mql5/Include/Escape/SecurityEnhancements_Impl.mqh

//+------------------------------------------------------------------+
//|                                         SecurityEnhancements_Impl.mqh |
//|                                          Copyright 2025, EscapeEA |
//|                                             https://www.escapeea.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, EscapeEA"
#property link      "https://www.escapeea.com"
#property version   "1.00"
#property strict

// Include necessary headers
#include <Trade\Trade.mqh>
#include <Trade\PositionInfo.mqh>
#include <Trade\DealInfo.mqh>
#include <Trade\OrderInfo.mqh>
#include <Trade\HistoryOrderInfo.mqh>
#include <Arrays\ArrayObj.mqh>
#include <Arrays\ArrayString.mqh>

// Include the header file to get class declaration
#include "SecurityEnhancements.mqh"

//+------------------------------------------------------------------+
//| Constructor                                                      |
//+------------------------------------------------------------------+
CSecurityEnhancements::CSecurityEnhancements(void) :
   m_riskManager(NULL),
   m_trade(),
   m_position(),
   m_deal(),
   m_lastTradeTime(0),
   m_tradeCount(0),
   m_avgTradeTime(0.0),
   m_anomalyCount(0),
   m_maxSlippage(10)  // 10 points default slippage
{
   ZeroMemory(m_lastTick);
   m_lastError = "";
}

//+------------------------------------------------------------------+
//| Destructor                                                       |
//+------------------------------------------------------------------+
CSecurityEnhancements::~CSecurityEnhancements(void)
{
   Deinitialize();
}

//+------------------------------------------------------------------+
//| Initialization                                                   |
//+------------------------------------------------------------------+
bool CSecurityEnhancements::Initialize(void)
{
   // Initialize trade object
   m_trade.SetExpertMagicNumber(0);
   m_trade.SetDeviationInPoints(m_maxSlippage);
   m_trade.SetTypeFilling(ORDER_FILLING_FOK);
   
   // Reset counters
   m_tradeCount = 0;
   m_anomalyCount = 0;
   m_avgTradeTime = 0.0;
   
   return true;
}

//+------------------------------------------------------------------+
//| Deinitialization                                                 |
//+------------------------------------------------------------------+
void CSecurityEnhancements::Deinitialize(void)
{
   // Clean up resources
   m_tradeCount = 0;
   m_anomalyCount = 0;
   m_avgTradeTime = 0.0;
   m_lastError = "";
}

//+------------------------------------------------------------------+
//| Check price deviation from current market price                  |
//+------------------------------------------------------------------+
bool CSecurityEnhancements::CheckPriceDeviation(const string symbol, const double price)
{
   if(!SymbolInfoTick(symbol, m_lastTick))
   {
      m_lastError = "Failed to get tick data for " + symbol;
      return false;
   }
   
   double point = SymbolInfoDouble(symbol, SYMBOL_POINT);
   if(point == 0) 
      point = 0.00001; // Prevent division by zero
   
   long spread = SymbolInfoInteger(symbol, SYMBOL_SPREAD);
   double spread_pips = spread * point;
   double max_deviation = spread_pips * 5.0; // Allow up to 5x spread deviation
   
   if(MathAbs(price - m_lastTick.ask) > max_deviation &&
      MathAbs(price - m_lastTick.bid) > max_deviation)
   {
      m_lastError = StringFormat("Suspicious price deviation: %G vs [%G, %G]", 
                               price, m_lastTick.bid, m_lastTick.ask);
      return false;
   }
   
   return true;
}

//+------------------------------------------------------------------+
//| Check and enforce rate limiting                                  |
//+------------------------------------------------------------------+
bool CSecurityEnhancements::CheckRateLimit(void)
{
   datetime current_time = TimeCurrent();
   
   // Reset counter if minute, hour, or day has changed
   MqlDateTime time_struct;
   TimeToStruct(current_time, time_struct);
   MqlDateTime last_trade_time_struct;
   TimeToStruct(m_lastTradeTime, last_trade_time_struct);
   
   if(time_struct.min != last_trade_time_struct.min || 
      time_struct.hour != last_trade_time_struct.hour ||
      time_struct.day != last_trade_time_struct.day)
   {
      m_tradeCount = 0;
   }
   
   // Check if rate limit is exceeded
   if(m_tradeCount >= 10) // 10 trades per minute limit
   {
      m_lastError = StringFormat("Rate limit exceeded: %d trades in last minute", m_tradeCount);
      return false;
   }
   
   // Update counters
   m_lastTradeTime = current_time;
   m_tradeCount++;
   
   return true;
}

//+------------------------------------------------------------------+
//| Execute trade with enhanced security checks                      |
//+------------------------------------------------------------------+
bool CSecurityEnhancements::ExecuteTrade(MqlTradeRequest &request, MqlTradeResult &result)
{
   // Initialize result structure
   ZeroMemory(result);
   
   // Validate the trade request first
   if(!ValidateTradeRequest(request))
   {
      result.retcode = TRADE_RETCODE_ERROR;
      return false;
   }
   
   bool success = false;
   uint start_time = GetTickCount();
   
