Amibroker Data Plugin Source Code Top -

// Real-time WebSocket thread DWORD WINAPI WebSocketThread(LPVOID lpParam)

// Implement GetBar function

: Look at DataSource.cs in the repository for an example of how to implement GetQuotes() to return price data to AmiBroker. amibroker data plugin source code top

AmiBroker requires a C-interface DLL. While you can use "wrappers" for C# or Python, they often introduce latency. For high-frequency data, C++ is the industry standard. For high-frequency data, C++ is the industry standard

#include "pch.h" #include "Plugin.h" // Found in the AmiBroker ADK #include // Structure to hold plugin information struct PluginInfo int nSize; int nType; int nVersion; char szID[32]; char szName[64]; char szVendor[64]; ; // 1. Identify the Plugin extern "C" __declspec(dllexport) int GetPluginInfo(struct PluginInfo* pInfo) pInfo->nSize = sizeof(struct PluginInfo); pInfo->nType = 1; // Type 1 is Data Plugin pInfo->nVersion = 10000; // 1.0.0 strcpy_s(pInfo->szID, "MY_CUSTOM_SOURCE"); strcpy_s(pInfo->szName, "Top Data Plugin Pro"); strcpy_s(pInfo->szVendor, "Developer Name"); return 1; // 2. Define Capabilities extern "C" __declspec(dllexport) int GetPluginCaps(int nIndex) switch(nIndex) case 0: return 1; // Support Real-time case 1: return 1; // Support Intraday default: return 0; // 3. Main Data Retrieval Function extern "C" __declspec(dllexport) int GetQuotes(char* pszTicker, int nPeriodicity, int nLimit, struct Quotation* pQuotes) // Logic to fetch data from your API goes here // pQuotes is an array of structures you must fill: // pQuotes[i].DateTime, pQuotes[i].Price, etc. return 0; // Return number of quotes actually filled // 4. Notify AmiBroker of Status changes extern "C" __declspec(dllexport) void SetTimeBase(int nTimeBase) Use code with caution. 🚀 Optimization Tips for Top Performance memory management must be impeccable

Because AmiBroker is a 32-bit or 64-bit multi-threaded application, thread safety is paramount. Developers must use mutexes or critical sections when accessing shared data structures to prevent crashes. Furthermore, memory management must be impeccable; leaking memory in a data plugin will eventually lead to system instability, especially during long trading sessions where millions of ticks may be processed.