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MQL5参考
市场信息
MarketBookAdd

MarketBookAdd

MarketBookAdd

提供所选的交易品种的开盘市场深度信息，预定接收DOM转变的通知。

bool  MarketBookAdd(
   string  symbol      // 交易品种
   );

参量

交易品种

[in] 交易品种的名称，市场深度用于EA交易或脚本中。

返回值

如果成功开仓，返回true，否则是false。

整数

一般来说，该函数一定从 OnInit() 函数中调用或者在分类构造函数中。为处理引用警报，在EA交易程序中必须包括 OnBookEvent函数(字符串& 交易品种)。

示例：

#define   SYMBOL_NAME   "GBPUSD"

//+------------------------------------------------------------------+
//| EA交易初始化函数                                                   |
//+------------------------------------------------------------------+
void OnStart()
  {
//--- 打开SYMBOL_NAME交易品种的市场深度
   if(!MarketBookAdd(SYMBOL_NAME))
     {
      PrintFormat("MarketBookAdd(%s) failed. Error ", SYMBOL_NAME, GetLastError());
      return;
     }

//--- 将成功打开市场深度的消息发送到日志
   PrintFormat("The MarketBook for the '%s' symbol was successfully opened and a subscription to change it was received", SYMBOL_NAME);

//--- 等待2秒
   Sleep(2000);

//--- 完成后，取消订阅打开的市场深度
   ResetLastError();
   if(MarketBookRelease(SYMBOL_NAME))
      PrintFormat("MarketBook for the '%s' symbol was successfully closed", SYMBOL_NAME);
   else
      PrintFormat("Error %d occurred when closing MarketBook using the '%s' symbol", GetLastError(), SYMBOL_NAME);

   /*
   result:
   The MarketBook for the 'GBPUSD' symbol was successfully opened and a subscription to change it was received
   MarketBook for the 'GBPUSD' symbol was successfully closed
   */
  }

另见

市场深度结构 ， 结构和类

SymbolInfoSessionTradeMarketBookRelease