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Merge pull request #58 from Tr4Dr/master

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Refactored and updated enumerations
This commit is contained in:
Vyacheslav Demidyuk
2017-08-28 13:56:44 +03:00
committed by GitHub
parent 3ce6b042de 29722f362d
commit a33d4a4594
3 changed files with 494 additions and 212 deletions
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MtApi5/MqlTradeRequest.cs
+3 -1
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@@ -5,7 +5,7 @@ namespace MtApi5
public class MqlTradeRequest
{
public ENUM_TRADE_REQUEST_ACTIONS Action { get; set; } // Trade operation type
public uint Magic { get; set; } // Expert Advisor ID (magic number)
public ulong Magic { get; set; } // Expert Advisor ID (magic number)
public ulong Order { get; set; } // Order ticket
public string Symbol { get; set; } // Trade symbol
public double Volume { get; set; } // Requested volume for a deal in lots
@@ -19,5 +19,7 @@ namespace MtApi5
public ENUM_ORDER_TYPE_TIME Type_time { get; set; } // Order expiration type
public DateTime Expiration { get; set; } // Order expiration time (for the orders of ORDER_TIME_SPECIFIED type)
public string Comment { get; set; } // Order comment
public ulong Position { get; set; } // Position ticket
public ulong PositionBy { get; set; } // The ticket of an opposite position
}
}
MtApi5/Mt5Enums.cs
+487 -211
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@@ -1,200 +1,10 @@
namespace MtApi5
{
public enum ENUM_TRADE_REQUEST_ACTIONS
{
TRADE_ACTION_DEAL = 1, //Place a trade order for an immediate execution with the specified parameters (market order)
TRADE_ACTION_PENDING = 5, //Place a trade order for an immediate execution with the specified parameters (market order)
TRADE_ACTION_SLTP = 6, //Place a trade order for an immediate execution with the specified parameters (market order)
TRADE_ACTION_MODIFY = 7, //Place a trade order for an immediate execution with the specified parameters (market order)
TRADE_ACTION_REMOVE = 8 //Place a trade order for an immediate execution with the specified parameters (market order)
}
public enum ENUM_ORDER_TYPE
{
ORDER_TYPE_BUY = 0, //Market Buy order
ORDER_TYPE_SELL = 1, //Market Sell order
ORDER_TYPE_BUY_LIMIT = 2, //Buy Limit pending order
ORDER_TYPE_SELL_LIMIT = 3, //Sell Limit pending order
ORDER_TYPE_BUY_STOP = 4, //Buy Stop pending order
ORDER_TYPE_SELL_STOP = 5, //Sell Stop pending order
ORDER_TYPE_BUY_STOP_LIMIT = 6, //Upon reaching the order price, a pending Buy Limit order is places at the StopLimit price
ORDER_TYPE_SELL_STOP_LIMIT = 7, //Upon reaching the order price, a pending Sell Limit order is places at the StopLimit price
}
public enum ENUM_ORDER_TYPE_FILLING
{
ORDER_FILLING_FOK = 0,
ORDER_FILLING_IOC = 1,
ORDER_FILLING_RETURN = 2
}
public enum ENUM_ORDER_TYPE_TIME
{
ORDER_TIME_GTC = 0,
ORDER_TIME_DAY = 1,
ORDER_TIME_SPECIFIED = 2,
ORDER_TIME_SPECIFIED_DAY = 3
}
public enum ENUM_POSITION_PROPERTY_DOUBLE
{
POSITION_VOLUME = 3, //Position volume
POSITION_PRICE_OPEN = 4, //Position open price
POSITION_SL = 6, //Stop Loss level of opened position
POSITION_TP = 7, //Take Profit level of opened position
POSITION_PRICE_CURRENT = 5, //Current price of the position symbol
POSITION_COMMISSION = 8, //Commission
POSITION_SWAP = 9, //Cumulative swap
POSITION_PROFIT = 10 //Current profit
}
public enum ENUM_POSITION_PROPERTY_INTEGER
{
POSITION_TIME = 1, //Position open time
POSITION_TYPE = 2, //Position type
POSITION_MAGIC = 12, //Position magic number
POSITION_IDENTIFIER = 13 //Position identifier is a unique number that is assigned to every newly opened position and doesn't change during the entire lifetime of the position. Position turnover doesn't change its identifier.
