MtApi5: composite GetPositions/GetOrders snapshots (one round-trip)

MtApi5/Mt5Order.cs

@@ -0,0 +1,89 @@
+using System;
+
+namespace MtApi5
+{
+    ///<summary>
+    ///Snapshot of a current (pending) order with all its properties.
+    ///Returned by MtApi5Client.GetOrders() in a single request instead of the
+    ///OrdersTotal/OrderGetTicket/OrderGet* per-property call sequence.
+    ///</summary>
+    public class Mt5Order
+    {
+        ///<summary>Order ticket (ORDER_TICKET). Unique number assigned to each order.</summary>
+        public ulong Ticket { get; set; }
+
+        ///<summary>Symbol of the order (ORDER_SYMBOL).</summary>
+        public string Symbol { get; set; } = string.Empty;
+
+        ///<summary>Order setup time (ORDER_TIME_SETUP).</summary>
+        public DateTime TimeSetup => Mt5TimeConverter.ConvertFromMtTime(MtTimeSetup);
+
+        ///<summary>The time of placing the order in milliseconds since 01.01.1970 (ORDER_TIME_SETUP_MSC).</summary>
+        public long TimeSetupMsc { get; set; }
+
+        ///<summary>Order expiration time (ORDER_TIME_EXPIRATION).</summary>
+        public DateTime TimeExpiration => Mt5TimeConverter.ConvertFromMtTime(MtTimeExpiration);
+
+        ///<summary>Order type (ORDER_TYPE).</summary>
+        public ENUM_ORDER_TYPE Type { get; set; }
+
+        ///<summary>Order lifetime (ORDER_TYPE_TIME).</summary>
+        public ENUM_ORDER_TYPE_TIME TypeTime { get; set; }
+
+        ///<summary>Order filling type (ORDER_TYPE_FILLING).</summary>
+        public ENUM_ORDER_TYPE_FILLING TypeFilling { get; set; }
+
+        ///<summary>Order state (ORDER_STATE).</summary>
+        public ENUM_ORDER_STATE State { get; set; }
+
+        ///<summary>Order magic number (ORDER_MAGIC).</summary>
+        public long Magic { get; set; }
+
+        ///<summary>Position identifier that is set to an order as soon as it is executed (ORDER_POSITION_ID).</summary>
+        public long PositionId { get; set; }
+
+        ///<summary>Identifier of an opposite position used for closing by order (ORDER_POSITION_BY_ID).</summary>
+        public long PositionById { get; set; }
+
+        ///<summary>Order initial volume (ORDER_VOLUME_INITIAL).</summary>
+        public double VolumeInitial { get; set; }
+
+        ///<summary>Order current volume (ORDER_VOLUME_CURRENT).</summary>
+        public double VolumeCurrent { get; set; }
+
+        ///<summary>Price specified in the order (ORDER_PRICE_OPEN).</summary>
+        public double PriceOpen { get; set; }
+
+        ///<summary>Stop Loss value (ORDER_SL).</summary>
+        public double StopLoss { get; set; }
+
+        ///<summary>Take Profit value (ORDER_TP).</summary>
+        public double TakeProfit { get; set; }
+
+        ///<summary>The current price of the order symbol (ORDER_PRICE_CURRENT).</summary>
+        public double PriceCurrent { get; set; }
+
+        ///<summary>The limit order price for the StopLimit order (ORDER_PRICE_STOPLIMIT).</summary>
+        public double PriceStopLimit { get; set; }
+
+        ///<summary>Order comment (ORDER_COMMENT).</summary>
+        public string Comment { get; set; } = string.Empty;
+
+        ///<summary>Order identifier in an external trading system (ORDER_EXTERNAL_ID).</summary>
+        public string ExternalId { get; set; } = string.Empty;
+
+        ///<summary>The reason for order placing (ORDER_REASON).</summary>
+        public ENUM_ORDER_REASON Reason { get; set; }
+
+        ///<summary>Order setup time as seconds since 01.01.1970 (raw MT time).</summary>
+        public long MtTimeSetup { get; set; }
+
+        ///<summary>Order expiration time as seconds since 01.01.1970 (raw MT time).</summary>
+        public long MtTimeExpiration { get; set; }
+
+        public override string ToString()
+        {
+            return $"Ticket={Ticket}; Symbol={Symbol}; TimeSetup={TimeSetup}; Type={Type}; State={State}; TypeTime={TypeTime}; TypeFilling={TypeFilling}; TimeExpiration={TimeExpiration}; VolumeInitial={VolumeInitial}; VolumeCurrent={VolumeCurrent}; PriceOpen={PriceOpen}; StopLoss={StopLoss}; TakeProfit={TakeProfit}; PriceCurrent={PriceCurrent}; PriceStopLimit={PriceStopLimit}; Magic={Magic}; PositionId={PositionId}; PositionById={PositionById}; Reason={Reason}; Comment={Comment}; ExternalId={ExternalId}";
+        }
+    }
+}

