[ts-gen] Experiments with Java API
Ken Feng
kfmfe04 at gmail.com
Wed Oct 7 12:39:56 EDT 2009
Wow, EClientSocket.java >is< a nightmare of a file - with layers of
crud piling up version after version... ...not much fun maintaining a
parallel version in C++, I can imagine.
Although it's not very clean or pretty, I am finding the Java sample
client code very easy to understand and to work with, so far...
I think I will play around with it some more and see if there is
anything I can use.
- Ken
On Oct 7, 2009, at 12:18 AM, R P Herrold wrote:
> On Tue, 6 Oct 2009, Ken Feng wrote:
>
>> One interesting thing I have found after browsing the IB
>> documentation
>> is that OrderStatus seems to have a whole bunch of states, many of
>> which are ignored/filtered-out by the Shim: Cancelled, Inactive,
>> Pending, Filled, Partial, PendingCancel, PendingSubmit, PreSubmitted,
>> and Submitted. Some of these I have yet to see in paper trading -
>> like Inactive. But I have definitely seen PreSubmitted and
>> PendingSubmit. In fact, I previously had to look for these in the
>> 3/3/6 filters through the logs to capture them; I actually prefer to
>> interpret PendingSubmit as Submitted, but this could depend on the
>> user.
>
> As I recall, the state machine we maintain is the one relevant
> to the non-GUI implementation, and based on the Java code,
> rather than the textual documentation (which textual
> documentation is of course a secondary source to the code
> itself)
>
>> I will post more later as I learn more about the Java API...
>
> I am all in favor of people reading and understandig the
> upstream's approach as documented in teh Java code. In
> addition to: EWrapper.java you may wish to also consider:
> EClientSocket.java
>
> As to direct experimentation with the Java API, the shim, of
> course, is not a derivative work representing yet another
> layer on top of IB's code, but a true new implementation
> speaking the wire protocol of the TWS, quite intentionally on
> our part.
>
> Others have that Java extensions space covered and as
> reinventing that wheel is less interesting, we leave that to
> them
>
> -- Russ herrold
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