268 lines
9.4 KiB
MQL5
268 lines
9.4 KiB
MQL5
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//+------------------------------------------------------------------+
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//| TradeSnapshot.mq5 |
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//| Copyright 2022, MetaQuotes Ltd. |
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//| https://www.mql5.com |
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//+------------------------------------------------------------------+
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#property copyright "2022, MetaQuotes Ltd."
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#property link "https://www.mql5.com"
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#property description "Builds caches of orders and positions and keep track of changes there, prints all changes in the log"
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// this macro for TradeCache.mqh enables print out of all props when adding an element into cache
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#define PRINT_DETAILS
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#include "..\..\Include\OrderFilter.mqh"
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#include "..\..\Include\PositionFilter.mqh"
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#include "..\..\Include\AutoPtr.mqh"
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#include "..\..\Include\MqlError.mqh"
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#include "..\..\Include\TradeState.mqh"
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#include "..\..\Include\TradeCache.mqh"
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//+------------------------------------------------------------------+
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//| Past period to load into cache of historic orders |
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//+------------------------------------------------------------------+
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enum ENUM_HISTORY_LOOKUP
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{
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LOOKUP_NONE = 1,
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LOOKUP_DAY = 86400,
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LOOKUP_WEEK = 604800,
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LOOKUP_MONTH = 2419200,
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LOOKUP_YEAR = 29030400,
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LOOKUP_ALL = 0,
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};
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input ENUM_HISTORY_LOOKUP HistoryLookup = LOOKUP_NONE;
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// without let-conditions the filters will select all elements
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PositionFilter filter0;
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PositionCache positions;
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OrderFilter filter1;
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OrderCache orders;
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HistoryOrderFilter filter2;
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HistoryOrderCache history;
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datetime origin;
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//+------------------------------------------------------------------+
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//| Expert initialization function |
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//+------------------------------------------------------------------+
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int OnInit()
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{
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positions.reset();
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orders.reset();
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history.reset();
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origin = HistoryLookup ? TimeCurrent() - HistoryLookup : 0;
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OnTrade(); // self-invocation
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return INIT_SUCCEEDED;
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}
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//+------------------------------------------------------------------+
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//| General trade notification handler |
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//+------------------------------------------------------------------+
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void OnTrade()
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{
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static int count = 0;
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PrintFormat(">>> OnTrade(%d)", count++);
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positions.scan(filter0);
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orders.scan(filter1);
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// setup history selection right before 'filter' use inside 'scan'
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HistorySelect(origin, LONG_MAX);
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history.scan(filter2);
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/*
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// you may try the scanning other way round (test different approaches):
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HistorySelect(origin, LONG_MAX);
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history.scan(filter2);
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orders.scan(filter1);
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positions.scan(filter0);
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*/
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PrintFormat(">>> positions: %d, orders: %d, history: %d",
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positions.size(), orders.size(), history.size());
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}
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//+------------------------------------------------------------------+
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/*
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EXAMPLE OUTPUT
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1. open new position (market order buy added, position added, order moved to history)
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>>> OnTrade(0)
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>>> positions: 0, orders: 0, history: 0
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>>> OnTrade(1)
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OrderCache added: 1311792104