MtApi5/Mt5Position.cs

@@ -0,0 +1,77 @@
+using System;
+
+namespace MtApi5
+{
+    ///<summary>
+    ///Snapshot of an open position with all its properties.
+    ///Returned by MtApi5Client.GetPositions() in a single request instead of the
+    ///PositionsTotal/PositionGetTicket/PositionGet* per-property call sequence.
+    ///</summary>
+    public class Mt5Position
+    {
+        ///<summary>Position ticket (POSITION_TICKET). Unique number assigned to each newly opened position.</summary>
+        public ulong Ticket { get; set; }
+
+        ///<summary>Symbol of the position (POSITION_SYMBOL).</summary>
+        public string Symbol { get; set; } = string.Empty;
+
+        ///<summary>Position open time (POSITION_TIME).</summary>
+        public DateTime Time => Mt5TimeConverter.ConvertFromMtTime(MtTime);
+
+        ///<summary>Position open time in milliseconds since 01.01.1970 (POSITION_TIME_MSC).</summary>
+        public long TimeMsc { get; set; }
+
+        ///<summary>Position changing time (POSITION_TIME_UPDATE).</summary>
+        public DateTime TimeUpdate => Mt5TimeConverter.ConvertFromMtTime(MtTimeUpdate);
+
+        ///<summary>Position type (POSITION_TYPE).</summary>
+        public ENUM_POSITION_TYPE Type { get; set; }
+
+        ///<summary>Position magic number (POSITION_MAGIC).</summary>
+        public long Magic { get; set; }
+
+        ///<summary>Position identifier (POSITION_IDENTIFIER). Doesn't change during the entire lifetime of the position.</summary>
+        public long Identifier { get; set; }
+
+        ///<summary>The reason for opening the position (POSITION_REASON).</summary>
+        public ENUM_POSITION_REASON Reason { get; set; }
+
+        ///<summary>Position volume (POSITION_VOLUME).</summary>
+        public double Volume { get; set; }
+
+        ///<summary>Position open price (POSITION_PRICE_OPEN).</summary>
+        public double PriceOpen { get; set; }
+
+        ///<summary>Stop Loss level of the opened position (POSITION_SL).</summary>
+        public double StopLoss { get; set; }
+
+        ///<summary>Take Profit level of the opened position (POSITION_TP).</summary>
+        public double TakeProfit { get; set; }
+
+        ///<summary>Current price of the position symbol (POSITION_PRICE_CURRENT).</summary>
+        public double PriceCurrent { get; set; }
+
+        ///<summary>Cumulative swap (POSITION_SWAP).</summary>
+        public double Swap { get; set; }
+
+        ///<summary>Current profit (POSITION_PROFIT).</summary>
+        public double Profit { get; set; }
+
+        ///<summary>Position comment (POSITION_COMMENT).</summary>
+        public string Comment { get; set; } = string.Empty;
+
+        ///<summary>Position identifier in an external trading system (POSITION_EXTERNAL_ID).</summary>
+        public string ExternalId { get; set; } = string.Empty;
+
+        ///<summary>Position open time as seconds since 01.01.1970 (raw MT time).</summary>
+        public long MtTime { get; set; }
+
+        ///<summary>Position changing time as seconds since 01.01.1970 (raw MT time).</summary>
+        public long MtTimeUpdate { get; set; }
+
+        public override string ToString()
+        {
+            return $"Ticket={Ticket}; Symbol={Symbol}; Time={Time}; Type={Type}; Volume={Volume}; PriceOpen={PriceOpen}; StopLoss={StopLoss}; TakeProfit={TakeProfit}; PriceCurrent={PriceCurrent}; Swap={Swap}; Profit={Profit}; Magic={Magic}; Identifier={Identifier}; Reason={Reason}; Comment={Comment}; ExternalId={ExternalId}";
+        }
+    }
+}

