MT5Account · Market Depth (DOM) - Overview

Depth of Market (Order Book) data - bid/ask price levels with volumes. Use this page to choose the right API for DOM operations.

📁 What lives here

• MarketBookAdd - subscribe to DOM updates for a symbol.
• MarketBookGet - get current order book snapshot.
• MarketBookRelease - unsubscribe from DOM updates.

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🧭 Plain English

• MarketBookAdd → open subscription to order book (required first step).
• MarketBookGet → fetch current bid/ask levels with volumes.
• MarketBookRelease → close subscription when done (free resources).

Important: Most Forex brokers don't provide DOM data. Available mainly for futures, stocks, and some crypto symbols.

Workflow: MarketBookAddAsync → MarketBookGetAsync (repeatedly) → MarketBookReleaseAsync when done.

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Quick choose

If you need…	Use	Returns	Key inputs
Subscribe to order book	MarketBookAddAsync	Success flag	Symbol name
Get current order book snapshot	MarketBookGetAsync	List of price levels	Symbol name (must be subscribed)
Unsubscribe from order book	MarketBookReleaseAsync	Success flag	Symbol name

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❌ Cross‑refs & gotchas

• Broker support: Not all brokers provide DOM. Forex spot pairs rarely have DOM.
• Subscription required: Must call MarketBookAddAsync before MarketBookGetAsync.
• Price levels: Each level shows price, volume, and type (Buy/Sell/Market).
• Volume is in contracts/lots, not in currency.
• Real-time updates: For streaming DOM use SubscribeToBookEvent (if available).
• Resource management: Always call MarketBookReleaseAsync when done.

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🟢 Minimal snippets

// Subscribe to DOM
var addResult = await account.MarketBookAddAsync("EURUSD");
if (addResult.OpenedSuccessfully)
{
    Console.WriteLine("✅ DOM subscription opened");
}
else
{
    Console.WriteLine("❌ DOM not available for this symbol");
    return;
}

// Get order book snapshot
var bookData = await account.MarketBookGetAsync("EURUSD");
if (bookData.MqlBookInfos.Any())
{
    Console.WriteLine("Order Book:");
    foreach (var entry in bookData.MqlBookInfos)
    {
        var side = entry.Type == BookType.Buy ? "BID" : "ASK";
        Console.WriteLine($"{side} {entry.Price:F5} | Volume: {entry.VolumeReal:F2}");
    }
}
else
{
    Console.WriteLine("No DOM data available");
}

// Analyze liquidity at price levels
var bookData = await account.MarketBookGetAsync("BTCUSD");
var bids = bookData.MqlBookInfos.Where(x => x.Type == BookType.Buy).ToList();
var asks = bookData.MqlBookInfos.Where(x => x.Type == BookType.Sell).ToList();

var bidVolume = bids.Sum(x => x.VolumeReal);
var askVolume = asks.Sum(x => x.VolumeReal);

Console.WriteLine($"Total Bid Volume: {bidVolume:F2}, Total Ask Volume: {askVolume:F2}");
Console.WriteLine($"Bid/Ask Ratio: {(bidVolume / askVolume):F2}");

// Unsubscribe when done
var releaseResult = await account.MarketBookReleaseAsync("EURUSD");
if (releaseResult.ClosedSuccessfully)
{
    Console.WriteLine("✅ DOM subscription closed");
}

// Full workflow with error handling
try
{
    var symbol = "XAUUSD";

    // 1. Subscribe
    var added = await account.MarketBookAddAsync(symbol);
    if (!added.OpenedSuccessfully)
    {
        Console.WriteLine($"DOM not available for {symbol}");
        return;
    }

    // 2. Get data (can be called multiple times)
    for (int i = 0; i < 10; i++)
    {
        var book = await account.MarketBookGetAsync(symbol);
        Console.WriteLine($"[{DateTime.Now:HH:mm:ss}] Levels: {book.MqlBookInfos.Count}");
        await Task.Delay(1000);
    }

    // 3. Unsubscribe
    await account.MarketBookReleaseAsync(symbol);
}
catch (Exception ex)
{
    Console.WriteLine($"Error: {ex.Message}");
}

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See also

• Symbols: SymbolInfoTick - get bid/ask prices without DOM
• Symbols: SymbolExist - check if symbol exists before subscribing
• Trading: OrderSend - place orders based on DOM analysis