context = zmq.Context()
socket = context.socket(zmq.REP)
ports = [5555]
for port in ports:
print(port)
socket.bind("tcp://*:{}".format(port))
#socket.setsockopt_string(zmq.SUBSCRIBE, '')
print('connected')
f = open('metatrader-1.csv', 'a')
while True:
msg = socket.recv()
socket.send_string('ack')
print(msg)
f.write(str(msg) + 'n')

但这有一些缺点，所以如果我能帮助的话，我宁愿不使用它

Answer 1

您的套接字选项必须放在套接字连接之前，因此您的代码将是：

import zmq
import random
import sys
import time
context = zmq.Context()
socket = context.socket(zmq.SUB)
ports = [5556]
socket.setsockopt(zmq.SUBSCRIBE, b"")  # Note.
for port in ports:
print(port)
socket.connect("tcp://localhost:{}".format(port))
print('connected')
f = open('metatrader-1.csv', 'a')
while True:
msg = socket.recv()
print(msg)
f.write(str(msg) + 'n')

此外，这部分：

if (socket.bind("tcp://*:5556"))
{
Print("Error");
}
else
Print("Bound");

应该是相反的方式。当成功绑定套接字时，这实际上会打印一个错误。