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Oh, so I don't need to worry about race conditions at all do I? I'm just going through TestCppClient::processMessages() over and over again? Do something based on m_state, then receive information

The issue you are having is an old one in programming.? You have two basic choices: polling and interrupting.? Polling means you check a status, usually in a loop with a sleep or yield call.?

I experienced this with the sim account as well, it’s not accurate. Frustrated me for awhile, but many people I have talked with said while the sim account is good to make sure your algorithm

erdewit/ib_insync: Python sync/async framework for Interactive Brokers API github.com Check this out.

All code?examples I can see are like this: Is there a better way of doing this? Maybe using threading.Lock() with release() in callback functions? Looking for an example. TIA.

Thank you for your answers. I totally agree that the stop order is a MKT type order and offer no garanty on the price effectively executed. But I've checked order book at this time (8:31:57 ECT), via

... I should add that the clientS octet which sends messages to TWS will be in your main thread. Could be your GUI thread if you have a GUI app. Those calls are immediate and don't have overhead.

The call to EReader->start() creates a thread that listens for messages coming in from TWS. When a message comes in it is added to a queue. That is all that thread does. In your application you

I'm trying to reason about the c++ TWS API, and according to the documentation I'm trying to modify variables in callbacks that read information, and read them to send messages in other methods. Here

I still don't have an ARM64 with Linux, so I cannot try this myself. You may be able to get a little farther (and make IBGW run more stable) by making the JVM11 look more like a JVM8 to TWS/IBGW.

Cool. Thanks. Will try it today.

"order.whatIf" was the issue. thank you.

forgot to add one more thing that is related to this case, and that is the way the price is verified. if the chart displays mid price, it does not really display the lowest bid price but just the

i'd just add that the trigger method also determines what will happen during simulated trading. that is, the order might get triggered when ask price reaches the stop price, but for simulated trading

Your code sets several fields in the order object that do not exist. Most languages would complain about something like that but Python does not: * Fields eTradeOnly? and firmQuoteOnly? have been

Results from simulated trading in the paper account will be different from trading in a live account, but the basic principles tend to be correct and quite accurate. I think what you have experienced

I got it working on ARM64. Posted it on github, relevant details are in this commit: https://github.com/ykrasik/ib-gateway-docker-arm64/commit/99ae5b6a9b3f044c8e7edefec8749d5037f3afd2 The UI doesn't

The code is like this: and it returns Maintenance Margin: 1.7976931348623157E308:

Hello Yesterday, my bot was running in a paper trading environnement. It interacts with IB API and TWS. The bot bot 3 contracts NQ at 09:31:45 (15:31:45 in my french local time) at 14916.25 , and

Hello TWS API Group Members, I am reaching out because I am currently working on a Python trading algorithm using the TWS API, but I lack the necessary programming skills to complete it. I am willing