MtApi5: custom symbols support (CustomSymbol*, CustomRates*, CustomTicks*)

MtApi5/MqlTick.cs

@@ -28,6 +28,7 @@ internal MqlTick(MtTick? tick)
             if (tick != null)
             {
                 MtTime = tick.Time;
+                time_msc = tick.TimeMsc;
                 bid = tick.Bid;
                 ask = tick.Ask;
                 last = tick.Last;
@@ -39,6 +40,7 @@ internal MqlTick(MtTick? tick)
 
         public long MtTime { get; set; }          // Time of the last prices update
 
+        public long time_msc { get; set; }        // Time of the last prices update in milliseconds (0 = derive from MtTime)
         public double bid { get; set; }           // Current Bid price
         public double ask { get; set; }           // Current Ask price
         public double last { get; set; }          // Price of the last deal (Last)

MtApi5/MtApi5Client.cs

@@ -1645,6 +1645,211 @@ public bool SymbolInfoTick(string symbol, out MqlTick? tick)
             return null;
         }
 
+        #region Custom Symbols
+
+        ///<summary>
+        ///Creates a custom symbol with the specified name in the specified group.
+        ///</summary>
+        ///<param name="symbolName">Custom symbol name. It must not contain groups or subgroups the symbol is located in.</param>
+        ///<param name="symbolPath">The group name a symbol is located in.</param>
+        ///<param name="symbolOrigin">Name of a symbol the properties of the created custom symbol are to be copied from.</param>
+        ///<returns>true if successful, otherwise false.</returns>
+        public bool CustomSymbolCreate(string symbolName, string symbolPath = "", string symbolOrigin = "")
+        {
+            Dictionary<string, object> cmdParams = new() { { "SymbolName", symbolName ?? string.Empty },
+                { "SymbolPath", symbolPath ?? string.Empty }, { "SymbolOrigin", symbolOrigin ?? string.Empty } };
+            return SendCommand<bool>(ExecutorHandle, Mt5CommandType.CustomSymbolCreate, cmdParams);
+        }
+
+        ///<summary>
+        ///Deletes a custom symbol with the specified name.
+        ///</summary>
+        ///<param name="symbolName">Custom symbol name.</param>
+        ///<returns>true if successful, otherwise false.</returns>
+        public bool CustomSymbolDelete(string symbolName)
+        {
+            Dictionary<string, object> cmdParams = new() { { "SymbolName", symbolName ?? string.Empty } };
+            return SendCommand<bool>(ExecutorHandle, Mt5CommandType.CustomSymbolDelete, cmdParams);
+        }
+
+        ///<summary>
+        ///Sets the double type property value for a custom symbol.
+        ///</summary>
+        ///<param name="symbolName">Custom symbol name.</param>
+        ///<param name="propertyId">Symbol property ID.</param>
+        ///<param name="value">A double type property value.</param>
+        ///<returns>true if successful, otherwise false.</returns>
+        public bool CustomSymbolSetDouble(string symbolName, ENUM_SYMBOL_INFO_DOUBLE propertyId, double value)
+        {
+            Dictionary<string, object> cmdParams = new() { { "SymbolName", symbolName ?? string.Empty },
+                { "PropertyId", (int)propertyId }, { "PropertyValue", value } };
+            return SendCommand<bool>(ExecutorHandle, Mt5CommandType.CustomSymbolSetDouble, cmdParams);
+        }
+
+        ///<summary>
+        ///Sets the integer type property value for a custom symbol.
+        ///</summary>
+        ///<param name="symbolName">Custom symbol name.</param>
+        ///<param name="propertyId">Symbol property ID.</param>
+        ///<param name="value">A long type property value.</param>
+        ///<returns>true if successful, otherwise false.</returns>
+        public bool CustomSymbolSetInteger(string symbolName, ENUM_SYMBOL_INFO_INTEGER propertyId, long value)
+        {
+            Dictionary<string, object> cmdParams = new() { { "SymbolName", symbolName ?? string.Empty },
+                { "PropertyId", (int)propertyId }, { "PropertyValue", value } };
+            return SendCommand<bool>(ExecutorHandle, Mt5CommandType.CustomSymbolSetInteger, cmdParams);
+        }
+
+        ///<summary>
+        ///Sets the string type property value for a custom symbol.
+        ///</summary>
+        ///<param name="symbolName">Custom symbol name.</param>
+        ///<param name="propertyId">Symbol property ID.</param>