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MonitorInterface<ENUM_ORDER_PROPERTY_INTEGER,ENUM_ORDER_PROPERTY_DOUBLE,ENUM_ORDER_PROPERTY_STRING>
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ENUM_ORDER_PROPERTY_INTEGER Count=14
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0 ORDER_TIME_SETUP=2022.04.11 12:34:51
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1 ORDER_TIME_EXPIRATION=1970.01.01 00:00:00
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2 ORDER_TIME_DONE=1970.01.01 00:00:00
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3 ORDER_TYPE=ORDER_TYPE_BUY
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4 ORDER_TYPE_FILLING=ORDER_FILLING_FOK
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5 ORDER_TYPE_TIME=ORDER_TIME_GTC
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6 ORDER_STATE=ORDER_STATE_STARTED
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7 ORDER_MAGIC=0
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8 ORDER_POSITION_ID=0
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9 ORDER_TIME_SETUP_MSC=2022.04.11 12:34:51'096
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10 ORDER_TIME_DONE_MSC=1970.01.01 00:00:00'000
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11 ORDER_POSITION_BY_ID=0
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12 ORDER_TICKET=1311792104
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13 ORDER_REASON=ORDER_REASON_CLIENT
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ENUM_ORDER_PROPERTY_DOUBLE Count=7
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0 ORDER_VOLUME_INITIAL=0.01
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1 ORDER_VOLUME_CURRENT=0.01
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2 ORDER_PRICE_OPEN=1.09218
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3 ORDER_PRICE_CURRENT=1.09218
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4 ORDER_PRICE_STOPLIMIT=0.0
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5 ORDER_SL=0.0
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6 ORDER_TP=0.0
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ENUM_ORDER_PROPERTY_STRING Count=3
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0 ORDER_SYMBOL=EURUSD
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1 ORDER_COMMENT=
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2 ORDER_EXTERNAL_ID=
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HistoryOrderCache added: 1311792104
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MonitorInterface<ENUM_ORDER_PROPERTY_INTEGER,ENUM_ORDER_PROPERTY_DOUBLE,ENUM_ORDER_PROPERTY_STRING>
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ENUM_ORDER_PROPERTY_INTEGER Count=14
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0 ORDER_TIME_SETUP=2022.04.11 12:34:51
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1 ORDER_TIME_EXPIRATION=1970.01.01 00:00:00
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2 ORDER_TIME_DONE=2022.04.11 12:34:51
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3 ORDER_TYPE=ORDER_TYPE_BUY
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4 ORDER_TYPE_FILLING=ORDER_FILLING_FOK
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5 ORDER_TYPE_TIME=ORDER_TIME_GTC
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6 ORDER_STATE=ORDER_STATE_FILLED
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7 ORDER_MAGIC=0
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8 ORDER_POSITION_ID=1311792104
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9 ORDER_TIME_SETUP_MSC=2022.04.11 12:34:51'096
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10 ORDER_TIME_DONE_MSC=2022.04.11 12:34:51'097
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11 ORDER_POSITION_BY_ID=0
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12 ORDER_TICKET=1311792104
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13 ORDER_REASON=ORDER_REASON_CLIENT
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ENUM_ORDER_PROPERTY_DOUBLE Count=7
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0 ORDER_VOLUME_INITIAL=0.01
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1 ORDER_VOLUME_CURRENT=0.0
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2 ORDER_PRICE_OPEN=1.09218
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3 ORDER_PRICE_CURRENT=1.09218
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4 ORDER_PRICE_STOPLIMIT=0.0
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5 ORDER_SL=0.0
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6 ORDER_TP=0.0
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ENUM_ORDER_PROPERTY_STRING Count=3
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0 ORDER_SYMBOL=EURUSD
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1 ORDER_COMMENT=
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2 ORDER_EXTERNAL_ID=
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>>> positions: 0, orders: 1, history: 1
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>>> OnTrade(2)
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PositionCache added: 1311792104
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MonitorInterface<ENUM_POSITION_PROPERTY_INTEGER,ENUM_POSITION_PROPERTY_DOUBLE,ENUM_POSITION_PROPERTY_STRING>
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ENUM_POSITION_PROPERTY_INTEGER Count=9
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0 POSITION_TIME=2022.04.11 12:34:51
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1 POSITION_TYPE=POSITION_TYPE_BUY
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2 POSITION_MAGIC=0
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3 POSITION_IDENTIFIER=1311792104
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4 POSITION_TIME_MSC=2022.04.11 12:34:51'097
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5 POSITION_TIME_UPDATE=2022.04.11 12:34:51
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6 POSITION_TIME_UPDATE_MSC=2022.04.11 12:34:51'097
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7 POSITION_TICKET=1311792104
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8 POSITION_REASON=POSITION_REASON_CLIENT
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ENUM_POSITION_PROPERTY_DOUBLE Count=8
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0 POSITION_VOLUME=0.01
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1 POSITION_PRICE_OPEN=1.09218
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2 POSITION_PRICE_CURRENT=1.09214
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3 POSITION_SL=0.00000
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4 POSITION_TP=0.00000
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5 POSITION_COMMISSION=0.0
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6 POSITION_SWAP=0.00
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7 POSITION_PROFIT=-0.04
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ENUM_POSITION_PROPERTY_STRING Count=3
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0 POSITION_SYMBOL=EURUSD
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1 POSITION_COMMENT=