}
public enum ENUM_POSITION_TYPE
{
POSITION_TYPE_BUY = 0, //Buy
POSITION_TYPE_SELL = 1 //Sell
}
public enum ENUM_POSITION_PROPERTY_STRING
{
POSITION_SYMBOL = 0, //Symbol of the position
POSITION_COMMENT = 11 //Position comment
}
public enum ENUM_ORDER_PROPERTY_DOUBLE
{
ORDER_VOLUME_INITIAL = 7, //Order initial volume
ORDER_VOLUME_CURRENT = 8, //Order current volume
ORDER_PRICE_OPEN = 9, //Price specified in the order
ORDER_SL = 12, //Stop Loss value
ORDER_TP = 13, //Take Profit value
ORDER_PRICE_CURRENT = 10, //The current price of the order symbol
ORDER_PRICE_STOPLIMIT = 11 //The Limit order price for the StopLimit order
}
public enum ENUM_ORDER_PROPERTY_STRING
{
ORDER_SYMBOL = 0, //Symbol of the order
ORDER_COMMENT = 16 //Order comment
}
public enum ENUM_ORDER_PROPERTY_INTEGER
{
ORDER_TIME_SETUP = 1, //Order setup time
ORDER_TYPE = 4, //Order type
ORDER_STATE = 14, //Order state
ORDER_TIME_EXPIRATION = 2, //Order expiration time
ORDER_TIME_DONE = 3, //Order execution or cancellation time
ORDER_TYPE_FILLING = 5, //Order filling type
ORDER_TYPE_TIME = 6, //Order lifetime
ORDER_MAGIC = 15, //ID of an Expert Advisor that has placed the order (designed to ensure that each Expert Advisor places its own unique number)
ORDER_POSITION_ID = 17 //Position identifier that is set to an order as soon as it is executed. Each executed order results in a deal that opens or modifies an already existing position. The identifier of exactly this position is set to the executed order at this moment.
}
public enum ENUM_DEAL_PROPERTY_DOUBLE
{
DEAL_VOLUME = 5,
DEAL_PRICE = 6,
DEAL_COMMISSION = 7,
DEAL_SWAP = 8,
DEAL_PROFIT = 9
}
public enum ENUM_DEAL_PROPERTY_STRING
{
DEAL_SYMBOL = 0,
DEAL_COMMENT = 10
}
public enum ENUM_DEAL_TYPE
{
DEAL_TYPE_BUY = 0,
DEAL_TYPE_SELL = 1,
DEAL_TYPE_BALANCE = 2,
DEAL_TYPE_CREDIT = 3,
DEAL_TYPE_CHARGE = 4,
DEAL_TYPE_CORRECTION = 5,
DEAL_TYPE_BONUS = 6,
DEAL_TYPE_COMMISSION = 7,
DEAL_TYPE_COMMISSION_DAILY = 8,
DEAL_TYPE_COMMISSION_MONTHLY = 9,
DEAL_TYPE_COMMISSION_AGENT_DAILY = 10,
DEAL_TYPE_COMMISSION_AGENT_MONTHLY = 11,
DEAL_TYPE_INTEREST = 12,
DEAL_TYPE_BUY_CANCELED = 13,
DEAL_TYPE_SELL_CANCELED = 14
}
public enum ENUM_DEAL_ENTRY
{
DEAL_ENTRY_IN = 0,
DEAL_ENTRY_OUT = 1,
DEAL_ENTRY_INOUT = 2,
DEAL_ENTRY_STATE = 255
}
public enum ENUM_DEAL_PROPERTY_INTEGER
{
DEAL_ORDER = 1,
DEAL_TIME = 2,
DEAL_TYPE = 3,
DEAL_ENTRY = 4,
DEAL_MAGIC = 11,
DEAL_POSITION_ID = 12
}
public enum ENUM_ACCOUNT_INFO_INTEGER
{
ACCOUNT_LOGIN = 0,
ACCOUNT_TRADE_MODE = 32,
ACCOUNT_LEVERAGE = 35,
ACCOUNT_LIMIT_ORDERS = 47,
ACCOUNT_MARGIN_SO_MODE = 44,
ACCOUNT_TRADE_ALLOWED = 33,
ACCOUNT_TRADE_EXPERT = 34
}
public enum ENUM_ACCOUNT_INFO_DOUBLE
{
ACCOUNT_BALANCE = 37,
ACCOUNT_CREDIT = 38,
ACCOUNT_PROFIT = 39,
ACCOUNT_EQUITY = 40,
ACCOUNT_MARGIN = 41,
ACCOUNT_FREEMARGIN = 42,
ACCOUNT_MARGIN_LEVEL = 43,
ACCOUNT_MARGIN_SO_CALL = 45,
ACCOUNT_MARGIN_SO_SO = 46
}
public enum ENUM_ACCOUNT_INFO_STRING
{
ACCOUNT_NAME = 1,
ACCOUNT_SERVER = 3,
ACCOUNT_CURRENCY = 36,
ACCOUNT_COMPANY = 2
}
public enum ENUM_ACCOUNT_TRADE_MODE
