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Re: Architecture: real-time speed


Nick
 

It's not actually the API that has the architecture you describe - it's IB's libraries.

TWS itself exposes the API through a single socket. Several of us don't use IB's libraries at all and wrote our own direct socket connection to TWS. You can then make any architecture you want.

The wire protocol is simple so it's not a huge project but of course it is extra work and you will have to maintain the code from time to time as features change in the API.

On 7/29/2021 9:19 PM, Eduardo Esteva Kremer wrote:
In a nutshell, I see this API has 2 threads: one for receiving messages (the reader) and another for processing them (the client).

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