market-data-service/MT5/Experts/MarketDataSender.mq5

//+------------------------------------------------------------------+
//|                   MarketDataSender.mq5 (Final Fixed Version)     |
//+------------------------------------------------------------------+
#property strict
#property description "Fetches all symbols' candles and live prices, sends to API."

#include <Trade\SymbolInfo.mqh>

input string ApiBaseUrl = "http://market-price.insightbull.io";
input int HistoricalCandleCount = 1000;
input ENUM_TIMEFRAMES HistoricalTimeframe = PERIOD_H1;
input int LivePriceIntervalSeconds = 5;

// Globals
string symbols[];
int symbolIds[];
datetime lastSend = 0;

//+------------------------------------------------------------------+
int OnInit()
{
   Print("Initializing MarketDataSender EA...");
   if(!InitializeSymbols())
   {
      Print("❌ Failed to initialize symbols.");
      return(INIT_FAILED);
   }

   Print("✅ Symbols initialized: ", ArraySize(symbols));
   SendAllHistoricalCandles();
   return(INIT_SUCCEEDED);
}

//+------------------------------------------------------------------+
void OnTick()
{
   if(TimeCurrent() - lastSend >= LivePriceIntervalSeconds)
   {
      SendLivePrices();
      lastSend = TimeCurrent();
   }
}

//+------------------------------------------------------------------+
bool InitializeSymbols()
{
   int total = SymbolsTotal(true);
   if(total <= 0)
   {
      Print("❌ No symbols found!");
      return false;
   }

   ArrayResize(symbols, total);
   ArrayResize(symbolIds, total);

   for(int i = 0; i < total; i++)
   {
      symbols[i] = SymbolName(i, true);
      symbolIds[i] = -1;
   }

   if(!SyncSymbolsWithDatabase())
   {
      Print("❌ Failed to sync symbols with database");
      return false;
   }

   return true;
}

//+------------------------------------------------------------------+
bool SyncSymbolsWithDatabase()
{
   Print("Syncing symbols with database...");

     string url = ApiBaseUrl + "/api/symbols";
   string headers = "Content-Type: application/json\r\n";
   string resultHeaders = "";
   char result[];
   char emptyData[];   // ✅ required placeholder for GET request

   ResetLastError();

   // ✅ Correct GET request signature: includes empty data[]
   int res = WebRequest("GET", url, headers, 5000, emptyData, result, resultHeaders);

   if(res == -1)
   {
      int err = GetLastError();
      Print("❌ WebRequest connection error: ", err, " URL=", url);
      return false;
   }

   if(res != 200)
   {
      Print("❌ Failed to fetch symbols from API: HTTP ", res, " Response: ", CharArrayToString(result));
      return false;
   }

   string symbolsResponse = CharArrayToString(result);

   if(StringFind(symbolsResponse, "\"data\"") < 0)
   {
      Print("⚠️ Unexpected response format from symbols API: ", symbolsResponse);
   }

   for(int i = 0; i < ArraySize(symbols); i++)
   {
      string symbolName = symbols[i];
      int symbolId = FindSymbolId(symbolsResponse, symbolName);

      if(symbolId > 0)
      {
         symbolIds[i] = symbolId;
         Print("✅ Found existing symbol: ", symbolName, " (ID: ", symbolId, ")");
      }
      else
      {
         Sleep(300); // prevent overload (0.3 second delay)
         symbolId = CreateSymbolInDatabase(symbolName);
         if(symbolId > 0)
         {
            symbolIds[i] = symbolId;
            Print("✅ Created new symbol: ", symbolName, " (ID: ", symbolId, ")");
         }
         else
         {
            Print("❌ Failed to create symbol: ", symbolName," (ID: ", symbolId, ")");
            symbolIds[i] = -1;
         }
      }
   }

   return true;
}

//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| Find exact symbolId from JSON response                           |
//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| Robust JSON search: matches exact symbol only                    |
//+------------------------------------------------------------------+
int FindSymbolId(string response, string symbolName)
{
   int pos = 0;
   string patternSymbol = "\"symbol\":\"";
   string patternId = "\"id\":";

   while(true)
   {
      // find each symbol occurrence
      int symPos = StringFind(response, patternSymbol, pos);
      if(symPos < 0)
         break;

      // extract actual symbol value
      int symStart = symPos + StringLen(patternSymbol);
      int symEnd = StringFind(response, "\"", symStart);
      if(symEnd < 0) break;

      string foundSymbol = StringSubstr(response, symStart, symEnd - symStart);

