Issue #136: Updated structures MqlTick, MqlBook with new field volume_real. Remove redundant code from MtApiService.

MT5Connector/MT5Connector.cpp

@@ -31,22 +31,6 @@ public struct CMqlRates
     int     spread;       // Spread
     __int64 real_volume;  // Trade volume
 };
-
-public struct CMqlTick
-{
-    __int64                time;          // Time of the last prices update
-    double                bid;           // Current Bid price
-    double                ask;           // Current Ask price
-    double                last;          // Price of the last deal (Last)
-    unsigned __int64    volume;        // Volume for the current Last price
-};
-
-public struct CMqlBookInfo
-{
-    int        type;       // Order type from ENUM_BOOK_TYPE enumeration
-    double    price;      // Price
-    __int64    volume;     // Volume
-};
 #pragma pack(pop)
 
 void convertSystemString(wchar_t* dest, String^ src)
@@ -224,37 +208,6 @@ _DLLAPI int _stdcall sendMqlRatesArrayResponse(int expertHandle, CMqlRates value
     }, err, 0);
 }
 
-_DLLAPI int _stdcall sendMqlTickResponse(int expertHandle, CMqlTick* response, wchar_t* err)
-{
-    return Execute<int>([&expertHandle, response]() {
-        MtMqlTick^ mtResponse = gcnew MtMqlTick();
-        mtResponse->time = response->time;
-        mtResponse->bid = response->bid;
-        mtResponse->ask = response->ask;
-        mtResponse->last = response->last;
-        mtResponse->volume = response->volume;
-        MtAdapter::GetInstance()->SendResponse(expertHandle, gcnew MtResponseMqlTick(mtResponse));
-        return 1;
-    }, err, 0);
-}
-
-_DLLAPI int _stdcall sendMqlBookInfoArrayResponse(int expertHandle, CMqlBookInfo values[], int size, wchar_t* err)
-{
-    return Execute<int>([&expertHandle, values, &size]() {
-        array<MtMqlBookInfo^>^ list = gcnew array<MtMqlBookInfo^>(size);
-        for (int i = 0; i < size; i++)
-        {
-            MtMqlBookInfo^ info = gcnew MtMqlBookInfo();
-            info->type = values[i].type;
-            info->price = values[i].price;
-            info->volume = values[i].volume;
-            list[i] = info;
-        }
-        MtAdapter::GetInstance()->SendResponse(expertHandle, gcnew MtResponseMqlBookInfoArray(list));
-        return 1;
-    }, err, 0);
-}
-
 //----------- get values -------------------------------
 
 _DLLAPI int _stdcall getCommandType(int expertHandle, int* res, wchar_t* err)

MTApiService/MTApiService.csproj

@@ -72,9 +72,7 @@
     <Compile Include="MtClient.cs" />
     <Compile Include="MtCommandTask.cs" />
     <Compile Include="MtEvent.cs" />
-    <Compile Include="MtMqlBookInfo.cs" />
     <Compile Include="MtMqlRates.cs" />
-    <Compile Include="MtMqlTick.cs" />
     <Compile Include="MtMqlTradeRequest.cs" />
     <Compile Include="MtRegistryManager.cs" />
     <Compile Include="MtConnectionProfile.cs" />

MTApiService/MtMqlBookInfo.cs

@@ -1,17 +0,0 @@
-using System.Runtime.Serialization;
-
-namespace MTApiService
-{
-    [DataContract]
-    public class MtMqlBookInfo
-    {
-        [DataMember]
-        public int type { get; set; }
-
-        [DataMember]
-        public double price { get; set; }
-
-        [DataMember]
-        public long volume { get; set; }  
-    }
-}

MTApiService/MtMqlTick.cs

@@ -1,23 +0,0 @@
-using System.Runtime.Serialization;
-
-namespace MTApiService
-{
-    [DataContract]
-    public class MtMqlTick
-    {
-        [DataMember]
-        public long time { get; set; }          // Time of the last prices update
-        
-        [DataMember]
-        public double bid { get; set; }           // Current Bid price
-
-        [DataMember]
-        public double ask { get; set; }           // Current Ask price
-
-        [DataMember]
-        public double last { get; set; }          // Price of the last deal (Last)
-
-        [DataMember]
-        public ulong volume { get; set; }        // Volume for the current Last price
-    }
-}

