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19 changed files with 103 additions and 190 deletions
-47
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@@ -31,22 +31,6 @@ public struct CMqlRates
int spread; // Spread
__int64 real_volume; // Trade volume
};
public struct CMqlTick
{
__int64 time; // Time of the last prices update
double bid; // Current Bid price
double ask; // Current Ask price
double last; // Price of the last deal (Last)
unsigned __int64 volume; // Volume for the current Last price
};
public struct CMqlBookInfo
{
int type; // Order type from ENUM_BOOK_TYPE enumeration
double price; // Price
__int64 volume; // Volume
};
#pragma pack(pop)
void convertSystemString(wchar_t* dest, String^ src)
@@ -224,37 +208,6 @@ _DLLAPI int _stdcall sendMqlRatesArrayResponse(int expertHandle, CMqlRates value
}, err, 0);
}
_DLLAPI int _stdcall sendMqlTickResponse(int expertHandle, CMqlTick* response, wchar_t* err)
{
return Execute<int>([&expertHandle, response]() {
MtMqlTick^ mtResponse = gcnew MtMqlTick();
mtResponse->time = response->time;
mtResponse->bid = response->bid;
mtResponse->ask = response->ask;
mtResponse->last = response->last;
mtResponse->volume = response->volume;
MtAdapter::GetInstance()->SendResponse(expertHandle, gcnew MtResponseMqlTick(mtResponse));
return 1;
}, err, 0);
}
_DLLAPI int _stdcall sendMqlBookInfoArrayResponse(int expertHandle, CMqlBookInfo values[], int size, wchar_t* err)
{
return Execute<int>([&expertHandle, values, &size]() {
array<MtMqlBookInfo^>^ list = gcnew array<MtMqlBookInfo^>(size);
for (int i = 0; i < size; i++)
{
MtMqlBookInfo^ info = gcnew MtMqlBookInfo();
info->type = values[i].type;
info->price = values[i].price;
info->volume = values[i].volume;
list[i] = info;
}
MtAdapter::GetInstance()->SendResponse(expertHandle, gcnew MtResponseMqlBookInfoArray(list));
return 1;
}, err, 0);
}
//----------- get values -------------------------------
_DLLAPI int _stdcall getCommandType(int expertHandle, int* res, wchar_t* err)
-2
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@@ -72,9 +72,7 @@
<Compile Include="MtClient.cs" />
<Compile Include="MtCommandTask.cs" />
<Compile Include="MtEvent.cs" />
<Compile Include="MtMqlBookInfo.cs" />
<Compile Include="MtMqlRates.cs" />
<Compile Include="MtMqlTick.cs" />
<Compile Include="MtMqlTradeRequest.cs" />
<Compile Include="MtRegistryManager.cs" />
<Compile Include="MtConnectionProfile.cs" />
-17
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@@ -1,17 +0,0 @@
using System.Runtime.Serialization;
namespace MTApiService
{
[DataContract]
public class MtMqlBookInfo
{
[DataMember]
public int type { get; set; }
[DataMember]
public double price { get; set; }
[DataMember]
public long volume { get; set; }
}
}
-23
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@@ -1,23 +0,0 @@
using System.Runtime.Serialization;
namespace MTApiService
{
[DataContract]
public class MtMqlTick
{
[DataMember]
public long time { get; set; } // Time of the last prices update
[DataMember]
public double bid { get; set; } // Current Bid price
[DataMember]
public double ask { get; set; } // Current Ask price
[DataMember]
public double last { get; set; } // Price of the last deal (Last)
[DataMember]
public ulong volume { get; set; } // Volume for the current Last price
}
}
+2 -42
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@@ -17,9 +17,8 @@ namespace MTApiService
typeof(MtResponseString), typeof(MtResponseBool),
typeof(MtResponseLong), typeof(MtResponseULong),
typeof(MtResponseDoubleArray), typeof(MtResponseIntArray),
typeof(MtResponseLongArray), typeof(MtResponseMqlTick),
typeof(MtResponseArrayList), typeof(MtResponseMqlRatesArray),
typeof(MtResponseMqlBookInfoArray)};
typeof(MtResponseLongArray),
typeof(MtResponseArrayList), typeof(MtResponseMqlRatesArray)};
}
public abstract object GetValue();
@@ -255,43 +254,4 @@ namespace MTApiService
return Value.ToString();
