📖 Glossary (MT5 / GoMT5)

Quick reference for common MT5/GoMT5 terms used throughout the docs and code.

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📝 Quick Cheat Sheet

Term	Example	Meaning
Symbol	EURUSD	Instrument identifier
Lot	1.0 → 100,000	Standard trading volume
SL	1.09500	Stop Loss
TP	1.10500	Take Profit
Ticket	123456789012 (UInt64)	Unique order ID
Digits	5	Quote precision (1.23456)
Point	0.00001	Minimum price step
Margin	100.00	Locked funds for position
Equity	1000.00	Balance ± open positions PnL
Stream	SubscribeQuotes()	Continuous updates (ticks, orders, profits)
TIF	GTC/DAY/GTD/...	Time in Force for pending orders

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📊 Order Lifecycle (MT5)

   ┌───────────┐
   │ New Order │  (market or pending)
   └─────┬─────┘
         │
         │  market → executes immediately
         │  pending → waits for trigger (Stop/Limit, incl. StopLimit)
         ▼
   ┌───────────┐
   │   Open    │  (position or active pending)
   └───┬───┬───┘
       │   │
       │   │  SL hit  → Closed (loss)
       │   │  TP hit  → Closed (profit)
       │   ▼
       │ ┌───────┐
       │ │Closed │
       │ └───────┘
       │
       ▼
   ┌───────────┐
   │ Cancelled │ (pending deleted or expired by TIF)
   └───────────┘

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🧑‍💻 Account

• Login → Numeric ID of your trading account.
• Password → Investor or trader password.
• Server / ServerName → Broker server name (e.g., Broker-MT5-Demo).
• Balance / Equity / Margin / Free Margin / Leverage → Standard account metrics.
• Id (Guid) → Local identifier sent in gRPC header id for session tracking.

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🔌 Connection & gRPC

• Endpoint → Default is https://mt5.mrpc.pro:443 (GrpcServer).
• Channel → GrpcChannel (lifecycle managed in code).
• Clients → gRPC stubs: Connection, SubscriptionService, AccountHelper, TradingHelper, MarketInfo, TradeFunctions, AccountInformation.
• Headers → Metadata { "id": <Guid> } if Id != Guid.Empty.
• IsConnected → True if channel is alive and all clients are initialized.

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📈 Market Info

• Symbol → Instrument identifier (e.g., EURUSD).
• Digits / Point → Precision and minimum price step.
• Contract Size / Lot / Lot Step → Base volume definitions.
• Stops Level → Minimum distance for SL/TP/pending orders.
• Freeze Level → Zone where modifications are restricted by broker.

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📦 Orders

• Order / Position → Instruction and active position.
• SL / TP → Protective and target levels.
• Ticket (UInt64) → Unique identifier.
• Comment / Magic → Free text or EA tag.

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🔄 Order Types (MT5)

Market Orders

• Buy, Sell — executed immediately at market price.

Pending Orders

• Buy Limit — buy if price drops to X.
• Sell Limit — sell if price rises to X.
• Buy Stop — buy if price rises to X.
• Sell Stop — sell if price falls to X.

• Buy Stop Limit / Sell Stop Limit — two-level orders: trigger (Stop) → place Limit.

• Buy Stop Limit: Limit ≤ Stop.

• Sell Stop Limit: Limit ≥ Stop.

TIF (Time in Force)

• GTC — Good Till Cancel.
• DAY — Valid for the trading day.
• GTD / SPECIFIED — Good Till Date.
• SPECIFIED_DAY — Until end of a specified day.

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📊 History & Streaming

• Quotes / Bars → Historical ticks/bars.
• Orders / Deals → Trade history.
• Subscriptions → Real-time updates for quotes, trades, balances, etc.

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🛡️ Errors & Codes

• Transport → Network/timeouts.
• Server trade errors → Broker-side validation (volume, prices, hours, etc.).
• Slippage / Requote → Price deviation or counter-quote.
• Wrapper behavior → Wrappers normalize server/oneof errors to exceptions.

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✅ Summary

• Account → who you are.
• Market Info → what you trade.
• Orders → how you trade (incl. Stop Limit + TIF).
• Connection → how MT5 talks over gRPC.
• History/Streaming → how you monitor.
• Errors → what can go wrong.