      // 🟩 DEBUG LOG: show all symbols found
      // ✅ exact match check (case-sensitive)
      if(foundSymbol == symbolName)
      {
         // find id that comes *before* this symbol entry
         int blockStart = StringFind(response, patternId, symPos - 100);
         if(blockStart < 0)
            blockStart = StringFind(response, patternId, symPos);

         if(blockStart >= 0)
         {
            int idStart = blockStart + StringLen(patternId);
            int idEnd = StringFind(response, ",", idStart);
            if(idEnd < 0) idEnd = StringFind(response, "}", idStart);

            string idStr = StringSubstr(response, idStart, idEnd - idStart);
            int id = (int)StringToInteger(idStr);

            // 🟩 Success log
            Print("✅ Exact match found → symbol='", symbolName, "' | ID=", id);
            return id;
         }
      }

      // move to next
      pos = symEnd + 1;
   }

   Print("⚠️ No exact match for symbol ", symbolName);
   return -1;
}

//+------------------------------------------------------------------+
int CreateSymbolInDatabase(string symbolName)
{
   string baseAsset = "";
   string quoteAsset = "";
   string exchange = "MT5";
   string instrumentType = "forex";

   if(StringLen(symbolName) >= 6)
   {
      baseAsset = StringSubstr(symbolName, 0, 3);
      quoteAsset = StringSubstr(symbolName, 3, 3);
   }

   string json = StringFormat(
      "{\"symbol\":\"%s\",\"baseAsset\":\"%s\",\"quoteAsset\":\"%s\",\"exchange\":\"%s\",\"instrumentType\":\"%s\",\"isActive\":true}",
      symbolName, baseAsset, quoteAsset, exchange, instrumentType
   );

   string url = ApiBaseUrl + "/api/symbols";
   string headers = "Content-Type: application/json\r\n";
   string resultHeaders = "";

   char postData[];
   StringToCharArray(json, postData, 0, CP_UTF8);

   // ✅ FIX: Remove trailing null terminator from JSON
   if(ArraySize(postData) > 0 && postData[ArraySize(postData) - 1] == 0)
      ArrayResize(postData, ArraySize(postData) - 1);

   char result[];

   int res = WebRequest("POST", url, headers, 5000, postData, result, resultHeaders);

   if(res != 201 && res != 200)
   {
      Print("❌ Failed to create symbol: ", res, " Response: ", CharArrayToString(result));
      return -1;
   }

   string createResponse = CharArrayToString(result);
   int idPos = StringFind(createResponse, "\"id\":");
   if(idPos < 0) return -1;

   int startPos = idPos + 5;
   int endPos = StringFind(createResponse, ",", startPos);
   if(endPos < 0) endPos = StringFind(createResponse, "}", startPos);

   string idStr = StringSubstr(createResponse, startPos, endPos - startPos);
   return (int)StringToInteger(idStr);
}
//+------------------------------------------------------------------+
//| Fetch latest stored candle openTime from API                     |
//+------------------------------------------------------------------+
datetime GetLatestCandleTime(int symbolId)
{
   string url = ApiBaseUrl + "/api/candles/" + IntegerToString(symbolId) + "/latest";
   string headers = "Content-Type: application/json\r\n";
   string resultHeaders = "";
   char result[];
   char emptyData[];

   ResetLastError();
   int res = WebRequest("GET", url, headers, 10000, emptyData, result, resultHeaders);

   if(res != 200)
   {
      Print("⚠️ Could not fetch latest candle for symbolId=", symbolId, " (HTTP ", res, ")");
      return 0;
   }

   string response = CharArrayToString(result);
   int pos = StringFind(response, "\"openTime\":\"");
   if(pos < 0)
   {
      Print("⚠️ No openTime found in response for symbolId=", symbolId);
      return 0;
   }

   pos += StringLen("\"openTime\":\"");
   int end = StringFind(response, "\"", pos);
   string openTimeStr = StringSubstr(response, pos, end - pos);

   // --- Parse ISO8601 to datetime ---
   int year  = (int)StringToInteger(StringSubstr(openTimeStr, 0, 4));
   int month = (int)StringToInteger(StringSubstr(openTimeStr, 5, 2));
   int day   = (int)StringToInteger(StringSubstr(openTimeStr, 8, 2));
   int hour  = (int)StringToInteger(StringSubstr(openTimeStr, 11, 2));
   int min   = (int)StringToInteger(StringSubstr(openTimeStr, 14, 2));
   int sec   = (int)StringToInteger(StringSubstr(openTimeStr, 17, 2));

   MqlDateTime t;
   t.year = year; t.mon = month; t.day = day;
   t.hour = hour; t.min = min; t.sec = sec;

   datetime dt = StructToTime(t);
   Print("🕓 Latest stored candle openTime for symbolId=", symbolId, " → ", TimeToString(dt, TIME_DATE|TIME_SECONDS));
   return dt;
}

//+------------------------------------------------------------------+
//+------------------------------------------------------------------+
//| Send all historical candles to the API (Fixed Version)           |
//+------------------------------------------------------------------+
void SendAllHistoricalCandles()
{
   Print("Starting historical upload for ", ArraySize(symbols), " symbols...");

   for(int i = 0; i < ArraySize(symbols); i++)
   {
      string sym = symbols[i];
      int symbolId = symbolIds[i];
      if(symbolId <= 0) continue;

