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MT5Account · Market Depth (DOM) - Overview

Level II quotes, order book data, market depth subscription. Use this page to choose the right API for DOM operations.

📁 What lives here

📚 Step-by-step tutorials

Want detailed explanations with line-by-line code breakdown? Check these guides:

🧭 Plain English

  • MarketBookAdd → subscribe to Level II quotes (order book).
  • MarketBookGet → get current DOM data (bid/ask orders at different price levels).
  • MarketBookRelease → unsubscribe when done.

Rule of thumb: call MarketBookAdd first to subscribe, then MarketBookGet to read data, finally MarketBookRelease to clean up.

Quick choose

If you need… Use Returns Key inputs
Subscribe to Market Depth MarketBookAdd *pb.MarketBookAddData Symbol name
Get current order book MarketBookGet *pb.MarketBookGetData Symbol name
Unsubscribe from Market Depth MarketBookRelease *pb.MarketBookReleaseData Symbol name

❌ Cross‑refs & gotchas

  • Subscription required - Must call MarketBookAdd before MarketBookGet.
  • Not all brokers support DOM - Check if your broker provides Level II data.
  • BookStruct - Contains Type (BUY/SELL), Price, Volume, VolumeDouble.
  • Order book depth - Broker-dependent, usually 5-10 levels per side.
  • Real-time updates - DOM updates in real-time after subscription.
  • Clean up - Always call MarketBookRelease when done to free resources.
  • Symbol must be in Market Watch - Use SymbolSelect to add symbol first.

🟢 Minimal snippets

// Subscribe to Market Depth
result, err := account.MarketBookAdd(ctx, &pb.MarketBookAddRequest{
    Symbol: "EURUSD",
})
if err != nil {
    log.Fatalf("Failed: %v", err)
}

if result.Success {
    fmt.Println("✅ Subscribed to EURUSD DOM")
} else {
    fmt.Println("❌ DOM subscription failed (broker may not support it)")
}

// Get current order book
book, err := account.MarketBookGet(ctx, &pb.MarketBookGetRequest{
    Symbol: "EURUSD",
})
if err != nil {
    log.Fatalf("Failed: %v", err)
}

fmt.Println("EURUSD Order Book:")
fmt.Println("BUY SIDE:")
for _, item := range book.Book {
    if item.Type == pb.BookType_BOOK_TYPE_BUY {
        fmt.Printf("  %.5f: %.2f lots\n", item.Price, item.VolumeDouble)
    }
}

fmt.Println("\nSELL SIDE:")
for _, item := range book.Book {
    if item.Type == pb.BookType_BOOK_TYPE_SELL {
        fmt.Printf("  %.5f: %.2f lots\n", item.Price, item.VolumeDouble)
    }
}

// Unsubscribe from Market Depth
result, _ := account.MarketBookRelease(ctx, &pb.MarketBookReleaseRequest{
    Symbol: "EURUSD",
})

if result.Success {
    fmt.Println("✅ Unsubscribed from EURUSD DOM")
}

// Complete DOM workflow
symbol := "EURUSD"

// Step 1: Subscribe
if result, _ := account.MarketBookAdd(ctx, &pb.MarketBookAddRequest{
    Symbol: symbol,
}); !result.Success {
    log.Fatal("Failed to subscribe to DOM")
}

defer func() {
    // Step 3: Unsubscribe (cleanup)
    account.MarketBookRelease(ctx, &pb.MarketBookReleaseRequest{
        Symbol: symbol,
    })
}()

// Step 2: Get DOM data
book, _ := account.MarketBookGet(ctx, &pb.MarketBookGetRequest{
    Symbol: symbol,
})

// Analyze order book
totalBuyVolume := 0.0
totalSellVolume := 0.0

for _, item := range book.Book {
    if item.Type == pb.BookType_BOOK_TYPE_BUY {
        totalBuyVolume += item.VolumeDouble
    } else {
        totalSellVolume += item.VolumeDouble
    }
}

fmt.Printf("Buy volume: %.2f\n", totalBuyVolume)
fmt.Printf("Sell volume: %.2f\n", totalSellVolume)

if totalBuyVolume > totalSellVolume {
    fmt.Println("📈 More buy orders - bullish pressure")
} else {
    fmt.Println("📉 More sell orders - bearish pressure")
}

// Monitor DOM changes
symbol := "EURUSD"

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

// Poll every second
ticker := time.NewTicker(1 * time.Second)
defer ticker.Stop()

for range ticker.C {
    book, _ := account.MarketBookGet(ctx, &pb.MarketBookGetRequest{
        Symbol: symbol,
    })

    if len(book.Book) > 0 {
        // Get best bid and ask from DOM
        bestBid := 0.0
        bestAsk := 999999.0

        for _, item := range book.Book {
            if item.Type == pb.BookType_BOOK_TYPE_BUY && item.Price > bestBid {
                bestBid = item.Price
            }
            if item.Type == pb.BookType_BOOK_TYPE_SELL && item.Price < bestAsk {
                bestAsk = item.Price
            }
        }

        spread := (bestAsk - bestBid) / 0.00001 // Points
        fmt.Printf("Best Bid: %.5f, Best Ask: %.5f, Spread: %.0f points\n",
            bestBid, bestAsk, spread)
    }
}

📚 See also