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MQL5Book/Experts/p6/TradeSnapshot.mq5

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2025-05-30 16:09:41 +02:00
//+------------------------------------------------------------------+
//| TradeSnapshot.mq5 |
//| Copyright 2022, MetaQuotes Ltd. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2022, MetaQuotes Ltd."
#property link "https://www.mql5.com"
#property description "Builds caches of orders and positions and keep track of changes there, prints all changes in the log"
// this macro for TradeCache.mqh enables print out of all props when adding an element into cache
#define PRINT_DETAILS
#include "..\..\Include\OrderFilter.mqh"
#include "..\..\Include\PositionFilter.mqh"
#include "..\..\Include\AutoPtr.mqh"
#include "..\..\Include\MqlError.mqh"
#include "..\..\Include\TradeState.mqh"
#include "..\..\Include\TradeCache.mqh"
//+------------------------------------------------------------------+
//| Past period to load into cache of historic orders |
//+------------------------------------------------------------------+
enum ENUM_HISTORY_LOOKUP
{
LOOKUP_NONE = 1,
LOOKUP_DAY = 86400,
LOOKUP_WEEK = 604800,
LOOKUP_MONTH = 2419200,
LOOKUP_YEAR = 29030400,
LOOKUP_ALL = 0,
};
input ENUM_HISTORY_LOOKUP HistoryLookup = LOOKUP_NONE;
// without let-conditions the filters will select all elements
PositionFilter filter0;
PositionCache positions;
OrderFilter filter1;
OrderCache orders;
HistoryOrderFilter filter2;
HistoryOrderCache history;
datetime origin;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
positions.reset();
orders.reset();
history.reset();
origin = HistoryLookup ? TimeCurrent() - HistoryLookup : 0;
OnTrade(); // self-invocation
return INIT_SUCCEEDED;
}
//+------------------------------------------------------------------+
//| General trade notification handler |
//+------------------------------------------------------------------+
void OnTrade()
{
static int count = 0;
PrintFormat(">>> OnTrade(%d)", count++);
positions.scan(filter0);
orders.scan(filter1);
// setup history selection right before 'filter' use inside 'scan'
HistorySelect(origin, LONG_MAX);
history.scan(filter2);
/*
// you may try the scanning other way round (test different approaches):
HistorySelect(origin, LONG_MAX);
history.scan(filter2);
orders.scan(filter1);
positions.scan(filter0);
*/
PrintFormat(">>> positions: %d, orders: %d, history: %d",
positions.size(), orders.size(), history.size());
}
//+------------------------------------------------------------------+
/*
EXAMPLE OUTPUT
1. open new position (market order buy added, position added, order moved to history)
>>> OnTrade(0)
>>> positions: 0, orders: 0, history: 0
>>> OnTrade(1)
OrderCache added: 1311792104
