HistoryLoader.cs

using System;
using System.Collections.Generic;
using System.Threading;
using nj4x.Metatrader;
using NUnit.Framework;

namespace nj4x.Appliance.Tests
{
    public class Account : IDisposable
    {
        public int AccountNo { get; set; }
        public string Server { get; set; }
        public string Password { get; set; }

        private Strategy _connection;
        private DateTime _lastOrderCloseDate;
        private readonly HashSet<long> _processedTickets = new HashSet<long>();

        public void Dispose()
        {
            _connection?.Dispose();
        }

        public void LoadHistoricalTrades()
        {
            if (_connection == null)
            {
                _lastOrderCloseDate = DateTime.MinValue; // load from DB
                //
                _connection = new Strategy();
                _connection
                    .WithHistoryPeriod(_lastOrderCloseDate == DateTime.MinValue
                        ? Strategy.HistoryPeriod.ALL_HISTORY
                        : Strategy.HistoryPeriod.LAST_3_MONTHS)
                    .Connect("127.0.0.1", 7788, new Broker(Server), AccountNo.ToString(), Password);
            }
            //
            var orders = _lastOrderCloseDate == DateTime.MinValue 
                ? _connection.OrderGetAll(SelectionPool.MODE_HISTORY) 
                : _connection.OrderGetAll(SelectionPool.MODE_HISTORY, _lastOrderCloseDate, DateTime.Now);
            //
            foreach (var o in orders.Values)
            {
                IOrderInfo order = (IOrderInfo) o;
                if (!_processedTickets.Contains(order.Ticket()))
                {
                    _lastOrderCloseDate = order.GetCloseTime() > _lastOrderCloseDate
                        ? order.GetCloseTime()
                        : _lastOrderCloseDate;
                    // 
                    Console.WriteLine(order); // dump order to DB
                    _processedTickets.Add(order.Ticket());
                }
            }
        }
    }

    [TestFixture]
    public class HistoryLoader
    {
        private static List<Account> GetAccounts()
        {
            // load accounts from configs or DB
            return new List<Account>
            {
                new Account {Server = "demo1-amsterdam.fxpro.com", AccountNo = 6796186, Password = "dpkk4hg"},
                new Account {Server = "Oanda-V20 Practice-2", AccountNo = 3019935, Password = "Trading_NJ4X"}
                //...
            };
        }

        [Test]
        public void Main()
        {
            var accounts = GetAccounts();
            //
            while (true)
            {
                foreach (var account in accounts)
                {
                    account.LoadHistoricalTrades();
                }
                //
                Thread.Sleep(5000); // check history every 5 seconds
            }
        }
    }
}