Add EA streaming server and client

infrastructure/MetaTrader5/assets/MQL5/Include/ejtraderMT/Broker.mqh

@@ -0,0 +1,301 @@
+#property copyright "ejtrader"
+#property link "https://github.com/ejtraderLabs/MQL5-ejtraderMT"
+
+//+------------------------------------------------------------------+
+//| Fetch positions information                                      |
+//+------------------------------------------------------------------+
+void GetPositions(CJAVal &dataObject)
+{
+  CPositionInfo myposition;
+  CJAVal data, position;
+
+  // Get positions
+  int positionsTotal = PositionsTotal();
+  // Create empty array if no positions
+  if (!positionsTotal)
+    data["positions"].Add(position);
+  // Go through positions in a loop
+  for (int i = 0; i < positionsTotal; i++)
+  {
+    mControl.mResetLastError();
+
+    if (myposition.Select(PositionGetSymbol(i)))
+    {
+      position["id"] = PositionGetInteger(POSITION_IDENTIFIER);
+      position["magic"] = PositionGetInteger(POSITION_MAGIC);
+      position["symbol"] = PositionGetString(POSITION_SYMBOL);
+      position["type"] = EnumToString(ENUM_POSITION_TYPE(PositionGetInteger(POSITION_TYPE)));
+      position["time_setup"] = PositionGetInteger(POSITION_TIME);
+      position["open"] = PositionGetDouble(POSITION_PRICE_OPEN);
+      position["stoploss"] = PositionGetDouble(POSITION_SL);
+      position["takeprofit"] = PositionGetDouble(POSITION_TP);
+      position["volume"] = PositionGetDouble(POSITION_VOLUME);
+
+      data["error"] = (bool)false;
+      data["positions"].Add(position);
+    }
+    CheckError(__FUNCTION__);
+  }
+
+  string t = data.Serialize();
+  if (debug)
+    Print(t);
+  InformClientSocket(DATA_SOCKET, t);
+}
+
+//+------------------------------------------------------------------+
+//| Fetch orders information                                         |
+//+------------------------------------------------------------------+
+void GetOrders(CJAVal &dataObject)
+{
+  mControl.mResetLastError();
+
+  COrderInfo myorder;
+  CJAVal data, order;
+
+  // Get orders
+  if (HistorySelect(0, TimeCurrent()))
+  {
+    int ordersTotal = OrdersTotal();
+    // Create empty array if no orders
+    if (!ordersTotal)
+    {
+      data["error"] = (bool)false;
+      data["orders"].Add(order);
+    }
+
+    for (int i = 0; i < ordersTotal; i++)
+    {
+      if (myorder.Select(OrderGetTicket(i)))
+      {
+        order["id"] = (string)myorder.Ticket();
+        order["magic"] = OrderGetInteger(ORDER_MAGIC);
+        order["symbol"] = OrderGetString(ORDER_SYMBOL);
+        order["type"] = EnumToString(ENUM_ORDER_TYPE(OrderGetInteger(ORDER_TYPE)));
+        order["time_setup"] = OrderGetInteger(ORDER_TIME_SETUP);
+        order["open"] = OrderGetDouble(ORDER_PRICE_OPEN);
+        order["stoploss"] = OrderGetDouble(ORDER_SL);
+        order["takeprofit"] = OrderGetDouble(ORDER_TP);
+        order["volume"] = OrderGetDouble(ORDER_VOLUME_INITIAL);
+
+        data["error"] = (bool)false;
+        data["orders"].Add(order);
+      }
+      // Error handling
+      CheckError(__FUNCTION__);
+    }
+  }
+
+  string t = data.Serialize();
+  if (debug)
+    Print(t);
+  InformClientSocket(DATA_SOCKET, t);
+}
+
+//+------------------------------------------------------------------+
+//| Trading module                                                   |
+//+------------------------------------------------------------------+
+void TradingModule(CJAVal &dataObject)
+{
+  mControl.mResetLastError();
+  CTrade trade;
+
+  string actionType = dataObject["actionType"].ToStr();
+  string symbol = dataObject["symbol"].ToStr();
+  SymbolInfoString(symbol, SYMBOL_DESCRIPTION);
+  CheckError(__FUNCTION__);
+
+  int idNimber = dataObject["id"].ToInt();
+  double volume = dataObject["volume"].ToDbl();
+  double SL = dataObject["stoploss"].ToDbl();
+  double TP = dataObject["takeprofit"].ToDbl();
+  double price = NormalizeDouble(dataObject["price"].ToDbl(), _Digits);
+  double deviation = dataObject["deviation"].ToDbl();
+  string comment = dataObject["comment"].ToStr();
+
+  // Order expiration section
+  ENUM_ORDER_TYPE_TIME exp_type = ORDER_TIME_GTC;
+  datetime expiration = 0;
+  if (dataObject["expiration"].ToInt() != 0)
+  {
+    exp_type = ORDER_TIME_SPECIFIED;
+    expiration = dataObject["expiration"].ToInt();
+  }
+
+  // Market orders
+  if (actionType == "ORDER_TYPE_BUY" || actionType == "ORDER_TYPE_SELL")
+  {
+    ENUM_ORDER_TYPE orderType = ORDER_TYPE_BUY;
+    price = SymbolInfoDouble(symbol, SYMBOL_ASK);
+    if (actionType == "ORDER_TYPE_SELL")
+    {
+      orderType = ORDER_TYPE_SELL;
+      price = SymbolInfoDouble(symbol, SYMBOL_BID);
+    }
+
+    if (trade.PositionOpen(symbol, orderType, volume, price, SL, TP, comment))
+    {
+      OrderDoneOrError(false, __FUNCTION__, trade);
