mql5/Experts/Advisors/Modules_optimised/TradeExecutor.mqh

<EFBFBD><EFBFBD>//+------------------------------------------------------------------+
//|                     TradeExecutor.mqh v1.0                       |
//|             Centralized Trade Execution Engine                   |
//|           Optimized with retry logic and error handling          |
//+------------------------------------------------------------------+
#ifndef TRADE_EXECUTOR_MQH
#define TRADE_EXECUTOR_MQH

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

//+------------------------------------------------------------------+
//| Trade execution result structure                                 |
//+------------------------------------------------------------------+
struct ExecutionResult
{
   bool                 success;
   ulong                ticket;
   double               executed_price;
   double               executed_volume;
   double               slippage;
   int                  error_code;
   string               error_message;
   int                  retries;
   datetime             execution_time;
   int                  execution_ms;
};

//+------------------------------------------------------------------+
//| Trade Executor Class                                             |
//+------------------------------------------------------------------+
class CTradeExecutor
{
private:
   //--- Configuration
   int                  m_magic_number;
   int                  m_max_slippage;
   int                  m_max_retries;
   int                  m_retry_delay_ms;
   bool                 m_async_mode;
   
   //--- Trade object
   CTrade               m_trade;
   
   //--- Symbol manager reference
   CSymbolManager      *m_symbol_manager;
   
   //--- Statistics
   int                  m_trades_executed;
   int                  m_trades_failed;
   double               m_total_slippage;
   int                  m_total_retries;
   
   //--- Error handling
   int                  m_last_error;
   string               m_last_error_message;
   
   //--- Helper methods
   bool                 PrepareTradeRequest(MqlTradeRequest &request, const TradeRequest &trade_req);
   bool                 ValidateTradeRequest(const MqlTradeRequest &request);
   ExecutionResult      ExecuteWithRetry(MqlTradeRequest &request);
   void                 HandleTradeError(int error_code, MqlTradeRequest &request);
   double               CalculateSlippage(double requested_price, double executed_price, string symbol);
   void                 LogExecution(const ExecutionResult &result, const MqlTradeRequest &request);
   bool                 WaitForExecution(ulong order_ticket, int timeout_ms = 5000);
   
public:
                        CTradeExecutor();
                       ~CTradeExecutor();
   
   //--- Initialization
   bool                 Initialize(int magic_number, int max_slippage = 10);
   void                 SetSymbolManager(CSymbolManager *manager) { m_symbol_manager = manager; }
   
   //--- Configuration
   void                 SetMaxRetries(int retries) { m_max_retries = retries; }
   void                 SetRetryDelay(int delay_ms) { m_retry_delay_ms = delay_ms; }
   void                 SetAsyncMode(bool async) { m_async_mode = async; }
   
   //--- Trade execution
   ExecutionResult      OpenPosition(const TradeRequest &request);
   ExecutionResult      ClosePosition(ulong ticket, double volume = 0, string comment = "");
   ExecutionResult      ClosePositionBySymbol(string symbol, ENUM_POSITION_TYPE type = -1);
   ExecutionResult      ModifyPosition(ulong ticket, double sl, double tp);
   
   //--- Batch operations
   int                  CloseAllPositions(int magic = -1);
   int                  CloseAllBySymbol(string symbol);
   int                  CloseAllProfitable();
   int                  CloseAllLosing();
   
   //--- Pending orders
   ExecutionResult      PlacePendingOrder(const TradeRequest &request);
   ExecutionResult      DeletePendingOrder(ulong ticket);
   ExecutionResult      ModifyPendingOrder(ulong ticket, double price, double sl, double tp);
   
   //--- Utility functions
   bool                 IsTradeAllowed();
   double               GetMaxVolume(string symbol);
   double               GetMinVolume(string symbol);
   bool                 CheckMarginForTrade(string symbol, ENUM_ORDER_TYPE type, double volume);
   
   //--- Statistics
   int                  GetTradesExecuted() { return m_trades_executed; }
   int                  GetTradesFailed() { return m_trades_failed; }
   double               GetAverageSlippage() { return (m_trades_executed > 0) ? m_total_slippage / m_trades_executed : 0; }
   double               GetSuccessRate() { return (m_trades_executed + m_trades_failed > 0) ? 
                                                  (double)m_trades_executed / (m_trades_executed + m_trades_failed) * 100 : 0; }
   
   //--- Error handling
   int                  GetLastError() { return m_last_error; }
   string               GetLastErrorMessage() { return m_last_error_message; }
};