      // --- Get last stored candle time ---
      datetime latestApiTime = GetLatestCandleTime(symbolId);

      // --- Ensure data is ready ---
      Sleep(300);
      int tries = 0;
      while(!SeriesInfoInteger(sym, HistoricalTimeframe, SERIES_SYNCHRONIZED) && tries < 10)
      {
         Print("⏳ Waiting for ", sym, " history to load...");
         Sleep(500);
         tries++;
      }

      MqlRates rates[];
      ResetLastError();
      int copied = CopyRates(sym, HistoricalTimeframe, 0, HistoricalCandleCount, rates);
      if(copied <= 0)
      {
         Print("⚠️ Failed to copy candles for ", sym);
         continue;
      }

      Print("✅ Copied ", copied, " candles for ", sym);

      // --- Filter new candles ---
      int startIndex = 0;
      for(int j = 0; j < copied; j++)
      {
         if(rates[j].time > latestApiTime)
         {
            startIndex = j;
            break;
         }
      }

      int newCount = copied - startIndex;
      if(newCount <= 0)
      {
         Print("ℹ️ No new candles to send for ", sym);
         continue;
      }

      Print("🆕 Sending ", newCount, " new candles for ", sym, " after ", TimeToString(latestApiTime, TIME_DATE|TIME_SECONDS));

      // --- Send new candles in batches ---
      int batchSize = 200;
      int sentTotal = 0;
      for(int start = startIndex; start < copied; start += batchSize)
      {
         int size = MathMin(batchSize, copied - start);
         string json = BuildCandleJSONFromRates(symbolId, rates, start, size);
         string url = ApiBaseUrl + "/api/candles/bulk";
         string response;
         bool ok = SendJSON(url, json, response);
         if(!ok)
         {
            Print("❌ Failed to send candle batch for ", sym, " start=", start);
            break;
         }
         sentTotal += size;
         Print("📤 Sent ", sentTotal, "/", newCount, " new candles for ", sym);
      }
   }
   Print("✅ Incremental candle upload finished.");
}

//+------------------------------------------------------------------+
//| Send live prices of all active symbols                           |
//+------------------------------------------------------------------+
void SendLivePrices()
{
   bool firstItem = true;
   string json = "{\"prices\":[";
   int sentCount = 0;

   for(int i = 0; i < ArraySize(symbols); i++)
   {
      string sym = symbols[i];
      int symId = symbolIds[i];
      if(symId <= 0) continue;

      // Ensure symbol is visible in Market Watch
      if(!SymbolSelect(sym, true))
      {
         Print("⚠️ Failed to select symbol: ", sym);
         continue;
      }

      // Read primary prices
      double bid = SymbolInfoDouble(sym, SYMBOL_BID);
      double ask = SymbolInfoDouble(sym, SYMBOL_ASK);
      double last = SymbolInfoDouble(sym, SYMBOL_LAST);

      // If last = 0 (some providers), use midprice as fallback
      if(last <= 0 && bid > 0 && ask > 0)
         last = (bid + ask) / 2.0;

      // Skip if prices are still invalid
      if(bid <= 0 || ask <= 0 || last <= 0)
      {
         Print("⚠️ Skipping symbol ", sym, " — invalid bid/ask/last (", DoubleToString(bid,8), "/", DoubleToString(ask,8), "/", DoubleToString(last,8), ")");
         continue;
      }

      // Initialize sizes
      double bidSize = 0.0;
      double askSize = 0.0;

      // Try to fetch market depth (book) and classify volumes by price vs bid/ask
      MqlBookInfo book[];
      if(MarketBookGet(sym, book) && ArraySize(book) > 0)
      {
         for(int j = 0; j < ArraySize(book); j++)
         {
            double p = book[j].price;
            double v = book[j].volume;

            // If price is >= ask => ask side
            if(p >= ask) askSize += v;
            // If price is <= bid => bid side
            else if(p <= bid) bidSize += v;
            else
            {
               // price in-between -> assign to nearer side
               double distToBid = MathAbs(p - bid);
               double distToAsk = MathAbs(ask - p);
               if(distToBid <= distToAsk) bidSize += v; else askSize += v;
            }
         }
         PrintFormat("ℹ️ MarketBook for %s → bid=%.8f ask=%.8f bidSize=%.2f askSize=%.2f (book entries=%d)", sym, bid, ask, bidSize, askSize, ArraySize(book));
      }
      else
      {
         // MarketBook not available or empty
         // Try SymbolInfoTick as fallback
         MqlTick tick;
         if(SymbolInfoTick(sym, tick))
         {
            // tick.volume is aggregated tick volume — not exact bid/ask sizes but better than zero
            double tickVol = (double)tick.volume;
            if(tickVol > 0.0)
            {
               // assign tick volume to both sides conservatively
               if(bidSize <= 0) bidSize = tickVol;
               if(askSize <= 0) askSize = tickVol;
               PrintFormat("ℹ️ tick fallback for %s → tick.volume=%.2f", sym, tickVol);
            }
            else
            {
               Print("ℹ️ tick available but volume zero for ", sym);
            }
         }
         else
         {
            Print("ℹ️ MarketBook and tick not available for ", sym);
         }
      }

