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Building a Python-Style HTTP Requests Library in MQL5

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Summary

This programming article describes a reusable MQL5 wrapper around the platform’s WebRequest function, modeled on Python’s Requests library. Its goal is to simplify HTTP communication from MetaTrader, including sending GET, POST, PUT, and other request types, preparing headers and JSON payloads, and returning a response object with status, body, parsed JSON, headers, cookies, URL, and elapsed time.

The described library also covers file transfers, sessions and cookies, basic authentication, and URL parameters. Examples use a test service to demonstrate request and response handling. The wrapper makes external data and services more accessible to trading programs, but it is infrastructure rather than a trading method. The author explicitly describes the implementation as incomplete and needing extensive testing and improvement; no security review, reliability assessment, or trading results are provided.

Key ideas

  • The library wraps MQL5 WebRequest to make common HTTP operations easier to call.
  • A response structure can retain status, text, parsed JSON, raw content, headers, and timing.
  • The article describes handling files, cookies, authentication, and URL query parameters.
  • Examples demonstrate requests against a test endpoint rather than a trading application.
  • The author presents the module as incomplete and in need of further testing.

Tags

ExecutionMulti-asset

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.