Explore how asynchronous WebSocket clients can enhance MetaTrader 5 applications using Windows API. The process involves creating a custom DLL to facilitate asynchronous operations, overcoming the limitations of synchronous models. Asynchronous functionality is achieved through the WinHTTP library, with session handles configured using specific flags and a callback function registered for event notifications. Constructed in C++ using Visual Studio, the DLL encapsulates WebSocket client functionality, allowing seamless integration with MetaTrader 5. This approach enables efficient server communications, error handling, and resource management, offering developers robust tools for advanced algorithmic trading solutions.

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Discover the powerful integration of WebSockets in MetaTrader 5 using the Windows API, eliminating the need for extra software. This article guides you through creating a robust WebSocket client for MetaTrader 5 applications using the WinHTTP library. Key functions like WinHttpOpen, WinHttpConnect, and WinHttpWebSocketCompleteUpgrade are leveraged to establish efficient WebSocket connections. The client supports synchronous data handling, crucial for real-time trading solutions. Practical implementation includes an Expert Advisor that fetches live tick data from Deriv.com, showcasing how custom symbols can be dynamically managed to enhance trading functionalities. Perfect for developers keen on optimizing trading systems through seamless data integration.

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