brokerCommand

brokerCommand (int Command, int Parameter): var

brokerCommand (int Command, string Text)

brokerCommand (int Command, var* Parameters)

Sets various broker plugin parameters or retrieves asset specific data for special purposes in a script. The functions can be optionally provided by the broker plugin; they return 0 when they are not supported or no broker connection is established. The number and types of parameters depend on Command. The following commands are predefined:

Command	Parameter	Intern	Returns
GET_TIME	0		Last incoming quote time in the server time zone, OLE DATE format.
GET_DIGITS	Symbol		Number of relevant digits after decimal point in the price quotes.
GET_STOPLEVEL	Symbol		The 'safety net' stop level of the last order (non-NFA accounts only).
GET_TRADEALLOWED	Symbol		Trade is allowed for the asset.
GET_MINLOT	Symbol		Minimum permitted amount of a lot.
GET_LOTSTEP	Symbol		Step for changing lots.
GET_MAXLOT	Symbol		Maximum permitted amount of a lot.
GET_MARGININIT	Symbol		Initial margin requirements for 1 lot.
GET_MARGINMAINTAIN	Symbol		Margin to maintain open positions calculated for 1 lot.
GET_MARGINHEDGED	Symbol		Hedged margin calculated for 1 lot.
GET_COMPLIANCE	0		Account restrictions, a combination of the following flags: 1 - no partial closing; 2 - no hedging; 4 - FIFO compliance; 8 - no closing of trades; 15 - full NFA compliant account.
GET_SERVERSTATE	0		State of the broker server: 1 - server connected; 2 - server disconnected; 3 - server was temporarily disconnected since the last GET_SERVERSTATE command.
GET_NTRADES	0		Number of all open trades in this account.
GET_POSITION	Symbol	✔	Net open contracts of the given symbol; negative values for short positions.
GET_ACCOUNT	String		Fills the string with the account name.
GET_BOOK	T2*	✔	Fill the T2 array with current quotes from the order book. The asset is set with SET_SYMBOL; bid prices are negative, the time field is optional. The last T2 element is set to 0 for indicating the end of the array. Returns the number of quotes.
GET_OPTIONS	CONTRACT*	✔	Get the option chain of the underlying set with SET_SYMBOL (see remarks).
GET_FUTURES	CONTRACT*	✔	Get the futures chain of the underlying set with SET_SYMBOL (see remarks).
GET_FOP	CONTRACT*	✔	Get the options of futures chain of the underlying set with SET_SYMBOL (see remarks).
GET_UNDERLYING	0	✔	Get the underlying price for the previous BrokerAsset call when the asset was an option.
GET_GREEKS	Parameters		Get the greeks for the previous BrokerAsset or contractPrice call. Fills the Parameters array with P[0] = Implied Volatility; P[1] = Delta; P[2] = Gamma; P[3] = Vega; P[4] = Theta. Greeks cannot be retrieved with fast price type.
GET_DELAY	0		Return delay in ms between commands sent to the broker.
SET_DELAY	Time in ms		Set delay in ms between commands sent to the broker.
GET_WAIT	0		Return maximum wait time for confirmation after a command was sent to the broker, in ms.
SET_WAIT	Time in ms		Set maximum wait time in ms for confirmation after a command was sent to the broker. Default depends on the broker plugin; normally 60000. Increase the time when trades need longer than 1 minute to open.
GET_MAXTICKS	0	✔	Return the maximum number of ticks to be filled by BrokerHistory2. If this command is not supported, it's 300 ticks.
GET_MAXREQUESTS	0	✔	Return the maximum number of requests per second allowed by the broker API. Sets up MaxRequests if supported.
SET_DIAGNOSTICS	0, 1		1 to enable, 0 to disable diagnostics output. When enabled, communication between plugin and API and other plugin messages will be recorded in the log for diagnostic purposes.
GET_LOCK	0		Returns 1 if broker API calls must be locked for synchonizing them among several connected Zorros; returns -1 if broker API need not be locked. In this case the NOLOCK flag is automatically set.
SET_LOCK	0, 1		Set (1) or release (0) a lock for synchonizing commands among several connected Zorros (see remarks). Returns 0 if the lock was already set, otherwise 1.
SET_SLIPPAGE	Pips		Set the maximum allowed slippage (default = 5 pips) in adverse direction for subsequently opening or closing trades. Higher allowed slippage causes less requotes, but allows trades to be entered at a worse price. Note that the allowed slippage is not guaranteed; trades can be still entered at higher slippage dependent on the brokerm, market access method, and server setup.
SET_SYMBOL	Symbol	✔	Set the symbol for subsequent commands.
SET_MAGIC	Number		Set a "magic number" for identifying trades opened by the current script.
