82 lines
No EOL
4 KiB
MQL5
82 lines
No EOL
4 KiB
MQL5
//+------------------------------------------------------------------+
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//| Structs.mqh |
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//| Copyright 2021, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "Copyright 2021, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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//+------------------------------------------------------------------+
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//| 1.3.4 - VARIAVEIS OPERACIONAIS |
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//+------------------------------------------------------------------+
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struct CustomMqlTick
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{
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int idTick;
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string tipoEvento;
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datetime timestamp;
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int flag;
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double last;
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int volume;
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double bid0;
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double ask0;
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int vb0;
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int va0;
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int bid1;
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int ask1;
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int vb1;
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int va1;
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};
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struct slot
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{
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ulong idOrdem;
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int ponta;
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int state;
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int status;
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double qtd;
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double precoEnvio;
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double precoAlvo;
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double precoStop;
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};
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struct posicao
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{
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ulong idPosicao;
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int ponta;
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double qtd;
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double precoMedio;
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double precoAlvo;
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double precoStop;
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};
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struct fluido
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{
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double media;
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double midprice;
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double sigmaHFT;
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double sigmaLFT;
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double assimetria;
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double curtose; //C = (q3-q1)/2(d9-d1)
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double driftHFTTend; //driftHFTTend = [λc*e^(-kv*spreadV)]-[λv*e^(-kc*spreadC)]
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double driftHFTVol;
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double driftLFTTend;
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double driftLFTVol;
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double spreadHFTC;
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double spreadHFTV;
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double spreadLFTC;
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double spreadLFTV;
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double kC;
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double kV;
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double lambdaC;
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double lambdaV;
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double lobC;
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double lobV;
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int iBid0;
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int iBid1;
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int iBid2;
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int iAsk0;
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int iAsk1;
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int iAsk2;
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double precoMedioC;
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double precoMedioV;
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}; |