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MQL5参考
MetaTrader Python模块
order_send

order_send

order_send

从程序端向交易服务器发送请求来执行交易操作。该函数类似于OrderSend。

order_send(
   request      // 请求结构
   );

参数

request

[in] 描述所需交易操作的MqlTradeRequest类型结构。所需的未命名参数。下面描述了填写请求和枚举内容的示例。

返回值

执行结果以MqlTradeResult结构返回。回答中的request字段包含传递到order_send()的交易请求的结构。可使用last_error()获取错误信息。

MqlTradeRequest交易请求结构

字段描述
action交易请求类型。该值可以是TRADE_REQUEST_ACTIONS其中一个枚举值
幻数EA ID。可以安排交易订单的分析处理。每个EA交易都可以在发送交易请求时设置一个专有ID
订单订单单号。更改挂单所需
symbol要下单的交易品种名称。更改订单和平仓时不需要
volume请求的交易量（以手数表示）交易时的真实交易量取决于订单执行类型。
price执行订单的价格。对于具有TRADE_ACTION_DEAL类型的“市价执行”(SYMBOL_TRADE_EXECUTION_MARKET)类型的交易品种的市价单，不设置价格
止损限价当价格达到’price’值时将设置Limit挂单（此条件是强制性的）。在此之前，挂单不会传递到交易系统中
sl当价格向不利的方向移动时，激活止损单
tp当价格向有利的方向移动时，激活止盈单
偏差请求价格的最大可接受偏差，在points中指定
类型订单类型。该值可以是ORDER_TYPE其中一个枚举值
type_filling订单成交类型。该值可以是ORDER_TYPE_FILLING其中一个值
type_time订单到期类型。该值可以是ORDER_TYPE_TIME其中一个值
到期挂单到期时间（用于TIME_SPECIFIED类型订单）
评论订单注释
持仓持仓单号。当更改和关闭持仓时为清楚识别而填写。通常，它与持仓的订单单号相同。
position_by反向持仓单号。它用于通过反向持仓平仓时（反向打开一个同名的交易品种）。

注意

交易请求在交易服务器上通过多个验证阶段。首先，检查所有必要request字段的有效性。如果没有错误，服务器接受订单以进一步处理。有关执行交易操作的详细信息，请参阅OrderSend函数的描述。

例如：

import time
import MetaTrader5 as mt5

# 显示有关MetaTrader 5程序包的数据
print("MetaTrader5 package author: ", mt5.__author__)
print("MetaTrader5 package version: ", mt5.__version__)

# 建立与MetaTrader 5程序端的连接
if not mt5.initialize():
    print("initialize() failed, error code =",mt5.last_error())
    quit()

# 准备买入请求结构
symbol = "USDJPY"
symbol_info = mt5.symbol_info(symbol)
if symbol_info is None:
    print(symbol, "not found, can not call order_check()")
    mt5.shutdown()
    quit()

# 如果市场报价中没有此交易品种，请添加
if not symbol_info.visible:
    print(symbol, "is not visible, trying to switch on")
    if not mt5.symbol_select(symbol,True):
        print("symbol_select({}}) failed, exit",symbol)
        mt5.shutdown()
        quit()

lot = 0.1
point = mt5.symbol_info(symbol).point
price = mt5.symbol_info_tick(symbol).ask
deviation = 20
request = {
    "action": mt5.TRADE_ACTION_DEAL,
    "symbol": symbol,
    "volume": lot,
    "type": mt5.ORDER_TYPE_BUY,
    "price": price,
    "sl": price - 100 * point,
    "tp": price + 100 * point,
    "deviation": deviation,
    "magic": 234000,
    "comment": "python script open",
    "type_time": mt5.ORDER_TIME_GTC,
    "type_filling": mt5.ORDER_FILLING_RETURN,
}

