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

MtApi5/MqlBookInfo.cs

@@ -1,8 +1,4 @@
-using System;
+// ReSharper disable InconsistentNaming
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-
 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 ENUM_BOOK_TYPE type { get; }    // Order type from ENUM_BOOK_TYPE enumeration
-        public double price { get; private set; }           // Price
+        public double price { get; }           // Price
-        public long volume { get; private set; }            // Volume
+        public long volume { get; }            // Volume
+
+        public override string ToString()
+        {
+            return $"{type}|{price}|{volume}";
+        }
     }
 }

MtApi5/Mt5CommandType.cs

@@ -95,7 +95,7 @@ namespace MtApi5
         SymbolInfoSessionTrade              = 59,
         MarketBookAdd                       = 60,
         MarketBookRelease                   = 61,
-        MarketBookGet                       = 62,
+        //MarketBookGet                       = 62,
         OrderCloseAll                       = 63,
 
         //CTrade

MtApi5/MtApi5.csproj

@@ -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

@@ -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 response = SendRequest<List<MqlBookInfo>>(new MarketBookGetRequest
-
-            var retVal = SendCommand<MtMqlBookInfo[]>(Mt5CommandType.MarketBookGet, commandParameters);
-
-            book = null; 
-            if (retVal != null)
             {
-                book = new MqlBookInfo[retVal.Length];
+                Symbol = symbol
+            });
 
-                foreach (var t in retVal)
+            book = response?.ToArray();
-                {
+            return response != null;
-                    book[0] = new MqlBookInfo((ENUM_BOOK_TYPE)t.type, t.price, t.volume);
-                }
-            }
-
-            return book != null;
         }
 
         #endregion

MtApi5/Requests/MarketBookGetRequest.cs

@@ -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

@@ -9,6 +9,7 @@ namespace MtApi5.Requests
         iCustom         = 2,
         OrderSend       = 3,
         PositionOpen    = 4,
-        OrderCheck      = 5
+        OrderCheck      = 5,
+        MarketBookGet   = 6
     }
 }

TestClients/MtApi5TestClient/ViewModel.cs

@@ -807,14 +807,14 @@ namespace MtApi5TestClient
 
         private async void ExecuteMarketBookAdd(object o)
         {
-            var retVal = await Execute(() => _mtApiClient.MarketBookAdd("CHFJPY"));
+            var retVal = await Execute(() => _mtApiClient.MarketBookAdd("EURUSD"));
-            AddLog($"MarketBookAdd(CHFJPY): result = {retVal}");
+            AddLog($"MarketBookAdd(EURUSD): result = {retVal}");
         }
 
         private async void ExecuteMarketBookRelease(object o)
         {
-            var retVal = await Execute(() => _mtApiClient.MarketBookRelease("CHFJPY"));
+            var retVal = await Execute(() => _mtApiClient.MarketBookRelease("EURUSD"));
-            AddLog($"MarketBookRelease(CHFJPY): result = {retVal}");
+            AddLog($"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: [{i}] - {result[i].price} | {result[i].volume} | {result[i].type}");
-                AddLog($"MarketBookGet: book[{i}].price = {result[i].volume}");
-                AddLog($"MarketBookGet: book[{i}].price = {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.mq5

@@ -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
+//   case 62: //MarketBookGet
-      Execute_MarketBookGet();
+//   break;
-   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);
 }