[Bug?] OrderSendAsync seems to be sending duplicate events
TRADE_TRANSACTION_REQUEST | Notification of the fact that a trade request has been processed by a server and processing result has been received. Only type field (trade transaction type) must be analyzed for such transactions in MqlTradeTransaction structure. The second and third parameters of OnTradeTransaction (request and result) must be analyzed for additional data. |
Help + my:
//+------------------------------------------------------------------+ //| TRADE_TRANSACTION_REQUEST.mq5 | //| Copyright © 2017, Vladimir Karputov | //| http://wmua.ru/slesar/ | //+------------------------------------------------------------------+ #property copyright "Copyright © 2017, Vladimir Karputov" #property link "http://wmua.ru/slesar/" #property version "1.00" input int MagicNumber=1234567; //--- enable CTrade trading class and declare the variable of this class #include <Trade\Trade.mqh> CTrade m_trade; //--- flags for installing and deleting the pending order bool pending_done=false; //--- pending order ticket will be stored here ulong order_ticket; //+------------------------------------------------------------------+ //| Expert initialization function | //+------------------------------------------------------------------+ int OnInit() { //--- set MagicNumber to mark all our orders m_trade.SetExpertMagicNumber(MagicNumber); //--- trade requests will be sent in asynchronous mode using OrderSendAsync() function m_trade.SetAsyncMode(true); //--- initialize the variable by zero order_ticket=0; //--- return(INIT_SUCCEEDED); } //+------------------------------------------------------------------+ //| Expert tick function | //+------------------------------------------------------------------+ void OnTick() { //---installing a pending order if(!pending_done) { for(int i=1; i<=5; i++) { pending_done=false; order_ticket=0; double ask=SymbolInfoDouble(_Symbol,SYMBOL_ASK); double buy_stop_price=NormalizeDouble(ask+1000*_Point,(int)SymbolInfoInteger(_Symbol,SYMBOL_DIGITS)); bool res=m_trade.BuyStop(0.1,buy_stop_price,_Symbol); //--- if BuyStop() function performed successfully if(res) { pending_done=true; //--- get a result of the request sending from ctrade MqlTradeResult trade_result; m_trade.Result(trade_result); //--- get request_id for the sent request uint request_id=trade_result.request_id; Print("Request has been sent to set a pending order. Request_ID=",request_id); //--- storing the order ticket (will be zero if using the asynchronous mode of sending to CTrade) order_ticket=trade_result.order; ////--- all is done, early exit from OnTick() handler //return; } } } //--- } //+------------------------------------------------------------------+ //| TradeTransaction function | //+------------------------------------------------------------------+ void OnTradeTransaction(const MqlTradeTransaction &trans, const MqlTradeRequest &request, const MqlTradeResult &result) { //--- get transaction type as enumeration value ENUM_TRADE_TRANSACTION_TYPE type=(ENUM_TRADE_TRANSACTION_TYPE)trans.type; //--- if the transaction is the request handling result, only its name is displayed if(type==TRADE_TRANSACTION_REQUEST) { Print(EnumToString(type)); //--- display the handled request string name Print("------------RequestDescription\r\n",RequestDescription(request)); //--- display request result description Print("------------ResultDescription\r\n",TradeResultDescription(result)); //--- store the order ticket for its deletion at the next handling in OnTick() if(result.order!