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MQL5Book/Experts/p6/PendingOrderGrid3.mq5

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2025-05-30 16:09:41 +02:00
//+------------------------------------------------------------------+
//| PendingOrderGrid3.mq5 |
//| Copyright 2022, MetaQuotes Ltd. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2022, MetaQuotes Ltd."
#property link "https://www.mql5.com"
#property description "Construct a grid consisting of limit and stoplimit orders, using sync or async batch requests."
" Then maintain it with predefined size according to intraday time schedule."
" Close positions when possible."
#define SHOW_WARNINGS // output extended info into the log
#define WARNING Print // use simple Print for warnings (instead of a built-in format with line numbers etc.)
// uncomment the following line to prevent early returns after
// failed checkups in MqlStructRequestSync methods, so
// incorrect requests will be sent and retcodes received from the server
// #define RETURN(X)
#include "..\..\Include\MqlTradeSync.mqh"
#include "..\..\Include\OrderFilter.mqh"
#include "..\..\Include\PositionFilter.mqh"
#include "..\..\Include\MapArray.mqh"
#include "..\..\Include\Tuples.mqh"
#include "..\..\Include\ConverterT.mqh"
#define GRID_OK +1
#define GRID_EMPTY 0
#define FIELD_NUM 6 // most important fields from MqlTradeResult
#define TIMEOUT 1000 // 1 second
input double Volume; // Volume (0 = minimal lot)
input uint GridSize = 6; // GridSize (even number of price levels)
input uint GridStep = 200; // GridStep (points)
input ENUM_ORDER_TYPE_TIME Expiration = ORDER_TIME_GTC;
input ENUM_ORDER_TYPE_FILLING Filling = ORDER_FILLING_FOK;
input datetime _StartTime = D'1970.01.01 00:00:00'; // StartTime (hh:mm:ss)
input datetime _StopTime = D'1970.01.01 23:00:00'; // StopTime (hh:mm:ss)
input ulong Magic = 1234567890;
input bool EnableAsyncSetup = false;
ulong StartTime, StopTime;
const ulong DAYLONG = 60 * 60 * 24;
datetime lastBar = 0;
int handle;
//+------------------------------------------------------------------+
//| Helper struct to support automatic data logging and magic |
//+------------------------------------------------------------------+
struct MqlTradeRequestSyncLog: public MqlTradeRequestSync
{
MqlTradeRequestSyncLog()
{
magic = Magic;
type_filling = Filling;
type_time = Expiration;
if(Expiration == ORDER_TIME_SPECIFIED
|| Expiration == ORDER_TIME_SPECIFIED_DAY)
{
// always keep expiration within 24 hours
expiration = (datetime)(TimeCurrent() / DAYLONG * DAYLONG + StopTime);
if(StartTime > StopTime)
{
expiration = (datetime)(expiration + DAYLONG);
}
}
}
~MqlTradeRequestSyncLog()
{
Print(TU::StringOf(this));
Print(TU::StringOf(this.result));
}
};
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
if(AccountInfoInteger(ACCOUNT_TRADE_MODE) != ACCOUNT_TRADE_MODE_DEMO)
{
Alert("This is a test EA! Run it on a DEMO account only!");
return INIT_FAILED;
}
if(GridSize < 2 || !!(GridSize % 2))
{
Alert("GridSize should be 2, 4, 6+ (even number)");
return INIT_FAILED;
}
StartTime = _StartTime % DAYLONG;
StopTime = _StopTime % DAYLONG;
if(EnableAsyncSetup)
{
if(!MQLInfoInteger(MQL_TESTER))
{
const uint start = GetTickCount();
const static string indicator = "MQL5Book/p6/TradeTransactionRelay";
handle = iCustom(_Symbol, PERIOD_D1, indicator);
