轻松快捷开发 MetaTrader 程序的函数库 (第十九部分) : 函数库消息类·进阶篇
（2/3）· 当函数库散落各处的俄英文本开始拖累编译体积，重构消息存储与显示已避不开
◍ 标准库消息宏的英文词表映射
在 MT5 标准函数库的本地化消息体系中，一组 MSG_LIB_TEXT_* 宏专门承载交易动作与星期的中文/英文切换。上面列出的 26 个定义，覆盖了从 Yes/No 逻辑词到 Opened/Closed 等订单状态，再到周一到周四的交易日标识。 这些宏本身只是枚举或字符串常量，真正价值在于让 EA 日志和弹窗不依赖俄语默认文案。你在 MT5 里打开 Standard Library 的 Lang 宏文件，搜 MSG_LIB_TEXT_CLOSED_BY 就能看到 'close by' 的英文原串，改一处即可影响所有平仓关联提示。 外汇与贵金属市场高杠杆、滑点随机，这类文本映射虽不改变成交逻辑，但能让你在多品种复盘时少看几眼乱码。建议直接复制下面这段宏表进自己的头文件做对照。
MSG_LIB_TEXT_YES, class=class="str">"cmt">// Yes MSG_LIB_TEXT_NO, class=class="str">"cmt">// No MSG_LIB_TEXT_AND, class=class="str">"cmt">// and MSG_LIB_TEXT_IN, class=class="str">"cmt">// in MSG_LIB_TEXT_TO, class=class="str">"cmt">// to MSG_LIB_TEXT_OPENED, class=class="str">"cmt">// Opened MSG_LIB_TEXT_PLACED, class=class="str">"cmt">// Placed MSG_LIB_TEXT_DELETED, class=class="str">"cmt">// Deleted MSG_LIB_TEXT_CLOSED, class=class="str">"cmt">// Closed MSG_LIB_TEXT_CLOSED_BY, class=class="str">"cmt">// close by MSG_LIB_TEXT_CLOSED_VOL, class=class="str">"cmt">// Closed volume MSG_LIB_TEXT_AT_PRICE, class=class="str">"cmt">// at price MSG_LIB_TEXT_ON_PRICE, class=class="str">"cmt">// on price MSG_LIB_TEXT_TRIGGERED, class=class="str">"cmt">// Triggered MSG_LIB_TEXT_TURNED_TO, class=class="str">"cmt">// turned to MSG_LIB_TEXT_ADDED, class=class="str">"cmt">// Added MSG_LIB_TEXT_SYMBOL_ON_SERVER, class=class="str">"cmt">// on server MSG_LIB_TEXT_SYMBOL_TO_LIST, class=class="str">"cmt">// to list MSG_LIB_TEXT_FAILED_ADD_TO_LIST, class=class="str">"cmt">// failed to add to list MSG_LIB_TEXT_SUNDAY, class=class="str">"cmt">// Sunday MSG_LIB_TEXT_MONDAY, class=class="str">"cmt">// Monday MSG_LIB_TEXT_TUESDAY, class=class="str">"cmt">// Tuesday MSG_LIB_TEXT_WEDNESDAY, class=class="str">"cmt">// Wednesday MSG_LIB_TEXT_THURSDAY, class=class="str">"cmt">// Thursday
标准库消息宏的命名与注释对照
在 MT5 标准库的消息文本定义段里，一组 MSG_LIB_TEXT_* 宏承担了多语言界面与日志输出的底层字符串映射。上面这段未命名小节列出了从星期、交易品种到计数器错误、推送开关等数十个常量，每个宏后面紧跟英文注释，实际编译时这些注释就是开发者调试时看到的语义提示。 比如 MSG_LIB_TEXT_FRIDAY 对应周五、MSG_LIB_TEXT_SYMBOL 对应「symbol:」前缀、MSG_LIB_TEXT_INC_BY 与 MSG_LIB_TEXT_DEC_BY 分别表达「increased by / decreased by」，这类命名规则让 EA 在回测日志里输出「Property value increased by 2.5」成为可能，而不是一堆数字代号。 留意 MSG_LIB_TEXT_NOT_MAIL_ENABLED 等三个终端开关宏：它们直接读取 MT5 客户端是否禁用了邮件、推送、FTP 发送。若你的告警脚本在真实账户无反应，优先查这三个宏对应的终端配置，而不是怀疑代码逻辑——这是实盘外汇与贵金属自动化里的高频坑点，相关操作杠杆品种风险较高，须先在模拟盘验证。 数组类宏也值得单独看：MSG_LIB_TEXT_ARRAY_DATA_INTEGER_NULL 指明「受控整型属性数组尺寸为零」的错误，配套 MSG_LIB_TEXT_NEED_SET_INTEGER_VALUE 要求先把数组大小设为对象整型属性数量。复制这段宏定义进你的 include 文件，搜 MSG_LIB_TEXT_ 前缀就能快速定位标准库所有内置提示语。