+        ///<param name="value">A string type property value.</param>
+        ///<returns>true if successful, otherwise false.</returns>
+        public bool CustomSymbolSetString(string symbolName, ENUM_SYMBOL_INFO_STRING propertyId, string value)
+        {
+            Dictionary<string, object> cmdParams = new() { { "SymbolName", symbolName ?? string.Empty },
+                { "PropertyId", (int)propertyId }, { "PropertyValue", value ?? string.Empty } };
+            return SendCommand<bool>(ExecutorHandle, Mt5CommandType.CustomSymbolSetString, cmdParams);
+        }
+
+        ///<summary>
+        ///Deletes all bars from the price history of the custom symbol in the specified time interval.
+        ///</summary>
+        ///<param name="symbolName">Custom symbol name.</param>
+        ///<param name="from">Time of the first bar in the price history within the specified range to be removed.</param>
+        ///<param name="to">Time of the last bar in the price history within the specified range to be removed.</param>
+        ///<returns>Number of deleted bars or -1 in case of an error.</returns>
+        public int CustomRatesDelete(string symbolName, DateTime from, DateTime to)
+        {
+            Dictionary<string, object> cmdParams = new() { { "SymbolName", symbolName ?? string.Empty },
+                { "FromDate", Mt5TimeConverter.ConvertToMtTime(from) }, { "ToDate", Mt5TimeConverter.ConvertToMtTime(to) } };
+            return SendCommand<int>(ExecutorHandle, Mt5CommandType.CustomRatesDelete, cmdParams);
+        }
+
+        ///<summary>
+        ///Fully replaces the price history of the custom symbol within the specified time interval with the data from the MqlRates type array.
+        ///</summary>
+        ///<param name="symbolName">Custom symbol name.</param>
+        ///<param name="from">Time of the first bar in the price history within the specified range to be updated.</param>
+        ///<param name="to">Time of the last bar in the price history within the specified range to be updated.</param>
+        ///<param name="rates">Array of the MqlRates type history data for M1.</param>
+        ///<returns>Number of updated bars or -1 in case of an error.</returns>
+        public int CustomRatesReplace(string symbolName, DateTime from, DateTime to, MqlRates[] rates)
+        {
+            Dictionary<string, object> cmdParams = new() { { "SymbolName", symbolName ?? string.Empty },
+                { "FromDate", Mt5TimeConverter.ConvertToMtTime(from) }, { "ToDate", Mt5TimeConverter.ConvertToMtTime(to) },
+                { "Rates", MqlRatesArrayToPayload(rates) } };
+            return SendCommand<int>(ExecutorHandle, Mt5CommandType.CustomRatesReplace, cmdParams);
+        }
+
+        ///<summary>
+        ///Adds missing bars to the custom symbol history and replaces existing data with the ones from the MqlRates type array.
+        ///</summary>
+        ///<param name="symbolName">Custom symbol name.</param>
+        ///<param name="rates">Array of the MqlRates type history data for M1.</param>
+        ///<returns>Number of updated bars or -1 in case of an error.</returns>
+        public int CustomRatesUpdate(string symbolName, MqlRates[] rates)
+        {
+            Dictionary<string, object> cmdParams = new() { { "SymbolName", symbolName ?? string.Empty },
+                { "Rates", MqlRatesArrayToPayload(rates) } };
+            return SendCommand<int>(ExecutorHandle, Mt5CommandType.CustomRatesUpdate, cmdParams);
+        }
+
+        ///<summary>
+        ///Adds data from an array of the MqlTick type to the price history of a custom symbol. The custom symbol must be selected in the Market Watch window.
+        ///</summary>
+        ///<param name="symbolName">Custom symbol name.</param>
+        ///<param name="ticks">Array of the MqlTick type tick data arranged in order of time from the oldest to the newest.</param>
+        ///<returns>Number of added ticks or -1 in case of an error.</returns>
+        public int CustomTicksAdd(string symbolName, MqlTick[] ticks)
+        {
+            Dictionary<string, object> cmdParams = new() { { "SymbolName", symbolName ?? string.Empty },
+                { "Ticks", MqlTickArrayToPayload(ticks) } };
+            return SendCommand<int>(ExecutorHandle, Mt5CommandType.CustomTicksAdd, cmdParams);
+        }
+
+        ///<summary>
