405 lines
13 KiB
MQL5
405 lines
13 KiB
MQL5
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//+------------------------------------------------------------------+
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//| TradeExecutor_Impl.mqh |
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//| Implementation of CTradeExecutor methods |
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//+------------------------------------------------------------------+
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#property strict
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#include "TradeExecutor.mqh" // include header for class definition
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// NOTE: This file contains implementations of CTradeExecutor methods
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// Only method implementations should be in this file - no class definitions.
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//+------------------------------------------------------------------+
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//| Check if trading is allowed |
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//+------------------------------------------------------------------+
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bool CTradeExecutor::IsTradingAllowed()
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{
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if(!m_isInitialized)
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{
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m_lastError = "Trade executor not initialized";
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return false;
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}
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if(!m_isTradingAllowed)
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{
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m_lastError = "Trading is disabled by configuration";
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return false;
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}
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if(m_circuitBroken)
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{
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if(TimeCurrent() - m_circuitBreakTime < m_circuitBreakPeriod)
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{
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m_lastError = "Circuit breaker active";
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return false;
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}
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else
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{
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m_circuitBroken = false;
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m_consecutiveErrors = 0;
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}
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}
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// Rate limit check
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datetime currentTime = TimeCurrent();
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if(TimeMinute(currentTime) != TimeMinute(m_currentMinute))
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{
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m_currentMinute = currentTime - (currentTime % 60);
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m_ordersThisMinute = 0;
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}
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if(m_ordersThisMinute >= m_maxOrdersPerMinute)
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{
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m_lastError = "Rate limit exceeded";
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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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//| Constructor |
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//+------------------------------------------------------------------+
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CTradeExecutor::CTradeExecutor() :
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m_totalTrades(0),
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m_successfulTrades(0),
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m_failedTrades(0),
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m_totalSlippage(0.0),
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m_avgExecutionTime(0.0),
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m_isInitialized(false),
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m_isTradingAllowed(false),
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m_riskManager(NULL),
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m_retryDelay(1000), // 1 second default retry delay
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m_maxSlippage(10), // 10 points default slippage
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m_useCircuitBreaker(true),
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m_checkMarketConditions(true)
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{
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// Initialize trade object with default settings
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m_trade.SetDeviationInPoints(m_maxSlippage);
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m_trade.SetExpertMagicNumber(0);
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m_trade.SetMarginMode();
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m_trade.SetTypeFilling(ORDER_FILLING_FOK);
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// Initialize arrays
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m_tradeHistory = new CArrayObj();
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m_pendingOrders = new CArrayObj();
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}
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//+------------------------------------------------------------------+
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//| Destructor |
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//+------------------------------------------------------------------+
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CTradeExecutor::~CTradeExecutor()
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{
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// Clean up trade history
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if(CheckPointer(m_tradeHistory) == POINTER_DYNAMIC)
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delete m_tradeHistory;
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// Clean up pending orders
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if(CheckPointer(m_pendingOrders) == POINTER_DYNAMIC)
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delete m_pendingOrders;
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}
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//+------------------------------------------------------------------+
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//| Reset circuit breaker |
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//+------------------------------------------------------------------+
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void CTradeExecutor::ResetCircuitBreaker()
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{
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m_circuitBreakTime = 0;
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m_consecutiveErrors = 0;
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}
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//+------------------------------------------------------------------+
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//| Clean up old trade records |
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//+------------------------------------------------------------------+
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void CTradeExecutor::CleanupOldRecords()
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{
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datetime cutoff = TimeCurrent() - 7 * 24 * 60 * 60; // 1 week
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for(int i = m_tradeHistory.Total() - 1; i >= 0; i--)
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{
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CTradeRecord* record = m_tradeHistory.At(i);
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if(record != NULL && record.time < cutoff)
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{
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m_tradeHistory.Delete(i);
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}
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}
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}
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//+------------------------------------------------------------------+
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//| Update circuit breaker state |
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//+------------------------------------------------------------------+
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void CTradeExecutor::UpdateCircuitBreaker(bool errorOccurred)
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{
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if(errorOccurred)
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{
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m_consecutiveErrors++;
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// If we've hit the maximum consecutive errors, activate circuit breaker
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if(m_consecutiveErrors >= m_maxConsecutiveErrors)
