Added ModifiedOrdersMonitor, added some more doc

This commit is contained in:
Mitja
2020-10-18 11:05:18 +02:00
parent 724162f29d
commit 833ce1f192
6 changed files with 226 additions and 0 deletions
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using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
namespace MtApi.Monitors
{
public class ModifiedOrdersEventArgs : EventArgs
{
/// <summary>
/// Returns a list of all modified orders
/// </summary>
public List<MtModifiedOrder> ModifiedOrders { get; }
public ModifiedOrdersEventArgs(List<MtModifiedOrder> modifiedOrders)
{
ModifiedOrders = modifiedOrders;
}
}
}
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using MtApi.Monitors.Triggers;
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
namespace MtApi.Monitors
{
public class ModifiedOrdersMonitor : MtMonitorBase
{
#region Fields
private List<MtOrder> _lastOrders = null;
#endregion
#region Properties
/// <summary>
/// Define on which types of modification this monitor should raise <see cref="OrdersModified"/>
/// </summary>
public OrderModifiedTypes OrderModifiedTypes { get; set; }
#endregion
#region Events
/// <summary>
/// Will be raised when this monitor detects changes on open orders
/// </summary>
public event EventHandler<ModifiedOrdersEventArgs> OrdersModified;
#endregion
#region ctor
public ModifiedOrdersMonitor(MtApiClient apiClient, IMonitorTrigger monitorTrigger, OrderModifiedTypes orderModifiedTypes = OrderModifiedTypes.All, bool syncTrigger = false)
: base(apiClient, monitorTrigger, syncTrigger)
{
_lastOrders = GetOrders();
OrderModifiedTypes = orderModifiedTypes;
}
#endregion
/// <summary>
/// Requests all current open orders
/// </summary>
/// <returns></returns>
private List<MtOrder> GetOrders() => IsMtConnected ? ApiClient.GetOrders(OrderSelectSource.MODE_TRADES) : null;
protected override void OnTriggerRaised()
{
if(_lastOrders == null)
{
_lastOrders = GetOrders();
return;
}
List<MtOrder> currentOrders = GetOrders();
OrderModifiedTypes omt = OrderModifiedTypes;
var mtModifiedOrders = currentOrders
.Select(co => new MtModifiedOrder(_lastOrders.FirstOrDefault(x => x.Ticket == co.Ticket), co))
.ToList();
List<MtModifiedOrder> modifiedOrders = new List<MtModifiedOrder>();
modifiedOrders.AddRange(GetMtModifiedOrdersWithModType(mtModifiedOrders, omt, OrderModifiedTypes.TakeProfit)); //If the takeprofit were changed between both calls
modifiedOrders.AddRange(GetMtModifiedOrdersWithModType(mtModifiedOrders, omt, OrderModifiedTypes.StopLoss)); //If the stoploss were changed between both calls
modifiedOrders.AddRange(GetMtModifiedOrdersWithModType(mtModifiedOrders, omt, OrderModifiedTypes.Operation)); //If an order changed from limit / stop order to an open order
if (modifiedOrders.Count > 0)
OrdersModified?.Invoke(this, new ModifiedOrdersEventArgs(modifiedOrders));
_lastOrders = currentOrders;
}
private static IEnumerable<MtModifiedOrder> GetMtModifiedOrdersWithModType(IEnumerable<MtModifiedOrder> orders, OrderModifiedTypes globalSearchFlag, OrderModifiedTypes modifiedType)
=> globalSearchFlag.HasFlag(modifiedType) ? orders.Where(o => o.ModifyType.HasFlag(modifiedType)) : new List<MtModifiedOrder>();
}
}
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using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
namespace MtApi.Monitors
{
public class MtModifiedOrder
{
/// <summary>
/// The order in its old state (before the changes)
/// </summary>
public MtOrder OldOrder { get; }
/// <summary>
/// The order in its new state (after the changes)
/// </summary>
public MtOrder NewOrder { get; }
/// <summary>
/// The changes found by this instance
/// </summary>
public OrderModifiedTypes ModifyType { get; private set; }
/// <summary>
/// Initializes an instance and compare the order in its old and new state
/// </summary>
/// <param name="oldOrder">The order in its old state (before the changes)</param>
/// <param name="newOrder">The order in its new state (after the changes)</param>
public MtModifiedOrder(MtOrder oldOrder, MtOrder newOrder)
{
if (oldOrder != null && newOrder != null && oldOrder.Ticket != newOrder.Ticket)
throw new ArgumentException(nameof(oldOrder) + " and " + nameof(newOrder) + " need to have the same ticket id");
OldOrder = oldOrder;
NewOrder = newOrder;
ModifyType = OrderModifiedTypes.None;
Compare();
}
private void Compare()
{
if(NewOrder != null && OldOrder != null)
{
if (OldOrder.StopLoss != NewOrder.StopLoss)
ModifyType |= OrderModifiedTypes.StopLoss;
if (OldOrder.TakeProfit != NewOrder.TakeProfit)
ModifyType |= OrderModifiedTypes.TakeProfit;
if (OldOrder.Operation != NewOrder.Operation)
ModifyType |= OrderModifiedTypes.Operation;
}
}
}
}
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using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
using System.Threading.Tasks;
namespace MtApi.Monitors
{
[Flags]
public enum OrderModifiedTypes
{
None = 0x0,
TakeProfit = 1 << 0,
StopLoss = 1 << 1,
Operation = 1 << 2,
All = 7
}
}
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## Monitors
Monitors can be used to monitor different changes on Mt4 structs.