+        ///Deletes all ticks from the price history of the custom symbol in the specified time interval.
+        ///</summary>
+        ///<param name="symbolName">Custom symbol name.</param>
+        ///<param name="fromMsc">Time of the first tick in the price history within the specified range to be removed, in milliseconds since 1970.01.01.</param>
+        ///<param name="toMsc">Time of the last tick in the price history within the specified range to be removed, in milliseconds since 1970.01.01.</param>
+        ///<returns>Number of deleted ticks or -1 in case of an error.</returns>
+        public int CustomTicksDelete(string symbolName, long fromMsc, long toMsc)
+        {
+            Dictionary<string, object> cmdParams = new() { { "SymbolName", symbolName ?? string.Empty },
+                { "FromMsc", fromMsc }, { "ToMsc", toMsc } };
+            return SendCommand<int>(ExecutorHandle, Mt5CommandType.CustomTicksDelete, cmdParams);
+        }
+
+        ///<summary>
+        ///Fully replaces the price history of the custom symbol within the specified time interval with the data from the MqlTick type array.
+        ///</summary>
+        ///<param name="symbolName">Custom symbol name.</param>
+        ///<param name="fromMsc">Time of the first tick in the price history within the specified range to be replaced, in milliseconds since 1970.01.01.</param>
+        ///<param name="toMsc">Time of the last tick in the price history within the specified range to be replaced, in milliseconds since 1970.01.01.</param>
+        ///<param name="ticks">Array of the MqlTick type tick data arranged in order of time from the oldest to the newest.</param>
+        ///<returns>Number of replaced ticks or -1 in case of an error.</returns>
+        public int CustomTicksReplace(string symbolName, long fromMsc, long toMsc, MqlTick[] ticks)
+        {
+            Dictionary<string, object> cmdParams = new() { { "SymbolName", symbolName ?? string.Empty },
+                { "FromMsc", fromMsc }, { "ToMsc", toMsc }, { "Ticks", MqlTickArrayToPayload(ticks) } };
+            return SendCommand<int>(ExecutorHandle, Mt5CommandType.CustomTicksReplace, cmdParams);
+        }
+
+        // Serializes MqlRates[] for the command payload using the same field names
+        // the EA uses in MqlRatesToJson (the EA parses the reverse direction).
+        private static List<Dictionary<string, object>> MqlRatesArrayToPayload(MqlRates[]? rates)
+        {
+            List<Dictionary<string, object>> payload = new(rates?.Length ?? 0);
+            if (rates == null)
+                return payload;
+            foreach (var r in rates)
+            {
+                payload.Add(new Dictionary<string, object>
+                {
+                    { "mt_time", r.mt_time },
+                    { "open", r.open },
+                    { "high", r.high },
+                    { "low", r.low },
+                    { "close", r.close },
+                    { "tick_volume", r.tick_volume },
+                    { "spread", r.spread },
+                    { "real_volume", r.real_volume }
+                });
+            }
+            return payload;
+        }
+
+        // Serializes MqlTick[] for the command payload using the same field names
+        // the EA uses in MqlTickToJson (the EA parses the reverse direction).
+        // TimeMsc falls back to MtTime * 1000 when time_msc is not set.
+        private static List<Dictionary<string, object>> MqlTickArrayToPayload(MqlTick[]? ticks)
+        {
+            List<Dictionary<string, object>> payload = new(ticks?.Length ?? 0);
+            if (ticks == null)
+                return payload;
+            foreach (var t in ticks)
+            {
+                payload.Add(new Dictionary<string, object>
+                {
+                    { "Time", t.MtTime },
+                    { "TimeMsc", t.time_msc != 0 ? t.time_msc : t.MtTime * 1000 },
+                    { "Bid", t.bid },
+                    { "Ask", t.ask },
+                    { "Last", t.last },
+                    { "Volume", t.volume },
+                    { "VolumeReal", t.volume_real },
+                    { "Flags", (uint)t.flags }
+                });
+            }
+            return payload;
+        }
+
+        #endregion
+
         ///<summary>
         ///Allows receiving time of beginning and end of the specified quoting sessions for a specified symbol and weekday.
         ///</summary>

