352 lines
11 KiB
MQL5
352 lines
11 KiB
MQL5
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//+------------------------------------------------------------------+
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//| SecurityEnhancements_Impl.mqh |
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//| Copyright 2025, EscapeEA |
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//| https://www.escapeea.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2025, EscapeEA"
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#property link "https://www.escapeea.com"
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#property version "1.00"
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#property strict
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// Include necessary headers
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#include <Trade\Trade.mqh>
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#include <Trade\PositionInfo.mqh>
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#include <Trade\DealInfo.mqh>
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#include <Trade\OrderInfo.mqh>
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#include <Trade\HistoryOrderInfo.mqh>
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#include <Arrays\ArrayObj.mqh>
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#include <Arrays\ArrayString.mqh>
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// Include the header file to get class declaration
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#include "SecurityEnhancements.mqh"
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//+------------------------------------------------------------------+
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//| Constructor |
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//+------------------------------------------------------------------+
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CSecurityEnhancements::CSecurityEnhancements(void) :
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m_riskManager(NULL),
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m_trade(),
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m_position(),
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m_deal(),
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m_lastTradeTime(0),
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m_tradeCount(0),
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m_avgTradeTime(0.0),
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m_anomalyCount(0),
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m_maxSlippage(10) // 10 points default slippage
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{
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ZeroMemory(m_lastTick);
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m_lastError = "";
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CSecurityEnhancements::~CSecurityEnhancements(void)
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{
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Deinitialize();
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}
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//+------------------------------------------------------------------+
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//| Initialization |
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//+------------------------------------------------------------------+
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bool CSecurityEnhancements::Initialize(void)
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{
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// Initialize trade object
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m_trade.SetExpertMagicNumber(0);
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m_trade.SetDeviationInPoints(m_maxSlippage);
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m_trade.SetTypeFilling(ORDER_FILLING_FOK);
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// Reset counters
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m_tradeCount = 0;
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m_anomalyCount = 0;
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m_avgTradeTime = 0.0;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Deinitialization |
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//+------------------------------------------------------------------+
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void CSecurityEnhancements::Deinitialize(void)
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{
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// Clean up resources
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m_tradeCount = 0;
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m_anomalyCount = 0;
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m_avgTradeTime = 0.0;
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m_lastError = "";
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}
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//+------------------------------------------------------------------+
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//| Check price deviation from current market price |
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//+------------------------------------------------------------------+
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bool CSecurityEnhancements::CheckPriceDeviation(const string symbol, const double price)
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{
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if(!SymbolInfoTick(symbol, m_lastTick))
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{
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m_lastError = "Failed to get tick data for " + symbol;
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return false;
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}
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double point = SymbolInfoDouble(symbol, SYMBOL_POINT);
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if(point == 0)
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point = 0.00001; // Prevent division by zero
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long spread = SymbolInfoInteger(symbol, SYMBOL_SPREAD);
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double spread_pips = spread * point;
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double max_deviation = spread_pips * 5.0; // Allow up to 5x spread deviation
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if(MathAbs(price - m_lastTick.ask) > max_deviation &&
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MathAbs(price - m_lastTick.bid) > max_deviation)
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{
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m_lastError = StringFormat("Suspicious price deviation: %G vs [%G, %G]",
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price, m_lastTick.bid, m_lastTick.ask);
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return false;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| Check and enforce rate limiting |
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//+------------------------------------------------------------------+
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bool CSecurityEnhancements::CheckRateLimit(void)
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{
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datetime current_time = TimeCurrent();
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// Reset counter if minute, hour, or day has changed
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MqlDateTime time_struct;
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TimeToStruct(current_time, time_struct);
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MqlDateTime last_trade_time_struct;
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TimeToStruct(m_lastTradeTime, last_trade_time_struct);
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if(time_struct.min != last_trade_time_struct.min ||
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time_struct.hour != last_trade_time_struct.hour ||
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time_struct.day != last_trade_time_struct.day)
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{
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m_tradeCount = 0;
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}
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// Check if rate limit is exceeded
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if(m_tradeCount >= 10) // 10 trades per minute limit
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{
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m_lastError = StringFormat("Rate limit exceeded: %d trades in last minute", m_tradeCount);
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return false;
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}
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// Update counters
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m_lastTradeTime = current_time;
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m_tradeCount++;
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return true;
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}
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//+------------------------------------------------------------------+
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//| Execute trade with enhanced security checks |
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//+------------------------------------------------------------------+
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bool CSecurityEnhancements::ExecuteTrade(MqlTradeRequest &request, MqlTradeResult &result)
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{
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// Initialize result structure
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ZeroMemory(result);
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// Validate the trade request first
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if(!ValidateTradeRequest(request))
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{
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result.retcode = TRADE_RETCODE_ERROR;
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return false;
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}
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bool success = false;
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uint start_time = GetTickCount();
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// Process different types of trade actions
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switch(request.action)
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{
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case TRADE_ACTION_DEAL:
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if(request.type == ORDER_TYPE_BUY || request.type == ORDER_TYPE_SELL)
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{
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success = m_trade.PositionOpen(request.symbol, request.type, request.volume,
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request.price, request.sl, request.tp, request.comment);
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}
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else
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{
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success = m_trade.OrderSend(request, result);
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}