MtApi5/MtApi5Client.cs

@@ -452,6 +452,17 @@ public ulong PositionGetTicket(int index)
             return SendCommand<ulong>(ExecutorHandle, Mt5CommandType.PositionGetTicket, cmdParams);
         }
 
+        ///<summary>
+        ///Gets a snapshot of all open positions with all their properties in a single request.
+        ///Replaces the PositionsTotal/PositionGetTicket/PositionGet* per-property call sequence
+        ///with one round-trip to the terminal.
+        ///</summary>
+        ///<returns>List of open positions (empty if there are none) or null if the request failed.</returns>
+        public List<Mt5Position>? GetPositions()
+        {
+            return SendCommand<List<Mt5Position>>(ExecutorHandle, Mt5CommandType.GetAllPositions);
+        }
+
         ///<summary>
         ///Returns the number of current orders.
         ///</summary>
@@ -510,6 +521,17 @@ public long OrderGetInteger(ENUM_ORDER_PROPERTY_INTEGER propertyId)
             return SendCommand<string>(ExecutorHandle, Mt5CommandType.OrderGetString, cmdParams);
         }
 
+        ///<summary>
+        ///Gets a snapshot of all current (pending) orders with all their properties in a single request.
+        ///Replaces the OrdersTotal/OrderGetTicket/OrderGet* per-property call sequence
+        ///with one round-trip to the terminal.
+        ///</summary>
+        ///<returns>List of current orders (empty if there are none) or null if the request failed.</returns>
+        public List<Mt5Order>? GetOrders()
+        {
+            return SendCommand<List<Mt5Order>>(ExecutorHandle, Mt5CommandType.GetAllOrders);
+        }
+
         ///<summary>
         ///Retrieves the history of deals and orders for the specified period of server time.
         ///</summary>

MtApi5/MtProtocol/Mt5CommandType.cs

@@ -260,6 +260,9 @@ internal enum Mt5CommandType
         OrderCheck = 303,
         Buy = 304,
         Sell = 305,
-        GetSymbols = 306
+        GetSymbols = 306,
+
+        GetAllPositions = 390,
+        GetAllOrders = 391
     }
 }

TestClients/MtApi5TestClient/MainWindow.xaml

@@ -284,6 +284,7 @@
                                     <Button Content="OrderSend" Command="{Binding OrderSendCommand}" Width="100" Height="25" HorizontalAlignment="Left" Margin="4"/>
                                     <Button Content="OrderCheck" Command="{Binding OrderCheckCommand}" Width="100" Height="25" HorizontalAlignment="Left" Margin="4"/>
                                     <Button Content="PositionGetTicket" Command="{Binding PositionGetTicketCommand}" Width="100" Height="25" HorizontalAlignment="Left" Margin="4"/>
+                                    <Button Content="GetPositionsOrders" Command="{Binding GetPositionsOrdersCommand}" Width="120" Height="25" HorizontalAlignment="Left" Margin="4"/>
                                 </StackPanel>
 
                                 <WrapPanel>

TestClients/MtApi5TestClient/ViewModel.cs

@@ -50,6 +50,7 @@ public class ViewModel : INotifyPropertyChanged
         public DelegateCommand OrderSendCommand { get; private set; }
         public DelegateCommand OrderCheckCommand { get; private set; }
         public DelegateCommand PositionGetTicketCommand { get; private set; }
+        public DelegateCommand GetPositionsOrdersCommand { get; private set; }
 
         public DelegateCommand HistoryOrderGetIntegerCommand { get; private set; }
         public DelegateCommand HistoryDealGetDoubleCommand { get; private set; }
@@ -396,6 +397,7 @@ private void InitCommands()
             OrderSendCommand = new DelegateCommand(ExecuteOrderSend);
             OrderCheckCommand = new DelegateCommand(ExecuteOrderCheck);
             PositionGetTicketCommand = new DelegateCommand(ExecutePositionGetTicket);
+            GetPositionsOrdersCommand = new DelegateCommand(ExecuteGetPositionsOrders);
 
