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📡 StreamQuotes (GoMT4)

Goal: subscribe to live quotes for one or many symbols with auto‑reconnect and clean cancellation.

Real code refs:

  • Streaming helpers: examples/mt4/MT4Account.go (e.g., OnSymbolTick / stream wrapper)
  • Demo usage: examples/mt4/MT4_service.go (see StreamQuotes flow)

✅ 1) Preconditions

  • MT4 terminal is connected and symbols are visible in Market Watch.
  • You have a parent ctx to control lifetime.

▶️ 2) Subscribe to symbols

ctx, cancel := context.WithCancel(context.Background())
defer cancel()

symbols := []string{"EURUSD", "GBPUSD"}

// Helper starts a stream and returns two channels:
//   dataCh: ticks
//   errCh : terminal errors (non‑recoverable)
dataCh, errCh := account.OnSymbolTick(ctx, symbols)

for {
    select {
    case <-ctx.Done():
        return // stop gracefully
    case err := <-errCh:
        if err != nil {
            log.Printf("stream stopped: %v", err)
            return
        }
    case t := <-dataCh:
        fmt.Printf("%s Bid=%.5f Ask=%.5f @ %s\n",
            t.GetSymbol(), t.GetBid(), t.GetAsk(), t.GetTime().AsTime().Format(time.RFC3339))
    }
}

Under the hood the helper auto‑reconnects on io.EOF / codes.Unavailable using backoff+jitter from MT4Account.go.

🧭 3) Backoff & health checks

  • Reconnects use exponential backoff with jitter (see constants in MT4Account.go).
  • A short health‑check (e.g., AccountSummary with 3s timeout) can be run after initial connect to ensure MT4 is ready.

🧰 4) Processing tips

  • Keep the loop non‑blocking: if you do heavy work (DB, strategy), hand off ticks into a buffered channel/worker.
  • Log spread in pips: (Ask-Bid)/Point to catch broker anomalies.
  • If you need OHLC bars, aggregate incoming ticks by timeframe on your side.

⚠️ Pitfalls

  • No reads → if you stop reading dataCh, producer back‑pressure can stall the stream.
  • Hidden symbol → ensure symbol is visible; suffixes like EURUSD.m are different instruments.
  • Context canceled → stream ends; always watch <-ctx.Done()>.
  • Network flaps → tune backoffBase/backoffMax (Reliability chapter).

🔄 Variations

  • Single symbol: pass []string{"EURUSD"}.
  • Dynamic subscribe: keep a registry and restart the stream with a new symbol set when needed.
  • Parallel consumers: fan‑out ticks to multiple goroutines via a broadcast channel.

📎 See also

  • GetQuote.md — one‑shot quote.
  • GetMultipleQuotes.md — batch fetch.
  • Reliability (en) — timeouts, reconnects, backoff.