if(handle == INVALID_HANDLE)
{
Alert("Can't start indicator ", indicator);
return INIT_FAILED;
}
PrintFormat("Started in %d ms", GetTickCount() - start);
}
else
{
Print("WARNINIG! Async mode is incompatible with the tester, EnableAsyncSetup is disabled");
}
}
lastBar = 0;
return INIT_SUCCEEDED;
}
//+------------------------------------------------------------------+
//| Find out if the grid is complete or incomplete and fix it |
//+------------------------------------------------------------------+
uint CheckGrid()
{
OrderFilter filter;
ulong tickets[];
filter.let(ORDER_SYMBOL, _Symbol).let(ORDER_MAGIC, Magic)
.let(ORDER_TYPE, ORDER_TYPE_SELL, IS::GREATER)
.select(tickets);
const int n = ArraySize(tickets);
if(!n) return GRID_EMPTY;
MapArray<ulong,uint> levels; // price levels => order types mask
const double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
int limits = 0;
int stops = 0;
for(int i = 0; i < n; ++i)
{
if(OrderSelect(tickets[i]))
{
const ulong level = (ulong)MathRound(OrderGetDouble(ORDER_PRICE_OPEN) / point);
const ulong type = OrderGetInteger(ORDER_TYPE);
if(type == ORDER_TYPE_BUY_LIMIT || type == ORDER_TYPE_SELL_LIMIT)
{
++limits;
levels.put(level, levels[level] | (1 << type));
}
else if(type == ORDER_TYPE_BUY_STOP_LIMIT || type == ORDER_TYPE_SELL_STOP_LIMIT)
{
++stops;
levels.put(level, levels[level] | (1 << type));
}
}
}
if(limits == stops)
{
if(limits == GridSize) return GRID_OK; // the grid is complete
Alert("Error: Order number does not match requested");
return TRADE_RETCODE_ERROR;
}
if(limits > stops)
{
const uint stopmask = (1 << ORDER_TYPE_BUY_STOP_LIMIT) | (1 << ORDER_TYPE_SELL_STOP_LIMIT);
for(int i = 0; i < levels.getSize(); ++i)
{
if((levels[i] & stopmask) == 0) // no stop order on this price level
{
const bool buyLimit = (levels[i] & (1 << ORDER_TYPE_BUY_LIMIT));
bool needNewStopLimit = false;
if(buyLimit) // should check that sell-limit is not present on one level above
{
if((levels[levels.getKey(i) + GridStep] & (1 << ORDER_TYPE_SELL_LIMIT)) == 0)
{
needNewStopLimit = true;
}
else
{
//PrintFormat("WARNING1: Level %lld already occupied by ORDER_TYPE_SELL_LIMIT",
// levels.getKey(i) + GridStep);
}
}
else // check that buy-limit is not present on one level below
{
if((levels[levels.getKey(i) - GridStep] & (1 << ORDER_TYPE_BUY_LIMIT)) == 0)
{
needNewStopLimit = true;
}
else
{
//PrintFormat("WARNING2: Level %lld already occupied by ORDER_TYPE_BUY_LIMIT",
// levels.getKey(i) - GridStep);
}
}
if(needNewStopLimit)
{
const uint retcode = RepairGridLevel(levels.getKey(i), point, buyLimit);
if(TradeCodeSeverity(retcode) > SEVERITY_NORMAL)
{
return retcode;
}
}
}
}
return GRID_OK;
}
Alert("Error: Orphaned Stop-Limit orders found");
return TRADE_RETCODE_ERROR;
}
//+------------------------------------------------------------------+
//| Restore orders on vacant grid levels |
//+------------------------------------------------------------------+
uint RepairGridLevel(const ulong level, const double point, const bool buyLimit)
{
const double price = level * point;
const double volume = Volume == 0 ? SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN) : Volume;
MqlTradeRequestSyncLog request;
request.comment = "repair";
// if unpaired buy-limit exists, set sell-stop-limit near it
// if unpaired sell-limit exists, set buy-stop-limit near it
const ulong order = (buyLimit ?
