MT3 API Questions

[Forex Trader]

I am using the C++ version of the MT3 api. I have 2 problems/questions:

1. Closing orders. I have 2 sockets in my application, one in pumping mode and the other I open and close as needed. When I close an order on the second socket, I get an UPDATE_TRADES message on the pumping socket. When I call GetTradeRecords(), it returns an array of open trades. By comparing this array to the array I have of open trades, I can infer which trade was closed. My problem is, how do I determine what price and time this trade was closed at? If I am closing the order myself, I know what price I wanted to close the order at, but what about slippage? Also, if the order is closed from the MQ Client, I get the same notification, but have no idea what price the order was closed at.

I know I can call GetTradeHistory(), but that seems expensive.

2. When I try to close an order programatically, I do something like this:

open socket
call GetPrices( symbol, lots, &bid, &ask );
if( openOrder is a buy )
    price = bid;
else
    price = ask;

call CloseOrder( orderId, price, lots );

The CloseOrder call always returns an error of 2 (RET_ERROR).

I have tried inserting a ::Sleep( 5000 ) between the GetPrices call and the CloseOrder call, but I get the same result.

If I set the close price manually, without calling GetPrices, the CloseOrder call works fine. Any suggestions?

Thanks,

Steve

[Forex Trader]

1. GetTradeHistory is only one way. You can call GetTradeHistory for last day only

2. GetPrices used for request execution mode only. For instant executuion use current bid or ask