{
ACCOUNT_TRADE_MODE_DEMO = 0,
ACCOUNT_TRADE_MODE_CONTEST = 1,
ACCOUNT_TRADE_MODE_REAL = 2
}
public enum ENUM_ACCOUNT_STOPOUT_MODE
{
ACCOUNT_STOPOUT_MODE_PERCENT = 0,
ACCOUNT_STOPOUT_MODE_MONEY = 1
}
// Chart Constants:
#region Chart Timeframes
public enum ENUM_TIMEFRAMES
{
PERIOD_CURRENT = 0,
@@ -221,19 +31,66 @@
PERIOD_MN1 = 49153
}
public enum ENUM_SERIES_INFO_INTEGER
#endregion //Chart Timeframes
// Environment State:
#region Client Terminal Properties
public enum ENUM_TERMINAL_INFO_INTEGER
{
SERIES_BARS_COUNT = 0,
SERIES_FIRSTDATE = 1,
SERIES_LASTBAR_DATE = 5,
SERIES_SERVER_FIRSTDATE = 2,
SERIES_TERMINAL_FIRSTDATE = 3,
SERIES_SYNCHRONIZED = 4
TERMINAL_BUILD = 5,
TERMINAL_COMMUNITY_ACCOUNT = 23,
TERMINAL_COMMUNITY_CONNECTION = 24,
TERMINAL_CONNECTED = 6,
TERMINAL_DLLS_ALLOWED = 7,
TERMINAL_TRADE_ALLOWED = 8,
TERMINAL_EMAIL_ENABLED = 9,
TERMINAL_FTP_ENABLED = 10,
TERMINAL_NOTIFICATIONS_ENABLED = 26,
TERMINAL_MAXBARS = 11,
TERMINAL_MQID = 22,
TERMINAL_CODEPAGE = 12,
TERMINAL_CPU_CORES = 21,
TERMINAL_DISK_SPACE = 20,
TERMINAL_MEMORY_PHYSICAL = 14,
TERMINAL_MEMORY_TOTAL = 15,
TERMINAL_MEMORY_AVAILABLE = 16,
TERMINAL_MEMORY_USED = 17,
TERMINAL_X64 = 18,
TERMINAL_OPENCL_SUPPORT = 19,
TERMINAL_SCREEN_DPI = 27,
TERMINAL_PING_LAST = 29
}
public enum ENUM_TERMINAL_INFO_DOUBLE
{
TERMINAL_COMMUNITY_BALANCE = 25
}
public enum ENUM_TERMINAL_INFO_STRING
{
TERMINAL_LANGUAGE = 13,
TERMINAL_COMPANY = 0,
TERMINAL_NAME = 1,
TERMINAL_PATH = 2,
TERMINAL_DATA_PATH = 3,
TERMINAL_COMMONDATA_PATH = 4
}
#endregion //Client Terminal Properties
#region Symbol Properties
public enum ENUM_SYMBOL_INFO_INTEGER
{
SYMBOL_CUSTOM = 78,
SYMBOL_BACKGROUND_COLOR = 79,
SYMBOL_CHART_MODE = 80,
SYMBOL_SELECT = 0,
//FIXME: SYMBOL_VISIBLE not found in MQL5 environment!
//SYMBOL_VISIBLE = ?
SYMBOL_SESSION_DEALS = 56,
SYMBOL_SESSION_BUY_ORDERS = 60,
SYMBOL_SESSION_SELL_ORDERS = 62,
@@ -254,8 +111,14 @@
SYMBOL_TRADE_EXEMODE = 33,
SYMBOL_SWAP_MODE = 37,
SYMBOL_SWAP_ROLLOVER3DAYS = 40,
SYMBOL_MARGIN_HEDGED_USE_LEG = 82,
SYMBOL_EXPIRATION_MODE = 49,
SYMBOL_FILLING_MODE = 50
SYMBOL_FILLING_MODE = 50,
SYMBOL_ORDER_MODE = 71,
SYMBOL_ORDER_GTC_MODE = 81,
SYMBOL_ORDER_CLOSEBY = 64,
SYMBOL_OPTION_MODE = 75,
SYMBOL_OPTION_RIGHT = 74,
}
public enum ENUM_SYMBOL_INFO_DOUBLE
@@ -269,12 +132,16 @@
SYMBOL_LAST = 7,
SYMBOL_LASTHIGH = 8,
SYMBOL_LASTLOW = 9,
SYMBOL_OPTION_STRIKE = 72,
SYMBOL_POINT = 16,
SYMBOL_TRADE_TICK_VALUE = 26,
SYMBOL_TRADE_TICK_VALUE_PROFIT = 53,
SYMBOL_TRADE_TICK_VALUE_LOSS = 54,
SYMBOL_TRADE_TICK_SIZE = 27,
SYMBOL_TRADE_CONTRACT_SIZE = 28,
SYMBOL_TRADE_ACCRUED_INTEREST = 87,
SYMBOL_TRADE_FACE_VALUE = 86,
SYMBOL_TRADE_LIQUIDITY_RATE = 85,
SYMBOL_VOLUME_MIN = 34,
SYMBOL_VOLUME_MAX = 35,
SYMBOL_VOLUME_STEP = 36,
@@ -283,11 +150,11 @@
SYMBOL_SWAP_SHORT = 39,
SYMBOL_MARGIN_INITIAL = 42,
SYMBOL_MARGIN_MAINTENANCE = 43,
SYMBOL_MARGIN_LONG = 44,
SYMBOL_MARGIN_SHORT = 45,
SYMBOL_MARGIN_LIMIT = 46,
SYMBOL_MARGIN_STOP = 47,
SYMBOL_MARGIN_STOPLIMIT = 48,
SYMBOL_MARGIN_LONG = 44, //FIXME: Undocumented!