request.sellStopLimit(volume, price, price + GridStep * point) :
request.buyStopLimit(volume, price, price - GridStep * point));
const bool result = (order != 0) && request.completed();
if(!result) Alert("RepairGridLevel failed");
return request.result.retcode;
}
//+------------------------------------------------------------------+
//| Use an external indicator (such as TradeTransactionRelay) with |
//| given handle to access transaction results on-the-fly via buffer |
//+------------------------------------------------------------------+
bool AwaitAsync(MqlTradeRequestSyncLog &r[], const int _handle)
{
Converter<ulong,double> cnv;
int offset[];
const int n = ArraySize(r);
int done = 0;
ArrayResize(offset, n);
for(int i = 0; i < n; ++i)
{
offset[i] = (int)((r[i].result.request_id * FIELD_NUM)
% (Bars(_Symbol, _Period) / FIELD_NUM * FIELD_NUM));
}
const uint start = GetTickCount();
while(!IsStopped() && done < n && GetTickCount() - start < TIMEOUT)
for(int i = 0; i < n; ++i)
{
if(offset[i] == -1) continue; // skip empty elements
double array[];
if((CopyBuffer(_handle, 0, offset[i], FIELD_NUM, array)) == FIELD_NUM)
{
ArraySetAsSeries(array, true);
if((uint)MathRound(array[0]) == r[i].result.request_id)
{
r[i].result.retcode = (uint)MathRound(array[1]);
r[i].result.deal = cnv[array[2]];
r[i].result.order = cnv[array[3]];
r[i].result.volume = array[4];
r[i].result.price = array[5];
PrintFormat("Got Req=%d at %d ms", r[i].result.request_id, GetTickCount() - start);
Print(TU::StringOf(r[i].result));
offset[i] = -1; // mark as processed
done++;
}
}
}
return done == n;
}
//+------------------------------------------------------------------+
//| Create initial set of orders to form the grid |
//+------------------------------------------------------------------+
uint SetupGrid()
{
const double current = SymbolInfoDouble(_Symbol, SYMBOL_BID);
const double point = SymbolInfoDouble(_Symbol, SYMBOL_POINT);
const double volume = Volume == 0 ? SymbolInfoDouble(_Symbol, SYMBOL_VOLUME_MIN) : Volume;
const double base = ((ulong)MathRound(current / point / GridStep) * GridStep) * point;
const string comment = "G[" + DoubleToString(base, (int)SymbolInfoInteger(_Symbol, SYMBOL_DIGITS)) + "]";
const static string message = "SetupGrid failed: ";
Print("Start setup at ", current);
MqlTradeRequestSyncLog request[]; // limit and stoplimit
ArrayResize(request, GridSize * 2); // 2 pending orders per each price level
AsyncSwitcher sync(EnableAsyncSetup && !MQLInfoInteger(MQL_TESTER));
const uint start = GetTickCount();
for(int i = 0; i < (int)GridSize / 2; ++i)
{
const int k = i + 1;
// bottom half of the grid
request[i * 2 + 0].comment = comment;
request[i * 2 + 1].comment = comment;
if(!(request[i * 2 + 0].buyLimit(volume, base - k * GridStep * point)))
{
Alert(message + (string)i + "/BL");
return request[i * 2 + 0].result.retcode;
}
if(!(request[i * 2 + 1].sellStopLimit(volume, base - k * GridStep * point, base - (k - 1) * GridStep * point)))
{
Alert(message + (string)i + "/SSL");
return request[i * 2 + 1].result.retcode;
}
// top half of the grid
const int m = i + (int)GridSize / 2;
request[m * 2 + 0].comment = comment;
request[m * 2 + 1].comment = comment;
if(!(request[m * 2 + 0].sellLimit(volume, base + k * GridStep * point)))
{
Alert(message + (string)m + "/SL");
return request[m * 2 + 0].result.retcode;
}
if(!(request[m * 2 + 1].buyStopLimit(volume, base + k * GridStep * point, base + (k - 1) * GridStep * point)))
{
Alert(message + (string)m + "/BSL");
return request[m * 2 + 1].result.retcode;
}
}
if(EnableAsyncSetup && !MQLInfoInteger(MQL_TESTER))
{
if(!AwaitAsync(request, handle))
{
Print("Timeout");
return TRADE_RETCODE_ERROR;
}
}
PrintFormat("Done %d requests in %d ms (%d ms/request)",
GridSize * 2, GetTickCount() - start, (GetTickCount() - start) / (GridSize * 2));
for(int i = 0; i < (int)GridSize; ++i)
{
for(int j = 0; j < 2; ++j)
{
if(!request[i * 2 + j].completed())
{
Alert(message + (string)i + "/" + (string)j + " post-check");
return request[i * 2 + j].result.retcode;
}
}
}
return GRID_OK;
}
//+------------------------------------------------------------------+
//| Helper function to find compatible positions |
//+------------------------------------------------------------------+
int GetMyPositions(const string s, const ulong m, Tuple2<ulong,ulong> &types4tickets[])
{
int props[] = {POSITION_TYPE, POSITION_TICKET};
PositionFilter filter;
filter.let(POSITION_SYMBOL, s).let(POSITION_MAGIC, m)
.select(props, types4tickets, true);
return ArraySize(types4tickets);
}
//+------------------------------------------------------------------+
//| Mutual closure of two positions |
//+------------------------------------------------------------------+
uint CloseByPosition(const ulong ticket1, const ulong ticket2)
{
// define the struct
MqlTradeRequestSyncLog request;
// fill optional fields
request.comment = "compacting";
ResetLastError();
// send request and wait for its completion
if(request.closeby(ticket1, ticket2))
{
Print("Positions collapse initiated");
if(request.completed())
{
