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✅ Get Current Market Depth Snapshot

Request: retrieve current Depth of Market (DOM) snapshot with price levels, volumes, and order types at each level.

API Information:

  • Low-level API: MT5Account.MarketBookGet(...) (from Go package github.com/MetaRPC/GoMT5/package/Helpers)
  • gRPC service: mt5_term_api.MarketInfo
  • Proto definition: MarketBookGet (defined in mt5-term-api-market-info.proto)

RPC

  • Service: mt5_term_api.MarketInfo
  • Method: MarketBookGet(MarketBookGetRequest) → MarketBookGetReply
  • Low‑level client (generated): MarketInfoClient.MarketBookGet(ctx, request, opts...)
package mt5

type MT5Account struct {
    // ...
}

// MarketBookGet retrieves current market depth snapshot for a symbol.
// Must be subscribed via MarketBookAdd first.
func (a *MT5Account) MarketBookGet(
    ctx context.Context,
    req *pb.MarketBookGetRequest,
) (*pb.MarketBookGetData, error)

Request message:

MarketBookGetRequest {
  string Symbol = 1;  // Symbol name
}

🔽 Input

Parameter Type Description
ctx context.Context Context for deadline/timeout and cancellation
req *pb.MarketBookGetRequest Request with Symbol name

⬆️ Output — MarketBookGetData

Field Type Go Type Description
Book BookStruct[] []*pb.BookStruct Array of order book entries

BookStruct contains:

Field Type Description
Type BookType Order type (see enum below)
Price double Price level
Volume int64 Volume at this level (deprecated)
VolumeDouble double Volume at this level with extended precision

💡 Enum Usage Note: The tables show simplified constant names for readability. In Go code, use full names with the enum type prefix.

Format: pb.<ENUM_TYPE>_<CONSTANT_NAME>

Example: pb.BookType_BOOK_TYPE_SELL

📘 Enum: BookType

Value Constant Description
0 BOOK_TYPE_SELL Sell order (Offer)
1 BOOK_TYPE_BUY Buy order (Bid)
2 BOOK_TYPE_SELL_MARKET Sell order by Market
3 BOOK_TYPE_BUY_MARKET Buy order by Market

💬 Just the essentials

  • What it is. Retrieves current order book state with bid/ask levels.
  • Why you need it. Analyze market depth, liquidity, order flow.
  • Requires subscription. Must call MarketBookAdd before using this method.

🎯 Purpose

Use it to:

  • Retrieve current market depth snapshot
  • Analyze order book liquidity
  • Monitor bid/ask levels and volumes
  • Implement scalping strategies
  • Detect large orders and market makers

📚 Tutorial

For a detailed line-by-line explanation with examples, see: → MarketBookGet - How it works

🧩 Notes & Tips

  • Automatic reconnection: All MT5Account methods have built-in protection against transient gRPC errors with automatic reconnection via ExecuteWithReconnect.
  • Default timeout: If context has no deadline, a default 5s timeout is applied automatically.
  • Nil context: If you pass nil context, context.Background() is used automatically.
  • Subscription required: Must call MarketBookAdd first before using this method.
  • Real-time data: Book data updates in real-time after subscription.
  • Broker-dependent: Number of levels varies by broker (typically 5-10 per side).

🔗 Usage Examples

1) Get market book

package main

import (
    "context"
    "fmt"
    "time"

    pb "github.com/MetaRPC/GoMT5/package"
    "github.com/MetaRPC/GoMT5/package/Helpers"
)

func main() {
    account, _ := mt5.NewMT5Account(12345, "password", "mt5.mrpc.pro:443", uuid.New())
    defer account.Close()

    ctx := context.Background()

    // Subscribe first
    account.MarketBookAdd(ctx, &pb.MarketBookAddRequest{Symbol: "EURUSD"})
    defer account.MarketBookRelease(ctx, &pb.MarketBookReleaseRequest{Symbol: "EURUSD"})

    // Get market book
    data, err := account.MarketBookGet(ctx, &pb.MarketBookGetRequest{
        Symbol: "EURUSD",
    })
    if err != nil {
        panic(err)
    }

    fmt.Printf("Market depth for EURUSD: %d levels\n", len(data.Book))

    for i, entry := range data.Book {
        typeStr := "SELL"
        if entry.Type == pb.BookType_BOOK_TYPE_BUY {
            typeStr = "BUY"
        }
        fmt.Printf("  [%d] %s: Price=%.5f, Volume=%.2f\n",
            i, typeStr, entry.Price, entry.VolumeDouble)
    }
}

2) Analyze bid/ask levels

func AnalyzeOrderBook(account *mt5.MT5Account, symbol string) {
    ctx := context.Background()

    // Subscribe
    account.MarketBookAdd(ctx, &pb.MarketBookAddRequest{Symbol: symbol})
    defer account.MarketBookRelease(ctx, &pb.MarketBookReleaseRequest{Symbol: symbol})

    // Get book
    data, err := account.MarketBookGet(ctx, &pb.MarketBookGetRequest{Symbol: symbol})
    if err != nil {
        fmt.Printf("Error: %v\n", err)
        return
    }

    var buyVolume, sellVolume float64
    buyLevels := 0
    sellLevels := 0

    for _, entry := range data.Book {
        if entry.Type == pb.BookType_BOOK_TYPE_BUY { // BUY
            buyVolume += entry.VolumeDouble
            buyLevels++
        } else { // SELL
            sellVolume += entry.VolumeDouble
            sellLevels++
        }
    }

    fmt.Printf("%s Order Book Analysis:\n", symbol)
    fmt.Printf("  Buy levels: %d, Volume: %.2f\n", buyLevels, buyVolume)
    fmt.Printf("  Sell levels: %d, Volume: %.2f\n", sellLevels, sellVolume)
    fmt.Printf("  Buy/Sell ratio: %.2f\n", buyVolume/sellVolume)
}

3) Find best bid/ask

func GetBestBidAsk(account *mt5.MT5Account, symbol string) (bestBid, bestAsk float64, err error) {
    ctx := context.Background()

    account.MarketBookAdd(ctx, &pb.MarketBookAddRequest{Symbol: symbol})
    defer account.MarketBookRelease(ctx, &pb.MarketBookReleaseRequest{Symbol: symbol})

    data, err := account.MarketBookGet(ctx, &pb.MarketBookGetRequest{Symbol: symbol})
    if err != nil {
        return 0, 0, err
    }

    for _, entry := range data.Book {
        if entry.Type == pb.BookType_BOOK_TYPE_BUY { // BUY (bid)
            if bestBid == 0 || entry.Price > bestBid {
                bestBid = entry.Price
            }
        } else { // SELL (ask)
            if bestAsk == 0 || entry.Price < bestAsk {
                bestAsk = entry.Price
            }
        }
    }

    fmt.Printf("Best Bid: %.5f, Best Ask: %.5f, Spread: %.5f\n",
        bestBid, bestAsk, bestAsk-bestBid)

    return bestBid, bestAsk, nil
}

📚 See Also