I am not a professional programmer. I write code for my own use, which is usually, because of my age, in pascal. That said I obviously needed to understand the wire protocol and was surprised to learn support was almost non-existent. I studied the C++ API and used wire shark to learn the necessary message format to right the code I needed to support the type of trading I do. It works quite well and is fast.
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The warnings I've seen on the board about getting out of sync and hopelessly unable to recover without a restart are unfounded. Why would anyone suggest that,? when the API itself is simply converting you requests to the wire protocol and decoding the incoming wire protocol messages to a human readable format. The ability to recover is what you make of it in your code.
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While studying the C++ code I was amazed at how poorly the code is maintained. Its like a Swiss army knife trying to do everything under the sun until it becomes buggy. Look at EClient::placeOrder. Its amazing how many if else statements are being executed based upon what protocol version you might be using. And if you just happen to be using a certain version the bug raises its ugly head. This API should be paired with the TWS workstation release and your code should refuse to connect if you update the workstation and try to connect with client software written with an older version.
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I wanted to share my knowledge of using the wire protocol directly but Ive seen posts that this isn't the forum to do that, and since I have been unable to find a forum on the net that handles this I'm left with the decision of creating one myself.
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If there are others who have interest in that please respond. Thanks and I hope that I haven't offended anyone with this post.
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