SYMBOL_MARGIN_SHORT = 45, //FIXME: Undocumented!
SYMBOL_MARGIN_LIMIT = 46, //FIXME: Undocumented!
SYMBOL_MARGIN_STOP = 47, //FIXME: Undocumented!
SYMBOL_MARGIN_STOPLIMIT = 48, //FIXME: Undocumented!
SYMBOL_SESSION_VOLUME = 57,
SYMBOL_SESSION_TURNOVER = 58,
SYMBOL_SESSION_INTEREST = 59,
@@ -298,20 +165,80 @@
SYMBOL_SESSION_AW = 66,
SYMBOL_SESSION_PRICE_SETTLEMENT = 67,
SYMBOL_SESSION_PRICE_LIMIT_MIN = 68,
SYMBOL_SESSION_PRICE_LIMIT_MAX = 69
SYMBOL_SESSION_PRICE_LIMIT_MAX = 69,
SYMBOL_MARGIN_HEDGED = 77
}
public enum ENUM_SYMBOL_INFO_STRING
{
SYMBOL_BASIS = 73,
SYMBOL_CURRENCY_BASE = 22,
SYMBOL_CURRENCY_PROFIT = 23,
SYMBOL_CURRENCY_MARGIN = 24,
SYMBOL_BANK = 19,
SYMBOL_DESCRIPTION = 20,
SYMBOL_FORMULA = 84,
SYMBOL_PAGE = 83,
SYMBOL_ISIN = 70,
SYMBOL_PATH = 21
}
public enum ENUM_SYMBOL_CHART_MODE
{
SYMBOL_CHART_MODE_BID = 0,
SYMBOL_CHART_MODE_LAST = 1
}
public enum ENUM_SYMBOL_ORDER_GTC_MODE
{
SYMBOL_ORDERS_GTC = 0,
SYMBOL_ORDERS_DAILY = 1,
SYMBOL_ORDERS_DAILY_EXCLUDING_STOPS = 2
}
public enum ENUM_SYMBOL_CALC_MODE
{
SYMBOL_CALC_MODE_FOREX = 0,
SYMBOL_CALC_MODE_FUTURES = 1,
SYMBOL_CALC_MODE_CFD = 2,
SYMBOL_CALC_MODE_CFDINDEX = 3,
SYMBOL_CALC_MODE_CFDLEVERAGE = 4,
SYMBOL_CALC_MODE_EXCH_STOCKS = 32,
SYMBOL_CALC_MODE_EXCH_FUTURES = 33,
SYMBOL_CALC_MODE_EXCH_FUTURES_FORTS = 34,
SYMBOL_CALC_MODE_SERV_COLLATERAL = 64
}
public enum ENUM_SYMBOL_TRADE_MODE
{
SYMBOL_TRADE_MODE_DISABLED = 0,
SYMBOL_TRADE_MODE_LONGONLY = 1,
SYMBOL_TRADE_MODE_SHORTONLY = 2,
SYMBOL_TRADE_MODE_CLOSEONLY = 3,
SYMBOL_TRADE_MODE_FULL = 4
}
public enum ENUM_SYMBOL_TRADE_EXECUTION
{
SYMBOL_TRADE_EXECUTION_REQUEST = 0,
SYMBOL_TRADE_EXECUTION_INSTANT = 1,
SYMBOL_TRADE_EXECUTION_MARKET = 2,
SYMBOL_TRADE_EXECUTION_EXCHANGE = 3
}
public enum ENUM_SYMBOL_SWAP_MODE
{
SYMBOL_SWAP_MODE_DISABLED = 0,
SYMBOL_SWAP_MODE_POINTS = 1,
SYMBOL_SWAP_MODE_CURRENCY_SYMBOL = 2,
SYMBOL_SWAP_MODE_CURRENCY_MARGIN = 3,
SYMBOL_SWAP_MODE_CURRENCY_DEPOSIT = 4,
SYMBOL_SWAP_MODE_INTEREST_CURRENT = 5,
SYMBOL_SWAP_MODE_INTEREST_OPEN = 6,
SYMBOL_SWAP_MODE_REOPEN_CURRENT = 7,
SYMBOL_SWAP_MODE_REOPEN_BID = 8
}
public enum ENUM_DAY_OF_WEEK
{
SUNDAY = 0,
@@ -323,11 +250,360 @@
SATURDAY = 6
}
public enum ENUM_SYMBOL_OPTION_RIGHT
{
SYMBOL_OPTION_RIGHT_CALL = 0,
SYMBOL_OPTION_RIGHT_PUT = 1
}
public enum ENUM_SYMBOL_OPTION_MODE
{
SYMBOL_OPTION_MODE_EUROPEAN = 0,
SYMBOL_OPTION_MODE_AMERICAN = 1
}
#endregion //Symbol Properties
#region Account Properties
public enum ENUM_ACCOUNT_INFO_INTEGER
{
ACCOUNT_LOGIN = 0, //Account number
ACCOUNT_TRADE_MODE = 32, //Account trade mode
ACCOUNT_LEVERAGE = 35, //Account leverage
ACCOUNT_LIMIT_ORDERS = 47, //Maximum allowed number of active pending orders
ACCOUNT_MARGIN_SO_MODE = 44, //Mode for setting the minimal allowed margin
ACCOUNT_TRADE_ALLOWED = 33, //Allowed trade for the current account
ACCOUNT_TRADE_EXPERT = 34, //Allowed trade for an Expert Advisor
ACCOUNT_MARGIN_MODE = 53 //Margin calculation mode
}
public enum ENUM_ACCOUNT_INFO_DOUBLE
{
ACCOUNT_BALANCE = 37, //Account balance in the deposit currency
ACCOUNT_CREDIT = 38, //Account credit in the deposit currency
ACCOUNT_PROFIT = 39, //Current profit of an account in the deposit currency
ACCOUNT_EQUITY = 40, //Account equity in the deposit currency
ACCOUNT_MARGIN = 41, //Account margin used in the deposit currency
