Make a HFT trading bot

I want you to build an HFT-style algo trading bot focusing on ultra-low latency logic, fast execution, and order-book microstructure.
Follow these requirements:

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1. GENERAL BOT SPECIFICATIONS

• Platform: MT5 (MQL5)

• Execution type: High-frequency trading style

• Strategy basis:

  • Order book imbalance

  • Tick-by-tick microtrend detection

  • Latency-optimized scalping

  • Micro-arbitrage between bid/ask pressure

  • Queue position logic (when possible)

• One toolchain: provide fully functional MQL5 code that compiles.

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2. DATA SOURCES & SIGNALS

Include:

• Real-time tick stream (OnTick)

• Order Book (Level 2) using MarketBookAdd()

• Spread tracking and spread-based signals

• Imbalance detection:

  • Buy volume vs sell volume

  • Best bid/ask changes

• Microstructure patterns:

  • Bid exhaustion

  • Ask exhaustion

  • Sudden depth disappearance

  • Quote stuffing detection (if possible)

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3. ENTRY LOGIC RULES

Create multiple entry conditions:

• Imbalance ratio threshold (example: ask > bid by X%)

• Price acceleration over last N ticks

• Spread drops below threshold

• Best bid lifts 2+ ticks in < 50 ms

• Best ask drops 2+ ticks in < 50 ms

Make the rules tunable in input parameters.

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4. EXIT LOGIC

Include auto exit based on:

• Micro take-profit (0.05%–0.10%)

• Micro stop-loss (0.03%–0.05%)

• Sudden spread widening

• Reverse imbalance

• Order book shift against the position

• Time-based exit (milliseconds)

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5. RISK MANAGEMENT

Implement:

• Max trades per second

• Daily loss limit

• Daily profit cap

• Auto-disable after limit hit

• Auto reduction of lot size when volatility spikes

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6. EXECUTION SPEED OPTIMIZATION

Tell the bot to:

• Pre-allocate memory

• Use lightweight arrays

• Avoid heavy loops

• Avoid indicators

• Keep logic pure tick-based

• Conditional checks optimized for speed

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7. OUTPUT REQUIREMENTS

Your response must include:

1. Clear explanation of the strategy

2. Full MQL5 code

3. Separate helper functions for:

   • Order book processing

   • Latency timing

   • Imbalance calculations

   • Fast trade execution

4. Comments throughout the code

5. Instructions on compiling and running it

Write everything cleanly, optimized, and ready to run.