market book add HOW

market_book_add / market_book_get / market_book_release — How it works

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📌 Overview

This example shows the complete lifecycle of working with Depth of Market (DOM):

1. subscribing to DOM for a symbol
2. periodically retrieving the current order book state
3. displaying order levels
4. properly closing the subscription

Here DOM is used as a live market state that updates over time, while low-level methods serve as data sources and control operations.

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Methods Used

This example uses three low-level methods:

market_book_add(symbol)
market_book_get(symbol)
market_book_release(symbol)

Their roles:

• market_book_add — opens DOM and registers subscription
• market_book_get — returns current order book snapshot
• market_book_release — closes DOM and releases resources

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🧩 Code Example — Subscribe and Monitor DOM

import asyncio
from MetaRpcMT5 import MT5Account

async def monitor_dom(symbol: str, duration: int = 10):
    """Subscribe and monitor DOM for specified duration"""

    account = MT5Account(
        user=12345,
        password="password",
        grpc_server="mt5.mrpc.pro:443"
    )

    await account.connect_by_server_name(
        server_name="YourBroker-Demo",
        base_chart_symbol="EURUSD"
    )

    try:
        # 1. Subscribe to DOM
        result = await account.market_book_add(symbol)

        if not result.opened_successfully:
            print(f"[FAILED] Could not subscribe to {symbol} DOM")
            return

        print(f"[SUBSCRIBED] Monitoring {symbol} DOM for {duration} seconds\n")

        start_time = asyncio.get_event_loop().time()

        # 2. Periodically read DOM snapshot
        while (asyncio.get_event_loop().time() - start_time) < duration:
            dom_data = await account.market_book_get(symbol)

            print("\033[2J\033[H")  # clear screen

            print(f"=== {symbol} Market Depth ===")
            print(f"Total levels: {len(dom_data.mql_book_infos)}\n")

            print(f"{'Type':<10} {'Price':<15} {'Volume':<15}")
            print("-" * 45)

            for book_entry in dom_data.mql_book_infos[:10]:
                entry_type = "BUY" if book_entry.type in [1, 3] else "SELL"
                print(
                    f"{entry_type:<10} "
                    f"{book_entry.price:<15.5f} "
                    f"{book_entry.volume_real:<15.2f}"
                )

            await asyncio.sleep(1)

        # 3. Unsubscribe from DOM
        await account.market_book_release(symbol)
        print(f"\n[UNSUBSCRIBED] Stopped monitoring {symbol} DOM")

    finally:
        await account.channel.close()

asyncio.run(monitor_dom("EURUSD", duration=10))

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🟢 Detailed Explanation

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1️⃣ Subscribing to DOM

result = await account.market_book_add(symbol)

At this step:

• the terminal opens the order book for the symbol
• the server starts maintaining DOM state
• an operation success flag is returned

Without this step, market_book_get will not work.

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2️⃣ Monitoring Loop

while (asyncio.get_event_loop().time() - start_time) < duration:

The loop:

• runs for the specified time
• regularly requests the current DOM state
• does not store history — only the current snapshot

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3️⃣ Getting Current Order Book State

dom_data = await account.market_book_get(symbol)

The method returns:

• a list of order levels
• each level contains price, volume, and type

This is a snapshot of the market state at the current moment in time.

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4️⃣ Displaying Levels

for book_entry in dom_data.mql_book_infos[:10]:

User code:

• chooses how many levels to display
• interprets the order type (BUY / SELL)
• formats the output

The API does not participate in visualization.

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5️⃣ Closing Subscription

await account.market_book_release(symbol)

Important:

• DOM must be explicitly closed
• this releases resources on the server and terminal
• without this, the subscription will remain active

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The Role of Low-Level Methods

Clear boundary of responsibility:

market_book_add:

• opens DOM
• registers subscription

market_book_get:

• returns current order book snapshot
• does not stream data

market_book_release:

• closes DOM
• releases resources

User code:

• determines polling frequency
• formats data
• decides how long to monitor the market

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Summary

This example illustrates the standard DOM pattern:

subscribe → regularly retrieve state → process → properly unsubscribe

Low-level methods control DOM access, while all monitoring and data usage logic remains on the user side.