ACCOUNT_MARGIN_FREE = 42, //Free margin of an account in the deposit currency
ACCOUNT_MARGIN_LEVEL = 43, //Account margin level in percents
ACCOUNT_MARGIN_SO_CALL = 45, //Margin call level
ACCOUNT_MARGIN_SO_SO = 46, //Margin stop out level
ACCOUNT_MARGIN_INITIAL = 48, //Initial margin
ACCOUNT_MARGIN_MAINTENANCE = 49, //Maintenance margin
ACCOUNT_ASSETS = 50, //The current assets of an account
ACCOUNT_LIABILITIES = 51, //The current liabilities on an account
ACCOUNT_COMMISSION_BLOCKED = 52 //The current blocked commission amount on an account
}
public enum ENUM_ACCOUNT_INFO_STRING
{
ACCOUNT_NAME = 1, //Client name
ACCOUNT_SERVER = 3, //Trade server name
ACCOUNT_CURRENCY = 36, //Account currency
ACCOUNT_COMPANY = 2 //Name of a company that serves the account
}
public enum ENUM_ACCOUNT_TRADE_MODE
{
ACCOUNT_TRADE_MODE_DEMO = 0, //Demo account
ACCOUNT_TRADE_MODE_CONTEST = 1, //Contest account
ACCOUNT_TRADE_MODE_REAL = 2 //Real account
}
public enum ENUM_ACCOUNT_STOPOUT_MODE
{
ACCOUNT_STOPOUT_MODE_PERCENT = 0, //Account stop out mode in percents
ACCOUNT_STOPOUT_MODE_MONEY = 1 //Account stop out mode in money
}
public enum ENUM_ACCOUNT_MARGIN_MODE
{
ACCOUNT_MARGIN_MODE_RETAIL_NETTING = 0, //Used for the OTC markets to interpret positions in the "netting" mode
ACCOUNT_MARGIN_MODE_EXCHANGE = 1, //Used for the exchange markets
ACCOUNT_MARGIN_MODE_RETAIL_HEDGING = 2 //Used for the exchange markets where individual positions are possible
}
#endregion //Account Properties
// Trade Constants:
#region History Database Properties
public enum ENUM_SERIES_INFO_INTEGER
{
SERIES_BARS_COUNT = 0, //Bars count for the symbol-period for the current moment
SERIES_FIRSTDATE = 1, //The very first date for the symbol-period for the current moment
SERIES_LASTBAR_DATE = 5, //Open time of the last bar of the symbol-period
SERIES_SERVER_FIRSTDATE = 2, //The very first date in the history of the symbol on the server regardless of the timeframe
SERIES_TERMINAL_FIRSTDATE = 3, //The very first date in the history of the symbol in the client terminal, regardless of the timeframe
SERIES_SYNCHRONIZED = 4 //Symbol/period data synchronization flag for the current moment
}
#endregion //History Database Properties
#region Order Properties
public enum ENUM_ORDER_PROPERTY_INTEGER
{
ORDER_TICKET = 22, //Order ticket. Unique number assigned to each order
ORDER_TIME_SETUP = 1, //Order setup time
ORDER_TYPE = 4, //Order type
ORDER_STATE = 14, //Order state
ORDER_TIME_EXPIRATION = 2, //Order expiration time
ORDER_TIME_DONE = 3, //Order execution or cancellation time
ORDER_TIME_SETUP_MSC = 18, //The time of placing an order for execution in milliseconds since 01.01.1970
ORDER_TIME_DONE_MSC = 19, //Order execution/cancellation time in milliseconds since 01.01.1970
ORDER_TYPE_FILLING = 5, //Order filling type
ORDER_TYPE_TIME = 6, //Order lifetime
ORDER_MAGIC = 15, //ID of an Expert Advisor that has placed the order (designed to ensure that each Expert Advisor places its own unique number)
ORDER_REASON = 23, //The reason or source for placing an order
ORDER_POSITION_ID = 17, //Position identifier that is set to an order as soon as it is executed. Each executed order results in a deal that opens or modifies an already existing position. The identifier of exactly this position is set to the executed order at this moment.