}
}
[DataContract]
public class MtResponseMqlTick : MtResponse
{
public MtResponseMqlTick(MtMqlTick value)
{
Value = value;
}
[DataMember]
public MtMqlTick Value { get; private set; }
public override object GetValue() { return Value; }
public override string ToString()
{
return Value.ToString();
}
}
[DataContract]
public class MtResponseMqlBookInfoArray : MtResponse
{
public MtResponseMqlBookInfoArray(MtMqlBookInfo[] value)
{
Value = value;
}
[DataMember]
public MtMqlBookInfo[] Value { get; private set; }
public override object GetValue() { return Value; }
public override string ToString()
{
return Value.ToString();
}
}
}
+2 -2
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@@ -32,5 +32,5 @@ using System.Runtime.InteropServices;
// You can specify all the values or you can default the Build and Revision Numbers
// by using the '*' as shown below:
// [assembly: AssemblyVersion("1.0.*")]
[assembly: AssemblyVersion("1.0.30.0")]
[assembly: AssemblyFileVersion("1.0.30.0")]
[assembly: AssemblyVersion("1.0.31.0")]
[assembly: AssemblyFileVersion("1.0.31.0")]
+4 -1
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@@ -7,6 +7,9 @@
OP_BUYLIMIT = 2,
OP_SELLLIMIT = 3,
OP_BUYSTOP = 4,
OP_SELLSTOP = 5
OP_SELLSTOP = 5,
OP_BALANCE = 6,
OP_CREDIT = 7,
OP_REBATE = 8
}
}
+1
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@@ -16,6 +16,7 @@ namespace MtApi5
public ENUM_BOOK_TYPE type { get; set; } // Order type from ENUM_BOOK_TYPE enumeration
public double price { get; set; } // Price
public long volume { get; set; } // Volume
public double volume_real { get; set; } // Volume for the current Last price with greater accuracy
public override string ToString()
{
+2 -1
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@@ -23,7 +23,8 @@ namespace MtApi5
public double bid { get; set; } // Current Bid price
public double ask { get; set; } // Current Ask price
public double last { get; set; } // Price of the last deal (Last)
public ulong volume { get; set; } // Volume for the current Last price
public ulong volume { get; set; } // Volume for the current Last price
public double volume_real { get; set; } // Volume for the current Last price with greater accuracy
public DateTime time => Mt5TimeConverter.ConvertFromMtTime(MtTime);
}
+3 -1
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@@ -223,6 +223,9 @@ namespace MtApi5
SYMBOL_LAST = 7,
SYMBOL_LASTHIGH = 8,
SYMBOL_LASTLOW = 9,
SYMBOL_VOLUME_REAL = 10,
SYMBOL_VOLUMEHIGH_REAL = 11,
SYMBOL_VOLUMELOW_REAL = 12,
SYMBOL_OPTION_STRIKE = 72,
SYMBOL_POINT = 16,
SYMBOL_TRADE_TICK_VALUE = 26,
@@ -548,7 +551,6 @@ namespace MtApi5
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
}
+3 -3
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@@ -32,8 +32,8 @@
<WarningLevel>4</WarningLevel>
</PropertyGroup>
<ItemGroup>
<Reference Include="Newtonsoft.Json, Version=8.0.0.0, Culture=neutral, PublicKeyToken=30ad4fe6b2a6aeed, processorArchitecture=MSIL">
<HintPath>..\packages\Newtonsoft.Json.8.0.3\lib\net40\Newtonsoft.Json.dll</HintPath>
<Reference Include="Newtonsoft.Json, Version=12.0.0.0, Culture=neutral, PublicKeyToken=30ad4fe6b2a6aeed, processorArchitecture=MSIL">
<HintPath>..\packages\Newtonsoft.Json.12.0.2\lib\net40\Newtonsoft.Json.dll</HintPath>
<Private>True</Private>
</Reference>
<Reference Include="System" />
@@ -98,6 +98,7 @@
<Compile Include="Requests\Response.cs" />
<Compile Include="Requests\SymbolInfoStringRequest.cs" />
<Compile Include="Requests\SymbolInfoStringResult.cs" />
<Compile Include="Requests\SymbolInfoTickRequest.cs" />
</ItemGroup>
<ItemGroup>
<ProjectReference Include="..\MTApiService\MTApiService.csproj">
@@ -108,7 +109,6 @@
<ItemGroup>
<None Include="packages.config" />
</ItemGroup>
<ItemGroup />
<Import Project="$(MSBuildToolsPath)\Microsoft.CSharp.targets" />
<!-- To modify your build process, add your task inside one of the targets below and uncomment it.
