Issue #106: Extended structure Mt5Quote with fields from MqlTick (volume, last, time)

MtApi5/Events/Mt5EventTypes.cs

@@ -3,6 +3,7 @@
     internal enum Mt5EventTypes
     {
         OnTradeTransaction = 1,
-        OnBookEvent        = 2
+        OnBookEvent        = 2,
+        OnTick             = 3
     }
 }

MtApi5/Events/OnTickEvent.cs

@@ -0,0 +1,9 @@
+namespace MtApi5.Events
+{
+    internal class OnTickEvent
+    {
+        public MqlTick Tick { get; set; }
+        public string Instrument { get; set; }
+        public int ExpertHandle { get; set; }
+    }
+}

MtApi5/Mt5Quote.cs

@@ -1,4 +1,5 @@
-using MTApiService;
+using System;
+using MTApiService;
 
 namespace MtApi5
 {
@@ -8,8 +9,13 @@ namespace MtApi5
         public double Bid { get; }
         public double Ask { get; }
         public int ExpertHandle { get; set; }
+        public DateTime Time { get; set; }
+        public double Last { get; set; }
+        public ulong Volume { get; set; }
+//        public long TimeMsc { get; set; }
+//        public uint Flags { get; set; }
 
-        private Mt5Quote(string instrument, double bid, double ask)
+        internal Mt5Quote(string instrument, double bid, double ask)
         {
             Instrument = instrument;
             Bid = bid;

MtApi5/MtApi5.csproj

@@ -49,6 +49,7 @@
   <ItemGroup>
     <Compile Include="CopyTicksFlag.cs" />
     <Compile Include="Events\OnBookEvent.cs" />
+    <Compile Include="Events\OnTickEvent.cs" />
     <Compile Include="Events\OnTradeTransactionEvent.cs" />
     <Compile Include="MqlBookInfo.cs" />
     <Compile Include="MqlParam.cs" />

MtApi5/MtApi5Client.cs

@@ -40,12 +40,19 @@ namespace MtApi5
         private volatile bool _isBacktestingMode;
         private Mt5ConnectionState _connectionState = Mt5ConnectionState.Disconnected;
         private int _executorHandle;
+        private readonly Dictionary<Mt5EventTypes, Action<int, string>> _mtEventHandlers =
+            new Dictionary<Mt5EventTypes, Action<int, string>>();
+        
         #endregion
 
         #region Public Methods
         public MtApi5Client()
         {
             LogConfigurator.Setup(LogProfileName);
+
+            _mtEventHandlers[Mt5EventTypes.OnBookEvent] = ReceivedOnBookEvent;
+            _mtEventHandlers[Mt5EventTypes.OnTick] = ReceivedOnTickEvent;
+            _mtEventHandlers[Mt5EventTypes.OnTradeTransaction] = ReceivedOnTradeTransaction;
         }
 
         ///<summary>
@@ -3002,21 +3009,11 @@ namespace MtApi5
             }
         }
 
+
         private void _client_MtEventReceived(MtEvent e)
         {
             var eventType = (Mt5EventTypes)e.EventType;
-
+            _mtEventHandlers[eventType](e.ExpertHandle, e.Payload);
-            switch (eventType)
-            {
-                case Mt5EventTypes.OnTradeTransaction:
-                    ReceivedOnTradeTransaction(e.ExpertHandle, e.Payload);
-                    break;
-                case Mt5EventTypes.OnBookEvent:
-                    ReceivedOnBookEvent(e.ExpertHandle, e.Payload);
-                    break;
-                default:
-                    throw new ArgumentOutOfRangeException();
-            }
         }
 
         private void ReceivedOnTradeTransaction(int expertHandler, string payload)
@@ -3041,6 +3038,21 @@ namespace MtApi5
             });
         }
 
+        private void ReceivedOnTickEvent(int expertHandler, string payload)
+        {
+            var e = JsonConvert.DeserializeObject<OnTickEvent>(payload);
+            var quote = new Mt5Quote(e.Instrument, e.Tick.bid, e.Tick.ask)
+            {
+                ExpertHandle = expertHandler,
+                Volume = e.Tick.volume,
+                Time = e.Tick.time,
+                Last = e.Tick.last
+            };
+
+            QuoteUpdated?.Invoke(this, quote.Instrument, quote.Bid, quote.Ask);
+            QuoteUpdate?.Invoke(this, new Mt5QuoteEventArgs(quote));
+        }
+
         private void Connect(string host, int port)
         {
             var client = new MtClient(host, port);