MTApiService/MtResponse.cs

@@ -17,9 +17,8 @@ namespace MTApiService
                                 typeof(MtResponseString), typeof(MtResponseBool),
                                 typeof(MtResponseLong), typeof(MtResponseULong),
                                 typeof(MtResponseDoubleArray), typeof(MtResponseIntArray),
-                                typeof(MtResponseLongArray), typeof(MtResponseMqlTick),
+                                typeof(MtResponseLongArray),
-                                typeof(MtResponseArrayList), typeof(MtResponseMqlRatesArray),
+                                typeof(MtResponseArrayList), typeof(MtResponseMqlRatesArray)};
-                                typeof(MtResponseMqlBookInfoArray)};
         }
 
         public abstract object GetValue();
@@ -255,43 +254,4 @@ namespace MTApiService
             return Value.ToString();
         }
     }
-
-    [DataContract]
-    public class MtResponseMqlTick : MtResponse
-    {
-        public MtResponseMqlTick(MtMqlTick value)
-        {
-            Value = value;
-        }
-
-        [DataMember]
-        public MtMqlTick Value { get; private set; }
-
-        public override object GetValue() { return Value; }
-
-        public override string ToString()
-        {
-            return Value.ToString();
-        }
-    }
-
-    [DataContract]
-    public class MtResponseMqlBookInfoArray : MtResponse
-    {
-        public MtResponseMqlBookInfoArray(MtMqlBookInfo[] value)
-        {
-            Value = value;
-        }
-
-        [DataMember]
-        public MtMqlBookInfo[] Value { get; private set; }
-
-        public override object GetValue() { return Value; }
-
-        public override string ToString()
-        {
-            return Value.ToString();
-        }
-    }
-    
 }

MTApiService/Properties/AssemblyInfo.cs

@@ -32,5 +32,5 @@ using System.Runtime.InteropServices;
 // You can specify all the values or you can default the Build and Revision Numbers 
 // by using the '*' as shown below:
 // [assembly: AssemblyVersion("1.0.*")]
-[assembly: AssemblyVersion("1.0.30.0")]
+[assembly: AssemblyVersion("1.0.31.0")]
-[assembly: AssemblyFileVersion("1.0.30.0")]
+[assembly: AssemblyFileVersion("1.0.31.0")]

MtApi5/MqlBookInfo.cs

@@ -16,6 +16,7 @@ namespace MtApi5
         public ENUM_BOOK_TYPE type { get; set; }    // Order type from ENUM_BOOK_TYPE enumeration
         public double price { get; set; }           // Price
         public long volume { get; set; }            // Volume
+        public double volume_real { get; set; }   // Volume for the current Last price with greater accuracy 
 
         public override string ToString()
         {

MtApi5/MqlTick.cs

@@ -23,7 +23,8 @@ namespace MtApi5
         public double bid { get; set; }           // Current Bid price
         public double ask { get; set; }           // Current Ask price
         public double last { get; set; }          // Price of the last deal (Last)
-        public ulong volume { get; set; }        // Volume for the current Last price
+        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 DateTime time => Mt5TimeConverter.ConvertFromMtTime(MtTime);
     }

MtApi5/MtApi5.csproj

@@ -98,6 +98,7 @@
     <Compile Include="Requests\Response.cs" />
     <Compile Include="Requests\SymbolInfoStringRequest.cs" />
     <Compile Include="Requests\SymbolInfoStringResult.cs" />
+    <Compile Include="Requests\SymbolInfoTickRequest.cs" />
   </ItemGroup>
   <ItemGroup>
     <ProjectReference Include="..\MTApiService\MTApiService.csproj">

MtApi5/MtApi5Client.cs

@@ -1476,19 +1476,27 @@ namespace MtApi5
         ///<param name="tick"> Link to the structure of the MqlTick type, to which the current prices and time of the last price update will be placed.</param>
         public bool SymbolInfoTick(string symbol, out MqlTick  tick)
         {
-            var commandParameters = new ArrayList { symbol };
+            tick = SendRequest<MqlTick>(new SymbolInfoTickRequest
-
-            var retVal = SendCommand<MtMqlTick>(Mt5CommandType.SymbolInfoTick, commandParameters);
-
-            tick = null;
-            if (retVal != null)
             {
-                tick = new MqlTick { MtTime = retVal.time, ask = retVal.ask, bid = retVal.bid, last = retVal.last, volume = retVal.volume };
+                SymbolName = symbol
-            }
+            });
 
             return tick != null;
         }
 
+        ///<summary>
+        ///The function returns current prices of a specified symbol in a variable of the MqlTick type.
+        ///</summary>
+        ///<param name="symbol">Symbol name.</param>
+        public MqlTick SymbolInfoTick(string symbol)
+        {
+            var tick = SendRequest<MqlTick>(new SymbolInfoTickRequest
+            {
+                SymbolName = symbol
+            });
+
+            return tick;
+        }
 