SET_MULTIPLIER	Number	✔	Set the multiplier for retrieving option and future chains.
SET_CLASS	Name		Set the name of the trading class. Call this before setting the symbol for option and future chains; use an empty string ("") for retrieving all trading classes.
SET_AMOUNT	Amount* pointer	✔	Sets the size of 1 contract for buy/sell orders; for assets with arbitrary order sizes.
SET_ORDERTEXT	Text		Set an order comment (255 characters max). Often required for special MTR4 orders, f.i. for trading binary options.
SET_PATCH	Patch value		Work around broker API issues that cause wrong account or asset parameters. Retrieve the following parameters not from the broker API, but from the asset list or by calculating them on the Zorro side (numbers can be combined by addition): 1 - Balance and Equity; 2 - TradeProfit of open trades; 4 - TradeProfit of all trades; 8 - Server time; 16 - Rollover and Commission; 32 - Leverage and MarginCost; 64 - PIP, PIPCost, LotAmount.
SET_HWND	HWND	✔	Set Zorro's window handle; automatically called after login. The window handle can be used to trigger asynchronous events and send messages to Zorro with the PostMessage function.
SET_COMMENT	Text		Display the given text (255 characters max) in the broker platform, usually at the top of the chart window.
SET_COMBO_LEGS	2, 3, 4	✔	Declares the given number of following option trades as a combo order. Most brokers offer reduced margin and commission on combos. To use, set the combo leg number and immediately call the enter commands for the contracts. The order will be processed after the last enter command is received. If the order fails, the last enter will return 0. The script must then cancel the prior trades. All combo trades must have matching expiration dates and underlying symbols; otherwise the order will not be accepted.
SET_ORDERTYPE	0, 1, 2. 8, 9, 10	✔	Switches between order types when supported by the broker plugin: 0 - FOK (fill-or-kill, default) 1 - IOC (immedate-or-cancel) 2 - GTC (good-till-cancelled) +8 - add a STOP order at distance Stop*StopFactor on NFA accounts (see remarks).
GET_PRICETYPE	1, 2, 3, ...		Returns the type of prices returned by BrokerAsset and BrokerHistory2. 1 - ask/bid quotes; 2 - trades; 3 - special; 4 - no price available. The spread is normally only updated when ask/bid quotes are selected.
SET_PRICETYPE	1, 2, 3, ...		Determines the type of prices returned by BrokerAsset and BrokerHistory2, if applicable. 1 - ask/bid quotes; 2 - trades; 3 - special; 4 - no price requests; 8 - fast price requests.
GET_VOLTYPE	1, 2, 3, ...		Returns the type of volume data returned by BrokerAsset and BrokerHistory2. 1 - no volume; 2 - tick frequency; 3 - quote size; 4 - trade volume.
SET_VOLTYPE	1, 2, 3, ...		Determines the type of volume data returned by BrokerAsset and BrokerHistory2, if applicable.
GET_VALTYPE	1, 2, 3, ...		Returns the type of marketVal data returned by BrokerAsset and BrokerHistory2. 1 - no data, 2 - spread; 3 - WAP.
SET_VALTYPE	1, 2, 3, ...		Determines the type of marketVal data returned by BrokerAsset and BrokerHistory2, if applicable.
GET_UUID	String	✔	Copies the UUID of the last opened trade to the string.
SET_UUID	String	✔	Sets the UUID for the next order from the string.
DO_EXERCISE	Lots	✔	Exercise the given number of contracts of the option type set with SET_SYMBOL.
DO_CANCEL	Trade ID	✔	Cancel the remaining amount of the order.
PLOT_HLINE	Parameters		Place a horizontal line at a given price in the chart window of the broker platform. 5 parameters are used: P[0] = always 0; P[1] = price position; P[2] = line color; P[3] = line width; P[4] = line style. Return the identfier number of the line.
PLOT_TEXT	Parameters		Place a text element at a price position at the right border of the chart window. 5 parameters are used: P[0] = always 0; P[1] = price position; P[2] = text color; P[3] = text size in points. Return the identfier number of the text element.
PLOT_MOVE	Parameters		Move the graphical element with the identifier given by P[0] to the horizontal position given by P[1] and the vertical position given by P[2].
PLOT_STRING	Text		Set or modify the text content for the last created or moved text element.
PLOT_REMOVE	Identifier		Delete the graphical element with the given identifier.
PLOT_REMOVEALL	0		Remove all graphical elements from the chart.
2000..2999	var		User supplied command with a single numerical parameter.
3000..3999	var[8]		User supplied command with an array of 8 var parameters..
4000..5999	char*		User supplied command with a text string.