MSG_LIB_TEXT_FRIDAY, class=class="str">"cmt">// Friday MSG_LIB_TEXT_SATURDAY, class=class="str">"cmt">// Saturday MSG_LIB_TEXT_SYMBOL, class=class="str">"cmt">// symbol: MSG_LIB_TEXT_ACCOUNT, class=class="str">"cmt">// account: MSG_LIB_TEXT_PROP_VALUE, class=class="str">"cmt">// Property value MSG_LIB_TEXT_INC_BY, class=class="str">"cmt">// increased by MSG_LIB_TEXT_DEC_BY, class=class="str">"cmt">// decreased by MSG_LIB_TEXT_MORE_THEN, class=class="str">"cmt">// more than MSG_LIB_TEXT_LESS_THEN, class=class="str">"cmt">// less than MSG_LIB_TEXT_EQUAL, class=class="str">"cmt">// equal MSG_LIB_TEXT_ERROR_COUNTER_WITN_ID, class=class="str">"cmt">// Error. Counter with ID MSG_LIB_TEXT_STEP, class=class="str">"cmt">// , step MSG_LIB_TEXT_AND_PAUSE, class=class="str">"cmt">// and pause MSG_LIB_TEXT_ALREADY_EXISTS, class=class="str">"cmt">// already exists MSG_LIB_TEXT_BASE_OBJ_UNKNOWN_EVENT, class=class="str">"cmt">// Base object unknown event MSG_LIB_TEXT_NOT_MAIL_ENABLED, class=class="str">"cmt">// Sending emails disabled in terminal MSG_LIB_TEXT_NOT_PUSH_ENABLED, class=class="str">"cmt">// Sending push notifications disabled in terminal MSG_LIB_TEXT_NOT_FTP_ENABLED, class=class="str">"cmt">// Sending files to FTP address disabled in terminal MSG_LIB_TEXT_ARRAY_DATA_INTEGER_NULL, class=class="str">"cmt">// Controlled integer properties data array has zero size MSG_LIB_TEXT_NEED_SET_INTEGER_VALUE, class=class="str">"cmt">// You should first set the size of the array equal to the number of object integer properties MSG_LIB_TEXT_TODO_USE_INTEGER_METHOD, class=class="str">"cmt">// To do this, use the method MSG_LIB_TEXT_WITH_NUMBER_INTEGER_VALUE, class=class="str">"cmt">// with number value of integer properties of object in the parameter MSG_LIB_TEXT_ARRAY_DATA_DOUBLE_NULL, class=class="str">"cmt">// Controlled class="type">class="kw">double properties data array has zero size MSG_LIB_TEXT_NEED_SET_DOUBLE_VALUE, class=class="str">"cmt">// You should first set the size of the array equal to the number of object class="type">class="kw">double properties
「对象属性与订单消息的枚举映射」
在 MT5 标准库的消息宏定义里，双精度数值类属性被集中枚举，方便后续用统一方法取对象参数。比如 MSG_LIB_PROP_BID 对应买价、MSG_LIB_PROP_ASK 对应卖价，MSG_LIB_PROP_LAST 对应最后一笔成交价，这些都属于 double 类型的可读属性。 止损价、止盈价与浮动盈利也走同一套映射：MSG_LIB_PROP_PRICE_SL、MSG_LIB_PROP_PRICE_TP、MSG_LIB_PROP_PROFIT 分别指向 SL、TP 和当前利润。账户侧则有 MSG_LIB_PROP_BALANCE、MSG_LIB_PROP_CREDIT、MSG_LIB_PROP_ACCOUNT 等，覆盖余额、信用操作和账户对象。 订单与成交方向被拆成细粒度常量。COrder 相关里，MSG_ORD_BUY / MSG_ORD_SELL 是即时买卖，MSG_ORD_TO_BUY / MSG_ORD_TO_SELL 是挂单，MSG_DEAL_TO_BUY / MSG_DEAL_TO_SELL 是已成交易，外加 MSG_ORD_HISTORY 与 MSG_ORD_DEAL 区分历史订单和成交。开 MT5 在 Include\Trade\SymbolInfo.mqh 附近搜这些宏，能直接看到原始定义并改自己的提示语。 外汇与贵金属波动大、杠杆高，上述属性取值仅反映某一刻终端状态，实际下单前仍需结合实时点差与风控参数核对。