//+------------------------------------------------------------------+
//| Constructor                                                      |
//+------------------------------------------------------------------+
CTradeExecutor::CTradeExecutor()
{
   m_magic_number = 0;
   m_max_slippage = 10;
   m_max_retries = 3;
   m_retry_delay_ms = 500;
   m_async_mode = false;
   
   m_trades_executed = 0;
   m_trades_failed = 0;
   m_total_slippage = 0;
   m_total_retries = 0;
   
   m_last_error = 0;
   m_last_error_message = "";
   
   m_symbol_manager = NULL;
}

//+------------------------------------------------------------------+
//| Destructor                                                       |
//+------------------------------------------------------------------+
CTradeExecutor::~CTradeExecutor()
{
}

//+------------------------------------------------------------------+
//| Initialize executor                                              |
//+------------------------------------------------------------------+
bool CTradeExecutor::Initialize(int magic_number, int max_slippage)
{
   m_magic_number = magic_number;
   m_max_slippage = max_slippage;
   
   //--- Configure trade object
   m_trade.SetExpertMagicNumber(magic_number);
   m_trade.SetDeviationInPoints(max_slippage);
   m_trade.SetTypeFilling(ORDER_FILLING_RETURN);
   m_trade.SetAsyncMode(m_async_mode);
   
   //--- Get symbol manager instance
   if(m_symbol_manager == NULL)
      m_symbol_manager = CSymbolManager::GetInstance();
   
   Print("TradeExecutor initialized: Magic=", magic_number, 
         ", MaxSlippage=", max_slippage, " points");
         
   return true;
}

//+------------------------------------------------------------------+
//| Open new position with full error handling                       |
//+------------------------------------------------------------------+
ExecutionResult CTradeExecutor::OpenPosition(const TradeRequest &request)
{
   ExecutionResult result;
   ZeroMemory(result);
   
   datetime start_time = GetTickCount();
   
   //--- Check if trading allowed
   if(!IsTradeAllowed())
   {
      result.success = false;
      result.error_code = ERR_TRADE_NOT_ALLOWED;
      result.error_message = "Trading not allowed";
      return result;
   }
   
   //--- Prepare MQL trade request
   MqlTradeRequest mql_request;
   if(!PrepareTradeRequest(mql_request, request))
   {
      result.success = false;
      result.error_code = m_last_error;
      result.error_message = m_last_error_message;
      return result;
   }
   
   //--- Validate request
   if(!ValidateTradeRequest(mql_request))
   {
      result.success = false;
      result.error_code = m_last_error;
      result.error_message = m_last_error_message;
      return result;
   }
   
   //--- Execute with retry logic
   result = ExecuteWithRetry(mql_request);
   
   //--- Calculate execution time
   result.execution_ms = (int)(GetTickCount() - start_time);
   
   //--- Update statistics
   if(result.success)
   {
      m_trades_executed++;
      m_total_slippage += result.slippage;
   }
   else
   {
      m_trades_failed++;
   }
   
   m_total_retries += result.retries;
   
   //--- Log execution
   LogExecution(result, mql_request);
   
   return result;
}

//+------------------------------------------------------------------+
//| Prepare trade request                                            |
//+------------------------------------------------------------------+
bool CTradeExecutor::PrepareTradeRequest(MqlTradeRequest &request, const TradeRequest &trade_req)
{
   ZeroMemory(request);
   
   //--- Get symbol info
   if(m_symbol_manager == NULL)
   {
      m_last_error = ERR_INVALID_POINTER;
      m_last_error_message = "Symbol manager not initialized";
      return false;
   }
   
   SymbolCacheEntry symbol_info;
   if(!m_symbol_manager.GetSymbolInfo(trade_req.symbol, symbol_info))
   {
      m_last_error = ERR_UNKNOWN_SYMBOL;
      m_last_error_message = "Invalid symbol: " + trade_req.symbol;
      return false;
   }
   
   //--- Basic parameters
   request.action = TRADE_ACTION_DEAL;
   request.symbol = trade_req.symbol;
   request.volume = m_symbol_manager.NormalizeLots(trade_req.symbol, trade_req.volume);
   request.type = trade_req.type;
   request.type_filling = ORDER_FILLING_RETURN;
   request.magic = m_magic_number;
   request.comment = trade_req.comment;
   request.deviation = m_max_slippage;
   