Print("OK CloseBy Order/Deal/Position");
return 0; // success
}
}
return request.result.retcode; // error
}
//+------------------------------------------------------------------+
//| Close counter-positions pairwise, and optionally the rest ones |
//+------------------------------------------------------------------+
uint CompactPositions(const bool cleanup = false)
{
uint retcode = 0;
Tuple2<ulong,ulong> types4tickets[];
int i = 0, j = 0;
int n = GetMyPositions(_Symbol, Magic, types4tickets);
if(n > 1)
{
Print("CompactPositions: ", n);
// traverse array from both ends pairwise
for(i = 0, j = n - 1; i < j; ++i, --j)
{
if(types4tickets[i]._1 != types4tickets[j]._1) // until position types differ
{
retcode = CloseByPosition(types4tickets[i]._2, types4tickets[j]._2);
if(retcode) return retcode; // error
}
else
{
break;
}
}
}
if(cleanup && j < n)
{
retcode = CloseAllPositions(types4tickets, i, j + 1);
}
return retcode; // can be success (0) or error
}
//+------------------------------------------------------------------+
//| Helper function to close specified positions |
//+------------------------------------------------------------------+
uint CloseAllPositions(const Tuple2<ulong,ulong> &types4tickets[], const int start = 0, const int end = 0)
{
const int n = end == 0 ? ArraySize(types4tickets) : end;
Print("CloseAllPositions ", n - start);
for(int i = start; i < n; ++i)
{
MqlTradeRequestSyncLog request;
request.comment = "close down " + (string)(i + 1 - start) + " of " + (string)(n - start);
const ulong ticket = types4tickets[i]._2;
if(!(request.close(ticket) && request.completed()))
{
Print("Error: position is not closed ", ticket);
if(!PositionSelectByTicket(ticket)) continue;
return request.result.retcode; // error
}
}
return 0; // success
}
//+------------------------------------------------------------------+
//| Remove all compatible orders |
//+------------------------------------------------------------------+
uint RemoveOrders()
{
OrderFilter filter;
ulong tickets[];
filter.let(ORDER_SYMBOL, _Symbol).let(ORDER_MAGIC, Magic)
.select(tickets);
const int n = ArraySize(tickets);
for(int i = 0; i < n; ++i)
{
MqlTradeRequestSyncLog request;
request.comment = "removal " + (string)(i + 1) + " of " + (string)n;
if(!(request.remove(tickets[i]) && request.completed()))
{
Print("Error: order is not removed ", tickets[i]);
if(!OrderSelect(tickets[i]))
{
Sleep(100);
Print("Order is in history? ", HistoryOrderSelect(tickets[i]));
continue;
}
return request.result.retcode;
}
}
return 0;
}
//+------------------------------------------------------------------+
//| Tick event handler |
//+------------------------------------------------------------------+
void OnTick()
{
// noncritical error handler by autoadjusted timeout
const static int DEFAULT_RETRY_TIMEOUT = 1; // seconds
static int RetryFrequency = DEFAULT_RETRY_TIMEOUT;
static datetime RetryRecordTime = 0;
if(TimeCurrent() - RetryRecordTime < RetryFrequency) return;
// run once on a new bar
if(iTime(_Symbol, _Period, 0) == lastBar) return;
uint retcode = 0;
bool tradeScheduled = true;
// check if current time suitable for trading
if(StartTime != StopTime)
{
const ulong now = TimeCurrent() % DAYLONG;
if(StartTime < StopTime)
{
tradeScheduled = now >= StartTime && now < StopTime;
}
else
{
tradeScheduled = now >= StartTime || now < StopTime;
}
}
// main functionality goes here
if(tradeScheduled)
{
retcode = CheckGrid();
if(retcode == GRID_EMPTY)
{
retcode = SetupGrid();
}
else
{
retcode = CompactPositions();
}
}
else
{
retcode = CompactPositions(true);
if(!retcode) retcode = RemoveOrders();
}
// now track errors and try to remedy them if possible
const TRADE_RETCODE_SEVERITY severity = TradeCodeSeverity(retcode);
if(severity >= SEVERITY_INVALID)
{
PrintFormat("Trying to recover...");
if(CompactPositions(true) || RemoveOrders()) // try to rollback
{
Alert("Can't place/modify pending orders, EA is stopped");
RetryFrequency = INT_MAX;
}
else
{
RetryFrequency += (int)sqrt(RetryFrequency + 1);
RetryRecordTime = TimeCurrent();
}
}
else if(severity >= SEVERITY_RETRY)
{
RetryFrequency += (int)sqrt(RetryFrequency + 1);
RetryRecordTime = TimeCurrent();
PrintFormat("Problems detected, waiting for better conditions (timeout enlarged to %d seconds)",
RetryFrequency);
}
else
{
if(RetryFrequency > DEFAULT_RETRY_TIMEOUT)
{
RetryFrequency = DEFAULT_RETRY_TIMEOUT;
PrintFormat("Timeout restored to %d second", RetryFrequency);
}
// if the grid was processed ok, skip all next ticks until the next bar
lastBar = iTime(_Symbol, _Period, 0);
}
}
//+------------------------------------------------------------------+
/*
example output (EURUSD,H1 default settings + GridSize=10, StopTime=0):
Start setup at 1.10379
Done 20 requests in 1030 ms (51 ms/request)
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_BUY_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.10200, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300978336, V=0.01, Request executed, Req=1