Other similar extension points exist, see Microsoft.Common.targets.
+33 -10
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@@ -1476,19 +1476,27 @@ namespace MtApi5
///<param name="tick"> Link to the structure of the MqlTick type, to which the current prices and time of the last price update will be placed.</param>
public bool SymbolInfoTick(string symbol, out MqlTick tick)
{
var commandParameters = new ArrayList { symbol };
var retVal = SendCommand<MtMqlTick>(Mt5CommandType.SymbolInfoTick, commandParameters);
tick = null;
if (retVal != null)
tick = SendRequest<MqlTick>(new SymbolInfoTickRequest
{
tick = new MqlTick { MtTime = retVal.time, ask = retVal.ask, bid = retVal.bid, last = retVal.last, volume = retVal.volume };
}
SymbolName = symbol
});
return tick != null;
}
///<summary>
///The function returns current prices of a specified symbol in a variable of the MqlTick type.
///</summary>
///<param name="symbol">Symbol name.</param>
public MqlTick SymbolInfoTick(string symbol)
{
var tick = SendRequest<MqlTick>(new SymbolInfoTickRequest
{
SymbolName = symbol
});
return tick;
}
///<summary>
///Allows receiving time of beginning and end of the specified quoting sessions for a specified symbol and weekday.
@@ -2086,9 +2094,24 @@ namespace MtApi5
///<param name="nwin">Number of the chart subwindow. 0 means the main chart window. The specified subwindow must exist, otherwise the function returns false.</param>
///<param name="time">The time coordinate of the first anchor.</param>
///<param name="price">The price coordinate of the first anchor point.</param>
public bool ObjectCreate(long chartId, string name, ENUM_OBJECT type, int nwin, DateTime time, double price)
///<param name="listOfCoordinates">List of further anchor points (tuple of time and price).</param>
public bool ObjectCreate(long chartId, string name, ENUM_OBJECT type, int nwin, DateTime time, double price, List<Tuple<DateTime, double>> listOfCoordinates = null)
{
var commandParameters = new ArrayList { chartId, name, (int)type, nwin, Mt5TimeConverter.ConvertToMtTime(time), price };
//Count the additional coordinates
int iAdditionalCoordinates = (listOfCoordinates != null) ? listOfCoordinates.Count() : 0;
if(iAdditionalCoordinates > 29)
{
throw new ArgumentOutOfRangeException("listOfCoordinates", "The maximum amount of coordinates in 30.");
}
int nParameter = 6 + iAdditionalCoordinates * 2;
var commandParameters = new ArrayList { nParameter, chartId, name, (int)type, nwin, Mt5TimeConverter.ConvertToMtTime(time), price };
foreach (Tuple<DateTime, double> coordinateTuple in listOfCoordinates)
{
commandParameters.Add(Mt5TimeConverter.ConvertToMtTime(coordinateTuple.Item1));
commandParameters.Add(coordinateTuple.Item2);
}
return SendCommand<bool>(Mt5CommandType.ObjectCreate, commandParameters);
}
+2 -2
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@@ -32,5 +32,5 @@ using System.Runtime.InteropServices;
// You can specify all the values or you can default the Build and Revision Numbers
// by using the '*' as shown below:
// [assembly: AssemblyVersion("1.0.*")]
[assembly: AssemblyVersion("1.0.19")]
