add feature to correct historical tick data

some brokers (markets.com) deliver tick incorrect historical tick data. this commit attempts to automatically correct the tick price data
fix indicator plots starting at the wrong timestamp under certain cond.
2020-11-22 13:50:14 +01:00 · 2020-11-22 13:50:14 +01:00 · 2020-11-22 13:50:14 +01:00 · 2020-11-22 13:50:14 +01:00 · 2020-11-22 13:24:09 +01:00 · 2020-11-22 13:21:39 +01:00
2 changed files with 24 additions and 28 deletions
@@ -109,6 +109,23 @@ ControlErrors mControl;
 //+------------------------------------------------------------------+
 bool BindSockets()
  {
+   sysSocket.setLinger(1000);
+   dataSocket.setLinger(1000);
+   liveSocket.setLinger(1000);
+   streamSocket.setLinger(1000);
+   indicatorDataSocket.setLinger(1000);
+   chartDataSocket.setLinger(1000);
+   chartIndicatorDataSocket.setLinger(1000);
+
+// Number of messages to buffer in RAM.
+   sysSocket.setSendHighWaterMark(1000);
+   dataSocket.setSendHighWaterMark(1000);
+   liveSocket.setSendHighWaterMark(1000);
+   streamSocket.setSendHighWaterMark(1000);
+   indicatorDataSocket.setSendHighWaterMark(1000);
+   chartDataSocket.setReceiveHighWaterMark(1000); // TODO confirm settings
+   chartIndicatorDataSocket.setReceiveHighWaterMark(1000);
+   
   bool result = false;
   result = sysSocket.bind(StringFormat("tcp://%s:%d", HOST,SYS_PORT));
   if(result == false)
@@ -174,23 +191,6 @@ bool BindSockets()
      Print("Bound 'JsonAPIIndicator Data' socket on port ", CHART_INDICATOR_DATA_PORT);
     }

-   sysSocket.setLinger(1000);
-   dataSocket.setLinger(1000);
-   liveSocket.setLinger(1000);
-   streamSocket.setLinger(1000);
-   indicatorDataSocket.setLinger(1000);
-   chartDataSocket.setLinger(1000);
-   chartIndicatorDataSocket.setLinger(1000);
-
-// Number of messages to buffer in RAM.
-   sysSocket.setSendHighWaterMark(1);
-   dataSocket.setSendHighWaterMark(5);
-   liveSocket.setSendHighWaterMark(1);
-   streamSocket.setSendHighWaterMark(50);
-   indicatorDataSocket.setSendHighWaterMark(5);
-   chartDataSocket.setReceiveHighWaterMark(1); // TODO confirm settings
-   chartIndicatorDataSocket.setReceiveHighWaterMark(1);
-
   return result;
  }

@@ -1122,7 +1122,6 @@ void HistoryInfo(CJAVal &dataObject)
                  data[i][0]=(long)   tickArray[i].time_msc;
                  data[i][1]=(double) tickArray[i].bid;
                  data[i][2]=(double) tickArray[i].ask;
-                  i++;
                 }
               d["data"].Set(data);
              }
@@ -42,7 +42,12 @@ bool                    setFormingCandleBlank = true;
 int OnInit()

  {
-
+// TODO subscribe only to own IndicatorId topic
+// Subscribe to all topics
+   chartSubscriptionSocket.setSubscribe("");
+   chartSubscriptionSocket.setLinger(1000);
+// Number of messages to buffer in RAM.
+   chartSubscriptionSocket.setReceiveHighWaterMark(1000); // TODO confirm settings
   bool result = chartSubscriptionSocket.connect(StringFormat("tcp://%s:%d", HOST, CHART_SUB_PORT));
   if(result == false)
     {
@@ -50,15 +55,7 @@ int OnInit()
     }
   else
     {
-      if(debug)
-         Print("Accepting Chart Indicator data on port ", CHART_SUB_PORT);
-      // TODO subscribe only to own IndicatorId topic
-      // Subscribe to all topics
-      chartSubscriptionSocket.setSubscribe("");
-      //chartSubscriptionSocket.setLinger(1000);
-      chartSubscriptionSocket.setLinger(10000);
-      // Number of messages to buffer in RAM.
-      chartSubscriptionSocket.setReceiveHighWaterMark(5); // TODO confirm settings
+      Print("Accepting Chart Indicator data on port ", CHART_SUB_PORT);
     }

 //--- indicator buffers mapping;
Author	SHA1	Message	Date
Gunther Schulz	e5e4766455	add feature to correct historical tick data some brokers (markets.com) deliver tick incorrect historical tick data. this commit attempts to automatically correct the tick price data	2020-11-22 13:50:14 +01:00
Gunther Schulz	6e05a9d27e	fix indicator plots starting at the wrong timestamp under certain cond. plots would shift if the processing of indicaters would shift, if a new candle would for in MT while processing of indicator data of the client was still in process. The fix ensure, that any new indicator data starts at the correct timestamp.	2020-11-22 13:50:14 +01:00
Gunther Schulz	746c03196f	improve indicator display for more clarity Removed unused buffer value placeholder Removed 0 as first indicator value	2020-11-22 13:50:14 +01:00
Gunther Schulz	a05ddf7530	add support for indicator short name The actual code change is minor, but unfortunately there was also some additional reformating introdued, which I missed shortened indicator refresh. indicators draw much faster now	2020-11-22 13:50:14 +01:00
Gunther Schulz	1c47fc12d1	fix bug tthat every second tick was dropped Every other tick used to be dropped before this fix, because of incrementing the counter twice in a loop	2020-11-22 13:24:09 +01:00
Gunther Schulz	1a0ce7af3a	fix incorrect setting of high water mark Socket settings need to be set before connecting to the socket Also, increase high water mark	2020-11-22 13:21:39 +01:00
Gunther Schulz	08b83713af	fix compiler failure	2020-11-22 13:15:51 +01:00
Gunther Schulz	775a962d38	format code with new MT5 code styler	2020-11-22 13:14:33 +01:00