MtApi5/MtProtocol/MqlTick.cs

@@ -5,6 +5,7 @@ public class MtTick
         public double Bid { get; set; }           // Current Bid price
         public double Ask { get; set; }           // Current Ask price
         public long Time { get; set; }            // Time of the last prices update
+        public long TimeMsc { get; set; }         // Time of the last prices update in milliseconds
         public double Last { get; set; }          // Price of the last deal (Last)
         public ulong Volume { get; set; }         // Volume for the current Last price
         public double VolumeReal { get; set; }    // Volume for the current Last price with greater accuracy

MtApi5/MtProtocol/Mt5CommandType.cs

@@ -260,6 +260,18 @@ internal enum Mt5CommandType
         OrderCheck = 303,
         Buy = 304,
         Sell = 305,
-        GetSymbols = 306
+        GetSymbols = 306,
+
+        CustomSymbolCreate = 340,
+        CustomSymbolDelete = 341,
+        CustomSymbolSetDouble = 342,
+        CustomSymbolSetInteger = 343,
+        CustomSymbolSetString = 344,
+        CustomRatesDelete = 345,
+        CustomRatesReplace = 346,
+        CustomRatesUpdate = 347,
+        CustomTicksAdd = 348,
+        CustomTicksDelete = 349,
+        CustomTicksReplace = 350
     }
 }

TestClients/MtApi5TestClient/MainWindow.xaml

@@ -421,6 +421,8 @@
                             <WrapPanel Grid.Row="1" Grid.Column="0" Margin="5">
                                 <Button Command="{Binding CopyRatesCommand}" Margin="1"
                                         Content="CopyRates" HorizontalAlignment="Left" />
+                                <Button Command="{Binding CustomSymbolTestCommand}" Margin="1"
+                                        Content="CustomSymbolTest" HorizontalAlignment="Left" />
                                 <Button Command="{Binding CopyTimesCommand}" Margin="1"
                                         Content="CopyTimes" HorizontalAlignment="Left" />
                                 <Button Command="{Binding CopyOpenCommand}" Margin="1"

TestClients/MtApi5TestClient/ViewModel.cs

@@ -66,6 +66,7 @@ public class ViewModel : INotifyPropertyChanged
         public DelegateCommand TerminalInfoStringCommand { get; private set; }
 
         public DelegateCommand CopyRatesCommand { get; private set; }
+        public DelegateCommand CustomSymbolTestCommand { get; private set; }
         public DelegateCommand CopyTimesCommand { get; private set; }
         public DelegateCommand CopyOpenCommand { get; private set; }
         public DelegateCommand CopyHighCommand { get; private set; }
@@ -412,6 +413,7 @@ private void InitCommands()
             TerminalInfoStringCommand = new DelegateCommand(ExecuteTerminalInfoString);
 
