Issue #93: Added event OnTradeTransaction. Udpated json.mqh to fix JSONNumber for correct serialization zero integer value".

This commit is contained in:
vdemydiuk
2018-03-01 11:20:25 +02:00
parent 0086b02bc8
commit ad6bad5187
13 changed files with 385 additions and 150 deletions
+7
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@@ -0,0 +1,7 @@
namespace MtApi5.Events
{
internal enum Mt5EventTypes
{
OnTradeTransaction = 1
}
}
+9
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@@ -0,0 +1,9 @@
namespace MtApi5.Events
{
internal class OnTradeTransactionEvent
{
public MqlTradeTransaction Trans { get; set; }
public MqlTradeRequest Request { get; set; }
public MqlTradeResult Result { get; set; }
}
}
+11 -3
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@@ -1,5 +1,6 @@
// ReSharper disable InconsistentNaming
using System;
using Newtonsoft.Json;
namespace MtApi5
{
@@ -18,16 +19,23 @@ namespace MtApi5
public ENUM_ORDER_TYPE Type { get; set; } // Order type
public ENUM_ORDER_TYPE_FILLING Type_filling { get; set; } // Order execution type
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)
[JsonIgnore]
public DateTime Expiration // Order expiration time (for the orders of ORDER_TIME_SPECIFIED type)
{
get { return Mt5TimeConverter.ConvertFromMtTime(MtExpiration); }
set { MtExpiration = Mt5TimeConverter.ConvertToMtTime(value); }
}
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
public int MtExpiration => Mt5TimeConverter.ConvertToMtTime(Expiration);
public int MtExpiration { get; private set; }
public override string ToString()
{
return $"{Symbol}|{Volume}|{Price}|{Volume}|{Action}";
return $"Action={Action}; Magic={Magic}; Order={Order}; Symbol={Symbol}; Volume={Volume}; Price={Price}; Stoplimit={Stoplimit}; Sl={Sl}; Tp={Tp}; Deviation={Deviation}; Type={Type}; Type_filling={Type_filling}; Type_time={Type_time}; Expiration={Expiration}; Comment={Comment}; Position={Position}; PositionBy={PositionBy}";
}
}
}
+39
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@@ -0,0 +1,39 @@
using System;
using Newtonsoft.Json;
namespace MtApi5
{
public class MqlTradeTransaction
{
public ulong Deal { get; set; } // Deal ticket
public ulong Order { get; set; } // Order ticket
public string Symbol { get; set; } // Trade symbol name
public ENUM_TRADE_TRANSACTION_TYPE Type { get; set; } // Trade transaction type
public ENUM_ORDER_TYPE OrderType { get; set; } // Order type
public ENUM_ORDER_STATE OrderState { get; set; } // Order state
public ENUM_DEAL_TYPE DealType { get; set; } // Deal type
public ENUM_ORDER_TYPE_TIME TimeType { get; set; } // Order type by action period
[JsonIgnore]
public DateTime TimeExpiration // Order expiration time
{
get { return Mt5TimeConverter.ConvertFromMtTime(MtTimeExpiration); }
set { MtTimeExpiration = Mt5TimeConverter.ConvertToMtTime(value); }
}
public double Price { get; set; } // Price
public double PriceTrigger { get; set; } // Stop limit order activation price
public double PriceSl { get; set; } // Stop Loss level
public double PriceTp { get; set; } // Take Profit level
public double Volume { get; set; } // Volume in lots
public ulong Position { get; set; } // Position ticket
public ulong PositionBy { get; set; } // Ticket of an opposite position
public int MtTimeExpiration { get; private set; }
public override string ToString()
{
return $"Deal={Deal}; Order={Order}; Symbol={Symbol}; Type={Type}; OrderType={OrderType}; OrderState={OrderState}; DealType={DealType}; TimeType={TimeType}; TimeExpiration={TimeExpiration}; Price={Price}; PriceTrigger{PriceTrigger}; PriceSl={PriceSl}; PriceTp={PriceTp}; Volume={Volume}; Position={Position}; PositionBy={PositionBy}";
}
}
}
+10 -10
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@@ -582,16 +582,16 @@ namespace MtApi5
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
TRADE_TRANSACTION_ORDER_UPDATE = 1, //Updating an open order. The updates include not only evident changes from the client terminal or a trade server sides but also changes of an order state when setting it (for example, transition from ORDER_STATE_STARTED to ORDER_STATE_PLACED or from ORDER_STATE_PLACED to ORDER_STATE_PARTIAL, etc.).
TRADE_TRANSACTION_ORDER_DELETE = 2, //Removing an order from the list of the open ones. An order can be deleted from the open ones as a result of setting an appropriate request or execution (filling) and moving to the history.
TRADE_TRANSACTION_DEAL_ADD = 6, //Adding a deal to the history. The action is performed as a result of an order execution or performing operations with an account balance.
TRADE_TRANSACTION_DEAL_UPDATE = 7, //Updating a deal in the history. There may be cases when a previously executed deal is changed on a server. For example, a deal has been changed in an external trading system (exchange) where it was previously transferred by a broker.
TRADE_TRANSACTION_DEAL_DELETE = 8, //Deleting a deal from the history. There may be cases when a previously executed deal is deleted from a server. For example, a deal has been deleted in an external trading system (exchange) where it was previously transferred by a broker.
