riskgate-service-realcase

Gate risk manager service — real scenario use case.

Implements RiskGateHandler from the @douglasrechia/riskgate package as a MetaTrader 5 service that listens on a socket and approves or rejects incoming trade signals based on a set of risk rules.

Prerequisites

To build and use this project, you will need:

MetaTrader 5 installed.
KnitPkg CLI: The KnitPkg package manager for MetaTrader. If you don't have it, you can install it by following the instructions in the main KnitPkg repository.
KnitPkg homepage: See https://knitpkg.dev for an overview and https://docs.knitpkg.dev for documentation.

Installation

Download and build the latest stable version in a single command via the KnitPkg registry. If MetaTrader is installed in more than one location, first change to your MetaTrader Data Folder root:

cd "C:\Users\<username>\AppData\Roaming\MetaQuotes\Terminal\<TERMINAL_ID>"
kp get mql5 @douglasrechia/riskgate-service-realcase

If needed, restart MetaTrader afterward to refresh the Navigator. Double-click to start the service at Services/riskgate-service-realcase/bin/RiskgateServiceRealCase.

Risk Rules

Rule	Detail
Signal validation	Signal must contain `symbol`, `sl_points`, and `magic`; `symbol` must be non-empty and `sl_points` must be > 0
Lot sizing	0.5% of account equity (core equity model — closed trades), sized from SL in points
Daily loss limit	Daily P&L < −2% of equity → all trades banned until midnight
Daily trade limit	Max 6 trades per day (open + closed combined)
Per-symbol limit	Max 2 open positions per symbol
Correlated exposure	50% lot reduction when another open position shares the same magic number on a different symbol

Project Structure

src/
  RiskgateServiceRealCase.mq5   # Service entry point — starts the RiskGateServer on port 5555
  RiskgateHandler.mqh           # MyHandler implementation with all risk rules
  RiskgateHandlerDep.mqh        # KnitPkg entrypoint — declares external dependency includes
  AccountInfo.mqh               # IAccountInfo interface + Real/Mock implementations
  TradeHistory.mqh              # ITradeHistory interface + Real/Mock implementations
  OpenPositions.mqh             # IOpenPositions interface + Real/Mock implementations
  SymbolInfo.mqh                # ISymbolInfo interface + Real/Mock implementations
tests/
  UnitTests.mq5                 # Unit tests for MyHandler

How It Works

The service starts a RiskGateServer on port 5555. When a signal arrives, MyHandler.OnSignal() runs the following pipeline:

Signal validation — rejects if required keys are missing or values are invalid (invalid_signal)
Daily stats — computes today's closed P&L and closed position count from trade history
Daily trade limit — rejects if open + closed positions ≥ 6 (daily_max_positions_limit)
Daily loss limit — rejects if today's P&L < −2% of balance (daily_loss_limit)
Per-symbol limit — rejects if ≥ 2 open positions already exist on the same symbol (max_positions_reached)
Lot calculation — sizes lot to 0.5% risk from SL in points; halves it if correlated exposure is detected
Approval — returns approved = true with the calculated lot

Signal format (JSON)

{
  "symbol":    "EURUSD",
  "sl_points": 50,
  "magic":     1
}

Response format (JSON)

{
  "approved": true,
  "lot":      0.05,
  "reason":   ""
}

Possible reason values when approved = false:

invalid_signal
daily_max_positions_limit
daily_loss_limit
max_positions_reached
lot_too_small

Tests

Unit tests are in tests/UnitTests.mq5 and cover MyHandler in isolation using mock implementations of all external dependencies (MockTradeHistory, MockAccountInfo, MockOpenPositions, RealSymbolInfo). The command kp get above already compiles the tests as a MetaTrader script under Services/riskgate-service-realcase/bin/UnitTests, just double-click on it.

Test	Description
`Test_ApprovedTrade_LotRisksHalfPercentOfBalance`	Approves trade and sizes lot to exactly 0.5% risk with no history or open positions
`Test_ApprovedTrade_With5OpenPositions`	Approves trade when 5 positions are open on other symbols
`Test_RejectedTrade_With6OpenPositions`	Rejects when 6 positions are already open (`daily_max_positions_limit`)
`Test_RejectedTrade_With2OpenPositionsOnSameSymbol`	Rejects when 2 positions are open on the same symbol (`max_positions_reached`)
`Test_ApprovedTrade_LotHalvedWithCorrelatedExposure`	Approves and halves lot when a correlated position (same magic, different symbol) exists
`Test_ApprovedTrade_DailyLossUnder2Percent`	Approves when daily loss is below the 2% threshold
`Test_RejectedTrade_DailyLossOver2Percent`	Rejects when daily loss exceeds the 2% threshold (`daily_loss_limit`)
`Test_RejectedTrade_InvalidSignal_MissingSymbol`	Rejects signal missing the `symbol` key (`invalid_signal`)
`Test_RejectedTrade_InvalidSignal_SlPointsZero`	Rejects signal with `sl_points = 0` (`invalid_signal`)

License

This project is released under the MIT License. See LICENSE for details.

Disclaimer

This code is provided as-is, for educational purposes only.
No warranty (express or implied) is provided. Use at your own risk.

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