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{
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m_circuitBreakTime = TimeCurrent() + 300; // 5 minutes cooldown
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m_isTradingAllowed = false;
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Print("Circuit breaker activated! Trading paused for 5 minutes.");
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}
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}
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else
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{
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// Reset error counter on successful operation
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m_consecutiveErrors = 0;
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}
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}
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//+------------------------------------------------------------------+
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//| Initialize |
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//+------------------------------------------------------------------+
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bool CTradeExecutor::Initialize(CRiskManager *riskManager)
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{
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if(m_isInitialized)
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return true;
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m_trade.SetExpertMagicNumber(0);
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m_trade.SetDeviationInPoints(m_maxSlippage);
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m_trade.SetAsyncMode(true);
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m_riskManager = riskManager;
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if(!m_security.Initialize())
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{
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m_lastError = "Failed to initialize security enhancements: "+m_security.GetLastError();
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return false;
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}
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ResetCircuitBreaker();
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m_totalTrades = m_successfulTrades = m_failedTrades = 0;
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m_totalSlippage = m_avgExecutionTime = 0.0;
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m_trade.SetDeviationInPoints(InpMaxSlippage);
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CleanupOldRecords();
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m_isInitialized = true;
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m_isTradingAllowed = true;
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Print("TradeExecutor: Initialized successfully");
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return true;
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}
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//+------------------------------------------------------------------+
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//| Deinitialize |
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//+------------------------------------------------------------------+
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void CTradeExecutor::Deinitialize(void)
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{
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if(!m_isInitialized)
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return;
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m_tradeHistory.Clear();
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m_activeTrades.Clear();
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m_hasPendingOrder = false;
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ZeroMemory(m_pendingOrder);
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m_circuitBroken = false;
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m_consecutiveErrors = 0;
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m_circuitBreakTime = 0;
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s_ordersThisMinute = 0;
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s_currentMinute = 0;
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m_totalTrades = m_successfulTrades = m_failedTrades = 0;
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m_totalSlippage = m_avgExecutionTime = 0.0;
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m_lastError = "";
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m_isInitialized = false;
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m_isTradingAllowed = false;
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Print("TradeExecutor: Deinitialized");
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}
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//+------------------------------------------------------------------+
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//| Open a new market position with comprehensive security checks |
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//+------------------------------------------------------------------+
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bool CTradeExecutor::OpenPosition(string symbol, ENUM_ORDER_TYPE type, double volume,
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double price, double sl, double tp, string comment,
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int magic, datetime expiration, double maxSlippage)
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{
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// Check if trading is allowed
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if(!m_isInitialized || !m_isTradingAllowed)
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{
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m_lastError = "Trading is not allowed. Check initialization.";
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Print("TradeExecutor Error: ", m_lastError);
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return false;
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}
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// Check circuit breaker
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if(m_circuitBroken)
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{
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if(TimeCurrent() >= m_circuitBreakTime + m_circuitBreakTime)
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{
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Print("Circuit breaker cooldown period ended. Resuming normal operations.");
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ResetCircuitBreaker();
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}
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else
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{
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int remaining = (int)(m_circuitBreakTime + m_circuitBreakTime - TimeCurrent());
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m_lastError = "Circuit breaker active. Trading suspended for " + IntegerToString(remaining) + " seconds";
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Print("TradeExecutor Error: ", m_lastError);
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return false;
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}
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}
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// Check rate limiting
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if(!CheckRateLimit())
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{
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m_lastError = "Rate limit exceeded";
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return false;
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}
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// Check market conditions if enabled
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if(m_checkMarketConditions && !CheckMarketConditions(symbol))
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{
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m_lastError = "Market conditions check failed for " + symbol;
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Print("TradeExecutor Error: ", m_lastError);
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return false;
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}
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// Prepare order request with additional security parameters
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SOrderRequest request = {};
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request.symbol = symbol;
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request.type = type;
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request.volume = volume;
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request.price = price;
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request.sl = sl;
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request.tp = tp;
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request.comment = comment;
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request.magic = (magic > 0) ? magic : m_trade.RequestMagic();
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request.expiration = expiration;
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request.attempts = 0;
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request.reqId = IntegerToString(GetTickCount()) + "_" + IntegerToString(OrdersTotal());
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request.maxSlippage = (maxSlippage > 0) ? maxSlippage : InpMaxSlippage;