      // Final safety: ensure API-required positive numbers
      // If a side is zero or negative, set to minimal positive 1.0
      if(bidSize <= 0.0) bidSize = 1.0;
      if(askSize <= 0.0) askSize = 1.0;

      // Build JSON item for this symbol
      string item = StringFormat(
         "{\"symbolId\":%d,\"price\":%.8f,\"bid\":%.8f,\"ask\":%.8f,\"bidSize\":%.8f,\"askSize\":%.8f}",
         symId, last, bid, ask, bidSize, askSize
      );

      // Add to aggregate payload
      if(!firstItem) json += ",";
      json += item;
      firstItem = false;
      sentCount++;
   }

   json += "]}";

   if(sentCount == 0)
   {
      Print("⚠️ No valid live prices to send right now. Check if market is open and symbols have tick data.");
      return;
   }

   // Log URL and truncated payload for debugging
   string url = ApiBaseUrl + "/api/live-prices/bulk";
   int maxShow = 1000;
   string payloadLog = (StringLen(json) > maxShow) ? StringSubstr(json, 0, maxShow) + "...(truncated)" : json;
   Print("📤 Calling API: ", url);
   Print("📦 Payload (truncated): ", payloadLog);

   // Send and report
   string response;
   bool ok = SendJSON(url, json, response);

   if(ok)
      Print("✅ Successfully sent ", sentCount, " live prices to API.");
   else
      Print("❌ Failed to send live prices (", sentCount, " items). API response: ", response);
}

//+------------------------------------------------------------------+
string ToISO8601(datetime t)
{
   MqlDateTime st;
   TimeToStruct(t, st);
   return StringFormat("%04d-%02d-%02dT%02d:%02d:%02d.000Z", st.year, st.mon, st.day, st.hour, st.min, st.sec);
}

string BuildCandleJSONFromRates(int symbolId, MqlRates &rates[], int startIndex, int count)
{
   string json = "{\"candles\":[";
   bool first = true;
   int ratesSize = ArraySize(rates);

   for(int i = startIndex; i < startIndex + count && i < ratesSize; i++)
   {
      MqlRates r = rates[i];
      if(r.time <= 0) continue;

      datetime open_dt  = (datetime)r.time;
      datetime close_dt = (datetime)(r.time + (datetime)PeriodSeconds(HistoricalTimeframe));

      string openTime  = ToISO8601(open_dt);
      string closeTime = ToISO8601(close_dt);

      double volume       = (r.tick_volume > 0 ? r.tick_volume : 1);
      double quoteVolume  = (r.real_volume > 0 ? r.real_volume : volume);

      string one = StringFormat(
         "{\"symbolId\":%d,\"openTime\":\"%s\",\"closeTime\":\"%s\",\"open\":%.5f,\"high\":%.5f,\"low\":%.5f,\"close\":%.5f,\"volume\":%.5f,\"tradesCount\":%d,\"quoteVolume\":%.5f}",
         symbolId, openTime, closeTime,
         r.open, r.high, r.low, r.close,
         volume, (int)volume, quoteVolume
      );

      if(!first) json += ",";
      json += one;
      first = false;
   }

   json += "]}";
   return json;
}

//+------------------------------------------------------------------+
bool SendJSON(string url, string json, string &response)
{
   ResetLastError();

   char postData[];
   StringToCharArray(json, postData, 0, CP_UTF8);

   // ✅ Remove trailing null terminator
   if(ArraySize(postData) > 0 && postData[ArraySize(postData) - 1] == 0)
      ArrayResize(postData, ArraySize(postData) - 1);

   if(ArraySize(postData) <= 0)
   {
      Print("❌ Empty postData for URL: ", url);
      return false;
   }

   char result[];
   string headers = "Content-Type: application/json\r\n";
   string resultHeaders = "";
   int timeout = 15000;

   int res = WebRequest("POST", url, headers, timeout, postData, result, resultHeaders);

   if(res == -1)
   {
      int err = GetLastError();
      Print("WebRequest error: ", err, " url=", url);
      return false;
   }

   response = CharArrayToString(result);
   if(res == 200 || res == 201)
      return true;

   Print("HTTP status ", res, " response: ", response);
   return false;
}

//+------------------------------------------------------------------+