   //--- Get current price
   if(trade_req.type == ORDER_TYPE_BUY)
   {
      request.price = m_symbol_manager.GetCurrentAsk(trade_req.symbol);
      
      if(trade_req.sl_distance > 0)
         request.sl = m_symbol_manager.NormalizePrice(trade_req.symbol, 
                                                    request.price - trade_req.sl_distance);
      if(trade_req.tp_distance > 0)
         request.tp = m_symbol_manager.NormalizePrice(trade_req.symbol, 
                                                    request.price + trade_req.tp_distance);
   }
   else if(trade_req.type == ORDER_TYPE_SELL)
   {
      request.price = m_symbol_manager.GetCurrentBid(trade_req.symbol);
      
      if(trade_req.sl_distance > 0)
         request.sl = m_symbol_manager.NormalizePrice(trade_req.symbol, 
                                                    request.price + trade_req.sl_distance);
      if(trade_req.tp_distance > 0)
         request.tp = m_symbol_manager.NormalizePrice(trade_req.symbol, 
                                                    request.price - trade_req.tp_distance);
   }
   else
   {
      m_last_error = ERR_INVALID_ORDER_TYPE;
      m_last_error_message = "Invalid order type";
      return false;
   }
   
   return true;
}

//+------------------------------------------------------------------+
//| Validate trade request                                           |
//+------------------------------------------------------------------+
bool CTradeExecutor::ValidateTradeRequest(const MqlTradeRequest &request)
{
   //--- Check volume
   double min_lot = m_symbol_manager.GetMinLot(request.symbol);
   double max_lot = m_symbol_manager.GetMaxLot(request.symbol);
   
   if(request.volume < min_lot || request.volume > max_lot)
   {
      m_last_error = ERR_INVALID_VOLUME;
      m_last_error_message = StringFormat("Invalid volume: %.2f (min: %.2f, max: %.2f)", 
                                        request.volume, min_lot, max_lot);
      return false;
   }
   
   //--- Check stop levels
   if(!m_symbol_manager.ValidateStopLevels(request.symbol, request.price, request.sl, request.tp))
   {
      m_last_error = ERR_INVALID_STOPS;
      m_last_error_message = "Invalid stop levels";
      return false;
   }
   
   //--- Check margin
   if(!CheckMarginForTrade(request.symbol, request.type, request.volume))
   {
      m_last_error = ERR_NOT_ENOUGH_MONEY;
      m_last_error_message = "Insufficient margin";
      return false;
   }
   
   return true;
}

//+------------------------------------------------------------------+
//| Execute trade with retry logic                                   |
//+------------------------------------------------------------------+
ExecutionResult CTradeExecutor::ExecuteWithRetry(MqlTradeRequest &request)
{
   ExecutionResult result;
   ZeroMemory(result);
   
   MqlTradeResult trade_result;
   
   for(int retry = 0; retry <= m_max_retries; retry++)
   {
      result.retries = retry;
      
      //--- Refresh price before each attempt
      if(retry > 0)
      {
         if(request.type == ORDER_TYPE_BUY)
            request.price = m_symbol_manager.GetCurrentAsk(request.symbol);
         else
            request.price = m_symbol_manager.GetCurrentBid(request.symbol);
            
         Sleep(m_retry_delay_ms);
      }
      
      //--- Send order
      ResetLastError();
      
      if(OrderSend(request, trade_result))
      {
         result.success = true;
         result.ticket = trade_result.order;
         result.executed_price = trade_result.price;
         result.executed_volume = trade_result.volume;
         result.execution_time = TimeCurrent();
         
         //--- Calculate slippage
         result.slippage = CalculateSlippage(request.price, result.executed_price, request.symbol);
         
         //--- Wait for position to appear (for async mode)
         if(m_async_mode)
         {
            if(!WaitForExecution(result.ticket))
            {
               result.success = false;
               result.error_code = ERR_TRADE_TIMEOUT;
               result.error_message = "Trade execution timeout";
            }
         }
         
         break;
      }
      else
      {
         int error = GetLastError();
         result.error_code = error;
         result.error_message = trade_result.comment;
         
         //--- Handle specific errors
         HandleTradeError(error, request);
         