MSG_LIB_TEXT_TODO_USE_DOUBLE_METHOD, class=class="str">"cmt">// To do this, use the method MSG_LIB_TEXT_WITH_NUMBER_DOUBLE_VALUE, class=class="str">"cmt">// with number value of class="type">class="kw">double properties of object in the parameter MSG_LIB_PROP_BID, class=class="str">"cmt">// Bid price MSG_LIB_PROP_ASK, class=class="str">"cmt">// Ask price MSG_LIB_PROP_LAST, class=class="str">"cmt">// Last deal price MSG_LIB_PROP_PRICE_SL, class=class="str">"cmt">// StopLoss price MSG_LIB_PROP_PRICE_TP, class=class="str">"cmt">// TakeProfit price MSG_LIB_PROP_PROFIT, class=class="str">"cmt">// Profit MSG_LIB_PROP_SYMBOL, class=class="str">"cmt">// Symbol MSG_LIB_PROP_BALANCE, class=class="str">"cmt">// Balance operation MSG_LIB_PROP_CREDIT, class=class="str">"cmt">// Credit operation MSG_LIB_PROP_CLOSE_BY_SL, class=class="str">"cmt">// Closing by StopLoss MSG_LIB_PROP_CLOSE_BY_TP, class=class="str">"cmt">// Closing by TakeProfit MSG_LIB_PROP_ACCOUNT, class=class="str">"cmt">// Account class=class="str">"cmt">//--- COrder MSG_ORD_BUY, class=class="str">"cmt">// Buy MSG_ORD_SELL, class=class="str">"cmt">// Sell MSG_ORD_TO_BUY, class=class="str">"cmt">// Buy order MSG_ORD_TO_SELL, class=class="str">"cmt">// Sell order MSG_DEAL_TO_BUY, class=class="str">"cmt">// Buy deal MSG_DEAL_TO_SELL, class=class="str">"cmt">// Sell deal MSG_ORD_HISTORY, class=class="str">"cmt">// Historical order MSG_ORD_DEAL class=class="str">"cmt">// Deal
◍ 订单状态与类型的枚举常量拆解
在 MT5 的 EA 或指标里，交易事件提示往往依赖一组 MSG_ORD_* / MSG_POS_* 的枚举常量。上面这段声明把持仓、挂单、成交与订单生命周期状态都映射成了可读字符串，方便在日志或面板直接输出。 比如 MSG_ORD_STATE_STARTED 表示「订单已校验但尚未被经纪商接受」，而 MSG_ORD_STATE_PLACED 才是「已被接受」；两者中间可能存在几毫秒到数百毫秒的网络延迟，做高频逻辑时要分开判断。 MSG_ORD_STATE_PARTIAL 与 MSG_ORD_STATE_FILLED 区分了部分成交与完全成交，统计滑点时应只取 FILLED 或累加 PARTIAL 的成交量。外汇与贵金属杠杆交易高风险，状态误判可能导致重复下单。 下面逐行看关键常量：MSG_ORD_POSITION 对应已开持仓；MSG_ORD_PENDING 是未激活挂单；MSG_ORD_SL_ACTIVATED 说明平仓因止损触发；MSG_ORD_TP_ACTIVATED 则是止盈触发；MSG_ORD_PLACED_FROM_MQL4 标记由旧版 MQL4 程序下的单。
MSG_ORD_POSITION, class=class="str">"cmt">// Position MSG_ORD_PENDING_ACTIVE, class=class="str">"cmt">// Active pending order MSG_ORD_PENDING, class=class="str">"cmt">// Pending order MSG_ORD_UNKNOWN_TYPE, class=class="str">"cmt">// Unknown order type MSG_POS_UNKNOWN_TYPE, class=class="str">"cmt">// Unknown position type MSG_POS_UNKNOWN_DEAL, class=class="str">"cmt">// Unknown deal type class=class="str">"cmt">//--- MSG_ORD_SL_ACTIVATED, class=class="str">"cmt">// Due to StopLoss MSG_ORD_TP_ACTIVATED, class=class="str">"cmt">// Due to TakeProfit MSG_ORD_PLACED_FROM_MQL4, class=class="str">"cmt">// Placed from mql4 program MSG_ORD_STATE_CANCELLED, class=class="str">"cmt">// Order