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Issue #91: Added MarketBookGetRequest to perform function MarketBookGet (MT5)

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This commit is contained in:
vdemydiuk
2018-02-21 14:43:25 +02:00
parent be8a17c0fd
commit c86a3a3752
9 changed files with 81 additions and 69 deletions
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MtApi5/MqlBookInfo.cs
+9 -8
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@@ -1,8 +1,4 @@
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
// ReSharper disable InconsistentNaming
namespace MtApi5
{
public class MqlBookInfo
@@ -14,8 +10,13 @@ namespace MtApi5
this.volume = volume;
}
public ENUM_BOOK_TYPE type { get; private set; } // Order type from ENUM_BOOK_TYPE enumeration
public double price { get; private set; } // Price
public long volume { get; private set; } // Volume
public ENUM_BOOK_TYPE type { get; } // Order type from ENUM_BOOK_TYPE enumeration
public double price { get; } // Price
public long volume { get; } // Volume
public override string ToString()
{
return $"{type}|{price}|{volume}";
}
}
}
MtApi5/Mt5CommandType.cs
+1 -1
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@@ -95,7 +95,7 @@ namespace MtApi5
SymbolInfoSessionTrade = 59,
MarketBookAdd = 60,
MarketBookRelease = 61,
MarketBookGet = 62,
//MarketBookGet = 62,
OrderCloseAll = 63,
//CTrade
MtApi5/MtApi5.csproj
+1
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@@ -68,6 +68,7 @@
<Compile Include="Mt5Quote.cs" />
<Compile Include="Requests\CopyTicksRequest.cs" />
<Compile Include="Requests\ICustomRequest.cs" />
<Compile Include="Requests\MarketBookGetRequest.cs" />
<Compile Include="Requests\OrderCheckRequest.cs" />
<Compile Include="Requests\OrderCheckResult.cs" />
<Compile Include="Requests\OrderSendRequest.cs" />
MtApi5/MtApi5Client.cs
+5 -14
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@@ -1434,22 +1434,13 @@ namespace MtApi5
///<param name="book">Reference to an array of Depth of Market records.</param>
public bool MarketBookGet(string symbol, out MqlBookInfo[] book)
{
var commandParameters = new ArrayList { symbol };
var retVal = SendCommand<MtMqlBookInfo[]>(Mt5CommandType.MarketBookGet, commandParameters);
book = null;
if (retVal != null)
var response = SendRequest<List<MqlBookInfo>>(new MarketBookGetRequest
{
book = new MqlBookInfo[retVal.Length];
Symbol = symbol
});
foreach (var t in retVal)
{
book[0] = new MqlBookInfo((ENUM_BOOK_TYPE)t.type, t.price, t.volume);
}
}
return book != null;
book = response?.ToArray();
return response != null;
}
#endregion
MtApi5/Requests/MarketBookGetRequest.cs
+9
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@@ -0,0 +1,9 @@
namespace MtApi5.Requests
{
internal class MarketBookGetRequest: RequestBase
{
public override RequestType RequestType => RequestType.MarketBookGet;
public string Symbol { get; set; }
}
}
MtApi5/Requests/RequestType.cs
+2 -1
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@@ -9,6 +9,7 @@ namespace MtApi5.Requests
iCustom = 2,
OrderSend = 3,
PositionOpen = 4,
OrderCheck = 5
OrderCheck = 5,
MarketBookGet = 6
}
}
TestClients/MtApi5TestClient/ViewModel.cs
+10 -8
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@@ -807,14 +807,14 @@ namespace MtApi5TestClient
private async void ExecuteMarketBookAdd(object o)
{
var retVal = await Execute(() => _mtApiClient.MarketBookAdd("CHFJPY"));
AddLog($"MarketBookAdd(CHFJPY): result = {retVal}");
var retVal = await Execute(() => _mtApiClient.MarketBookAdd("EURUSD"));
AddLog($"MarketBookAdd(EURUSD): result = {retVal}");
}
private async void ExecuteMarketBookRelease(object o)
{
var retVal = await Execute(() => _mtApiClient.MarketBookRelease("CHFJPY"));
AddLog($"MarketBookRelease(CHFJPY): result = {retVal}");
var retVal = await Execute(() => _mtApiClient.MarketBookRelease("EURUSD"));
AddLog($"MarketBookRelease(EURUSD): result = {retVal}");