MonitorInterface<ENUM_ORDER_PROPERTY_INTEGER,ENUM_ORDER_PROPERTY_DOUBLE,ENUM_ORDER_PROPERTY_STRING>
ENUM_ORDER_PROPERTY_INTEGER Count=14
0 ORDER_TIME_SETUP=2022.04.11 12:34:51
1 ORDER_TIME_EXPIRATION=1970.01.01 00:00:00
2 ORDER_TIME_DONE=1970.01.01 00:00:00
3 ORDER_TYPE=ORDER_TYPE_BUY
4 ORDER_TYPE_FILLING=ORDER_FILLING_FOK
5 ORDER_TYPE_TIME=ORDER_TIME_GTC
6 ORDER_STATE=ORDER_STATE_STARTED
7 ORDER_MAGIC=0
8 ORDER_POSITION_ID=0
9 ORDER_TIME_SETUP_MSC=2022.04.11 12:34:51'096
10 ORDER_TIME_DONE_MSC=1970.01.01 00:00:00'000
11 ORDER_POSITION_BY_ID=0
12 ORDER_TICKET=1311792104
13 ORDER_REASON=ORDER_REASON_CLIENT
ENUM_ORDER_PROPERTY_DOUBLE Count=7
0 ORDER_VOLUME_INITIAL=0.01
1 ORDER_VOLUME_CURRENT=0.01
2 ORDER_PRICE_OPEN=1.09218
3 ORDER_PRICE_CURRENT=1.09218
4 ORDER_PRICE_STOPLIMIT=0.0
5 ORDER_SL=0.0
6 ORDER_TP=0.0
ENUM_ORDER_PROPERTY_STRING Count=3
0 ORDER_SYMBOL=EURUSD
1 ORDER_COMMENT=
2 ORDER_EXTERNAL_ID=
HistoryOrderCache added: 1311792104
MonitorInterface<ENUM_ORDER_PROPERTY_INTEGER,ENUM_ORDER_PROPERTY_DOUBLE,ENUM_ORDER_PROPERTY_STRING>
ENUM_ORDER_PROPERTY_INTEGER Count=14
0 ORDER_TIME_SETUP=2022.04.11 12:34:51
1 ORDER_TIME_EXPIRATION=1970.01.01 00:00:00
2 ORDER_TIME_DONE=2022.04.11 12:34:51
3 ORDER_TYPE=ORDER_TYPE_BUY
4 ORDER_TYPE_FILLING=ORDER_FILLING_FOK
5 ORDER_TYPE_TIME=ORDER_TIME_GTC
6 ORDER_STATE=ORDER_STATE_FILLED
7 ORDER_MAGIC=0
8 ORDER_POSITION_ID=1311792104
9 ORDER_TIME_SETUP_MSC=2022.04.11 12:34:51'096
10 ORDER_TIME_DONE_MSC=2022.04.11 12:34:51'097
11 ORDER_POSITION_BY_ID=0
12 ORDER_TICKET=1311792104
13 ORDER_REASON=ORDER_REASON_CLIENT
ENUM_ORDER_PROPERTY_DOUBLE Count=7
0 ORDER_VOLUME_INITIAL=0.01
1 ORDER_VOLUME_CURRENT=0.0
2 ORDER_PRICE_OPEN=1.09218
3 ORDER_PRICE_CURRENT=1.09218
4 ORDER_PRICE_STOPLIMIT=0.0
5 ORDER_SL=0.0
6 ORDER_TP=0.0
ENUM_ORDER_PROPERTY_STRING Count=3
0 ORDER_SYMBOL=EURUSD
1 ORDER_COMMENT=
2 ORDER_EXTERNAL_ID=
>>> positions: 0, orders: 1, history: 1
>>> OnTrade(2)
PositionCache added: 1311792104
MonitorInterface<ENUM_POSITION_PROPERTY_INTEGER,ENUM_POSITION_PROPERTY_DOUBLE,ENUM_POSITION_PROPERTY_STRING>
ENUM_POSITION_PROPERTY_INTEGER Count=9
0 POSITION_TIME=2022.04.11 12:34:51
1 POSITION_TYPE=POSITION_TYPE_BUY
2 POSITION_MAGIC=0
3 POSITION_IDENTIFIER=1311792104
4 POSITION_TIME_MSC=2022.04.11 12:34:51'097
5 POSITION_TIME_UPDATE=2022.04.11 12:34:51
6 POSITION_TIME_UPDATE_MSC=2022.04.11 12:34:51'097
7 POSITION_TICKET=1311792104
8 POSITION_REASON=POSITION_REASON_CLIENT
ENUM_POSITION_PROPERTY_DOUBLE Count=8
0 POSITION_VOLUME=0.01
1 POSITION_PRICE_OPEN=1.09218
2 POSITION_PRICE_CURRENT=1.09214
3 POSITION_SL=0.00000
4 POSITION_TP=0.00000
5 POSITION_COMMISSION=0.0
6 POSITION_SWAP=0.00
7 POSITION_PROFIT=-0.04
ENUM_POSITION_PROPERTY_STRING Count=3
0 POSITION_SYMBOL=EURUSD