             HistoryOrderGetIntegerCommand = new DelegateCommand(ExecuteHistoryOrderGetInteger);
             HistoryDealGetDoubleCommand = new DelegateCommand(ExecuteHistoryDealGetDouble);
@@ -581,6 +583,23 @@ private async void ExecutePositionGetTicket(object obj)
             AddLog(message);
         }
 
+        private async void ExecuteGetPositionsOrders(object obj)
+        {
+            var positions = await Execute(() => _mtApiClient.GetPositions());
+            AddLog($"GetPositions: count = {positions?.Count ?? 0}");
+            if (positions != null && positions.Count > 0)
+            {
+                AddLog($"  first: {positions[0]}");
+            }
+
+            var orders = await Execute(() => _mtApiClient.GetOrders());
+            AddLog($"GetOrders: count = {orders?.Count ?? 0}");
+            if (orders != null && orders.Count > 0)
+            {
+                AddLog($"  first: {orders[0]}");
+            }
+        }
+
         private async void ExecuteHistoryOrderGetInteger(object o)
         {
             const ulong ticket = 12345;

mq5/MtApi5.mq5

@@ -381,7 +381,10 @@ int preinit()
    ADD_EXECUTOR(304, Buy);
    ADD_EXECUTOR(305, Sell);
    ADD_EXECUTOR(306, GetSymbols);
-
+
+   ADD_EXECUTOR(390, GetAllPositions);
+   ADD_EXECUTOR(391, GetAllOrders);
+
    return (0);
 }
 
@@ -3474,6 +3477,102 @@ string Execute_GetSymbols()
    return CreateSuccessResponse(jaSymbols);
 }
 