[assembly: AssemblyFileVersion("1.0.19")]
[assembly: AssemblyVersion("1.0.20")]
[assembly: AssemblyFileVersion("1.0.20")]
+2 -1
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@@ -15,6 +15,7 @@ namespace MtApi5.Requests
SymbolInfoString = 8,
ChartTimePriceToXY = 9,
ChartXYToTimePrice = 10,
PositionClose = 11
PositionClose = 11,
SymbolInfoTick = 12
}
}
+14
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@@ -0,0 +1,14 @@
using System;
using System.Collections.Generic;
using System.Linq;
using System.Text;
namespace MtApi5.Requests
{
internal class SymbolInfoTickRequest : RequestBase
{
public override RequestType RequestType => RequestType.SymbolInfoTick;
public string SymbolName { get; set; }
}
}
+1 -1
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@@ -1,4 +1,4 @@
<?xml version="1.0" encoding="utf-8"?>
<packages>
<package id="Newtonsoft.Json" version="8.0.3" targetFramework="net40" />
<package id="Newtonsoft.Json" version="12.0.2" targetFramework="net40" />
</packages>
+8 -1
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@@ -992,6 +992,12 @@ namespace MtApi5TestClient
{
var retVal = await Execute(() => _mtApiClient.SymbolInfoDouble("EURUSD", ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_BID));
AddLog($"SymbolInfoDouble(EURUSD, ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_BID): result = {retVal}");
retVal = await Execute(() => _mtApiClient.SymbolInfoDouble("EURUSD", ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_VOLUME_REAL));
AddLog($"SymbolInfoDouble(EURUSD, ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_VOLUME_REAL): result = {retVal}");
retVal = await Execute(() => _mtApiClient.SymbolInfoDouble("EURUSD", ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_VOLUMEHIGH_REAL));
AddLog($"SymbolInfoDouble(EURUSD, ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_VOLUMEHIGH_REAL): result = {retVal}");
retVal = await Execute(() => _mtApiClient.SymbolInfoDouble("EURUSD", ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_VOLUMELOW_REAL));
AddLog($"SymbolInfoDouble(EURUSD, ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_VOLUMELOW_REAL): result = {retVal}");
}
private async void ExecuteSymbolInfoInteger(object o)
@@ -1030,6 +1036,7 @@ namespace MtApi5TestClient
AddLog($"SymbolInfoTick(EURUSD) tick.ask = {result.ask}");
AddLog($"SymbolInfoTick(EURUSD) tick.last = {result.last}");
AddLog($"SymbolInfoTick(EURUSD) tick.volume = {result.volume}");
AddLog($"SymbolInfoTick(EURUSD) tick.volume_real = {result.volume_real}");
}
private async void ExecuteSymbolInfoSessionQuote(object o)
@@ -1100,7 +1107,7 @@ namespace MtApi5TestClient
for (var i = 0; i < result.Length; i++)
{
AddLog($"MarketBookGet: [{i}] - {result[i].price} | {result[i].volume} | {result[i].type}");
AddLog($"MarketBookGet: [{i}] - {result[i].price} | {result[i].volume} | {result[i].type} | {result[i].volume_real}");
}
}
BIN
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+26 -36
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@@ -25,8 +25,6 @@
bool sendULongResponse(int expertHandle, ulong response, string& err);
