Extracting all the information regarding trade history

I will describe the sequence of client-server messages that relate to extracting all the information regarding deal history

you send ProtoOADealListReq server sends ProtoOADealListRes back which contains a deal field which is an array of ProtoOADeal, each item in the array contains an orderId, a positionId and a dealId

now you must iterate through the deal field and send a ProtoOAOrderDetailsReq message for each item

in response to each ProtoOAOrderDetailsReq server sends back a ProtoOAOrderDetailsRes which contains two fields. one is a deal field which is just the same as an item of deal field of the ProtoOADealListRes. another field is order which contains more information about details of the order

this is all the info available about the past deals, so in summary the related messages you need to study are:

ProtoOADealListReq
ProtoOADealListRes

ProtoOAOrderDetailsReq
ProtoOAOrderDetailsRes

# these might also come in handy (if you want current orders and positions)
ProtoOAOrderListReq
ProtoOAReconcileReq