+//+------------------------------------------------------------------+
+//| Position/order snapshot command handlers                         |
+//+------------------------------------------------------------------+
+
+// JSONString::toString() in json.mqh performs no escaping, so escape broker
+// provided strings manually (backslash first, then quote and control
+// characters) to keep the response JSON valid.
+string EscapeJsonString(string value)
+{
+   string escaped = value;
+   StringReplace(escaped, "\\", "\\\\");
+   StringReplace(escaped, "\"", "\\\"");
+   StringReplace(escaped, "\n", "\\n");
+   StringReplace(escaped, "\r", "\\r");
+   StringReplace(escaped, "\t", "\\t");
+   return escaped;
+}
+
+string Execute_GetAllPositions()
+{
+   int total = PositionsTotal();
+   JSONArray* jaPositions = new JSONArray();
+   int idx = 0;
+   for(int i = 0; i < total; i++)
+   {
+      ulong ticket = PositionGetTicket(i); // also selects the position
+      if (ticket == 0)
+         continue; // the position was closed between PositionsTotal and selection
+
+      JSONObject* jo = new JSONObject();
+      jo.put("Ticket", new JSONNumber((long)ticket));
+      jo.put("Symbol", new JSONString(EscapeJsonString(PositionGetString(POSITION_SYMBOL))));
+      jo.put("MtTime", new JSONNumber(PositionGetInteger(POSITION_TIME)));
+      jo.put("TimeMsc", new JSONNumber(PositionGetInteger(POSITION_TIME_MSC)));
+      jo.put("MtTimeUpdate", new JSONNumber(PositionGetInteger(POSITION_TIME_UPDATE)));
+      jo.put("Type", new JSONNumber((int)PositionGetInteger(POSITION_TYPE)));
+      jo.put("Magic", new JSONNumber(PositionGetInteger(POSITION_MAGIC)));
+      jo.put("Identifier", new JSONNumber(PositionGetInteger(POSITION_IDENTIFIER)));
+      jo.put("Reason", new JSONNumber((int)PositionGetInteger(POSITION_REASON)));
+      jo.put("Volume", new JSONNumber(PositionGetDouble(POSITION_VOLUME)));
+      jo.put("PriceOpen", new JSONNumber(PositionGetDouble(POSITION_PRICE_OPEN)));
+      jo.put("StopLoss", new JSONNumber(PositionGetDouble(POSITION_SL)));
+      jo.put("TakeProfit", new JSONNumber(PositionGetDouble(POSITION_TP)));
+      jo.put("PriceCurrent", new JSONNumber(PositionGetDouble(POSITION_PRICE_CURRENT)));
+      jo.put("Swap", new JSONNumber(PositionGetDouble(POSITION_SWAP)));
+      jo.put("Profit", new JSONNumber(PositionGetDouble(POSITION_PROFIT)));
+      jo.put("Comment", new JSONString(EscapeJsonString(PositionGetString(POSITION_COMMENT))));
+      jo.put("ExternalId", new JSONString(EscapeJsonString(PositionGetString(POSITION_EXTERNAL_ID))));
+      jaPositions.put(idx, jo);
+      idx++;
+   }
+
+   return CreateSuccessResponse(jaPositions);
+}
+
+string Execute_GetAllOrders()
+{
+   int total = OrdersTotal();
+   JSONArray* jaOrders = new JSONArray();
+   int idx = 0;
+   for(int i = 0; i < total; i++)
+   {
+      ulong ticket = OrderGetTicket(i); // also selects the order
+      if (ticket == 0)
+         continue; // the order was executed or removed between OrdersTotal and selection
+
+      JSONObject* jo = new JSONObject();
+      jo.put("Ticket", new JSONNumber((long)ticket));
+      jo.put("Symbol", new JSONString(EscapeJsonString(OrderGetString(ORDER_SYMBOL))));
+      jo.put("MtTimeSetup", new JSONNumber(OrderGetInteger(ORDER_TIME_SETUP)));
+      jo.put("TimeSetupMsc", new JSONNumber(OrderGetInteger(ORDER_TIME_SETUP_MSC)));
+      jo.put("MtTimeExpiration", new JSONNumber(OrderGetInteger(ORDER_TIME_EXPIRATION)));
+      jo.put("Type", new JSONNumber((int)OrderGetInteger(ORDER_TYPE)));
+      jo.put("TypeTime", new JSONNumber((int)OrderGetInteger(ORDER_TYPE_TIME)));
+      jo.put("TypeFilling", new JSONNumber((int)OrderGetInteger(ORDER_TYPE_FILLING)));
+      jo.put("State", new JSONNumber((int)OrderGetInteger(ORDER_STATE)));
+      jo.put("Magic", new JSONNumber(OrderGetInteger(ORDER_MAGIC)));
+      jo.put("PositionId", new JSONNumber(OrderGetInteger(ORDER_POSITION_ID)));
+      jo.put("PositionById", new JSONNumber(OrderGetInteger(ORDER_POSITION_BY_ID)));
+      jo.put("VolumeInitial", new JSONNumber(OrderGetDouble(ORDER_VOLUME_INITIAL)));
+      jo.put("VolumeCurrent", new JSONNumber(OrderGetDouble(ORDER_VOLUME_CURRENT)));
+      jo.put("PriceOpen", new JSONNumber(OrderGetDouble(ORDER_PRICE_OPEN)));
+      jo.put("StopLoss", new JSONNumber(OrderGetDouble(ORDER_SL)));
+      jo.put("TakeProfit", new JSONNumber(OrderGetDouble(ORDER_TP)));
+      jo.put("PriceCurrent", new JSONNumber(OrderGetDouble(ORDER_PRICE_CURRENT)));
+      jo.put("PriceStopLimit", new JSONNumber(OrderGetDouble(ORDER_PRICE_STOPLIMIT)));
+      jo.put("Comment", new JSONString(EscapeJsonString(OrderGetString(ORDER_COMMENT))));
+      jo.put("ExternalId", new JSONString(EscapeJsonString(OrderGetString(ORDER_EXTERNAL_ID))));
+      jo.put("Reason", new JSONNumber((int)OrderGetInteger(ORDER_REASON)));
+      jaOrders.put(idx, jo);
+      idx++;
+   }
+
+   return CreateSuccessResponse(jaOrders);
+}
+
 int PositionCloseAll()
 {
    CTrade trade;