=0) { //--- delete this order by its ticket at the next OnTick() call order_ticket=result.order; Print(" Pending order ticket ",order_ticket,"\r\n"); } } else // display the full description for transactions of another type //--- display description of the received transaction in the Journal Print("------------TransactionDescription\r\n",TransactionDescription(trans)); //--- } //+------------------------------------------------------------------+ //| Returns transaction textual description | //+------------------------------------------------------------------+ string TransactionDescription(const MqlTradeTransaction &trans) { //--- string desc=EnumToString(trans.type)+"\r\n"; desc+="Symbol: "+trans.symbol+"\r\n"; desc+="Deal ticket: "+(string)trans.deal+"\r\n"; desc+="Deal type: "+EnumToString(trans.deal_type)+"\r\n"; desc+="Order ticket: "+(string)trans.order+"\r\n"; desc+="Order type: "+EnumToString(trans.order_type)+"\r\n"; desc+="Order state: "+EnumToString(trans.order_state)+"\r\n"; desc+="Order time type: "+EnumToString(trans.time_type)+"\r\n"; desc+="Order expiration: "+TimeToString(trans.time_expiration)+"\r\n"; desc+="Price: "+StringFormat("%G",trans.price)+"\r\n"; desc+="Price trigger: "+StringFormat("%G",trans.price_trigger)+"\r\n"; desc+="Stop Loss: "+StringFormat("%G",trans.price_sl)+"\r\n"; desc+="Take Profit: "+StringFormat("%G",trans.price_tp)+"\r\n"; desc+="Volume: "+StringFormat("%G",trans.volume)+"\r\n"; desc+="Position: "+(string)trans.position+"\r\n"; desc+="Position by: "+(string)trans.position_by+"\r\n"; //--- return the obtained string return desc; } //+------------------------------------------------------------------+ //| Returns the trade request textual description | //+------------------------------------------------------------------+ string RequestDescription(const MqlTradeRequest &request) { //--- string desc=EnumToString(request.action)+"\r\n"; desc+="Symbol: "+request.symbol+"\r\n"; desc+="Magic Number: "+StringFormat("%d",request.magic)+"\r\n"; desc+="Order ticket: "+(string)request.order+"\r\n"; desc+="Order type: "+EnumToString(request.type)+"\r\n"; desc+="Order filling: "+EnumToString(request.type_filling)+"\r\n"; desc+="Order time type: "+EnumToString(request.type_time)+"\r\n"; desc+="Order expiration: "+TimeToString(request.expiration)+"\r\n"; desc+="Price: "+StringFormat("%G",request.price)+"\r\n"; desc+="Deviation points: "+StringFormat("%G",request.deviation)+"\r\n"; desc+="Stop Loss: "+StringFormat("%G",request.sl)+"\r\n"; desc+="Take Profit: "+StringFormat("%G",request.tp)+"\r\n"; desc+="Stop Limit: "+StringFormat("%G",request.stoplimit)+"\r\n"; desc+="Volume: "+StringFormat("%G",request.volume)+"\r\n"; desc+="Comment: "+request.comment+"\r\n"; //--- return the obtained string return desc; } //+------------------------------------------------------------------+ //| Returns the textual description of the request handling result | //+------------------------------------------------------------------+ string TradeResultDescription(const MqlTradeResult &result) { //--- string desc="Retcode "+(string)result.retcode+"\r\n"; desc+="Request ID: "+StringFormat("%d",result.request_id)+"\r\n"; desc+="Order ticket: "+(string)result.order+"\r\n"; desc+="Deal ticket: "+(string)result.deal+"\r\n"; desc+="Volume: "+StringFormat("%G",result.volume)+"\r\n"; desc+="Price: "+StringFormat("%G",result.price)+"\r\n"; desc+="Ask: "+StringFormat("%G",result.ask)+"\r\n"; desc+="Bid: "+StringFormat("%G",result.bid)+"\r\n"; desc+="Comment: "+result.comment+"\r\n"; //--- return the obtained string return desc; } //+------------------------------------------------------------------+
result:
Request has been sent to set a pending order. Request_ID=25 Request has been sent to set a pending order. Request_ID=26 Request has been sent to set a pending order. Request_ID=27 Request has been sent to set a pending order. Request_ID=28 Request has been sent to set a pending order. Request_ID=29 ------------TransactionDescription TRADE_TRANSACTION_ORDER_ADD Symbol: EURUSD Deal ticket: 0 Deal type: DEAL_TYPE_BUY Order ticket: 157923054 Order type: ORDER_TYPE_BUY_STOP Order state: ORDER_STATE_STARTED Order time type: ORDER_TIME_GTC Order expiration: 1970.01.01 00:00 Price: 1.15776 Price trigger: 0 Stop Loss: 0 Take Profit: 0 Volume: 0.1 Position: 0 Position by: 0 ------------TransactionDescription TRADE_TRANSACTION_ORDER_UPDATE Symbol: EURUSD Deal ticket: 0 Deal type: DEAL_TYPE_BUY Order ticket: 157923054 Order type: ORDER_TYPE_BUY_STOP Order state: ORDER_STATE_PLACED Order time type: ORDER_TIME_GTC Order expiration: 1970.01.01 00:00 Price: 1.15776 Price trigger: 0 Stop Loss: 0 Take Profit: 0 Volume: 0.1 Position: 0 Position by: 0 TRADE_TRANSACTION_REQUEST ------------RequestDescription TRADE_ACTION_PENDING Symbol: EURUSD Magic Number: 1234567 Order ticket: 157923054 Order type: ORDER_TYPE_BUY_STOP Order filling: ORDER_FILLING_RETURN Order time type: ORDER_TIME_GTC Order expiration: 1970.01.01 00:00 Price: 1.15776 Deviation points: 0 Stop Loss: 0 Take Profit: 0 Stop Limit: 0 Volume: 0.1 Comment: ------------ResultDescription Retcode 10009 Request ID: 25 Order ticket: 157923054 Deal ticket: 0 Volume: 0.1 Price: 0 Ask: 0 Bid: 0 Comment: Pending order ticket 157923054 ------------TransactionDescription TRADE_TRANSACTION_ORDER_ADD Symbol: EURUSD Deal ticket: 0 Deal type: DEAL_TYPE_BUY Order ticket: 157923055 Order type: ORDER_TYPE_BUY_STOP Order state: ORDER_STATE_STARTED Order time type: ORDER_TIME_GTC Order expiration: 1970.01.01 00:00 Price: 1.15776 Price trigger: 0 Stop Loss: 0 Take Profit: 0 Volume: 0.1 Position: 0 Position by: 0 ------------TransactionDescription TRADE_TRANSACTION_ORDER_UPDATE Symbol: EURUSD Deal ticket: 0 Deal type: DEAL_TYPE_BUY Order ticket: 157923055 Order type: ORDER_TYPE_BUY_STOP Order state: ORDER_STATE_PLACED Order time type: ORDER_TIME_GTC Order expiration: 1970.01.01 00:00 Price: 1.15776 Price trigger: 0 Stop Loss: 0 Take Profit: 0 Volume: 0.1 Position: 0 Position by: 0 TRADE_TRANSACTION_REQUEST ------------RequestDescription TRADE_ACTION_PENDING Symbol: EURUSD Magic Number: 1234567 Order ticket: 157923055 Order type: ORDER_TYPE_BUY_STOP Order filling: ORDER_FILLING_RETURN Order time type: ORDER_TIME_GTC Order expiration: 1970.01.01 00:00 Price: 1.15776 Deviation points: 0 Stop Loss: 0 Take Profit: 0 Stop Limit: 0 Volume: 0.1 Comment: ------------ResultDescription Retcode 10009 Request ID: 26 Order ticket: 157923055 Deal ticket: 0 Volume: 0.1 Price: 0 Ask: 0 Bid: 0 Comment: Pending order ticket 157923055 ------------TransactionDescription TRADE_TRANSACTION_ORDER_ADD Symbol: EURUSD Deal ticket: 0 Deal type: DEAL_TYPE_BUY Order ticket: 157923056 Order type: ORDER_TYPE_BUY_STOP Order state: ORDER_STATE_STARTED Order time type: ORDER_TIME_GTC Order expiration: 1970.01.01 00:00 Price: 1.15776 Price trigger: 0 Stop Loss: 0 Take Profit: 0 Volume: 0.1 Position: 0 Position by: 0 ------------TransactionDescription TRADE_TRANSACTION_ORDER_UPDATE Symbol: EURUSD Deal ticket: 0 Deal type: DEAL_TYPE_BUY Order ticket: 157923056 Order type: ORDER_TYPE_BUY_STOP Order state: ORDER_STATE_PLACED Order time type: ORDER_TIME_GTC Order expiration: 1970.01.01 00:00 Price: 1.15776 Price trigger: 0 Stop Loss: 0 Take Profit: 0 Volume: 0.1 Position: 0 Position by: 0 ------------TransactionDescription TRADE_TRANSACTION_ORDER_ADD Symbol: EURUSD Deal ticket: 0 Deal type: DEAL_TYPE_BUY Order ticket: 157923057 Order type: ORDER_TYPE_BUY_STOP Order state: ORDER_STATE_STARTED Order time type: ORDER_TIME_GTC Order expiration: 1970.01.01 00:00 Price: 1.15776 Price trigger: 0 Stop Loss: 0 Take Profit: 0 Volume: 0.1 Position: 0 Position by: 0 TRADE_TRANSACTION_REQUEST ------------RequestDescription TRADE_ACTION_PENDING