Merge branch 'dev'

MtApi5/MqlTick.cs

@@ -5,12 +5,18 @@ namespace MtApi5
     public class MqlTick
     {
         public MqlTick(DateTime time, double bid, double ask, double last, ulong volume)
+            : this(time, bid, ask, last, volume, 0)
+        {
+        }
+
+        public MqlTick(DateTime time, double bid, double ask, double last, ulong volume, ENUM_TICK_FLAGS flags)
         {
             MtTime = Mt5TimeConverter.ConvertToMtTime(time);
             this.bid = bid;
             this.ask = ask;
             this.last = last;
             this.volume = volume;
+            this.flags = flags;
         }
 
         public MqlTick()
@@ -27,6 +33,7 @@ namespace MtApi5
                 last = tick.Last;
                 volume = tick.Volume;
                 volume_real = tick.VolumeReal;
+                flags = (ENUM_TICK_FLAGS)tick.Flags;
             }
         }
 
@@ -37,6 +44,7 @@ namespace MtApi5
         public double last { get; set; }          // Price of the last deal (Last)
         public ulong volume { get; set; }         // Volume for the current Last price
         public double volume_real { get; set; }   // Volume for the current Last price with greater accuracy 
+        public ENUM_TICK_FLAGS flags { get; set; } // Tick flags (used for analyzing to find out what data have been changed)
 
         public DateTime time => Mt5TimeConverter.ConvertFromMtTime(MtTime);
     }

MtApi5/Mt5Enums.cs

@@ -862,6 +862,18 @@ namespace MtApi5
         STO_CLOSECLOSE = 1  //Calculation is based on Close/Close prices
     }
 
+    [Flags]
+    public enum ENUM_TICK_FLAGS
+    {
+        TICK_FLAG_NONE = 0,
+        TICK_FLAG_BID = 2,      // Tick has changed a Bid price
+        TICK_FLAG_ASK = 4,      // Tick has changed an Ask price
+        TICK_FLAG_LAST = 8,     // Tick has changed the last deal price
+        TICK_FLAG_VOLUME = 16,   // Tick has changed a volume
+        TICK_FLAG_BUY = 32,     // Tick is a result of a buy deal
+        TICK_FLAG_SELL = 64     // Tick is a result of a sell deal
+    }
+
     #endregion //Price Constants
 
     #region Smoothing Methods

MtApi5/MtProtocol/MqlTick.cs

@@ -8,5 +8,6 @@
         public double Last { get; set; }          // Price of the last deal (Last)
         public ulong Volume { get; set; }         // Volume for the current Last price
         public double VolumeReal { get; set; }    // Volume for the current Last price with greater accuracy
+        public uint Flags { get; set; }           // Tick flags
     }
 }

TestClients/MtApi5TestClient/ViewModel.cs

@@ -1071,7 +1071,7 @@ namespace MtApi5TestClient
             {
                 foreach (var v in result)
                 {
-                    var tickStr = $"time = {v.time}, bid = {v.bid}, ask = {v.ask}, last = {v.last}, volume = {v.volume}";
+                    var tickStr = $"time = {v.time}, bid = {v.bid}, ask = {v.ask}, last = {v.last}, volume = {v.volume}, flags = {v.flags}";
                     TimeSeriesResults.Add(tickStr);
                 }
             });
@@ -1159,6 +1159,7 @@ namespace MtApi5TestClient
             AddLog($"SymbolInfoTick(EURUSD) tick.last = {result.last}");
             AddLog($"SymbolInfoTick(EURUSD) tick.volume = {result.volume}");
             AddLog($"SymbolInfoTick(EURUSD) tick.volume_real = {result.volume_real}");
+            AddLog($"SymbolInfoTick(EURUSD) tick.flags = {result.flags}");
         }
 
         private async void ExecuteSymbolInfoSessionQuote(object o)

mq5/MtApi5.mq5

@@ -3801,6 +3801,21 @@ bool JsonToMqlTradeRequest(JSONObject *jo, MqlTradeRequest& request)
 
 JSONObject* MqlTickToJson(const MqlTick& tick)
 {
+   // MT5 can add some additional non-documented flags, so we need to filter required documented flags only
+    int summ=0;
+    if((tick.flags & TICK_FLAG_BID)==TICK_FLAG_BID)
+      summ+=TICK_FLAG_BID;
+    if((tick.flags & TICK_FLAG_ASK)==TICK_FLAG_ASK)
+      summ+=TICK_FLAG_ASK;
+    if((tick.flags & TICK_FLAG_LAST)==TICK_FLAG_LAST)
+      summ+=TICK_FLAG_LAST;
+    if((tick.flags & TICK_FLAG_VOLUME)==TICK_FLAG_VOLUME)
+      summ+=TICK_FLAG_VOLUME;
+    if((tick.flags & TICK_FLAG_BUY)==TICK_FLAG_BUY)
+      summ+=TICK_FLAG_BUY;
+    if((tick.flags & TICK_FLAG_SELL)==TICK_FLAG_SELL)
+      summ+=TICK_FLAG_SELL;
+
     JSONObject *jo = new JSONObject();
     jo.put("Time", new JSONNumber((long)tick.time));
     jo.put("Bid", new JSONNumber(tick.bid));
@@ -3808,6 +3823,7 @@ JSONObject* MqlTickToJson(const MqlTick& tick)
     jo.put("Last", new JSONNumber(tick.last));
     jo.put("Volume", new JSONNumber(tick.volume));
     jo.put("VolumeReal", new JSONNumber(tick.volume_real));
+    jo.put("Flags", new JSONNumber(summ));
     return jo;
 }