bool sendLongArrayResponse(int expertHandle, long& values[], int size, string& err);
bool sendMqlRatesArrayResponse(int expertHandle, MqlRates& values[], int size, string& err);
bool sendMqlTickResponse(int expertHandle, MqlTick& response, string& err);
bool sendMqlBookInfoArrayResponse(int expertHandle, MqlBookInfo& values[], int size, string& err);
bool sendErrorResponse(int expertHandle, int code, string message, string& err);
bool sendEvent(int expertHandle, int eventType, string payload, string& err);
@@ -532,9 +530,8 @@ int executeCommand()
case 56: //SymbolInfoString
Execute_SymbolInfoString();
break;
case 57: //SymbolInfoTick
Execute_SymbolInfoTick();
break;
// case 57: //SymbolInfoTick
// break;
case 58: //SymbolInfoSessionQuote
Execute_SymbolInfoSessionQuote();
break;
@@ -3150,37 +3147,6 @@ void Execute_SymbolInfoString()
}
}
void Execute_SymbolInfoTick()
{
string symbol;
StringInit(symbol, 100, 0);
if (!getStringValue(ExpertHandle, 0, symbol, _error))
{
PrintParamError("SymbolInfoTick", "symbol", _error);
sendErrorResponse(ExpertHandle, -1, _error, _response_error);
return;
}
MqlTick tick={0};
bool ok = SymbolInfoTick(symbol, tick);
if (ok)
{
if (!sendMqlTickResponse(ExpertHandle, tick, _response_error))
{
PrintResponseError("SymbolInfoTick", _response_error);
}
}
else
{
if (!sendVoidResponse(ExpertHandle, _response_error))
{
PrintResponseError("SymbolInfoTick", _response_error);
}
}
}
void Execute_SymbolInfoSessionQuote()
{
string symbol;
@@ -6795,6 +6761,9 @@ string OnRequest(string json)
case 11: //PositionClose
response = ExecuteRequest_PositionClose(jo);
break;
case 12: //SymbolInfoTick
response = ExecuteRequest_SymbolInfoTick(jo);
break;
default:
PrintFormat("%s [WARNING]: Unknown request type %d", __FUNCTION__, requestType);
response = CreateErrorResponse(-1, "Unknown request type");
@@ -7083,6 +7052,7 @@ JSONObject* MqlBookInfoToJson(MqlBookInfo& info)
jo.put("type", new JSONNumber((int)info.type));
jo.put("price", new JSONNumber(info.price));
jo.put("volume", new JSONNumber(info.volume));
jo.put("volume_real", new JSONNumber(info.volume_real));
return jo;
}
@@ -7306,6 +7276,25 @@ string ExecuteRequest_PositionClose(JSONObject *jo)
return CreateSuccessResponse("Value", result_value_jo);
}
string ExecuteRequest_SymbolInfoTick(JSONObject *jo)
{
CHECK_JSON_VALUE(jo, "SymbolName", CreateErrorResponse(-1, "Undefinded mandatory parameter SymbolName"));
string symbol_name = jo.getString("SymbolName");
#ifdef __DEBUG_LOG__
PrintFormat("%s: symbol_name = %s", __FUNCTION__, symbol_name);
#endif
MqlTick tick={0};
bool ok = SymbolInfoTick(symbol_name, tick);
#ifdef __DEBUG_LOG__
PrintFormat("%s: ok = %s", __FUNCTION__, BoolToString(ok));
#endif
return CreateSuccessResponse("Value", MqlTickToJson(tick));
}
//------------ Events -------------------------------------------------------
enum MtEventTypes
@@ -7537,6 +7526,7 @@ JSONObject* MqlTickToJson(MqlTick& tick)
jo.put("ask", new JSONNumber(tick.ask));
jo.put("last", new JSONNumber(tick.last));
jo.put("volume", new JSONNumber(tick.volume));
jo.put("volume_real", new JSONNumber(tick.volume_real));
return jo;
}