         //--- Check if should retry
         bool should_retry = false;
         
         switch(error)
         {
            case ERR_REQUOTE:
            case ERR_PRICE_CHANGED:
            case ERR_OFF_QUOTES:
            case ERR_BROKER_BUSY:
            case ERR_TRADE_CONTEXT_BUSY:
               should_retry = true;
               break;
               
            default:
               should_retry = false;
               break;
         }
         
         if(!should_retry || retry == m_max_retries)
         {
            break;
         }
      }
   }
   
   return result;
}

//+------------------------------------------------------------------+
//| Handle trade error                                               |
//+------------------------------------------------------------------+
void CTradeExecutor::HandleTradeError(int error_code, MqlTradeRequest &request)
{
   m_last_error = error_code;
   
   switch(error_code)
   {
      case ERR_REQUOTE:
         m_last_error_message = "Requote - prices changed";
         break;
         
      case ERR_INVALID_STOPS:
         m_last_error_message = StringFormat("Invalid stops - SL: %.5f, TP: %.5f", 
                                           request.sl, request.tp);
         break;
         
      case ERR_INVALID_VOLUME:
         m_last_error_message = StringFormat("Invalid volume: %.2f lots", request.volume);
         break;
         
      case ERR_NOT_ENOUGH_MONEY:
         m_last_error_message = "Insufficient margin for trade";
         break;
         
      case ERR_TRADE_NOT_ALLOWED:
         m_last_error_message = "Trading not allowed - check AutoTrading";
         break;
         
      case ERR_MARKET_CLOSED:
         m_last_error_message = "Market is closed";
         break;
         
      default:
         m_last_error_message = StringFormat("Trade error %d", error_code);
         break;
   }
}

//+------------------------------------------------------------------+
//| Calculate slippage in points                                     |
//+------------------------------------------------------------------+
double CTradeExecutor::CalculateSlippage(double requested_price, double executed_price, string symbol)
{
   double point = m_symbol_manager.GetPoint(symbol);
   if(point == 0) return 0;
   
   return MathAbs(executed_price - requested_price) / point;
}

//+------------------------------------------------------------------+
//| Log execution result                                             |
//+------------------------------------------------------------------+
void CTradeExecutor::LogExecution(const ExecutionResult &result, const MqlTradeRequest &request)
{
   if(result.success)
   {
      Print(StringFormat("TradeExecutor: %s #%d opened - %s %.2f @ %.5f (slippage: %.1f points, %d ms)",
                        (request.type == ORDER_TYPE_BUY) ? "BUY" : "SELL",
                        result.ticket,
                        request.symbol,
                        result.executed_volume,
                        result.executed_price,
                        result.slippage,
                        result.execution_ms));
   }
   else
   {
      Print(StringFormat("TradeExecutor: Failed to open %s %s %.2f - Error %d: %s (retries: %d)",
                        (request.type == ORDER_TYPE_BUY) ? "BUY" : "SELL",
                        request.symbol,
                        request.volume,
                        result.error_code,
                        result.error_message,
                        result.retries));
   }
}

//+------------------------------------------------------------------+
//| Close position                                                   |
//+------------------------------------------------------------------+
ExecutionResult CTradeExecutor::ClosePosition(ulong ticket, double volume, string comment)
{
   ExecutionResult result;
   ZeroMemory(result);
   
   datetime start_time = GetTickCount();
   
   //--- Select position
   if(!PositionSelectByTicket(ticket))
   {
      result.success = false;
      result.error_code = ERR_TRADE_POSITION_NOT_FOUND;
      result.error_message = "Position not found";
      return result;
   }
   
   //--- Get position info
   string symbol = PositionGetString(POSITION_SYMBOL);
   double position_volume = PositionGetDouble(POSITION_VOLUME);
   ENUM_POSITION_TYPE type = (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE);
   
   //--- Determine volume to close
   if(volume == 0 || volume >= position_volume)
      volume = position_volume;
   else
      volume = m_symbol_manager.NormalizeLots(symbol, volume);
   
   //--- Prepare request
   MqlTradeRequest request;
   ZeroMemory(request);
   
   request.action = TRADE_ACTION_DEAL;
   request.symbol = symbol;
   request.volume = volume;
   request.type = (type == POSITION_TYPE_BUY) ? ORDER_TYPE_SELL : ORDER_TYPE_BUY;
   request.position = ticket;
   request.deviation = m_max_slippage;
   request.magic = m_magic_number;
   request.comment = comment;
   
   //--- Get current price
   request.price = (type == POSITION_TYPE_BUY) ? 
                  m_symbol_manager.GetCurrentBid(symbol) : 
                  m_symbol_manager.GetCurrentAsk(symbol);
   
   //--- Execute
   result = ExecuteWithRetry(request);
   
   //--- Update execution time
   result.execution_ms = (int)(GetTickCount() - start_time);
   
   //--- Update statistics
   if(result.success)
   {
      m_trades_executed++;
      m_total_slippage += result.slippage;
   }
   else
   {
      m_trades_failed++;
   }
   
   return result;
}

//+------------------------------------------------------------------+
//| Modify position stops                                            |
//+------------------------------------------------------------------+
ExecutionResult CTradeExecutor::ModifyPosition(ulong ticket, double sl, double tp)
{
   ExecutionResult result;
   ZeroMemory(result);
   