}
private async void ExecuteMarketBookGet(object o)
@@ -832,13 +832,11 @@ namespace MtApi5TestClient
return;
}
AddLog("MarketBookGet(EURUSD): success");
AddLog($"MarketBookGet(EURUSD): success. Count = {result.Length}");
for (var i = 0; i < result.Length; i++)
{
AddLog($"MarketBookGet: book[{i}].price = {result[i].price}");
AddLog($"MarketBookGet: book[{i}].price = {result[i].volume}");
AddLog($"MarketBookGet: book[{i}].price = {result[i].type}");
AddLog($"MarketBookGet: [{i}] - {result[i].price} | {result[i].volume} | {result[i].type}");
}
}
@@ -1039,6 +1037,10 @@ namespace MtApi5TestClient
{
result = func();
}
catch (ExecutionException ex)
{
AddLog($"Exception: {ex.ErrorCode} - {ex.Message}");
}
catch (Exception ex)
{
AddLog($"Exception: {ex.Message}");
mq5/MtApi5.ex5
BIN
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mq5/MtApi5.mq5
+44 -37
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@@ -45,7 +45,6 @@ input int Port = 8228;
int ExpertHandle;
//string message;
string _error;
string _response_error;
bool isCrashed = false;
@@ -482,9 +481,8 @@ int executeCommand()
case 61: //MarketBookRelease
Execute_MarketBookRelease();
break;
case 62: //MarketBookGet
Execute_MarketBookGet();
break;
// case 62: //MarketBookGet
// break;
case 65: //PositionOpen
Execute_PositionOpen(false);
break;
@@ -3036,38 +3034,6 @@ void Execute_MarketBookRelease()
}
}
void Execute_MarketBookGet()
{
string symbol;
StringInit(symbol, 100, 0);
if (!getStringValue(ExpertHandle, 0, symbol, _error))
{
PrintParamError("MarketBookGet", "symbol", _error);
sendErrorResponse(ExpertHandle, -1, _error, _response_error);
return;
}
MqlBookInfo book[];
bool retVal = MarketBookGet(symbol, book);
if(retVal)
{
int size = ArraySize(book);
if (!sendMqlBookInfoArrayResponse(ExpertHandle, book, size, _response_error))
{
PrintResponseError("MarketBookGet", _response_error);
}
}
else
{
if (!sendVoidResponse(ExpertHandle, _response_error))
{
PrintResponseError("MarketBookGet", _response_error);
}
}
}
void Execute_PositionOpen(bool isTradeResultRequired)
{
string symbol;
@@ -5634,6 +5600,9 @@ string OnRequest(string json)
case 5: //OrderCheck
response = ExecuteRequest_OrderCheck(jo);
break;
case 6: //MarketBookGet
response = ExecuteRequest_MarketBookGet(jo);
break;
default:
PrintFormat("%s [WARNING]: Unknown request type %d", __FUNCTION__, requestType);
response = CreateErrorResponse(-1, "Unknown request type");
@@ -5719,7 +5688,7 @@ string ExecuteRequest_CopyTicks(JSONObject *jo)
jaTicks.put(i, Serialize(ticks[i]));
}
return CreateSuccessResponse("Value", jaTicks);;
return CreateSuccessResponse("Value", jaTicks);
}
string ExecuteRequest_iCustom(JSONObject *jo)
@@ -6033,4 +6002,42 @@ string ExecuteRequest_OrderCheck(JSONObject *jo)
result_value_jo.put("TradeCheckResult", MqlTradeCheckResultToJson(trade_check_result));
return CreateSuccessResponse("Value", result_value_jo);
}
JSONObject* MqlBookInfoToJson(MqlBookInfo& info)
{
JSONObject *jo = new JSONObject();
jo.put("type", new JSONNumber((int)info.type));
jo.put("price", new JSONNumber(info.price));
jo.put("volume", new JSONNumber(info.volume));
return jo;
}
string ExecuteRequest_MarketBookGet(JSONObject *jo)
{
CHECK_JSON_VALUE(jo, "Symbol", CreateErrorResponse(-1, "Undefinded mandatory parameter Symbol"));
string symbol = jo.getString("Symbol");
MqlBookInfo info_array[];
bool ok = MarketBookGet(symbol, info_array);
#ifdef __DEBUG_LOG__
PrintFormat("%s: return value = %s.", __FUNCTION__, ok ? "true" : "false");
#endif
if (!ok)
return CreateErrorResponse(GetLastError(), "MarketBookGet failed");
int size = ArraySize(info_array);
JSONArray* book_ja = new JSONArray();
for(int i = 0; i < size; i++)
{
book_ja.put(i, MqlBookInfoToJson(info_array[i]));
}
#ifdef __DEBUG_LOG__
PrintFormat("%s: array size = %d.", __FUNCTION__, size);
#endif
return CreateSuccessResponse("Value", book_ja);
}