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_SELL_STOP_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.10200, X=1.10400, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300978337, V=0.01, Request executed, Req=2
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_BUY_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.10000, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300978343, V=0.01, Request executed, Req=5
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_SELL_STOP_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.10000, X=1.10200, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300978344, V=0.01, Request executed, Req=6
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_BUY_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.09800, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300978348, V=0.01, Request executed, Req=9
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_SELL_STOP_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.09800, X=1.10000, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300978350, V=0.01, Request executed, Req=10
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_BUY_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.09600, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300978355, V=0.01, Request executed, Req=13
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_SELL_STOP_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.09600, X=1.09800, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300978357, V=0.01, Request executed, Req=14
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_BUY_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.09400, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300978362, V=0.01, Request executed, Req=17
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_SELL_STOP_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.09400, X=1.09600, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300978364, V=0.01, Request executed, Req=18
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_SELL_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.10600, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300978339, V=0.01, Request executed, Req=3
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_BUY_STOP_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.10600, X=1.10400, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300978340, V=0.01, Request executed, Req=4
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_SELL_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.10800, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300978345, V=0.01, Request executed, Req=7
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_BUY_STOP_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.10800, X=1.10600, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300978347, V=0.01, Request executed, Req=8
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_SELL_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.11000, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300978351, V=0.01, Request executed, Req=11
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_BUY_STOP_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.11000, X=1.10800, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300978352, V=0.01, Request executed, Req=12
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_SELL_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.11200, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300978358, V=0.01, Request executed, Req=15
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_BUY_STOP_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.11200, X=1.11000, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300978361, V=0.01, Request executed, Req=16
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_SELL_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.11400, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300978365, V=0.01, Request executed, Req=19
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_BUY_STOP_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.11400, X=1.11200, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300978366, V=0.01, Request executed, Req=20
example output (the same as above + EnableAsyncSetup=true)
Started in 16 ms
Start setup at 1.10356
Got Req=41 at 109 ms
DONE, #=1300979180, V=0.01, Order placed, Req=41
Got Req=42 at 109 ms
DONE, #=1300979181, V=0.01, Order placed, Req=42
Got Req=43 at 125 ms
DONE, #=1300979182, V=0.01, Order placed, Req=43
Got Req=44 at 140 ms
DONE, #=1300979183, V=0.01, Order placed, Req=44
Got Req=45 at 156 ms
DONE, #=1300979184, V=0.01, Order placed, Req=45
Got Req=46 at 172 ms
DONE, #=1300979185, V=0.01, Order placed, Req=46
Got Req=49 at 172 ms
DONE, #=1300979188, V=0.01, Order placed, Req=49
Got Req=50 at 172 ms
DONE, #=1300979189, V=0.01, Order placed, Req=50
Got Req=47 at 172 ms
DONE, #=1300979186, V=0.01, Order placed, Req=47
Got Req=48 at 172 ms
DONE, #=1300979187, V=0.01, Order placed, Req=48
Got Req=51 at 172 ms
DONE, #=1300979190, V=0.01, Order placed, Req=51
Got Req=52 at 203 ms
DONE, #=1300979191, V=0.01, Order placed, Req=52
