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XTBZorroPlugin

Introduction

XTB is a low-commission broker offering a wide range of tradables instruments. For opening a demo account go to: https://www.xtb.com/en/demo-account.

XTB offers free access to their API. The connection is made through TCP sockets. Link to API their documentation: http://developers.xstore.pro/documentation/#introduction.

This plugin allows to connect to their API from Zorro. It was written in Win32 C++ under Visual Studio 2017.

Build Instructions

All dependencies have been fully integrated into the folder:

  • RapidJson (for JSON parsing and writing)
  • OpenSSL (for secure socket connection)

An old version of OpenSSL has been used to match the existing binary files within Zorro and required by this library: libeay32.dll and ssleay32.dll.

This project includes a Visual Studio 2017 solution. You should be able to simply download the entire folder, open the solution, and build it, using the Release x86 build configuration.

Installation Instructions

To install the plugin, simply place the binary file XTB.dll in the Release folder (of the one in the Debug folder for debugging by attaching your Visual Studio to Zorro) in the Plugin folder where Zorro is installed.

Plugin Description

Broker API Functions

The following Broker API Zorro functions are implemented:

  • BrokerOpen
  • BrokerLogin
  • BrokerTime
  • BrokerAccount
  • BrokerAsset
  • BrokerBuy2
  • BrokerTrade
  • BrokerStop
  • BrokerSell2
  • BrokerCommand

BrokerHistory2 has not been implemented as XTB does not provide any historical data download service.

Broker Commands

The following commands have been implemented:

  • GET_TIME
  • GET_DIGITS
  • GET_MINLOT
  • GET_LOTSTEP
  • GET_MAXLOT
  • GET_SERVERSTATE
  • GET_BROKERZONE
  • GET_DELAY
  • GET_NTRADES
  • GET_POSITION
  • GET_AVGENTRY
  • GET_TRADES
  • GET_TRADEPOSITION (new command added for getting the current position on a trade by its id)
  • GET_WAIT
  • SET_DELAY
  • SET_PATCH (returns 16 as rollover and commission computation are not implemented yet)
  • SET_WAIT
  • SET_LASTCONNECTION (new command added for setting the last connection date for getting all closed trades since the last connection)

Streaming

All streaming services (tick prices, balance and trades) run on another thread.

Log File

A log file is automatically generated at each connection to XTB and dumped into the folder C:\Zorro\Log\XTB by default. To adjust this path to your own Zorro folder path, please modify the line 63 in the header file XTB.h.

Known Issues

Limit/Stop orders to reduce or close a trade cannot be deleted if their size is greater than 50% of the trade size. Hence, this plugin has been implemented to cap limit/stop orders to 50% of the opened trade current position otherwise the plugin would not be able to close a trade with such an order attached.

MIT License

This project is MIT-licensed. See the LICENSE.md file for more details.