mql5/Experts/Advisors/Modules_optimised/SymbolManager.mqh

//+------------------------------------------------------------------+
//|                     SymbolManager.mqh v1.0                       |
//|           Centralized Symbol Management & Caching                |
//|              Optimized for Multi-Symbol Trading                  |
//+------------------------------------------------------------------+
#ifndef SYMBOL_MANAGER_MQH
#define SYMBOL_MANAGER_MQH

#include "DataTypes.mqh"
#include <Trade/SymbolInfo.mqh>

//+------------------------------------------------------------------+
//| Symbol cache entry structure                                     |
//+------------------------------------------------------------------+
struct SymbolCacheEntry
{
   string               symbol;
   CSymbolInfo         *info;
   double               point;
   int                  digits;
   double               tick_value;
   double               tick_size;
   double               min_lot;
   double               max_lot;
   double               lot_step;
   double               min_stop_level;
   double               contract_size;
   double               margin_rate;
   ENUM_SYMBOL_TRADE_EXECUTION execution_mode;
   datetime             last_update;
   bool                 is_valid;
   
   //--- Market hours
   datetime             session_open;
   datetime             session_close;
   bool                 trading_allowed;
   
   //--- Cached calculations
   double               pip_value;
   double               normalized_stop_level;
   
   //--- Performance metrics
   int                  access_count;
   datetime             last_access;
};

//+------------------------------------------------------------------+
//| Symbol Manager Singleton Class                                   |
//+------------------------------------------------------------------+
class CSymbolManager
{
private:
   static CSymbolManager *m_instance;
   
   //--- Symbol cache
   SymbolCacheEntry     m_cache[];
   int                  m_cache_size;
   int                  m_max_cache_size;
   
   //--- Update intervals
   int                  m_cache_ttl_seconds;
   datetime             m_last_cleanup;
   
   //--- Statistics
   int                  m_cache_hits;
   int                  m_cache_misses;
   
   //--- Private constructor for singleton
                        CSymbolManager();
   
   //--- Helper methods
   int                  FindCacheIndex(string symbol);
   void                 UpdateCacheEntry(SymbolCacheEntry &entry, string symbol);
   void                 CleanupCache();
   double               CalculatePipValue(string symbol);
   
public:
   //--- Singleton access
   static CSymbolManager* GetInstance();
   static void          DeleteInstance();
   
   //--- Destructor
                       ~CSymbolManager();
   
   //--- Symbol information
   bool                 GetSymbolInfo(string symbol, SymbolCacheEntry &info);
   CSymbolInfo*         GetSymbolInfoObject(string symbol);
   
   //--- Quick access methods
   double               GetPoint(string symbol);
   int                  GetDigits(string symbol);
   double               GetTickValue(string symbol);
   double               GetMinLot(string symbol);
   double               GetMaxLot(string symbol);
   double               GetLotStep(string symbol);
   double               GetMinStopLevel(string symbol);
   double               GetPipValue(string symbol);
   double               GetSpread(string symbol);
   
   //--- Price operations
   double               NormalizePrice(string symbol, double price);
   double               NormalizeLots(string symbol, double lots);
   double               CalculateStopDistance(string symbol, double price1, double price2);
   bool                 ValidateStopLevels(string symbol, double price, double sl, double tp);
   
   //--- Multi-symbol operations
   void                 RefreshAll();
   int                  GetCachedSymbolCount() { return m_cache_size; }
   void                 GetCachedSymbols(string &symbols[]);
   
   //--- Market info
   bool                 IsMarketOpen(string symbol);
   double               GetCurrentBid(string symbol);
   double               GetCurrentAsk(string symbol);
   double               GetCurrentPrice(string symbol, ENUM_POSITION_TYPE type);
   
   //--- Statistics
   void                 PrintStatistics();
   double               GetCacheHitRate() { return (m_cache_hits + m_cache_misses > 0) ? 
                                                  (double)m_cache_hits / (m_cache_hits + m_cache_misses) * 100 : 0; }
};

//--- Static instance
CSymbolManager* CSymbolManager::m_instance = NULL;

//+------------------------------------------------------------------+
//| Get singleton instance                                           |
//+------------------------------------------------------------------+
CSymbolManager* CSymbolManager::GetInstance()
{
   if(m_instance == NULL)
      m_instance = new CSymbolManager();
   return m_instance;
}