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request.requireVerification = InpVerifyOrderFills;
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// Log the trade attempt
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if(InpLogAllTrades)
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{
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string orderType = (type == ORDER_TYPE_BUY) ? "BUY" : "SELL";
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PrintFormat("TradeExecutor: Attempting %s %s %.2f lots @ %s (SL: %s, TP: %s)",
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orderType, symbol, volume, DoubleToString(price, _Digits),
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DoubleToString(sl, _Digits), DoubleToString(tp, _Digits));
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}
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// Execute the order with retry logic
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bool result = false;
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MqlTradeRequest tradeRequest = {};
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MqlTradeResult tradeResult = {};
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// Prepare trade request
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tradeRequest.action = TRADE_ACTION_DEAL;
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tradeRequest.symbol = symbol;
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tradeRequest.volume = volume;
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tradeRequest.type = type;
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tradeRequest.price = price;
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tradeRequest.sl = sl;
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tradeRequest.tp = tp;
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tradeRequest.deviation = (ushort)request.maxSlippage;
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tradeRequest.magic = request.magic;
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tradeRequest.comment = comment;
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tradeRequest.type_filling = ORDER_FILLING_FOK;
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// Validate the request using the unified validator
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if(!ValidateOrder(symbol, type, volume, price, sl, tp, request.magic, request.maxSlippage, comment))
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{
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m_lastError = "Trade request validation failed: " + m_lastError;
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Print("TradeExecutor Error: ", m_lastError);
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UpdateCircuitBreaker(true);
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return false;
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}
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// Execute the trade with retry logic
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ulong startTime = GetTickCount();
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for(int attempt = 0; attempt <= InpMaxRetries; attempt++)
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{
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// Check for user break
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if(IsStopped())
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{
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m_lastError = "Operation canceled by user";
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Print("TradeExecutor: ", m_lastError);
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return false;
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}
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// Add delay between retries (except first attempt)
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if(attempt > 0)
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{
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int delay = MathMin(InpRetryDelay * (int)MathPow(2, attempt-1), 5000); // Exponential backoff, max 5s
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PrintFormat("TradeExecutor: Retry attempt %d of %d after %d ms",
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attempt, InpMaxRetries, delay);
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Sleep(delay);
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}
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// Execute the trade
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ZeroMemory(tradeResult);
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bool success = OrderSend(tradeRequest, tradeResult);
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// Log the execution
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ulong duration = GetTickCount() - startTime;
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LogTradeExecution(tradeRequest, tradeResult, duration);
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// Check the result
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if(success && tradeResult.retcode == TRADE_RETCODE_DONE)
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{
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// Verify the order fill if required
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if(!request.requireVerification || VerifyOrderFill(tradeRequest, tradeResult))
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{
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// Create trade record
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CTradeRecord *record = new CTradeRecord();
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record.Set(tradeResult.order, symbol, type, volume, tradeResult.price,
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sl, tp, tradeResult.deviation, comment);
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AddToHistory(record);
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// Update metrics
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m_successfulTrades++;
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m_totalSlippage += tradeResult.deviation;
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m_avgExecutionTime = (m_avgExecutionTime * (m_successfulTrades - 1) + duration) / m_successfulTrades;
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if(InpLogAllTrades)
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{
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PrintFormat("TradeExecutor: Order #%d executed successfully in %d ms. Slippage: %.1f pips",
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tradeResult.order, duration, tradeResult.deviation);
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}
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result = true;
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break;
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}
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else
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{
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// Verification failed
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m_lastError = "Order fill verification failed";
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Print("TradeExecutor Error: ", m_lastError);
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UpdateCircuitBreaker(true);
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return false;
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}
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}
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else
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{
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// Log the error
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string errorDesc = GetRetcodeDescription(tradeResult.retcode);
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m_lastError = StringFormat("OrderSend failed: %s (code: %d)", errorDesc, tradeResult.retcode);
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Print("TradeExecutor Error: ", m_lastError);
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// Update error tracking
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m_failedTrades++;
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m_consecutiveErrors++;
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// Check if we should continue retrying
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if(attempt >= InpMaxRetries - 1)
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{
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UpdateCircuitBreaker(true);
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return false;
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}
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}
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}
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// Update metrics
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m_totalTrades++;
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// Update last order time for rate limiting
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m_lastOrderTime = TimeCurrent();
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|
|
|
||
|
|
// Check if we need to trigger circuit breaker
|
||
|
|
if(!result)
|
||
|
|
{
|
||
|
|
UpdateCircuitBreaker(true);
|
||
|
|
}
|
||
|
|
|
||
|
|
return result;
|
||
|
|
}
|
||
|
|
|
||
|
|
// Static member definitions --------------------------------------------------
|
||
|
|
int CTradeExecutor::s_ordersThisMinute = 0;
|
||
|
|
datetime CTradeExecutor::s_currentMinute = 0;
|
||
|
|
|
||
|
|
//---------------------------------------------------------------------------
|
||
|
|
// END MOVED IMPLEMENTATIONS
|
||
|
|
//---------------------------------------------------------------------------
|