ORDER_POSITION_BY_ID = 21 //Identifier of an opposite position used for closing by order ORDER_TYPE_CLOSE_BY
}
public enum ENUM_ORDER_PROPERTY_DOUBLE
{
ORDER_VOLUME_INITIAL = 7, //Order initial volume
ORDER_VOLUME_CURRENT = 8, //Order current volume
ORDER_PRICE_OPEN = 9, //Price specified in the order
ORDER_SL = 12, //Stop Loss value
ORDER_TP = 13, //Take Profit value
ORDER_PRICE_CURRENT = 10, //The current price of the order symbol
ORDER_PRICE_STOPLIMIT = 11 //The Limit order price for the StopLimit order
}
public enum ENUM_ORDER_PROPERTY_STRING
{
ORDER_SYMBOL = 0, //Symbol of the order
ORDER_COMMENT = 16, //Order comment
ORDER_EXTERNAL_ID = 20 //Order identifier in an external trading system (on the Exchange)
}
public enum ENUM_ORDER_TYPE
{
ORDER_TYPE_BUY = 0, //Market Buy order
ORDER_TYPE_SELL = 1, //Market Sell order
ORDER_TYPE_BUY_LIMIT = 2, //Buy Limit pending order
ORDER_TYPE_SELL_LIMIT = 3, //Sell Limit pending order
ORDER_TYPE_BUY_STOP = 4, //Buy Stop pending order
ORDER_TYPE_SELL_STOP = 5, //Sell Stop pending order
ORDER_TYPE_BUY_STOP_LIMIT = 6, //Upon reaching the order price, a pending Buy Limit order is places at the StopLimit price
ORDER_TYPE_SELL_STOP_LIMIT = 7, //Upon reaching the order price, a pending Sell Limit order is places at the StopLimit price
ORDER_TYPE_CLOSE_BY = 8 //Order to close a position by an opposite one
}
public enum ENUM_ORDER_STATE
{
ORDER_STATE_STARTED = 0, //Order checked, but not yet accepted by broker
ORDER_STATE_PLACED = 1, //Order accepted
ORDER_STATE_CANCELED = 2, //Order canceled by client
ORDER_STATE_PARTIAL = 3, //Order partially executed
ORDER_STATE_FILLED = 4, //Order fully executed
ORDER_STATE_REJECTED = 5, //Order rejected
ORDER_STATE_EXPIRED = 6, //Order expired
ORDER_STATE_REQUEST_ADD = 7, //Order is being registered (placing to the trading system)
ORDER_STATE_REQUEST_MODIFY = 8, //Order is being modified (changing its parameters)
ORDER_STATE_REQUEST_CANCEL = 9 //Order is being deleted (deleting from the trading system)
}
public enum ENUM_ORDER_TYPE_FILLING
{
ORDER_FILLING_FOK = 0,
ORDER_FILLING_IOC = 1,
ORDER_FILLING_RETURN = 2
}
public enum ENUM_ORDER_TYPE_TIME
{
ORDER_TIME_GTC = 0,
ORDER_TIME_DAY = 1,
ORDER_TIME_SPECIFIED = 2,
ORDER_TIME_SPECIFIED_DAY = 3
}
public enum ENUM_ORDER_REASON
{
ORDER_REASON_CLIENT = 0, //The order was placed from a desktop terminal
ORDER_REASON_MOBILE = 1, //The order was placed from a mobile application
ORDER_REASON_WEB = 2, //The order was placed from a web platform
ORDER_REASON_EXPERT = 3, //The order was placed from an MQL5-program, i.e. by an Expert Advisor or a script
ORDER_REASON_SL = 4, //The order was placed as a result of Stop Loss activation
ORDER_REASON_TP = 5, //The order was placed as a result of Take Profit activation
ORDER_REASON_SO = 6 //The order was placed as a result of the Stop Out event
}
#endregion //Order Properties
#region Position Properties
public enum ENUM_POSITION_PROPERTY_INTEGER
{
POSITION_TICKET = 17, //Position ticket
POSITION_TIME = 1, //Position open time
POSITION_TIME_MSC = 14, //Position opening time in milliseconds since 01.01.1970
POSITION_TIME_UPDATE = 15, //Position changing time in seconds since 01.01.1970
POSITION_TIME_UPDATE_MSC = 16, //Position changing time in milliseconds since 01.01.1970
POSITION_TYPE = 2, //Position type
POSITION_MAGIC = 12, //Position magic number
POSITION_IDENTIFIER = 13, //Position identifier is a unique number that is assigned to every newly opened position and doesn't change during the entire lifetime of the position. Position turnover doesn't change its identifier.
