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twsapi: Re: Event driven garbage


marinindextrader
 

Grozzie...

"The ActiveX and sockets are one and the same. ActiveX is just a dll
with code to provide the sockets functionality into an ActiveX
environment."

So what are the DLL calls?...have you deciphered all of the classes,
and their properties, methods and events etc?

Does it register automatically on an API install?

What are the names of the classes...can you declare identifiers as
those types, and then create and destroy instance at will?

Please let us know what the Direct DLL calls are...

What if ANY (ha ha) properties you have found...

The methods...

And what events they expose...



Scott


--- In twsapi@y..., "grozzie2" <grozzie2@y...> wrote:
--- In twsapi@y..., "Kent Rollins" <kentr@m...> wrote:
I thought there were 3 API's: DDE, ActiveX, and sockets. Were
all
3 just
recently thrown together? And were they all in the original TWS?
The ActiveX and sockets are one and the same. ActiveX is just a
dll
with code to provide the sockets functionality into an ActiveX
environment. There is also a C++ wrapper for the sockets, so you
can
use thier Api without actually dealing with the sockets. The C++
wrapper api is documented.

The sockets api itself is 'not documented', but some of us figured
it
out by referencing the C++ wrapper code. The socket api works, has
a
few issues, and a few functions that just dont work.

The C++ wrapper for the sockets is just plain 'unuseable'. It has
indirection errors, and is not capable of being destructed, it
traps
when you destruct it.

The whole setup is useable, it's just not ready for prime time, and
definitely not ready for folks that expect all the functionality
to 'just work'. It takes a significant effort to get the
understanding of what data is useable, and when, then it takes a
LOT
of special case code to accomodate it all, but, once you have it
all
figured out, it's useable for most applications, with a few
exceptions. I have one that we are probably going to shelve here
until some of the issues are resolved, because TWS just doesn't
behave well with the order volume it generates.

I would suggest, anybody seriously considering investing
time/effort
in creating something to use this interface, take the time, read
the
entire list of postings here, thru the last few weeks, pretty much
all of the pitfalls have been posted here in one form or another,
with various means of getting around them. Building simple order
entry is pretty strait forward, but anything that actually does
active management of positions is quite likely to step in some/all
of
the pitfalls.

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