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Re: twsapi: Event driven garbage


 

My first thought as I was reading your original post was to introduce a
small delay in processing responses. I agree completely that the message
order problem you have found is serious and needs fixin'.

IB has taken a difficult route in making this one app into a User interface,
an ActiveX interface, and a socket interface. Separate apps/libraries would
have been a better way to go.

Kent

----- Original Message -----
From: "grozzie2" <grozzie2@...>
To: <twsapi@...>
Sent: Sunday, July 21, 2002 10:34 PM
Subject: Re: twsapi: Event driven garbage


--- In twsapi@y..., "Kent Rollins" <kentr@m...> wrote:
grozzie

How much time elapsed during this series of events?

Kent
Total elapsed time of that sequence was just inder 1.5
seconds. I dont use the 'poll the socket on a timer'
methodology that the sample code uses, I have a dedicated
thread reading the socket from TWS, so my events arrive
in the rest of the application 'as they come in', with
no delays. The thread reading the socket is running as
the highest priority thread in the system. Since all the
events come from a single thread, that's reading the socket
serially, so there is no doubt i'm getting events from tws
in the order it's sending them.

I'm less interested in the time of the sequence, than the
order. The order there proves, position reports are not
sychronized with fill reports. That introduces a lot of
'issues'.





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