# 发送交易请求
result = mt5.order_send(request)
# 检查执行结果
print("1. order_send(): by {} {} lots at {} with deviation={} points".format(symbol,lot,price,deviation));
if result.retcode != mt5.TRADE_RETCODE_DONE:
    print("2. order_send failed, retcode={}".format(result.retcode))
   # 请求词典结果并逐个元素显示
    result_dict=result._asdict()
    for field in result_dict.keys():
        print("   {}={}".format(field,result_dict[field]))
        # if this is a trading request structure, display it element by element as well
        if field=="request":
            traderequest_dict=result_dict[field]._asdict()
            for tradereq_filed in traderequest_dict:
                print("       traderequest: {}={}".format(tradereq_filed,traderequest_dict[tradereq_filed]))
    print("shutdown() and quit")
    mt5.shutdown()
    quit()

print("2. order_send done, ", result)
print("   opened position with POSITION_TICKET={}".format(result.order))
print("   sleep 2 seconds before closing position #{}".format(result.order))
time.sleep(2)
# 创建一个关闭请求
position_id=result.order
price=mt5.symbol_info_tick(symbol).bid
deviation=20
request={
    "action": mt5.TRADE_ACTION_DEAL,
    "symbol": symbol,
    "volume": lot,
    "type": mt5.ORDER_TYPE_SELL,
    "position": position_id,
    "price": price,
    "deviation": deviation,
    "magic": 234000,
    "comment": "python script close",
    "type_time": mt5.ORDER_TIME_GTC,
    "type_filling": mt5.ORDER_FILLING_RETURN,
}
# 发送交易请求
result=mt5.order_send(request)
# 检查执行结果
print("3. close position #{}: sell {} {} lots at {} with deviation={} points".format(position_id,symbol,lot,price,deviation));
if result.retcode != mt5.TRADE_RETCODE_DONE:
    print("4. order_send failed, retcode={}".format(result.retcode))
    print("   result",result)
其他：
    print("4. position #{} closed, {}".format(position_id,result))
   # 请求词典结果并逐个元素显示
    result_dict=result._asdict()
    for field in result_dict.keys():
        print("   {}={}".format(field,result_dict[field]))
        # if this is a trading request structure, display it element by element as well
        if field=="request":
            traderequest_dict=result_dict[field]._asdict()
            for tradereq_filed in traderequest_dict:
                print("       traderequest: {}={}".format(tradereq_filed,traderequest_dict[tradereq_filed]))

# 断开与MetaTrader 5程序端的连接
mt5.shutdown()

结果
MetaTrader5程序包作者：MetaQuotes Software Corp.
MetaTrader5程序包版本：5.0.29
1. order_send(): by USDJPY 0.1 lots at 108.023 with deviation=20 points
2. order_send done,  OrderSendResult(retcode=10009, deal=535084512, order=557416535, volume=0.1, price=108.023, ...
   opened position with POSITION_TICKET=557416535
   sleep 2 seconds before closing position #557416535
3. close position #557416535: sell USDJPY 0.1 lots at 108.018 with deviation=20 points
4. position #557416535 closed, OrderSendResult(retcode=10009, deal=535084631, order=557416654, volume=0.1, price=...
   retcode=10009
   deal=535084631
   order=557416654
   volume=0.1
   price=108.015
   bid=108.015
   ask=108.02
   comment=Request executed
   request_id=55
   retcode_external=0
   request=TradeRequest(action=1, magic=234000, order=0, symbol='USDJPY', volume=0.1, price=108.018, stoplimit=0.0, ...
       traderequest: action=1
       traderequest: magic=234000
       traderequest: order=0
       traderequest: symbol=USDJPY
       traderequest: volume=0.1
       traderequest: price=108.018
       traderequest: stoplimit=0.0
       traderequest: sl=0.0
       traderequest: tp=0.0
       traderequest: deviation=20
       traderequest: type=1
       traderequest: type_filling=2
       traderequest: type_time=0
       traderequest: expiration=0
       traderequest: comment=python script close
       traderequest: position=557416535
       traderequest: position_by=0

另见

order_check、OrderSend、交易操作类型、交易请求结构、交易请求结构的检查结果、交易请求结构的结果

order_checkpositions_total