             CopyRatesCommand = new DelegateCommand(ExecuteCopyRates);
+            CustomSymbolTestCommand = new DelegateCommand(ExecuteCustomSymbolTest);
             CopyTimesCommand = new DelegateCommand(ExecuteCopyTime);
             CopyOpenCommand = new DelegateCommand(ExecuteCopyOpen);
             CopyHighCommand = new DelegateCommand(ExecuteCopyHigh);
@@ -1939,6 +1941,48 @@ private void OnSelectedQuoteChanged()
             TimeSeriesValues.SymbolValue = SelectedQuote.Instrument;
         }
 
+        private async void ExecuteCustomSymbolTest(object o)
+        {
+            const string symbol = "MtApi5.Custom";
+
+            await Execute(() =>
+            {
+                var created = _mtApiClient.CustomSymbolCreate(symbol, "Custom");
+                AddLog($"CustomSymbolCreate({symbol}): {created}");
+
+                AddLog($"CustomSymbolSetInteger(SYMBOL_DIGITS, 5): {_mtApiClient.CustomSymbolSetInteger(symbol, ENUM_SYMBOL_INFO_INTEGER.SYMBOL_DIGITS, 5)}");
+                AddLog($"CustomSymbolSetDouble(SYMBOL_POINT, 0.00001): {_mtApiClient.CustomSymbolSetDouble(symbol, ENUM_SYMBOL_INFO_DOUBLE.SYMBOL_POINT, 0.00001)}");
+                AddLog($"CustomSymbolSetString(SYMBOL_DESCRIPTION): {_mtApiClient.CustomSymbolSetString(symbol, ENUM_SYMBOL_INFO_STRING.SYMBOL_DESCRIPTION, "MtApi5 custom symbol test")}");
+
+                var minute = new DateTime(DateTime.UtcNow.Year, DateTime.UtcNow.Month, DateTime.UtcNow.Day,
+                    DateTime.UtcNow.Hour, DateTime.UtcNow.Minute, 0);
+                var rates = new MqlRates[3];
+                for (var i = 0; i < rates.Length; i++)
+                {
+                    var open = 1.10000 + i * 0.00010;
+                    rates[i] = new MqlRates(minute.AddMinutes(i - rates.Length), open, open + 0.00020,
+                        open - 0.00020, open + 0.00010, 10 + i, 2, 0);
+                }
+                AddLog($"CustomRatesUpdate: {_mtApiClient.CustomRatesUpdate(symbol, rates)}");
+
+                var ticks = new MqlTick[2];
+                for (var i = 0; i < ticks.Length; i++)
+                {
+                    ticks[i] = new MqlTick(minute.AddSeconds(i), 1.10030 + i * 0.00001, 1.10050 + i * 0.00001, 0, 0,
+                        ENUM_TICK_FLAGS.TICK_FLAG_BID | ENUM_TICK_FLAGS.TICK_FLAG_ASK);
+                }
+                AddLog($"SymbolSelect({symbol}): {_mtApiClient.SymbolSelect(symbol, true)}");
+                AddLog($"CustomTicksAdd: {_mtApiClient.CustomTicksAdd(symbol, ticks)}");
+
+                AddLog($"CustomTicksDelete: {_mtApiClient.CustomTicksDelete(symbol, ticks[0].MtTime * 1000, (ticks[1].MtTime + 1) * 1000)}");
+                AddLog($"CustomRatesDelete: {_mtApiClient.CustomRatesDelete(symbol, rates[0].time, rates[rates.Length - 1].time)}");
+
+                AddLog($"SymbolSelect({symbol}, false): {_mtApiClient.SymbolSelect(symbol, false)}");
+                AddLog($"CustomSymbolDelete({symbol}): {_mtApiClient.CustomSymbolDelete(symbol)}");
+                return true;
+            });
+        }
+
         private async Task<TResult> Execute<TResult>(Func<TResult> func)
         {
             return await Task.Factory.StartNew(() =>