Custom code based on market depth (DOM)

Hello,

I need to create a custom code based on market depth (DOM).

On each tick we collect values of buy volume and sell volumes distinctly.

In this strategy, we are not interrested to return prices levels, Only volumes values.

We addition volumes of current tick for every prices values, by separating Buy and Sell volumes.

So, for each tick, we get only 2 values, using BOOK_TYPE_SELL and BOOK_TYPE_BUY

Then we store all values for every tick in an array of last 5 minutes.

The code return the Sell volumes and Buy volumes for the last 5 minutes (2 values).

We comment the values on the chart.