//+------------------------------------------------------------------+
//| Delete singleton instance                                        |
//+------------------------------------------------------------------+
void CSymbolManager::DeleteInstance()
{
   if(m_instance != NULL)
   {
      delete m_instance;
      m_instance = NULL;
   }
}

//+------------------------------------------------------------------+
//| Constructor                                                      |
//+------------------------------------------------------------------+
CSymbolManager::CSymbolManager()
{
   m_cache_size = 0;
   m_max_cache_size = 50;
   m_cache_ttl_seconds = 60; // 1 minute cache
   m_last_cleanup = 0;
   m_cache_hits = 0;
   m_cache_misses = 0;
   
   ArrayResize(m_cache, m_max_cache_size);
}

//+------------------------------------------------------------------+
//| Destructor                                                       |
//+------------------------------------------------------------------+
CSymbolManager::~CSymbolManager()
{
   //--- Clean up symbol info objects
   for(int i = 0; i < m_cache_size; i++)
   {
      if(m_cache[i].info != NULL)
      {
         delete m_cache[i].info;
         m_cache[i].info = NULL;
      }
   }
}

//+------------------------------------------------------------------+
//| Get symbol information with caching                              |
//+------------------------------------------------------------------+
bool CSymbolManager::GetSymbolInfo(string symbol, SymbolCacheEntry &info)
{
   //--- Find in cache
   int index = FindCacheIndex(symbol);
   
   if(index >= 0)
   {
      //--- Check if cache is still valid
      if(TimeCurrent() - m_cache[index].last_update < m_cache_ttl_seconds)
      {
         info = m_cache[index];
         m_cache[index].access_count++;
         m_cache[index].last_access = TimeCurrent();
         m_cache_hits++;
         return true;
      }
      else
      {
         //--- Update existing entry
         UpdateCacheEntry(m_cache[index], symbol);
         info = m_cache[index];
         m_cache_hits++;
         return m_cache[index].is_valid;
      }
   }
   
   //--- Not in cache, add new entry
   m_cache_misses++;
   
   //--- Check if need to cleanup old entries
   if(m_cache_size >= m_max_cache_size || 
      TimeCurrent() - m_last_cleanup > 300) // Cleanup every 5 minutes
   {
      CleanupCache();
   }
   
   //--- Add new entry
   if(m_cache_size < m_max_cache_size)
   {
      UpdateCacheEntry(m_cache[m_cache_size], symbol);
      if(m_cache[m_cache_size].is_valid)
      {
         info = m_cache[m_cache_size];
         m_cache_size++;
         return true;
      }
   }
   
   return false;
}

//+------------------------------------------------------------------+
//| Find symbol in cache                                             |
//+------------------------------------------------------------------+
int CSymbolManager::FindCacheIndex(string symbol)
{
   for(int i = 0; i < m_cache_size; i++)
   {
      if(m_cache[i].symbol == symbol)
         return i;
   }
   return -1;
}

//+------------------------------------------------------------------+
//| Update cache entry                                               |
//+------------------------------------------------------------------+
void CSymbolManager::UpdateCacheEntry(SymbolCacheEntry &entry, string symbol)
{
   //--- Create or update symbol info object
   if(entry.info == NULL)
      entry.info = new CSymbolInfo();
      
   if(!entry.info.Name(symbol))
   {
      entry.is_valid = false;
      return;
   }
   
   //--- Refresh rates
   entry.info.RefreshRates();
   
   //--- Update basic info
   entry.symbol = symbol;
   entry.point = entry.info.Point();
   entry.digits = entry.info.Digits();
   entry.tick_value = entry.info.TickValue();
   entry.tick_size = entry.info.TickSize();
   entry.min_lot = entry.info.LotsMin();
   entry.max_lot = entry.info.LotsMax();
   entry.lot_step = entry.info.LotsStep();
   entry.min_stop_level = entry.info.StopsLevel() * entry.point;
   entry.contract_size = entry.info.ContractSize();
   entry.margin_rate = entry.info.MarginInitial();
   entry.execution_mode = entry.info.TradeExecution();
   
   //--- Calculate derived values
   entry.pip_value = CalculatePipValue(symbol);
   entry.normalized_stop_level = entry.min_stop_level * 1.1; // 10% buffer
   
   //--- Market hours
   entry.trading_allowed = entry.info.TradeMode() != SYMBOL_TRADE_MODE_DISABLED;
   
   //--- Update timestamps
   entry.last_update = TimeCurrent();
   entry.is_valid = true;
   