         ///<summary>
         ///Allows receiving time of beginning and end of the specified quoting sessions for a specified symbol and weekday.

MtApi5/Requests/RequestType.cs

@@ -15,6 +15,7 @@ namespace MtApi5.Requests
         SymbolInfoString    = 8,
         ChartTimePriceToXY  = 9,
         ChartXYToTimePrice  = 10,
-        PositionClose       = 11
+        PositionClose       = 11,
+        SymbolInfoTick      = 12
     }
 }

MtApi5/Requests/SymbolInfoTickRequest.cs

@@ -0,0 +1,14 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+
+namespace MtApi5.Requests
+{
+    internal class SymbolInfoTickRequest : RequestBase
+    {
+        public override RequestType RequestType => RequestType.SymbolInfoTick;
+
+        public string SymbolName { get; set; }
+    }
+}

TestClients/MtApi5TestClient/ViewModel.cs

@@ -1030,6 +1030,7 @@ namespace MtApi5TestClient
             AddLog($"SymbolInfoTick(EURUSD) tick.ask = {result.ask}");
             AddLog($"SymbolInfoTick(EURUSD) tick.last = {result.last}");
             AddLog($"SymbolInfoTick(EURUSD) tick.volume = {result.volume}");
+            AddLog($"SymbolInfoTick(EURUSD) tick.volume_real = {result.volume_real}");
         }
 
         private async void ExecuteSymbolInfoSessionQuote(object o)
@@ -1100,7 +1101,7 @@ namespace MtApi5TestClient
 
             for (var i = 0; i < result.Length; i++)
             {
-                AddLog($"MarketBookGet: [{i}] - {result[i].price} | {result[i].volume} | {result[i].type}");
+                AddLog($"MarketBookGet: [{i}] - {result[i].price} | {result[i].volume} | {result[i].type} | {result[i].volume_real}");
             }
         }
 

mq5/MtApi5.mq5

@@ -1,7 +1,7 @@
 #property copyright "Vyacheslav Demidyuk"
 #property link      ""
 
-#property version   "1.7"
+#property version   "1.6"
 #property description "MtApi (MT5) connection expert"
 
 #include <json.mqh>
@@ -25,8 +25,6 @@
    bool sendULongResponse(int expertHandle, ulong response, string& err);
    bool sendLongArrayResponse(int expertHandle, long& values[], int size, string& err);
    bool sendMqlRatesArrayResponse(int expertHandle, MqlRates& values[], int size, string& err);   
-   bool sendMqlTickResponse(int expertHandle, MqlTick& response, string& err);
-   bool sendMqlBookInfoArrayResponse(int expertHandle, MqlBookInfo& values[], int size, string& err);   
    bool sendErrorResponse(int expertHandle, int code, string message, string& err);
    
    bool sendEvent(int expertHandle, int eventType, string payload, string& err);  
@@ -41,7 +39,7 @@
    bool getBooleanValue(int expertHandle, int paramIndex, bool& res, string& err);
 #import
 
-//#define __DEBUG_LOG__
+#define __DEBUG_LOG__
 
 enum LockTickType
 {
@@ -532,9 +530,8 @@ int executeCommand()
    case 56: //SymbolInfoString
       Execute_SymbolInfoString();
    break;    
-   case 57: //SymbolInfoTick
+//   case 57: //SymbolInfoTick
-      Execute_SymbolInfoTick();
+//   break;
-   break;
    case 58: //SymbolInfoSessionQuote
       Execute_SymbolInfoSessionQuote();
    break;     
@@ -3150,37 +3147,6 @@ void Execute_SymbolInfoString()
    }
 }
 
