Streaming — Overview

This section groups together methods for real-time streaming from MT4. Use them to subscribe to continuous updates: order profits, tickets, quotes, trade events — and now paged order history and chunked quote history.

---

📂 Methods in this Section

• StreamOpenedOrderProfits.md Subscribe to live updates of floating profit/loss for all active orders.

• StreamOpenedOrderTickets.md Stream the list of open order ticket IDs in real time.

• StreamQuotes.md Get a continuous stream of tick data (bid/ask) for selected symbols.

• StreamTradeUpdates.md Receive live trade activity events as they happen.

• StreamOrdersHistoryExample.md Demo wrapper: last 30 days, sorted by close time (DESC), page size = 200.

• StreamQuoteHistoryExample.md Demo wrapper: last 90 days, H1 timeframe, weekly chunks.

---

⚡ Example Workflow

// Example: subscribe to profit updates and stop when threshold hit
profitCh, errCh := mt4.OnOpenedOrdersProfit(ctx, 1000)

for {
    select {
    case pkt := <-profitCh:
        for _, info := range pkt.OpenedOrdersWithProfitUpdated {
            if info.OrderProfit < -100 { // your risk threshold
                fmt.Println("⚠️ Drawdown alert!", info.Ticket)
                cancel() // stop the stream
            }
        }
    case err := <-errCh:
        log.Println("Stream error:", err)
        return
    }
}

// Example: stream historical orders in pages (service wrapper)
pagesCh, errCh := svc.StreamOrdersHistory(
    ctx,
    pb.EnumOrderHistorySortType_HISTORY_SORT_BY_CLOSE_TIME_DESC,
    &from, &to,
    200, // page size
)

for {
    select {
    case page, ok := <-pagesCh:
        if !ok { return }
        for _, o := range page.GetOrdersInfo() {
            fmt.Printf("[HIST] %s | %d | %s | PnL: %.2f\n",
                o.GetOrderType(), o.GetTicket(), o.GetSymbol(), o.GetProfit())
        }
    case err := <-errCh:
        log.Println("history stream error:", err)
        return
    }
}

// Example: stream OHLC history by time chunks (service wrapper)
barsCh, errCh := svc.StreamQuoteHistory(
    ctx,
    "EURUSD",
    pb.ENUM_QUOTE_HISTORY_TIMEFRAME_QH_PERIOD_H1,
    from, to,
    7*24*time.Hour, // weekly chunks
)

for {
    select {
    case batch, ok := <-barsCh:
        if !ok { return }
        for _, c := range batch.GetHistoricalQuotes() {
            fmt.Printf("[%s] O: %.5f C: %.5f\n",
                c.GetTime().AsTime().Format("2006-01-02 15:04:05"),
                c.GetOpen(), c.GetClose(),
            )
        }
    case err := <-errCh:
        log.Println("quote history stream error:", err)
        return
    }
}

---

✅ Best Practices

1. Always manage cancellation via context.Context to avoid goroutine leaks.
2. Pick sensible polling intervals (e.g., intervalMs) to balance freshness vs. load.
3. Combine multiple streams for dashboards (e.g., trades + quotes + profits).
4. Always read from the error channel; log and exit/cancel on terminal failures.
5. For orders history, tune page size to your throughput (larger pages ⇒ fewer RPCs).
6. For quote history, adjust chunk duration to timeframe and volume (bigger chunks ⇒ fewer round-trips).
7. Keep print/formatting light in the stream loop; offload heavy processing to workers.

---

🎯 Purpose

The streaming block is designed for:

• Real-time dashboards and monitoring
• Automated alerting systems
• Synchronizing UIs with terminal/account state
• Backfilling analytics from historical orders and OHLC

---

👉 Use this overview as a map, then jump into each .md file for full method details and code snippets.