   //--- Initialize counters if new
   if(entry.access_count == 0)
   {
      entry.access_count = 1;
      entry.last_access = TimeCurrent();
   }
}

//+------------------------------------------------------------------+
//| Calculate pip value                                              |
//+------------------------------------------------------------------+
double CSymbolManager::CalculatePipValue(string symbol)
{
   int digits = (int)SymbolInfoInteger(symbol, SYMBOL_DIGITS);
   double point = SymbolInfoDouble(symbol, SYMBOL_POINT);
   
   //--- Standard pip calculation
   if(digits == 3 || digits == 5)
      return point * 10;
   else
      return point;
}

//+------------------------------------------------------------------+
//| Cleanup old cache entries                                        |
//+------------------------------------------------------------------+
void CSymbolManager::CleanupCache()
{
   datetime current_time = TimeCurrent();
   int new_size = 0;
   
   //--- Keep frequently accessed and recent entries
   for(int i = 0; i < m_cache_size; i++)
   {
      bool keep = false;
      
      //--- Keep if recently accessed
      if(current_time - m_cache[i].last_access < 300) // 5 minutes
         keep = true;
         
      //--- Keep if frequently accessed
      if(m_cache[i].access_count > 10)
         keep = true;
         
      //--- Move entry if keeping
      if(keep && new_size != i)
      {
         m_cache[new_size] = m_cache[i];
         m_cache[i].info = NULL; // Prevent double delete
      }
      else if(!keep && m_cache[i].info != NULL)
      {
         delete m_cache[i].info;
         m_cache[i].info = NULL;
      }
      
      if(keep) new_size++;
   }
   
   m_cache_size = new_size;
   m_last_cleanup = current_time;
}

//+------------------------------------------------------------------+
//| Get symbol info object                                           |
//+------------------------------------------------------------------+
CSymbolInfo* CSymbolManager::GetSymbolInfoObject(string symbol)
{
   SymbolCacheEntry info;
   if(GetSymbolInfo(symbol, info))
      return info.info;
   return NULL;
}

//+------------------------------------------------------------------+
//| Quick access methods                                             |
//+------------------------------------------------------------------+
double CSymbolManager::GetPoint(string symbol)
{
   SymbolCacheEntry info;
   return GetSymbolInfo(symbol, info) ? info.point : 0;
}

int CSymbolManager::GetDigits(string symbol)
{
   SymbolCacheEntry info;
   return GetSymbolInfo(symbol, info) ? info.digits : 0;
}

double CSymbolManager::GetTickValue(string symbol)
{
   SymbolCacheEntry info;
   return GetSymbolInfo(symbol, info) ? info.tick_value : 0;
}

double CSymbolManager::GetMinLot(string symbol)
{
   SymbolCacheEntry info;
   return GetSymbolInfo(symbol, info) ? info.min_lot : 0.01;
}

double CSymbolManager::GetMaxLot(string symbol)
{
   SymbolCacheEntry info;
   return GetSymbolInfo(symbol, info) ? info.max_lot : 100;
}

double CSymbolManager::GetLotStep(string symbol)
{
   SymbolCacheEntry info;
   return GetSymbolInfo(symbol, info) ? info.lot_step : 0.01;
}

double CSymbolManager::GetMinStopLevel(string symbol)
{
   SymbolCacheEntry info;
   return GetSymbolInfo(symbol, info) ? info.normalized_stop_level : 0;
}

double CSymbolManager::GetPipValue(string symbol)
{
   SymbolCacheEntry info;
   return GetSymbolInfo(symbol, info) ? info.pip_value : 0;
}

double CSymbolManager::GetSpread(string symbol)
{
   CSymbolInfo *info = GetSymbolInfoObject(symbol);
   if(info != NULL)
   {
      info.RefreshRates();
      return info.Spread() * info.Point();
   }
   return 0;
}

//+------------------------------------------------------------------+
//| Price operations                                                 |
//+------------------------------------------------------------------+
double CSymbolManager::NormalizePrice(string symbol, double price)
{
   int digits = GetDigits(symbol);
   return NormalizeDouble(price, digits);
}

double CSymbolManager::NormalizeLots(string symbol, double lots)
{
   SymbolCacheEntry info;
   if(!GetSymbolInfo(symbol, info))
      return 0;
      
   //--- Round to lot step
   if(info.lot_step > 0)
      lots = MathFloor(lots / info.lot_step) * info.lot_step;
      
