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ccxt/pro/mt5.py

@@ -382,6 +382,7 @@ class mt5(mt5Parent):
             update_data = self.safe_value(data, 'update', {})
             order_data = self.safe_value(update_data, 'order')
             if order_data:
+                order_data['update_type'] = self.safe_value(update_data, 'type', None) # 这个字段可以判断是开仓还是平仓
                 order = self.parse_ws_order(order_data)
                 if order:
                     # 使用简单的列表而不是 ArrayCacheBySymbolById
@@ -601,7 +602,7 @@ class mt5(mt5Parent):
         """解析单个订单数据"""
         if not order_data:
             return None
-            
+        # print("++++++",order_data)
         try:
             symbol = self.safe_string(order_data, 'symbol')
             if symbol and len(symbol) >= 6:
@@ -621,17 +622,33 @@ class mt5(mt5Parent):
             if timestamp is None:
                 timestamp = self.milliseconds()
                 
-            last_trade_timestamp = None
+            last_trade_timestamp = timestamp
             if is_closed:
                 last_trade_timestamp = self.parse8601(close_time)
             
+            mt5_order_type = self.safe_string(order_data, 'update_type', None)
+
             amount = self.safe_number(order_data, 'lots', 0)
             filled = self.safe_number(order_data, 'closeLots', 0)
+            price = self.safe_number(order_data, 'openPrice')
+            side = self.parse_order_side(self.safe_string(order_data, 'orderType'))
+
+            if mt5_order_type == 'MarketOpen':
+                amount = self.safe_number(order_data, 'lots', 0)
+                filled = self.safe_number(order_data, 'lots', 0)
+            elif mt5_order_type == 'MarketClose':
+                amount = self.safe_number(self.safe_dict(order_data, 'dealInternalIn', {}), 'lots', 0)
+                filled = self.safe_number(order_data, 'closeLots', 0)
+                price = self.safe_number(order_data, 'closePrice')
+                if side == 'buy':
+                    side = 'sell'
+                else:
+                    side = 'buy'
             remaining = max(amount - filled, 0) if amount is not None and filled is not None else None
             
             return {
                 'id': self.safe_string(order_data, 'ticket'),
-                'clientOrderId': None,
+                'clientOrderId': self.safe_string(order_data, 'comment'),
                 'datetime': self.iso8601(timestamp),
                 'timestamp': timestamp,
                 'lastTradeTimestamp': last_trade_timestamp,
@@ -641,8 +658,8 @@ class mt5(mt5Parent):
                 'type': self.parse_order_type(self.safe_string(order_data, 'orderType')),
                 'timeInForce': None,
                 'postOnly': None,
-                'side': self.parse_order_side(self.safe_string(order_data, 'orderType')),
-                'price': self.safe_number(order_data, 'openPrice'),
+                'side': side,
+                'price': price,
                 'stopLossPrice': self.safe_number(order_data, 'stopLoss'),
                 'takeProfitPrice': self.safe_number(order_data, 'takeProfit'),
                 'reduceOnly': None,