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break;
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case TRADE_ACTION_MODIFY:
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success = m_trade.OrderModify(request.order, request.price, request.sl,
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request.tp, ORDER_TIME_GTC, 0, 0);
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break;
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case TRADE_ACTION_REMOVE:
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success = m_trade.OrderDelete(request.order);
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break;
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default:
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m_lastError = "Unsupported trade action: " + IntegerToString(request.action);
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result.retcode = TRADE_RETCODE_REJECT;
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return false;
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}
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// Update performance metrics
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uint execution_time = GetTickCount() - start_time;
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if(m_tradeCount > 0)
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m_avgTradeTime = (m_avgTradeTime * m_tradeCount + execution_time) / (m_tradeCount + 1);
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else
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m_avgTradeTime = execution_time;
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// Verify order fill if required
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if(success && request.action == TRADE_ACTION_DEAL)
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{
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if(!VerifyOrderFill(result.order))
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{
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m_lastError = "Order fill verification failed";
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success = false;
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}
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}
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return success;
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}
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//+------------------------------------------------------------------+
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//| Verify order fill details |
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//+------------------------------------------------------------------+
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bool CSecurityEnhancements::VerifyOrderFill(const ulong ticket)
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{
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if(!m_deal.SelectByIndex(0)) // Select the most recent deal
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{
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m_lastError = "Failed to select deal for ticket " + IntegerToString(ticket);
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return false;
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}
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double volume = m_deal.Volume();
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double volume_initial = m_deal.Volume(); // In MQL5, Volume() returns initial volume
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if(volume < volume_initial)
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{
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PrintFormat("Partial fill detected: %G/%G lots", volume, volume_initial);
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// Not necessarily an error, just log it
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}
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double point = SymbolInfoDouble(m_deal.Symbol(), SYMBOL_POINT);
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if(point == 0)
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point = 0.00001; // Prevent division by zero
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double max_slippage = m_maxSlippage * point;
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double actual_slippage = MathAbs(m_deal.Price() - m_deal.Price());
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if(actual_slippage > max_slippage)
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{
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m_lastError = "Excessive slippage detected: " + DoubleToString(actual_slippage, 5);
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return false;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| Detect market anomalies |
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//+------------------------------------------------------------------+
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bool CSecurityEnhancements::DetectAnomalies(const MqlTradeRequest &request)
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{
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if(request.price <= 0.0)
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{
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m_lastError = "Invalid price in trade request";
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return false;
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}
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double point = SymbolInfoDouble(request.symbol, SYMBOL_POINT);
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if(point == 0)
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point = 0.00001; // Prevent division by zero
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long stop_level = SymbolInfoInteger(request.symbol, SYMBOL_TRADE_STOPS_LEVEL);
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double ask = SymbolInfoDouble(request.symbol, SYMBOL_ASK);
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if(stop_level == 0 || ask == 0)
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{
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m_lastError = "Failed to get symbol information for " + request.symbol;
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return false;
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}
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double min_price = stop_level * point;
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double max_price = (min_price > 0) ? ask * 2.0 : 1e10;
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if(request.price < min_price || request.price > max_price)
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{
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m_lastError = StringFormat("Invalid price: %G (valid range: %G - %G)",
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request.price, min_price, max_price);
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return false;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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//| Validate trade request parameters |
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//+------------------------------------------------------------------+
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bool CSecurityEnhancements::ValidateTradeRequest(MqlTradeRequest &request)
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{
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// Basic validation
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if(request.symbol == "")
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{
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m_lastError = "Empty symbol in trade request";
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return false;
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}
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if(request.volume <= 0)
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{
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m_lastError = "Invalid volume in trade request: " + DoubleToString(request.volume);
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return false;
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}
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// Check for news events if enabled
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if(m_newsFilterEnabled && IsNewsEvent(request.symbol))
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{
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m_lastError = "Trading is restricted during news events for " + request.symbol;
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return false;
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}
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// Check price anomalies
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if(!DetectAnomalies(request))
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{
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return false;
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}
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// Check rate limits
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if(!CheckRateLimit())
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{
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return false;
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}
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// Additional validation based on order type
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switch(request.type)
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{
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case ORDER_TYPE_BUY:
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case ORDER_TYPE_SELL:
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// Market order - check price deviation
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if(!CheckPriceDeviation(request.symbol, request.price))
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{
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return false;
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}
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break;
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case ORDER_TYPE_BUY_LIMIT:
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case ORDER_TYPE_SELL_LIMIT:
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case ORDER_TYPE_BUY_STOP:
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case ORDER_TYPE_SELL_STOP:
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// Pending order - check price is valid
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if(request.price <= 0)
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{
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m_lastError = "Invalid price in pending order: " + DoubleToString(request.price);
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return false;
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}
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break;
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default:
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m_lastError = "Unsupported order type: " + IntegerToString(request.type);
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return false;
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}
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return true;
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}
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//+------------------------------------------------------------------+
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