Got Req=55 at 203 ms
DONE, #=1300979194, V=0.01, Order placed, Req=55
Got Req=56 at 203 ms
DONE, #=1300979195, V=0.01, Order placed, Req=56
Got Req=53 at 203 ms
DONE, #=1300979192, V=0.01, Order placed, Req=53
Got Req=54 at 203 ms
DONE, #=1300979193, V=0.01, Order placed, Req=54
Got Req=57 at 218 ms
DONE, #=1300979196, V=0.01, Order placed, Req=57
Got Req=58 at 218 ms
DONE, #=1300979198, V=0.01, Order placed, Req=58
Got Req=59 at 218 ms
DONE, #=1300979199, V=0.01, Order placed, Req=59
Got Req=60 at 218 ms
DONE, #=1300979200, V=0.01, Order placed, Req=60
Done 20 requests in 234 ms (11 ms/request)
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_BUY_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.10200, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300979180, V=0.01, Order placed, Req=41
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_SELL_STOP_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.10200, X=1.10400, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300979181, V=0.01, Order placed, Req=42
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_BUY_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.10000, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300979184, V=0.01, Order placed, Req=45
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_SELL_STOP_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.10000, X=1.10200, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300979185, V=0.01, Order placed, Req=46
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_BUY_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.09800, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300979188, V=0.01, Order placed, Req=49
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_SELL_STOP_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.09800, X=1.10000, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300979189, V=0.01, Order placed, Req=50
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_BUY_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.09600, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300979192, V=0.01, Order placed, Req=53
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_SELL_STOP_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.09600, X=1.09800, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300979193, V=0.01, Order placed, Req=54
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_BUY_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.09400, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300979196, V=0.01, Order placed, Req=57
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_SELL_STOP_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.09400, X=1.09600, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300979198, V=0.01, Order placed, Req=58
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_SELL_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.10600, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300979182, V=0.01, Order placed, Req=43
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_BUY_STOP_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.10600, X=1.10400, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300979183, V=0.01, Order placed, Req=44
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_SELL_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.10800, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300979186, V=0.01, Order placed, Req=47
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_BUY_STOP_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.10800, X=1.10600, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300979187, V=0.01, Order placed, Req=48
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_SELL_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.11000, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300979190, V=0.01, Order placed, Req=51
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_BUY_STOP_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.11000, X=1.10800, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300979191, V=0.01, Order placed, Req=52
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_SELL_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.11200, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300979194, V=0.01, Order placed, Req=55
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_BUY_STOP_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.11200, X=1.11000, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300979195, V=0.01, Order placed, Req=56
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_SELL_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.11400, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300979199, V=0.01, Order placed, Req=59
TRADE_ACTION_PENDING, EURUSD, ORDER_TYPE_BUY_STOP_LIMIT, V=0.01, ORDER_FILLING_FOK, @ 1.11400, X=1.11200, ORDER_TIME_GTC, M=1234567890, G[1.10400]
DONE, #=1300979200, V=0.01, Order placed, Req=60
*/
//+------------------------------------------------------------------+
Reference in a new issue Copy permalink