-void Execute_SymbolInfoTick()
-{
-   string symbol;
-   StringInit(symbol, 100, 0);
-      
-   if (!getStringValue(ExpertHandle, 0, symbol, _error))
-   {
-      PrintParamError("SymbolInfoTick", "symbol", _error);
-      sendErrorResponse(ExpertHandle, -1, _error, _response_error);
-      return;
-   }
-   
-   MqlTick tick={0}; 
-   bool ok = SymbolInfoTick(symbol, tick);       
-   
-   if (ok)
-   {
-      if (!sendMqlTickResponse(ExpertHandle, tick, _response_error))
-      {
-         PrintResponseError("SymbolInfoTick", _response_error);
-      }
-   }
-   else
-   {
-      if (!sendVoidResponse(ExpertHandle, _response_error))
-      {
-         PrintResponseError("SymbolInfoTick", _response_error);
-      }
-   }
-}
-
 void Execute_SymbolInfoSessionQuote()
 {
    string symbol;
@@ -3433,87 +3399,52 @@ void Execute_PositionSelectByTicket()
 
 void Execute_ObjectCreate()
 {
-   int nParameter = 0;
    long chartId;
    string name;
    int type;
    int nwin;
-   int time1;
+   int time;
-   double price1;
+   double price;
-   int arrTime[29];
-   double arrPrice[29];  
    StringInit(name, 200, 0);
    
-   if (!getIntValue(ExpertHandle, 0, nParameter, _error))
+   if (!getLongValue(ExpertHandle, 0, chartId, _error))
-   {
-      PrintParamError("ObjectCreate", "nParameter", _error);
-      sendErrorResponse(ExpertHandle, -1, _error, _response_error);
-      return;
-   }
-   
-   if (!getLongValue(ExpertHandle, 1, chartId, _error))
    {
       PrintParamError("ObjectCreate", "chartId", _error);
       sendErrorResponse(ExpertHandle, -1, _error, _response_error);
       return;
    }
-   if (!getStringValue(ExpertHandle, 2, name, _error))
+   if (!getStringValue(ExpertHandle, 1, name, _error))
    {
       PrintParamError("ObjectCreate", "name", _error);
       sendErrorResponse(ExpertHandle, -1, _error, _response_error);
       return;
    }
-   if (!getIntValue(ExpertHandle, 3, type, _error))
+   if (!getIntValue(ExpertHandle, 2, type, _error))
    {
       PrintParamError("ObjectCreate", "type", _error);
       sendErrorResponse(ExpertHandle, -1, _error, _response_error);
       return;
    }
-   if (!getIntValue(ExpertHandle, 4, nwin, _error))
+   if (!getIntValue(ExpertHandle, 3, nwin, _error))
    {
       PrintParamError("ObjectCreate", "nwin", _error);
       sendErrorResponse(ExpertHandle, -1, _error, _response_error);
       return;
    }
-   if (!getIntValue(ExpertHandle, 5, time1, _error))
+   if (!getIntValue(ExpertHandle, 4, time, _error))
    {
-      PrintParamError("ObjectCreate", "time1", _error);
+      PrintParamError("ObjectCreate", "time", _error);
       sendErrorResponse(ExpertHandle, -1, _error, _response_error);
       return;
    }
-   if (!getDoubleValue(ExpertHandle, 6, price1, _error))
+   if (!getDoubleValue(ExpertHandle, 5, price, _error))
    {
-      PrintParamError("ObjectCreate", "price1", _error);
+      PrintParamError("ObjectCreate", "price", _error);
       sendErrorResponse(ExpertHandle, -1, _error, _response_error);
       return;
    }
    