POSITION_REASON = 18 //The reason for opening a position
}
public enum ENUM_POSITION_PROPERTY_DOUBLE
{
POSITION_VOLUME = 3, //Position volume
POSITION_PRICE_OPEN = 4, //Position open price
POSITION_SL = 6, //Stop Loss level of opened position
POSITION_TP = 7, //Take Profit level of opened position
POSITION_PRICE_CURRENT = 5, //Current price of the position symbol
POSITION_COMMISSION = 8, //FIXME: Undocumented!
POSITION_SWAP = 9, //Cumulative swap
POSITION_PROFIT = 10 //Current profit
}
public enum ENUM_POSITION_PROPERTY_STRING
{
POSITION_SYMBOL = 0, //Symbol of the position
POSITION_COMMENT = 11 //Position comment
}
public enum ENUM_POSITION_TYPE
{
POSITION_TYPE_BUY = 0, //Buy
POSITION_TYPE_SELL = 1 //Sell
}
public enum ENUM_POSITION_REASON
{
POSITION_REASON_CLIENT = 0, //The position was opened as a result of activation of an order placed from a desktop terminal
POSITION_REASON_MOBILE = 1, //The position was opened as a result of activation of an order placed from a mobile application
POSITION_REASON_WEB = 2, //The position was opened as a result of activation of an order placed from the web platform
POSITION_REASON_EXPERT = 3 //The position was opened as a result of activation of an order placed from an MQL5 program
}
#endregion //Position Properties
#region Deal Properties
public enum ENUM_DEAL_PROPERTY_INTEGER
{
DEAL_TICKET = 15, //Deal ticket. Unique number assigned to each deal
DEAL_ORDER = 1, //Deal order number
DEAL_TIME = 2, //Deal time
DEAL_TIME_MSC = 13, //The time of a deal execution in milliseconds since 01.01.1970
DEAL_TYPE = 3, //Deal type
DEAL_ENTRY = 4, //Deal entry - entry in, entry out, reverse
DEAL_MAGIC = 11, //Deal magic number
DEAL_REASON = 16, //The reason or source for deal execution
DEAL_POSITION_ID = 12 //Identifier of a position
}
public enum ENUM_DEAL_PROPERTY_DOUBLE
{
DEAL_VOLUME = 5, //Deal volume
DEAL_PRICE = 6, //Deal price
DEAL_COMMISSION = 7, //Deal commission
DEAL_SWAP = 8, //Cumulative swap on close
DEAL_PROFIT = 9 //Deal profit
}
public enum ENUM_DEAL_PROPERTY_STRING
{
DEAL_SYMBOL = 0, //Deal symbol
DEAL_COMMENT = 10, //Deal comment
DEAL_EXTERNAL_ID = 14 //Deal identifier in an external trading system (on the Exchange)
}
public enum ENUM_DEAL_TYPE
{
DEAL_TYPE_BUY = 0, //Buy
DEAL_TYPE_SELL = 1, //Sell
DEAL_TYPE_BALANCE = 2, //Balance
DEAL_TYPE_CREDIT = 3, //Credit
DEAL_TYPE_CHARGE = 4, //Additional charge
DEAL_TYPE_CORRECTION = 5, //Correction
DEAL_TYPE_BONUS = 6, //Bonus
DEAL_TYPE_COMMISSION = 7, //Additional commission
DEAL_TYPE_COMMISSION_DAILY = 8, //Daily commission
DEAL_TYPE_COMMISSION_MONTHLY = 9, //Monthly commission
DEAL_TYPE_COMMISSION_AGENT_DAILY = 10, //Daily agent commission
DEAL_TYPE_COMMISSION_AGENT_MONTHLY = 11, //Monthly agent commission
DEAL_TYPE_INTEREST = 12, //Interest rate
DEAL_TYPE_BUY_CANCELED = 13, //Canceled buy deal
DEAL_TYPE_SELL_CANCELED = 14, //Canceled sell deal
DEAL_DIVIDEND = 15, //Dividend operations
DEAL_DIVIDEND_FRANKED = 16, //Franked (non-taxable) dividend operations
DEAL_TAX = 17 //Tax charges
}
public enum ENUM_DEAL_ENTRY
{
DEAL_ENTRY_IN = 0, //Entry in
DEAL_ENTRY_OUT = 1, //Entry out
DEAL_ENTRY_INOUT = 2, //Reverse
DEAL_ENTRY_STATE = 255 //Close a position by an opposite one
}
public enum ENUM_DEAL_REASON
{
DEAL_REASON_CLIENT = 0, //The deal was executed as a result of activation of an order placed from a desktop terminal
DEAL_REASON_MOBILE = 1, //The deal was executed as a result of activation of an order placed from a mobile application