+      return;
+    }
+  }
+
+  // Pending orders
+  else if (actionType == "ORDER_TYPE_BUY_LIMIT" || actionType == "ORDER_TYPE_SELL_LIMIT" || actionType == "ORDER_TYPE_BUY_STOP" || actionType == "ORDER_TYPE_SELL_STOP")
+  {
+    if (actionType == "ORDER_TYPE_BUY_LIMIT")
+    {
+      if (trade.BuyLimit(volume, price, symbol, SL, TP, ORDER_TIME_GTC, expiration, comment))
+      {
+        OrderDoneOrError(false, __FUNCTION__, trade);
+        return;
+      }
+    }
+    else if (actionType == "ORDER_TYPE_SELL_LIMIT")
+    {
+      if (trade.SellLimit(volume, price, symbol, SL, TP, ORDER_TIME_GTC, expiration, comment))
+      {
+        OrderDoneOrError(false, __FUNCTION__, trade);
+        return;
+      }
+    }
+    else if (actionType == "ORDER_TYPE_BUY_STOP")
+    {
+      if (trade.BuyStop(volume, price, symbol, SL, TP, ORDER_TIME_GTC, expiration, comment))
+      {
+        OrderDoneOrError(false, __FUNCTION__, trade);
+        return;
+      }
+    }
+    else if (actionType == "ORDER_TYPE_SELL_STOP")
+    {
+      if (trade.SellStop(volume, price, symbol, SL, TP, ORDER_TIME_GTC, expiration, comment))
+      {
+        OrderDoneOrError(false, __FUNCTION__, trade);
+        return;
+      }
+    }
+  }
+  // Position modify
+  else if (actionType == "POSITION_MODIFY")
+  {
+    if (trade.PositionModify(idNimber, SL, TP))
+    {
+      OrderDoneOrError(false, __FUNCTION__, trade);
+      return;
+    }
+  }
+  // Position close partial
+  else if (actionType == "POSITION_PARTIAL")
+  {
+    if (trade.PositionClosePartial(idNimber, volume))
+    {
+      OrderDoneOrError(false, __FUNCTION__, trade);
+      return;
+    }
+  }
+  // Position close by id
+  else if (actionType == "POSITION_CLOSE_ID")
+  {
+    if (trade.PositionClose(idNimber))
+    {
+      OrderDoneOrError(false, __FUNCTION__, trade);
+      return;
+    }
+  }
+  // Position close by symbol
+  else if (actionType == "POSITION_CLOSE_SYMBOL")
+  {
+    if (trade.PositionClose(symbol))
+    {
+      OrderDoneOrError(false, __FUNCTION__, trade);
+      return;
+    }
+  }
+  // Modify pending order
+  else if (actionType == "ORDER_MODIFY")
+  {
+    if (trade.OrderModify(idNimber, price, SL, TP, ORDER_TIME_GTC, expiration))
+    {
+      OrderDoneOrError(false, __FUNCTION__, trade);
+      return;
+    }
+  }
+  // Cancel pending order
+  else if (actionType == "ORDER_CANCEL")
+  {
+    if (trade.OrderDelete(idNimber))
+    {
+      OrderDoneOrError(false, __FUNCTION__, trade);
+      return;
+    }
+  }
+  // Action type dosen't exist
+  else
+  {
+    mControl.mSetUserError(65538, GetErrorID(65538));
+    CheckError(__FUNCTION__);
+  }
+
+  // This part of the code runs if order was not completed
+  OrderDoneOrError(true, __FUNCTION__, trade);
+}
+
+//+------------------------------------------------------------------+
+//| TradeTransaction function                                        |
+//+------------------------------------------------------------------+
+void OnTradeTransaction(const MqlTradeTransaction &trans,
+                        const MqlTradeRequest &request,
+                        const MqlTradeResult &result)
+{
+
+  ENUM_TRADE_TRANSACTION_TYPE trans_type = trans.type;
+  switch (trans.type)
+  {
+  case TRADE_TRANSACTION_REQUEST:
+  {
+    CJAVal data, req, res;
+
+    req["action"] = EnumToString(request.action);
+    req["order"] = (int)request.order;
+    req["symbol"] = (string)request.symbol;
+    req["volume"] = (double)request.volume;
+    req["price"] = (double)request.price;
+    req["stoplimit"] = (double)request.stoplimit;
+    req["sl"] = (double)request.sl;
+    req["tp"] = (double)request.tp;
+    req["deviation"] = (int)request.deviation;
+    req["type"] = EnumToString(request.type);
+    req["type_filling"] = EnumToString(request.type_filling);
+    req["type_time"] = EnumToString(request.type_time);
+    req["expiration"] = (int)request.expiration;
+    req["comment"] = (string)request.comment;
+    req["position"] = (int)request.position;
+    req["position_by"] = (int)request.position_by;
+
+    res["retcode"] = (int)result.retcode;
+    res["result"] = (string)GetRetcodeID(result.retcode);
+    res["deal"] = (int)result.order;
+    res["order"] = (int)result.order;
+    res["volume"] = (double)result.volume;
+    res["price"] = (double)result.price;
+    res["comment"] = (string)result.comment;
+    res["request_id"] = (int)result.request_id;
+    res["retcode_external"] = (int)result.retcode_external;
+
+    data["request"].Set(req);
+    data["result"].Set(res);
+
+    string t = data.Serialize();
+    if (debug)
+      Print(t);
+    InformClientSocket(STREAM_SOCKET, t);
+  }
+  break;
+  default:
+  {
+  }
+  break;
+  }
+}
+//+------------------------------------------------------------------+