how do we know the order is tped or sled

[ZixiSu]

Hi team,

After one order reached the tp point, in the comment it will show, for example, EURUSD_Trader[tp], how can I let my python code know this order is just tped as I need to restore the info into my external database.

[elvinex]

Hi, True, this information can be important. I haven't tested it live, but there should be a '_comment' field in the open order dictionary, which you could check for containing '[tp]' or '[sl]'.

[ZixiSu]

Thank you, but we need to check closed orders, since after tp, the comment will show [tp]

[elvinex]

Right, my mistake. Sorry, there is no option to get historic trades at the moment. You would have to write an own function to request the historic trades, similar to the historic data function.

[ZixiSu]

Thank you, trying now, if it is possible, may you provide some sample code

[ZixiSu]

I have a question regarding compArray[0], as it is closed trade, which is not TRADE or DATA: This one is added DWX_ZeroMQ_COnnector_v2_0_1_RC8.py

    from pandas import DataFrame, Timestamp
    import datetime
    def _SEND_CLOSED_TRADES_(self,
                             _symbol = 'EURUSD',
                             _comment='[tp]',
                             _timeframe = 1,
                             _end = Timestamp.now(),
                             _two_minute = datetime.timedelta(minutes=2),
                             ):
        _start = _end - _two_minute
        _msg = "{};{};{};{};{}".format('CLOSED_TRADE', _comment, _timeframe, _start, _end)
        self.remote_send(self._PUSH_SOCKET, _msg)

And based on DWX_ZMQ_Strategy.py:

# Append path for main project folder
import sys
sys.path.append('../../..')

# Import ZMQ-Strategy from relative path
from base.DWX_ZMQ_Strategy import DWX_ZMQ_Strategy

#############################################################################
# Other required imports
#############################################################################

import os
from pandas import Timedelta, to_datetime, Timestamp
from threading import Thread, Lock
from time import sleep
import random
import datetime

class get_closed_trades(DWX_ZMQ_Strategy):

    def __init__(self,
                 _name="Closed_Trade",
                 _delay=0.1,
                 _broker_gmt=2,
                 _verbose=False):
        # call DWX_ZMQ_Strategy constructor and passes itself as data processor for handling
        # received data on PULL and SUB ports
        super().__init__(_name,
                         [],  # Empty symbol list (not needed for this example)
                         _broker_gmt,
                         [self],  # Registers itself as handler of pull data via self.onPullData()
                         [self],  # Registers itself as handler of sub data via self.onSubData()
                         _verbose)

        # This strategy's variables
        self._delay = _delay
        self._verbose = _verbose
        self._finished = False

    ##########################################################################
    def isFinished(self):
        """ Check if execution finished"""
        return self._finished

    def onPullData(self, data):
        """
        Callback to process new data received through the PULL port
        """
        # print responses to request commands
        print('Historic from ExpertAdvisor={}'.format(data))

    def onSubData(self, data):
        """
        Callback to process new data received through the SUB port
        """
        # split msg to get topic and message
        _topic, _msg = data.split(" ")
        print('Data on Topic={} with Message={}'.format(_topic, _msg))

    ##########################################################################
    def run(self):
        """
        Request historic data
        """
        self._finished = False

        # request rates
        print('Requesting Closed trades from EURUSD')
        self._zmq._SEND_CLOSED_TRADES_(_symbol='EURUSD',
                                       _comment='[tp]',
                                       _timeframe=1,
                                       _end= Timestamp.now(),
                                       _two_minute = datetime.timedelta(minutes=2),
                                       )
        sleep(1)
        print(self._zmq._History_DB)

if __name__ == "__main__":
    print('Loading example...')
    example = get_closed_trades()
    print('unning example...')
    example.run()

no error, but not solve the problem, really need sample code help.

Loading example...
[INIT] Ready to send commands to METATRADER (PUSH): 32768
[INIT] Listening for responses from METATRADER (PULL): 32769
[INIT] Listening for market data from METATRADER (SUB): 32770
unning example...
Requesting Closed trades from EURUSD
{}

Process finished with exit code 0

[elvinex]

In the meantime we published a new package, which includes a function get_historic_trades(lookback_days): https://github.com/darwinex/dwxconnect Once the data arrives on the python side, it will trigger the on_historic_trades() function of the tick processor. To start best copy the example tick processor: https://github.com/darwinex/dwxconnect/blob/main/python/examples/dwx_client_example.py