   //--- Select position
   if(!PositionSelectByTicket(ticket))
   {
      result.success = false;
      result.error_code = ERR_TRADE_POSITION_NOT_FOUND;
      result.error_message = "Position not found";
      return result;
   }
   
   //--- Get position info
   string symbol = PositionGetString(POSITION_SYMBOL);
   double current_sl = PositionGetDouble(POSITION_SL);
   double current_tp = PositionGetDouble(POSITION_TP);
   
   //--- Check if modification needed
   sl = m_symbol_manager.NormalizePrice(symbol, sl);
   tp = m_symbol_manager.NormalizePrice(symbol, tp);
   
   if(sl == current_sl && tp == current_tp)
   {
      result.success = true;
      result.ticket = ticket;
      return result;
   }
   
   //--- Validate stops
   double current_price = m_symbol_manager.GetCurrentPrice(symbol, 
                         (ENUM_POSITION_TYPE)PositionGetInteger(POSITION_TYPE));
   
   if(!m_symbol_manager.ValidateStopLevels(symbol, current_price, sl, tp))
   {
      result.success = false;
      result.error_code = ERR_INVALID_STOPS;
      result.error_message = "Invalid stop levels";
      return result;
   }
   
   //--- Modify position
   if(m_trade.PositionModify(ticket, sl, tp))
   {
      result.success = true;
      result.ticket = ticket;
      result.execution_time = TimeCurrent();
   }
   else
   {
      result.success = false;
      result.error_code = GetLastError();
      result.error_message = m_trade.ResultComment();
   }
   
   return result;
}

//+------------------------------------------------------------------+
//| Check if trading is allowed                                      |
//+------------------------------------------------------------------+
bool CTradeExecutor::IsTradeAllowed()
{
   //--- Check terminal
   if(!TerminalInfoInteger(TERMINAL_TRADE_ALLOWED))
      return false;
      
   //--- Check EA
   if(!MQLInfoInteger(MQL_TRADE_ALLOWED))
      return false;
      
   //--- Check account
   if(!AccountInfoInteger(ACCOUNT_TRADE_ALLOWED))
      return false;
      
   if(!AccountInfoInteger(ACCOUNT_TRADE_EXPERT))
      return false;
      
   return true;
}

//+------------------------------------------------------------------+
//| Check margin for trade                                           |
//+------------------------------------------------------------------+
bool CTradeExecutor::CheckMarginForTrade(string symbol, ENUM_ORDER_TYPE type, double volume)
{
   double price = (type == ORDER_TYPE_BUY) ? 
                  m_symbol_manager.GetCurrentAsk(symbol) : 
                  m_symbol_manager.GetCurrentBid(symbol);
                  
   double margin = 0;
   
   if(!OrderCalcMargin(type, symbol, volume, price, margin))
      return false;
      
   double free_margin = AccountInfoDouble(ACCOUNT_MARGIN_FREE);
   
   return (margin > 0 && free_margin > margin);
}

//+------------------------------------------------------------------+
//| Wait for order execution (async mode)                            |
//+------------------------------------------------------------------+
bool CTradeExecutor::WaitForExecution(ulong order_ticket, int timeout_ms)
{
   datetime start_time = GetTickCount();
   
   while(GetTickCount() - start_time < timeout_ms)
   {
      //--- Check if position exists
      if(PositionSelectByTicket(order_ticket))
         return true;
         
      //--- Check if order still pending
      if(OrderSelect(order_ticket))
      {
         Sleep(10);
         continue;
      }
      
      //--- Order doesn't exist - might be rejected
      break;
   }
   
   return false;
}

//+------------------------------------------------------------------+
//| Close all positions                                              |
//+------------------------------------------------------------------+
int CTradeExecutor::CloseAllPositions(int magic)
{
   int closed = 0;
   
   for(int i = PositionsTotal() - 1; i >= 0; i--)
   {
      ulong ticket = PositionGetTicket(i);
      if(ticket == 0) continue;
      
      if(PositionSelectByTicket(ticket))
      {
         //--- Check magic number
         if(magic >= 0 && PositionGetInteger(POSITION_MAGIC) != magic)
            continue;
            
         ExecutionResult result = ClosePosition(ticket, 0, "Close All");
         if(result.success) closed++;
      }
   }
   
   return closed;
}

#endif // TRADE_EXECUTOR_MQH