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2 POSITION_EXTERNAL_ID=
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OrderCache removed: 1311792104
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>>> positions: 1, orders: 0, history: 1
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>>> OnTrade(3)
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>>> positions: 1, orders: 0, history: 1
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>>> OnTrade(4)
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>>> positions: 1, orders: 0, history: 1
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>>> OnTrade(5)
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>>> positions: 1, orders: 0, history: 1
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>>> OnTrade(6)
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>>> positions: 1, orders: 0, history: 1
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>>> OnTrade(7)
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>>> positions: 1, orders: 0, history: 1
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2. close the existing position (market order added, position changed and closed, order moved to history)
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>>> OnTrade(8)
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PositionCache changed: 1311792104
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POSITION_PRICE_CURRENT: 1.09214 -> 1.09222
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POSITION_PROFIT: -0.04 -> 0.04
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OrderCache added: 1311796883
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MonitorInterface<ENUM_ORDER_PROPERTY_INTEGER,ENUM_ORDER_PROPERTY_DOUBLE,ENUM_ORDER_PROPERTY_STRING>
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ENUM_ORDER_PROPERTY_INTEGER Count=14
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0 ORDER_TIME_SETUP=2022.04.11 12:39:55
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1 ORDER_TIME_EXPIRATION=1970.01.01 00:00:00
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2 ORDER_TIME_DONE=1970.01.01 00:00:00
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3 ORDER_TYPE=ORDER_TYPE_SELL
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4 ORDER_TYPE_FILLING=ORDER_FILLING_FOK
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5 ORDER_TYPE_TIME=ORDER_TIME_GTC
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6 ORDER_STATE=ORDER_STATE_STARTED
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7 ORDER_MAGIC=0
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8 ORDER_POSITION_ID=1311792104
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9 ORDER_TIME_SETUP_MSC=2022.04.11 12:39:55'710
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10 ORDER_TIME_DONE_MSC=1970.01.01 00:00:00'000
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11 ORDER_POSITION_BY_ID=0
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12 ORDER_TICKET=1311796883
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13 ORDER_REASON=ORDER_REASON_CLIENT
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ENUM_ORDER_PROPERTY_DOUBLE Count=7
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0 ORDER_VOLUME_INITIAL=0.01
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1 ORDER_VOLUME_CURRENT=0.01
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2 ORDER_PRICE_OPEN=1.09222
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3 ORDER_PRICE_CURRENT=1.09222
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4 ORDER_PRICE_STOPLIMIT=0.0
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5 ORDER_SL=0.0
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6 ORDER_TP=0.0
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ENUM_ORDER_PROPERTY_STRING Count=3
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0 ORDER_SYMBOL=EURUSD
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1 ORDER_COMMENT=
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2 ORDER_EXTERNAL_ID=
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HistoryOrderCache added: 1311796883
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MonitorInterface<ENUM_ORDER_PROPERTY_INTEGER,ENUM_ORDER_PROPERTY_DOUBLE,ENUM_ORDER_PROPERTY_STRING>
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ENUM_ORDER_PROPERTY_INTEGER Count=14
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0 ORDER_TIME_SETUP=2022.04.11 12:39:55
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1 ORDER_TIME_EXPIRATION=1970.01.01 00:00:00
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2 ORDER_TIME_DONE=2022.04.11 12:39:55
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3 ORDER_TYPE=ORDER_TYPE_SELL
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4 ORDER_TYPE_FILLING=ORDER_FILLING_FOK
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5 ORDER_TYPE_TIME=ORDER_TIME_GTC
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6 ORDER_STATE=ORDER_STATE_FILLED
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7 ORDER_MAGIC=0
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8 ORDER_POSITION_ID=1311792104
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9 ORDER_TIME_SETUP_MSC=2022.04.11 12:39:55'710
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10 ORDER_TIME_DONE_MSC=2022.04.11 12:39:55'711
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11 ORDER_POSITION_BY_ID=0
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12 ORDER_TICKET=1311796883
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13 ORDER_REASON=ORDER_REASON_CLIENT
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ENUM_ORDER_PROPERTY_DOUBLE Count=7
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0 ORDER_VOLUME_INITIAL=0.01
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1 ORDER_VOLUME_CURRENT=0.0
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2 ORDER_PRICE_OPEN=1.09222
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3 ORDER_PRICE_CURRENT=1.09222
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4 ORDER_PRICE_STOPLIMIT=0.0
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5 ORDER_SL=0.0
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6 ORDER_TP=0.0
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ENUM_ORDER_PROPERTY_STRING Count=3
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0 ORDER_SYMBOL=EURUSD
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1 ORDER_COMMENT=
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2 ORDER_EXTERNAL_ID=
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>>> positions: 1, orders: 1, history: 2
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>>> OnTrade(9)
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PositionCache removed: 1311792104
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OrderCache removed: 1311796883
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>>> positions: 0, orders: 0, history: 2
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*/
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