TestClients/MtApi5TestClient/ViewModel.cs

@@ -240,7 +240,6 @@ namespace MtApi5TestClient
             _mtApiClient.ConnectionStateChanged += mMtApiClient_ConnectionStateChanged;
             _mtApiClient.QuoteAdded += mMtApiClient_QuoteAdded;
             _mtApiClient.QuoteRemoved += mMtApiClient_QuoteRemoved;
-            _mtApiClient.QuoteUpdated += mMtApiClient_QuoteUpdated;
             _mtApiClient.QuoteUpdate += mMtApiClient_QuoteUpdate;
             _mtApiClient.OnTradeTransaction += mMtApiClient_OnTradeTransaction;
             _mtApiClient.OnBookEvent += _mtApiClient_OnBookEvent;
@@ -1427,13 +1426,13 @@ namespace MtApi5TestClient
             Application.Current?.Dispatcher.Invoke(action, args);
         }
 
-        private static void mMtApiClient_QuoteUpdated(object sender, string symbol, double bid, double ask)
-        {
-            Console.WriteLine(@"Quote: Symbol = {0}, Bid = {1}, Ask = {2}", symbol, bid, ask);
-        }
-
         private void mMtApiClient_QuoteUpdate(object sender, Mt5QuoteEventArgs e)
         {
+            var q = e.Quote;
+
+            Console.WriteLine(@"Quote: Symbol = {0}, Bid = {1}, Ask = {2}, Volume = {3}, Time = {4}, Last = {5}"
+                , q.Instrument, q.Bid, q.Ask, q.Volume, q.Time, q.Last);
+
             if (_quotesMap.ContainsKey(e.Quote.ExpertHandle))
             {
                 var qvm = _quotesMap[e.Quote.ExpertHandle];

mq5/MtApi5.mq5

@@ -1,7 +1,7 @@
 #property copyright "Vyacheslav Demidyuk"
 #property link      ""
 
-#property version   "1.5"
+#property version   "1.6"
 #property description "MtApi (MT5) connection expert"
 
 #include <json.mqh>
@@ -41,7 +41,7 @@
    bool getBooleanValue(int expertHandle, int paramIndex, bool& res, string& err);
 #import
 
-//#define __DEBUG_LOG__
+#define __DEBUG_LOG__
 
 input int Port = 8228;
 
@@ -74,7 +74,13 @@ void OnDeinit(const int reason)
 
 void OnTick()
 {
-   start();
+   MqlTick last_tick;
+   SymbolInfoTick(Symbol(),last_tick);
+   
+   MtOnTickEvent * tick_event = new MtOnTickEvent(Symbol(), last_tick);
+   SendMtEvent(ON_TICK_EVENT, tick_event);
+   delete tick_event;
+   
    if (IsTesting()) OnTimer();
 }
 
@@ -213,21 +219,6 @@ int deinit()
    return (0);
 }
 
-int start() 
-{
-   MqlTick last_tick;
-   SymbolInfoTick(Symbol(),last_tick);
-   double Bid = last_tick.bid;
-   double Ask = last_tick.ask;
-   
-   if (!updateQuote(ExpertHandle, Symbol(), Bid, Ask, _error)) 
-   {
-      Print("updateQuote: [ERROR] ", _error);
-   }
-
-   return (0);
-}
-
 void OnTimer()
 {
    while(true)
@@ -6980,7 +6971,8 @@ string ExecuteRequest_ChartXYToTimePrice(JSONObject *jo)
 enum MtEventTypes
 {
    ON_TRADE_TRANSACTION_EVENT = 1,
-   ON_BOOK_EVENT              = 2
+   ON_BOOK_EVENT              = 2,
+   ON_TICK_EVENT              = 3
 };
 
 class MtEvent
@@ -7033,6 +7025,29 @@ private:
    string _symbol;
 };
 
+class MtOnTickEvent : public MtEvent
+{
+public:
+   MtOnTickEvent(string symbol, const MqlTick& tick)
+   {
+      _symbol = symbol;
+      _tick = tick;
+   }
+   
+   virtual JSONObject* CreateJson()
+   {
+      JSONObject *jo = new JSONObject();
+      jo.put("Tick", MqlTickToJson(_tick));
+      jo.put("Instrument", new JSONString(_symbol));
+      jo.put("ExpertHandle", new JSONNumber(ExpertHandle));
+      return jo;
+   }
+   
+private:
+   string   _symbol;
+   MqlTick  _tick;
+};
+
 void SendMtEvent(MtEventTypes eventType, MtEvent* mtEvent)
 {
 #ifdef __DEBUG_LOG__