Symbol: EURUSD Magic Number: 1234567 Order ticket: 157923056 Order type: ORDER_TYPE_BUY_STOP Order filling: ORDER_FILLING_RETURN Order time type: ORDER_TIME_GTC Order expiration: 1970.01.01 00:00 Price: 1.15776 Deviation points: 0 Stop Loss: 0 Take Profit: 0 Stop Limit: 0 Volume: 0.1 Comment: ------------ResultDescription Retcode 10009 Request ID: 27 Order ticket: 157923056 Deal ticket: 0 Volume: 0.1 Price: 0 Ask: 0 Bid: 0 Comment: Pending order ticket 157923056 ------------TransactionDescription TRADE_TRANSACTION_ORDER_UPDATE Symbol: EURUSD Deal ticket: 0 Deal type: DEAL_TYPE_BUY Order ticket: 157923057 Order type: ORDER_TYPE_BUY_STOP Order state: ORDER_STATE_PLACED Order time type: ORDER_TIME_GTC Order expiration: 1970.01.01 00:00 Price: 1.15776 Price trigger: 0 Stop Loss: 0 Take Profit: 0 Volume: 0.1 Position: 0 Position by: 0 TRADE_TRANSACTION_REQUEST ------------RequestDescription TRADE_ACTION_PENDING Symbol: EURUSD Magic Number: 1234567 Order ticket: 157923057 Order type: ORDER_TYPE_BUY_STOP Order filling: ORDER_FILLING_RETURN Order time type: ORDER_TIME_GTC Order expiration: 1970.01.01 00:00 Price: 1.15776 Deviation points: 0 Stop Loss: 0 Take Profit: 0 Stop Limit: 0 Volume: 0.1 Comment: ------------ResultDescription Retcode 10009 Request ID: 28 Order ticket: 157923057 Deal ticket: 0 Volume: 0.1 Price: 0 Ask: 0 Bid: 0 Comment: Pending order ticket 157923057 ------------TransactionDescription TRADE_TRANSACTION_ORDER_ADD Symbol: EURUSD Deal ticket: 0 Deal type: DEAL_TYPE_BUY Order ticket: 157923058 Order type: ORDER_TYPE_BUY_STOP Order state: ORDER_STATE_STARTED Order time type: ORDER_TIME_GTC Order expiration: 1970.01.01 00:00 Price: 1.15776 Price trigger: 0 Stop Loss: 0 Take Profit: 0 Volume: 0.1 Position: 0 Position by: 0 ------------TransactionDescription TRADE_TRANSACTION_ORDER_UPDATE Symbol: EURUSD Deal ticket: 0 Deal type: DEAL_TYPE_BUY Order ticket: 157923058 Order type: ORDER_TYPE_BUY_STOP Order state: ORDER_STATE_PLACED Order time type: ORDER_TIME_GTC Order expiration: 1970.01.01 00:00 Price: 1.15776 Price trigger: 0 Stop Loss: 0 Take Profit: 0 Volume: 0.1 Position: 0 Position by: 0 TRADE_TRANSACTION_REQUEST ------------RequestDescription TRADE_ACTION_PENDING Symbol: EURUSD Magic Number: 1234567 Order ticket: 157923058 Order type: ORDER_TYPE_BUY_STOP Order filling: ORDER_FILLING_RETURN Order time type: ORDER_TIME_GTC Order expiration: 1970.01.01 00:00 Price: 1.15776 Deviation points: 0 Stop Loss: 0 Take Profit: 0 Stop Limit: 0 Volume: 0.1 Comment: ------------ResultDescription Retcode 10009 Request ID: 29 Order ticket: 157923058 Deal ticket: 0 Volume: 0.1 Price: 0 Ask: 0 Bid: 0 Comment: Pending order ticket 157923058
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Problems after upgrading to version 5.00 build 1629 (14 jul 2017)
Alain Verleyen, 2017.07.17 16:17
MetaTrader 5 Platform Beta Build 1625: Custom financial instruments
1625 up to 1629 are beta.
Forum on trading, automated trading systems and testing trading strategies
Problems after upgrading to version 5.00 build 1629 (14 jul 2017)
Alain Verleyen, 2017.07.17 10:10
Don't try beta version if you are not ready to be a beta tester.
Bugs have to be reported to ServiceDesk.
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Using OrderSendAsync to quickly send several orders, passes the same order twice to the OnTradeTransaction event handler.
Consider this EA example, which uses Trade\Trade.mqh to place 5 Buy Stop orders
Running the EA, produces the following output (yours might be different):
Notice how the create event for Order ticket #103935219 is received twice by the OnTradeTransaction handler.
Is this expected or is it a bug, or am I missing something?
Using MetaTrader 5.00 build 1629 from 14 July 2017.
Thanks.