   //--- Apply limits
   lots = MathMax(lots, info.min_lot);
   lots = MathMin(lots, info.max_lot);
   
   return NormalizeDouble(lots, 2);
}

double CSymbolManager::CalculateStopDistance(string symbol, double price1, double price2)
{
   return MathAbs(price1 - price2);
}

bool CSymbolManager::ValidateStopLevels(string symbol, double price, double sl, double tp)
{
   double min_stop = GetMinStopLevel(symbol);
   
   //--- Check stop loss
   if(sl > 0)
   {
      double sl_distance = MathAbs(price - sl);
      if(sl_distance < min_stop)
         return false;
   }
   
   //--- Check take profit
   if(tp > 0)
   {
      double tp_distance = MathAbs(price - tp);
      if(tp_distance < min_stop)
         return false;
   }
   
   return true;
}

//+------------------------------------------------------------------+
//| Refresh all cached symbols                                       |
//+------------------------------------------------------------------+
void CSymbolManager::RefreshAll()
{
   for(int i = 0; i < m_cache_size; i++)
   {
      UpdateCacheEntry(m_cache[i], m_cache[i].symbol);
   }
}

//+------------------------------------------------------------------+
//| Get list of cached symbols                                       |
//+------------------------------------------------------------------+
void CSymbolManager::GetCachedSymbols(string &symbols[])
{
   ArrayResize(symbols, m_cache_size);
   for(int i = 0; i < m_cache_size; i++)
   {
      symbols[i] = m_cache[i].symbol;
   }
}

//+------------------------------------------------------------------+
//| Check if market is open                                          |
//+------------------------------------------------------------------+
bool CSymbolManager::IsMarketOpen(string symbol)
{
   SymbolCacheEntry info;
   if(!GetSymbolInfo(symbol, info))
      return false;
      
   return info.trading_allowed && info.info.SessionTrade(SYMBOL_SESSION_TRADE);
}

//+------------------------------------------------------------------+
//| Get current bid price                                            |
//+------------------------------------------------------------------+
double CSymbolManager::GetCurrentBid(string symbol)
{
   CSymbolInfo *info = GetSymbolInfoObject(symbol);
   if(info != NULL)
   {
      info.RefreshRates();
      return info.Bid();
   }
   return 0;
}

//+------------------------------------------------------------------+
//| Get current ask price                                            |
//+------------------------------------------------------------------+
double CSymbolManager::GetCurrentAsk(string symbol)
{
   CSymbolInfo *info = GetSymbolInfoObject(symbol);
   if(info != NULL)
   {
      info.RefreshRates();
      return info.Ask();
   }
   return 0;
}

//+------------------------------------------------------------------+
//| Get current price based on position type                         |
//+------------------------------------------------------------------+
double CSymbolManager::GetCurrentPrice(string symbol, ENUM_POSITION_TYPE type)
{
   return (type == POSITION_TYPE_BUY) ? GetCurrentBid(symbol) : GetCurrentAsk(symbol);
}

//+------------------------------------------------------------------+
//| Print cache statistics                                           |
//+------------------------------------------------------------------+
void CSymbolManager::PrintStatistics()
{
   Print("=== Symbol Manager Statistics ===");
   Print("Cached Symbols: ", m_cache_size);
   Print("Cache Hits: ", m_cache_hits);
   Print("Cache Misses: ", m_cache_misses);
   Print("Hit Rate: ", DoubleToString(GetCacheHitRate(), 2), "%");
   
   //--- Most accessed symbols
   Print("\nMost Accessed Symbols:");
   for(int i = 0; i < MathMin(5, m_cache_size); i++)
   {
      int max_access = 0;
      int max_index = -1;
      
      for(int j = 0; j < m_cache_size; j++)
      {
         if(m_cache[j].access_count > max_access)
         {
            bool already_printed = false;
            for(int k = 0; k < i; k++)
            {
               if(m_cache[j].symbol == m_cache[k].symbol)
               {
                  already_printed = true;
                  break;
               }
            }
            
            if(!already_printed)
            {
               max_access = m_cache[j].access_count;
               max_index = j;
            }
         }
      }
      
      if(max_index >= 0)
      {
         Print("  ", m_cache[max_index].symbol, 
               " - Accesses: ", m_cache[max_index].access_count);
      }
   }
}

#endif // SYMBOL_MANAGER_MQH