cancelled MSG_ORD_STATE_CANCELLED_CLIENT, class=class="str">"cmt">// Order withdrawn by client MSG_ORD_STATE_STARTED, class=class="str">"cmt">// Order verified but not yet accepted by broker MSG_ORD_STATE_PLACED, class=class="str">"cmt">// Order accepted MSG_ORD_STATE_PARTIAL, class=class="str">"cmt">// Order filled partially MSG_ORD_STATE_FILLED, class=class="str">"cmt">// Order filled MSG_ORD_STATE_REJECTED, class=class="str">"cmt">// Order rejected MSG_ORD_STATE_EXPIRED, class=class="str">"cmt">// Order withdrawn upon expiration MSG_ORD_STATE_REQUEST_ADD, class=class="str">"cmt">// Order in the state of registration(placing in the trading system) MSG_ORD_STATE_REQUEST_MODIFY, class=class="str">"cmt">// Order in the state of modification MSG_ORD_STATE_REQUEST_CANCEL, class=class="str">"cmt">// Order in deletion state MSG_ORD_STATE_UNKNOWN, class=class="str">"cmt">// Unknown state class=class="str">"cmt">//--- MSG_ORD_REASON_CLIENT class=class="str">"cmt">// Order set from desktop terminal
订单来源与属性的枚举常量
在 MT5 的订单事件通知体系里，系统用一组 MSG_ORD_REASON_* 常量区分订单是怎么来的：从桌面端、移动端、网页端手动下的，还是 EA/脚本自动发的，亦或是止损爆仓（Stop Out）触发的。 其中 MSG_ORD_REASON_MOBILE 到 MSG_ORD_REASON_EXPERT 描述的是挂单和下单动作的来源，而 MSG_ORD_REASON_DEAL_* 与 MSG_ORD_REASON_POS_* 则进一步把「成交」和「建仓」拆开标记，比如 MSG_ORD_REASON_DEAL_ROLLOVER 专门指代展期产生的成交，MSG_ORD_REASON_POS_EXPERT 则说明仓位由 EA 开启。 往下还有一批描述订单自身属性的 MSG_ORD_* 常量：MSG_ORD_MAGIC 是 EA 的魔术号，MSG_ORD_TICKET 是订单号，MSG_ORD_TICKET_FROM / MSG_ORD_TICKET_TO 用来追踪父子订单的继承关系，MSG_ORD_TIME_EXP 给出过期时间，MSG_ORD_TYPE 与 MSG_ORD_TYPE_BY_DIRECTION 则标明订单类型和方向。 开 MT5 按 F4 进 MetaEditor，在 TradeTransaction 相关头文件里搜 MSG_ORD_REASON 就能看到这整张表；写 EA 时靠这些常量过滤来源，可只处理自己魔术号或 EA 渠道的订单，避开手动单干扰。外汇与贵金属杠杆交易高风险，用来源过滤做风控逻辑时仍可能漏掉极端行情下的系统单。
MSG_ORD_REASON_MOBILE, class=class="str">"cmt">// Order set from mobile app MSG_ORD_REASON_WEB, class=class="str">"cmt">// Order set from web platform MSG_ORD_REASON_EXPERT, class=class="str">"cmt">// Order set from EA or script MSG_ORD_REASON_SO, class=class="str">"cmt">// Due to Stop Out MSG_ORD_REASON_DEAL_CLIENT, class=class="str">"cmt">// Deal carried out from desktop terminal MSG_ORD_REASON_DEAL_MOBILE, class=class="str">"cmt">// Deal carried out from mobile app MSG_ORD_REASON_DEAL_WEB, class=class="str">"cmt">// Deal carried out from web platform MSG_ORD_REASON_DEAL_EXPERT, class=class="str">"cmt">// Deal carried out from EA or script MSG_ORD_REASON_DEAL_STOPOUT, class=class="str">"cmt">// Due to Stop Out MSG_ORD_REASON_DEAL_ROLLOVER, class=class="str">"cmt">// Due to position rollover MSG_ORD_REASON_DEAL_VMARGIN, class=class="str">"cmt">// Due to variation margin