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. This type is provided for enhancing functionality on a trade server side.
TRADE_TRANSACTION_HISTORY_DELETE = 5, //Deleting an order from the orders history. This type is provided for enhancing functionality on a trade server side.
TRADE_TRANSACTION_POSITION = 9, //Changing a position not related to a deal execution. This type of transaction shows that a position has been changed on a trade server side. Position volume, open price, Stop Loss and Take Profit levels can be changed. Data on changes are submitted in MqlTradeTransaction structure via OnTradeTransaction handler. Position change (adding, changing or closing), as a result of a deal execution, does not lead to the occurrence of TRADE_TRANSACTION_POSITION transaction.
TRADE_TRANSACTION_REQUEST = 10 //Notification of the fact that a trade request has been processed by a server and processing result has been received. Only type field (trade transaction type) must be analyzed for such transactions in MqlTradeTransaction structure. The second and third parameters of OnTradeTransaction (request and result) must be analyzed for additional data.
}
#endregion //Trade Transaction Types
+12
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@@ -0,0 +1,12 @@
using System;
namespace MtApi5
{
public class Mt5TradeTransactionEventArgs : EventArgs
{
public int ExpertHandle { get; set; }
public MqlTradeTransaction Trans { get; set; } // trade transaction structure
public MqlTradeRequest Request { get; set; } // request structure
public MqlTradeResult Result { get; set; } // result structure
}
}
+4
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@@ -48,11 +48,13 @@
</ItemGroup>
<ItemGroup>
<Compile Include="CopyTicksFlag.cs" />
<Compile Include="Events\OnTradeTransactionEvent.cs" />
<Compile Include="MqlBookInfo.cs" />
<Compile Include="MqlParam.cs" />
<Compile Include="MqlRates.cs" />
<Compile Include="MqlTick.cs" />
<Compile Include="MqlTradeCheckResult.cs" />
<Compile Include="MqlTradeTransaction.cs" />
<Compile Include="Mt5TimeConverter.cs" />
<Compile Include="Mt5Enums.cs" />
<Compile Include="Mt5ConnectionEventArgs.cs" />
@@ -60,11 +62,13 @@
<Compile Include="MqlTradeRequest.cs" />
<Compile Include="MqlTradeResult.cs" />
<Compile Include="Mt5QuoteEventArgs.cs" />
<Compile Include="Mt5TradeTransactionEventArgs.cs" />
<Compile Include="MtApi5Client.cs" />
<Compile Include="Mt5CommandType.cs" />
<Compile Include="MtConverters.cs" />
<Compile Include="ErrorCode.cs" />
<Compile Include="ExecutionException.cs" />
<Compile Include="Events\Mt5EventTypes.cs" />
<Compile Include="Properties\AssemblyInfo.cs" />
<Compile Include="Mt5Quote.cs" />
<Compile Include="Requests\CopyTicksRequest.cs" />
+30
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@@ -8,6 +8,7 @@ using System.ServiceModel;
using MtApi5.Requests;
using Newtonsoft.Json;
using System.Threading.Tasks;
using MtApi5.Events;
namespace MtApi5
{
@@ -2385,6 +2386,7 @@ namespace MtApi5
public event EventHandler<Mt5QuoteEventArgs> QuoteAdded;
public event EventHandler<Mt5QuoteEventArgs> QuoteRemoved;
public event EventHandler<Mt5ConnectionEventArgs> ConnectionStateChanged;
public event EventHandler<Mt5TradeTransactionEventArgs> OnTradeTransaction;
#endregion
#region Private Methods
@@ -2438,6 +2440,7 @@ namespace MtApi5
_client.QuoteUpdated += _client_QuoteUpdated;
_client.ServerDisconnected += _client_ServerDisconnected;
_client.ServerFailed += _client_ServerFailed;
_client.MtEventReceived += _client_MtEventReceived;
message = string.IsNullOrEmpty(client.Host) ? $"Connected to localhost:{client.Port}" : $"Connected to { client.Host}:{client.Port}";
}
@@ -2452,6 +2455,32 @@ namespace MtApi5
}
}
private void _client_MtEventReceived(MtEvent e)
{
var eventType = (Mt5EventTypes)e.EventType;
switch (eventType)
{
case Mt5EventTypes.OnTradeTransaction:
ReceivedOnTradeTransaction(e.ExpertHandle, e.Payload);
break;
default:
throw new ArgumentOutOfRangeException();
}
}
private void ReceivedOnTradeTransaction(int expertHandler, string payload)
{
var e = JsonConvert.DeserializeObject<OnTradeTransactionEvent>(payload);
OnTradeTransaction?.Invoke(this, new Mt5TradeTransactionEventArgs
{
ExpertHandle = expertHandler,
Trans = e.Trans,
Request = e.Request,
Result = e.Result
});
}
private void Connect(string host, int port)
{
var client = new MtClient(host, port);
@@ -2482,6 +2511,7 @@ namespace MtApi5
_client.QuoteUpdated -= _client_QuoteUpdated;
_client.ServerDisconnected -= _client_ServerDisconnected;
_client.ServerFailed -= _client_ServerFailed;
_client.MtEventReceived -= _client_MtEventReceived;
if (!failed)
{