DEAL_REASON_WEB = 2, //The deal was executed as a result of activation of an order placed from the web platform
DEAL_REASON_EXPERT = 3, //The deal was executed as a result of activation of an order placed from an MQL5 program, i.e. an Expert Advisor or a script
DEAL_REASON_SL = 4, //The deal was executed as a result of Stop Loss activation
DEAL_REASON_TP = 5, //The deal was executed as a result of Take Profit activation
DEAL_REASON_SO = 6, //The deal was executed as a result of the Stop Out event
DEAL_REASON_ROLLOVER = 7, //The deal was executed due to a rollover
DEAL_REASON_VMARGIN = 8, //The deal was executed after charging the variation margin
DEAL_REASON_SPLIT = 9 //The deal was executed after the split (price reduction) of an instrument, which had an open position during split announcement
}
#endregion //Deal Properties
#region Trade Operation Types
public enum ENUM_TRADE_REQUEST_ACTIONS
{
TRADE_ACTION_DEAL = 1, //Place a trade order for an immediate execution with the specified parameters (market order)
TRADE_ACTION_PENDING = 5, //Place a trade order for the execution under specified conditions (pending order)
TRADE_ACTION_SLTP = 6, //Modify Stop Loss and Take Profit values of an opened position
TRADE_ACTION_MODIFY = 7, //Modify the parameters of the order placed previously
TRADE_ACTION_REMOVE = 8, //Delete the pending order placed previously
TRADE_ACTION_CLOSE_BY = 10 //Close a position by an opposite one
}
#endregion //Trade Operation Types
#region Trade Transaction Types
public enum ENUM_TRADE_TRANSACTION_TYPE
{
TRADE_TRANSACTION_ORDER_ADD = 0, //Adding a new open order
TRADE_TRANSACTION_ORDER_UPDATE = 1, //Updating an open order
TRADE_TRANSACTION_ORDER_DELETE = 2, //Removing an order from the list of the open ones
TRADE_TRANSACTION_DEAL_ADD = 6, //Adding a deal to the history
TRADE_TRANSACTION_DEAL_UPDATE = 7, //Updating a deal in the history
TRADE_TRANSACTION_DEAL_DELETE = 8, //Deleting a deal from the history
TRADE_TRANSACTION_HISTORY_ADD = 3, //Adding an order to the history as a result of execution or cancellation
TRADE_TRANSACTION_HISTORY_UPDATE = 4, //Changing an order located in the orders history
TRADE_TRANSACTION_HISTORY_DELETE = 5, //Deleting an order from the orders history
TRADE_TRANSACTION_POSITION = 9, //Changing a position not related to a deal execution
TRADE_TRANSACTION_REQUEST = 10 //Notification of the fact that a trade request has been processed by a server and processing result has been received
}
#endregion //Trade Transaction Types
#region Trade Orders in Depth Of Market
public enum ENUM_BOOK_TYPE
{
BOOK_TYPE_SELL = 1,
BOOK_TYPE_BUY = 2,
BOOK_TYPE_SELL_MARKET = 3,
BOOK_TYPE_BUY_MARKET = 4
BOOK_TYPE_SELL = 1, //Sell order (Offer)
BOOK_TYPE_BUY = 2, //Buy order (Bid)
BOOK_TYPE_SELL_MARKET = 3, //Sell order by Market
BOOK_TYPE_BUY_MARKET = 4 //Buy order by Market
}
#endregion //Trade Orders in Depth Of Market
}
mq5/MtApi5.mq5
+4
View File
@@ -360,6 +360,7 @@ int executeCommand()
sendStringResponse(ExpertHandle, PositionGetSymbol(index));
}
break;
case 8: //PositionSelect
{
@@ -379,6 +380,7 @@ int executeCommand()
sendDoubleResponse(ExpertHandle, PositionGetDouble(property_id));
}
break;
case 10: //PositionGetInteger
{
@@ -1775,6 +1777,8 @@ void ReadMqlTradeRequestFromCommand(MqlTradeRequest& request)
request.expiration = (datetime)tmpEnumValue;
getStringValue(ExpertHandle, 14, commentValue);
request.comment = commentValue;
getULongValue(ExpertHandle, 15, request.position);
getULongValue(ExpertHandle, 16, request.position_by);
}
string BoolToString(bool value)