## MtMonitorBase
This is the base class for monitoring extensions. If inherited `MtMonitorBase` needs an instance of `MtApiClient` and `IMonitorTrigger`.
`SyncTrigger` (which can be set in the constructor or as Property) can be used to define whether the trigger should be started and stopped as well if `Start()` or `Stop()` will be called on an instance of a child class of `MtMonitorBase`.
Keep in mind: If an `IMonitorTrigger` will be used for several monitors, `SyncTrigger` set to `true` would cause that all monitors related to this trigger would stop:
```
var fooTrigger = new FooTrigger();
var fooMonitor = new FooMonitor(apiClient, fooTrigger, true);
var barMonitor = new FooMonitor(apiClient, fooTrigger, false);
fooTrigger.Start();
barMonitor.Start();
fooMonitor.Start();
fooMonitor.Stop(); //Because of SyncTrigger = true in the constructor of FooMonitor, fooTrigger.Stop() were triggered as well. Therefore barMonitor will not get any further triggers.
```
## IMonitorTrigger
An `IMonitorTrigger` is for defining when the monitor should check whether his conditions are met for invoking his event.
There are already two `IMonitorTrigger`s which can be used:
### NewBarTrigger
Triggers when a new bar starts
### TimeElapsedTrigger
Triggers when a defined time elapsed
## Default monitors:
There are already two different monitors defined. You can extend them or define new ones by inheriting from `MtMonitorBase`.
### TradeMonitor
Can be used to get updates on new opened trades or closed trades.
## ModifiedOrdersMonitor
Can be used to get updates on modified trades (takeprofit, stoploss, operation).
`OrderModifiedTypes` defines which modifications should be monitored:
1. `None` would cause no monitoring. But please use `Start()` and `Stop()` instead.
2. `TakeProfit` would cause observing whether the TakeProfit were changed.
3. `StopLoss` would cause observing whether the StopLoss were changed.
`Operation` would cause observing trades which changed from a stop / limit order to an open order.
4. `All` would cause observing all above defined.
Because `OrderModifiedTypes` is defined with the Flag-Attribute, you can combine the above monitoring types with a pipe: `OrderModifiedTypes.TakeProfit | OrderModifiedTypes.StopLoss`.
### Example
```
var orderModifyMonitor = new ModifiedOrdersMonitor(
_apiClient,
new MtApi.Monitors.Triggers.TimeElapsedTrigger(TimeSpan.FromSeconds(1)),
OrderModifiedTypes.All,
true
);
orderModifyMonitor.OrdersModified += OrderModifyMonitor_OrdersModified;
orderModifyMonitor.Start();
private void OrderModifyMonitor_OrdersModified(object sender, ModifiedOrdersEventArgs e)
{
//Receives the event
}
```
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@@ -76,7 +76,11 @@
<Compile Include="EnumTerminalInfoInteger.cs" />
<Compile Include="FlagFontStyle.cs" />
<Compile Include="Monitors\AvailabilityOrdersEventArgs.cs" />
<Compile Include="Monitors\OrderModification\ModifiedOrdersEventArgs.cs" />
<Compile Include="Monitors\OrderModification\ModifiedOrdersMonitor.cs" />
<Compile Include="Monitors\OrderModification\MtModifiedOrder.cs" />
<Compile Include="Monitors\MtMonitorBase.cs" />
<Compile Include="Monitors\OrderModification\OrderModifiedTypes.cs" />
<Compile Include="Monitors\Triggers\IMonitorTrigger.cs" />
<Compile Include="Monitors\Triggers\NewBarTrigger.cs" />
<Compile Include="Monitors\Triggers\TimeElapsedTrigger.cs" />