MSG_ORD_REASON_DEAL_SPLIT, class=class="str">"cmt">// Due to split MSG_ORD_REASON_POS_CLIENT, class=class="str">"cmt">// Position opened from desktop terminal MSG_ORD_REASON_POS_MOBILE, class=class="str">"cmt">// Position opened from mobile app MSG_ORD_REASON_POS_WEB, class=class="str">"cmt">// Position opened from web platform MSG_ORD_REASON_POS_EXPERT, class=class="str">"cmt">// Position opened from EA or script class=class="str">"cmt">//--- MSG_ORD_MAGIC, class=class="str">"cmt">// Magic number MSG_ORD_TICKET, class=class="str">"cmt">// Ticket MSG_ORD_TICKET_FROM, class=class="str">"cmt">// Parent order ticket MSG_ORD_TICKET_TO, class=class="str">"cmt">// Inherited order ticket MSG_ORD_TIME_EXP, class=class="str">"cmt">// Expiration date MSG_ORD_TYPE, class=class="str">"cmt">// Type MSG_ORD_TYPE_BY_DIRECTION, class=class="str">"cmt">// Direction
「订单推送消息枚举的字段映射」
在 MT5 的订单事件推送结构里，每一类订单状态变动都对应一组 MSG_ORD_* 枚举常量，用于向监听端传递具体字段。上面列出的 27 个常量覆盖了从开仓原因、持仓 ID 到盈亏点数、佣金库存费的完整链路。 比如 MSG_ORD_DEAL_IN 表示入場成交，MSG_ORD_DEAL_OUT 表示出场成交，而 MSG_ORD_DEAL_INOUT 特指反手（Reversal）这种同tick内平旧开新。MSG_ORD_TIME_OPEN / CLOSE / UPDATE 三者的注释都标了毫秒级时间戳，说明推送精度到 ms 而非秒。 做自定义盯盘面板时，直接按这些枚举捞字段即可，不用自己解析原始 JSON。外汇与贵金属杠杆高，推送里的 MSG_ORD_PROFIT_PT 只是点数浮盈，实盘可能因滑点偏离，仅作参考。
MSG_ORD_REASON, class=class="str">"cmt">// Reason MSG_ORD_POSITION_ID, class=class="str">"cmt">// Position ID MSG_ORD_DEAL_ORDER_TICKET, class=class="str">"cmt">// Deal by order ticket MSG_ORD_DEAL_ENTRY, class=class="str">"cmt">// Deal direction MSG_ORD_DEAL_IN, class=class="str">"cmt">// Entry to market MSG_ORD_DEAL_OUT, class=class="str">"cmt">// Out from market MSG_ORD_DEAL_INOUT, class=class="str">"cmt">// Reversal MSG_ORD_DEAL_OUT_BY, class=class="str">"cmt">// Close by MSG_ORD_POSITION_BY_ID, class=class="str">"cmt">// Opposite position ID MSG_ORD_TIME_OPEN, class=class="str">"cmt">// Open time in milliseconds MSG_ORD_TIME_CLOSE, class=class="str">"cmt">// Close time in milliseconds MSG_ORD_TIME_UPDATE, class=class="str">"cmt">// Position change time in milliseconds MSG_ORD_STATE, class=class="str">"cmt">// State MSG_ORD_STATUS, class=class="str">"cmt">// Status MSG_ORD_DISTANCE_PT, class=class="str">"cmt">// Distance from price in points MSG_ORD_PROFIT_PT, class=class="str">"cmt">// Profit in points MSG_ORD_GROUP_ID, class=class="str">"cmt">// Group ID MSG_ORD_PRICE_OPEN, class=class="str">"cmt">// Open price MSG_ORD_PRICE_CLOSE, class=class="str">"cmt">// Close price MSG_ORD_PRICE_STOP_LIMIT, class=class="str">"cmt">// Limit order price when StopLimit order is activated MSG_ORD_COMMISSION, class=class="str">"cmt">// Commission MSG_ORD_SWAP class=class="str">"cmt">// Swap