   // Process different types of trade actions
   switch(request.action)
   {
      case TRADE_ACTION_DEAL:
         if(request.type == ORDER_TYPE_BUY || request.type == ORDER_TYPE_SELL)
         {
            success = m_trade.PositionOpen(request.symbol, request.type, request.volume, 
                                        request.price, request.sl, request.tp, request.comment);
         }
         else
         {
            success = m_trade.OrderSend(request, result);
         }
         break;
         
      case TRADE_ACTION_MODIFY:
         success = m_trade.OrderModify(request.order, request.price, request.sl, 
                                     request.tp, ORDER_TIME_GTC, 0, 0);
         break;
         
      case TRADE_ACTION_REMOVE:
         success = m_trade.OrderDelete(request.order);
         break;
         
      default:
         m_lastError = "Unsupported trade action: " + IntegerToString(request.action);
         result.retcode = TRADE_RETCODE_REJECT;
         return false;
   }
   
   // Update performance metrics
   uint execution_time = GetTickCount() - start_time;
   if(m_tradeCount > 0)
      m_avgTradeTime = (m_avgTradeTime * m_tradeCount + execution_time) / (m_tradeCount + 1);
   else
      m_avgTradeTime = execution_time;
   
   // Verify order fill if required
   if(success && request.action == TRADE_ACTION_DEAL)
   {
      if(!VerifyOrderFill(result.order))
      {
         m_lastError = "Order fill verification failed";
         success = false;
      }
   }
   
   return success;
}

//+------------------------------------------------------------------+
//| Verify order fill details                                        |
//+------------------------------------------------------------------+
bool CSecurityEnhancements::VerifyOrderFill(const ulong ticket)
{
   if(!m_deal.SelectByIndex(0))  // Select the most recent deal
   {
      m_lastError = "Failed to select deal for ticket " + IntegerToString(ticket);
      return false;
   }
   
   double volume = m_deal.Volume();
   double volume_initial = m_deal.Volume();  // In MQL5, Volume() returns initial volume
   
   if(volume < volume_initial)
   {
      PrintFormat("Partial fill detected: %G/%G lots", volume, volume_initial);
      // Not necessarily an error, just log it
   }
   
   double point = SymbolInfoDouble(m_deal.Symbol(), SYMBOL_POINT);
   if(point == 0) 
      point = 0.00001;  // Prevent division by zero
   
   double max_slippage = m_maxSlippage * point;
   double actual_slippage = MathAbs(m_deal.Price() - m_deal.Price());
   
   if(actual_slippage > max_slippage)
   {
      m_lastError = "Excessive slippage detected: " + DoubleToString(actual_slippage, 5);
      return false;
   }
   
   return true;
}

//+------------------------------------------------------------------+
//| Detect market anomalies                                          |
//+------------------------------------------------------------------+
bool CSecurityEnhancements::DetectAnomalies(const MqlTradeRequest &request)
{
   if(request.price <= 0.0)
   {
      m_lastError = "Invalid price in trade request";
      return false;
   }
   
   double point = SymbolInfoDouble(request.symbol, SYMBOL_POINT);
   if(point == 0) 
      point = 0.00001;  // Prevent division by zero
   
   long stop_level = SymbolInfoInteger(request.symbol, SYMBOL_TRADE_STOPS_LEVEL);
   double ask = SymbolInfoDouble(request.symbol, SYMBOL_ASK);
   
   if(stop_level == 0 || ask == 0)
   {
      m_lastError = "Failed to get symbol information for " + request.symbol;
      return false;
   }
   
   double min_price = stop_level * point;
   double max_price = (min_price > 0) ? ask * 2.0 : 1e10;
   
   if(request.price < min_price || request.price > max_price)
   {
      m_lastError = StringFormat("Invalid price: %G (valid range: %G - %G)", 
                               request.price, min_price, max_price);
      return false;
   }
   
   return true;
}

//+------------------------------------------------------------------+
//| Validate trade request parameters                                |
//+------------------------------------------------------------------+
bool CSecurityEnhancements::ValidateTradeRequest(MqlTradeRequest &request)
{
   // Basic validation
   if(request.symbol == "")
   {
      m_lastError = "Empty symbol in trade request";
      return false;
   }
   
   if(request.volume <= 0)
   {
      m_lastError = "Invalid volume in trade request: " + DoubleToString(request.volume);
      return false;
   }
   
   // Check for news events if enabled
   if(m_newsFilterEnabled && IsNewsEvent(request.symbol))
   {
      m_lastError = "Trading is restricted during news events for " + request.symbol;
      return false;
   }
   
   // Check price anomalies
   if(!DetectAnomalies(request))
   {
      return false;
   }
   
   // Check rate limits
   if(!CheckRateLimit())
   {
      return false;
   }
   
   // Additional validation based on order type
   switch(request.type)
   {
      case ORDER_TYPE_BUY:
      case ORDER_TYPE_SELL:
         // Market order - check price deviation
         if(!CheckPriceDeviation(request.symbol, request.price))
         {
            return false;
         }
         break;
         
      case ORDER_TYPE_BUY_LIMIT:
      case ORDER_TYPE_SELL_LIMIT:
      case ORDER_TYPE_BUY_STOP:
      case ORDER_TYPE_SELL_STOP:
         // Pending order - check price is valid
         if(request.price <= 0)
         {
            m_lastError = "Invalid price in pending order: " + DoubleToString(request.price);
            return false;
         }
         break;
         
      default:
         m_lastError = "Unsupported order type: " + IntegerToString(request.type);
         return false;
   }
   
   return true;
}
//+------------------------------------------------------------------+