1 POSITION_COMMENT=
2 POSITION_EXTERNAL_ID=
OrderCache removed: 1311792104
>>> positions: 1, orders: 0, history: 1
>>> OnTrade(3)
>>> positions: 1, orders: 0, history: 1
>>> OnTrade(4)
>>> positions: 1, orders: 0, history: 1
>>> OnTrade(5)
>>> positions: 1, orders: 0, history: 1
>>> OnTrade(6)
>>> positions: 1, orders: 0, history: 1
>>> OnTrade(7)
>>> positions: 1, orders: 0, history: 1
2. close the existing position (market order added, position changed and closed, order moved to history)
>>> OnTrade(8)
PositionCache changed: 1311792104
POSITION_PRICE_CURRENT: 1.09214 -> 1.09222
POSITION_PROFIT: -0.04 -> 0.04
OrderCache added: 1311796883
MonitorInterface<ENUM_ORDER_PROPERTY_INTEGER,ENUM_ORDER_PROPERTY_DOUBLE,ENUM_ORDER_PROPERTY_STRING>
ENUM_ORDER_PROPERTY_INTEGER Count=14
0 ORDER_TIME_SETUP=2022.04.11 12:39:55
1 ORDER_TIME_EXPIRATION=1970.01.01 00:00:00
2 ORDER_TIME_DONE=1970.01.01 00:00:00
3 ORDER_TYPE=ORDER_TYPE_SELL
4 ORDER_TYPE_FILLING=ORDER_FILLING_FOK
5 ORDER_TYPE_TIME=ORDER_TIME_GTC
6 ORDER_STATE=ORDER_STATE_STARTED
7 ORDER_MAGIC=0
8 ORDER_POSITION_ID=1311792104
9 ORDER_TIME_SETUP_MSC=2022.04.11 12:39:55'710
10 ORDER_TIME_DONE_MSC=1970.01.01 00:00:00'000
11 ORDER_POSITION_BY_ID=0
12 ORDER_TICKET=1311796883
13 ORDER_REASON=ORDER_REASON_CLIENT
ENUM_ORDER_PROPERTY_DOUBLE Count=7
0 ORDER_VOLUME_INITIAL=0.01
1 ORDER_VOLUME_CURRENT=0.01
2 ORDER_PRICE_OPEN=1.09222
3 ORDER_PRICE_CURRENT=1.09222
4 ORDER_PRICE_STOPLIMIT=0.0
5 ORDER_SL=0.0
6 ORDER_TP=0.0
ENUM_ORDER_PROPERTY_STRING Count=3
0 ORDER_SYMBOL=EURUSD
1 ORDER_COMMENT=
2 ORDER_EXTERNAL_ID=
HistoryOrderCache added: 1311796883
MonitorInterface<ENUM_ORDER_PROPERTY_INTEGER,ENUM_ORDER_PROPERTY_DOUBLE,ENUM_ORDER_PROPERTY_STRING>
ENUM_ORDER_PROPERTY_INTEGER Count=14
0 ORDER_TIME_SETUP=2022.04.11 12:39:55
1 ORDER_TIME_EXPIRATION=1970.01.01 00:00:00
2 ORDER_TIME_DONE=2022.04.11 12:39:55
3 ORDER_TYPE=ORDER_TYPE_SELL
4 ORDER_TYPE_FILLING=ORDER_FILLING_FOK
5 ORDER_TYPE_TIME=ORDER_TIME_GTC
6 ORDER_STATE=ORDER_STATE_FILLED
7 ORDER_MAGIC=0
8 ORDER_POSITION_ID=1311792104
9 ORDER_TIME_SETUP_MSC=2022.04.11 12:39:55'710
10 ORDER_TIME_DONE_MSC=2022.04.11 12:39:55'711
11 ORDER_POSITION_BY_ID=0
12 ORDER_TICKET=1311796883
13 ORDER_REASON=ORDER_REASON_CLIENT
ENUM_ORDER_PROPERTY_DOUBLE Count=7
0 ORDER_VOLUME_INITIAL=0.01
1 ORDER_VOLUME_CURRENT=0.0
2 ORDER_PRICE_OPEN=1.09222
3 ORDER_PRICE_CURRENT=1.09222
4 ORDER_PRICE_STOPLIMIT=0.0
5 ORDER_SL=0.0
6 ORDER_TP=0.0
ENUM_ORDER_PROPERTY_STRING Count=3
0 ORDER_SYMBOL=EURUSD
1 ORDER_COMMENT=
2 ORDER_EXTERNAL_ID=
>>> positions: 1, orders: 1, history: 2
>>> OnTrade(9)
PositionCache removed: 1311792104
OrderCache removed: 1311796883
>>> positions: 0, orders: 0, history: 2
*/
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