-   ArrayInitialize(arrTime, 0);
+   if (!sendBooleanResponse(ExpertHandle, ObjectCreate(chartId, name, (ENUM_OBJECT)type, nwin, (datetime)time, price), _response_error))
-   ArrayInitialize(arrPrice, 0);
-   for(int i = 0; i * 2 + 6 < nParameter; i++)
-   {
-      if (!getIntValue(ExpertHandle, i * 2 + 7, arrTime[i], _error))
-      {
-         PrintParamError("ObjectCreate", "time" + IntegerToString(i * 2 + 7), _error);
-         sendErrorResponse(ExpertHandle, -1, _error, _response_error);
-         return;
-      }
-      else if (!getDoubleValue(ExpertHandle, i * 2 + 8, arrPrice[i], _error))
-      {
-         PrintParamError("ObjectCreate", "price" + IntegerToString(i * 2 + 8), _error);
-         sendErrorResponse(ExpertHandle, -1, _error, _response_error);
-         return;
-      }    
-   }
-   
-   if (!sendBooleanResponse(ExpertHandle 
-         ,ObjectCreate(chartId, name, (ENUM_OBJECT)type, nwin, (datetime)time1, price1 
-            ,(datetime)arrTime[0], arrPrice[0],(datetime)arrTime[1], arrPrice[1],(datetime)arrTime[2], arrPrice[2],(datetime)arrTime[3], arrPrice[3],(datetime)arrTime[4], arrPrice[4],(datetime)arrTime[5], arrPrice[5] 
-            ,(datetime)arrTime[6], arrPrice[6],(datetime)arrTime[7], arrPrice[7],(datetime)arrTime[8], arrPrice[8],(datetime)arrTime[9], arrPrice[9],(datetime)arrTime[10], arrPrice[10],(datetime)arrTime[11], arrPrice[11] 
-            ,(datetime)arrTime[12], arrPrice[12],(datetime)arrTime[13], arrPrice[13],(datetime)arrTime[14], arrPrice[14],(datetime)arrTime[15], arrPrice[15],(datetime)arrTime[16], arrPrice[16],(datetime)arrTime[17], arrPrice[17] 
-            ,(datetime)arrTime[18], arrPrice[18],(datetime)arrTime[19], arrPrice[19],(datetime)arrTime[20], arrPrice[20],(datetime)arrTime[21], arrPrice[21],(datetime)arrTime[22], arrPrice[22],(datetime)arrTime[23], arrPrice[23] 
-            ,(datetime)arrTime[24], arrPrice[24],(datetime)arrTime[25], arrPrice[25],(datetime)arrTime[26], arrPrice[26],(datetime)arrTime[27], arrPrice[27],(datetime)arrTime[28], arrPrice[28])
-         , _response_error))
    {
       PrintResponseError("ObjectCreate", _response_error);
    }
@@ -6830,6 +6761,9 @@ string OnRequest(string json)
             case 11: //PositionClose
                response = ExecuteRequest_PositionClose(jo);
                break;
+            case 12: //SymbolInfoTick
+               response = ExecuteRequest_SymbolInfoTick(jo);
+               break;
             default:
                PrintFormat("%s [WARNING]: Unknown request type %d", __FUNCTION__, requestType);
                response = CreateErrorResponse(-1, "Unknown request type");
@@ -7118,6 +7052,7 @@ JSONObject* MqlBookInfoToJson(MqlBookInfo& info)
     jo.put("type", new JSONNumber((int)info.type));
     jo.put("price", new JSONNumber(info.price));
     jo.put("volume", new JSONNumber(info.volume));
+    jo.put("volume_real", new JSONNumber(info.volume_real));
     return jo;
 }
 
@@ -7341,6 +7276,25 @@ string ExecuteRequest_PositionClose(JSONObject *jo)
    return CreateSuccessResponse("Value", result_value_jo);  
 }
 
+string ExecuteRequest_SymbolInfoTick(JSONObject *jo)
+{
+   CHECK_JSON_VALUE(jo, "SymbolName", CreateErrorResponse(-1, "Undefinded mandatory parameter SymbolName"));
+   string symbol_name = jo.getString("SymbolName");
+   
+#ifdef __DEBUG_LOG__   
+   PrintFormat("%s: symbol_name = %s", __FUNCTION__, symbol_name);
+#endif
+
+   MqlTick tick={0};
+   bool ok = SymbolInfoTick(symbol_name, tick);
+     
+#ifdef __DEBUG_LOG__   
+   PrintFormat("%s: ok = %s", __FUNCTION__, BoolToString(ok));
+#endif
+
+   return CreateSuccessResponse("Value", MqlTickToJson(tick));      
+}
+
 //------------ Events -------------------------------------------------------
 
 enum MtEventTypes
@@ -7572,6 +7526,7 @@ JSONObject* MqlTickToJson(MqlTick& tick)
     jo.put("ask", new JSONNumber(tick.ask));
     jo.put("last", new JSONNumber(tick.last));
     jo.put("volume", new JSONNumber(tick.volume));
+    jo.put("volume_real", new JSONNumber(tick.volume_real));
     return jo;
 }