Parameters:

Command	Input, one of the commands from the list above.
Parameter	Input, parameter or data to the command.
Parameters	Input, array of up to 8 vars for commands that set or retrieve multiple parameters.
Symbol	Broker symbol of an asset (see Symbol). Complex symbols, as for selected option contracts, can have the underlying, exchange, expiry, and other parameters coded in the name as described under IB Bridge.
Text	Input, for commands that require a text string.

Returns:

0 when the command is not supported by the broker plugin, otherwise the data to be retrieved.

brokerAsset(string Name, var* pPrice, var* pSpread, var *pVol)

Call the BrokerAsset function with the symbol given by Name and return the price, spread, and volume.

brokerAccount(string Name, string Account, var pBalance, var pTradeVal, var *pMarginVal);

Call the BrokerAccount function for the account list entry given by Name and an optional subaccount identifer, and return the balance, open trade value, and allocated margin. Can be used to retrieve account information when trading with several brokers simultaneously.

Remarks:

The commands marked as intern are called by Zorro functions and normally not supposed to be called in the script. The other commands are not used by Zorro, but can be called by script.
The command SET_PATCH is always supported. Which of the other commands are supported can be found on the description page of the broker plugin.
The SET_PATCH command lets Zorro estimate account and trade parameters, rather than retrieving them from the broker API. This is required when the broker API calculates those parameters wrong, as is the case for the account balance, equity, and open trade profit by the FXCM API. Replacing those parameters has no effect on trading, but on the displayed equity and profit values on the Zorro panel. The estimated equity includes only the profit by trades of the current strategy, and thus is different to the account equity when other systems trade on the same account. The estimated trade result can also differ to the real result due to slippage and rollover.
The SET_LOCK command can be used similar to a Windows Mutex for preventing the interruption of a command sequence, f.i. when setting order parameters before sending the order. Before the sequence, while(0 == brokerCommand(SET_LOCK,1)) wait(5); waits until the lock was released and sets it then; brokerCommand(SET_LOCK,0) releases the lock after sending the command sequence.
Contract chains are filled with the following data from the CONTRACT struct, which is defined in include\trading.h:
time: optionally a null-terminated string of up to 7 chars containing the trading class symbol
fStrike: the strike price
Expiry: the expiration date in YYYYMMDD format
Type: the contract type, PUT, CALL, FUTURE, EUROPEAN, BINARY; optionally an exchange number coded in the upper 16 bits.
Variables or text set up with brokerCommand keep their content until modified by another brokerCommand. Take care of this when a previous trading session has used this command to set a variable or text.
SET_ORDERTYPE >= 8 places a stop loss order even on NFA accounts when supported by the broker. Since a NFA compliant trade cannot have a stop loss, it is sent as a separate stop order. Dependent on the behavior of the broker API, this order might stay alive even when the original trade was closed, possibly triggering an unwanted position in reverse direction. So use this command in special cases only, for instance with option contracts.
User defined broker commands for special broker API settings should be defined with a command number > 2000. Numbers below 2000 are reserved for predefined commands.

Example:

brokerCommand(SET_COMMENT,strf("Algo %s",Algo));