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Portable C++ API for Interactive Brokers TWS

This twsapi is almost identical to the original IB C++ Posix API. It contains several bugfixes, usage improvements and it's using the autotools build system. For more details read "Changes of original IB API" below.

The project homepage (bugtracker, latest git repo) is hosted on [github] (https://github.com/rudimeier/twsapi) Released source tarballs download [here] (https://bitbucket.org/rudimeier/twsapi/downloads) Binary rpms for various Linux distros [here] (http://software.opensuse.org/download.html?project=home:rudi_m&package=twsapi)

Installation

Building from source requires a C++ compiler. It has been very well tested with GNU gcc/g++ and Intel icc/icpc on various Linux distros, MacOSX and Windows/Cygwin. Native Windows/Mingw is also supported.

When building from git checkout you need both autotools and libtool. Also, don't forget to type autoreconf -vfi first.

 ./configure
 make
 make install

Repository layout

Beside the usual master branch I keep two important branches:

  • ib_orig: the original IB API code from upstream
  • ib_orig_plus: the original IB API plus namespace IB

Both are used to commit upstream updates to be merged into master.

BTW don't blame me for the strange project layout. This comes original from IB and I don't change it for simply git merging upstream updates.

Changes of original IB API

Here I point out some of the most important things about our modified TWS API. (This documentation may not be entirely complete.)

Improvements:

  • Comfortable autotools build chain and pkg-config support to make developers happy.
  • Generally the socket error handling is stable and reliable now. Error message callbacks with code SOCKET_EXCEPTION are using standard message strings (errno/strerror).
  • Never throwing nor catching any Exceptions.
  • Using non-blocking sockets with well defined connection timeout.
  • Hostnames will be resolved.
  • IPv6 support.
  • Source compatibility between API updates.

Below are some details about the improved reliability of the API interface functions and callbacks.

eConnect():

  1. It's blocking and returns either connected or disconnected.
  2. It may callback informative error messages only. No more checking of regular messages.
  3. If any callback is fired then state will still be "disconnected". Return false in this case. There are no "positive callbacks".
  4. There can be multiple callbacks, for example UPDATE_TWS and then CONNECT_FAIL but 2. and 3. are always in place! The client programmer does not need to do any cleanup actions on these callbacks.
  5. Before returning false CONNECT_FAIL with descriptive message will be fired fore sure.

onReceive():

  1. Any callback (except connectionClosed()) will be fired in state connected, even if we are going to be disconnected.
  2. Before connectionClosed() is fired we will get a SOCKET_EXCEPTION callback still in state connected.

all other req() functions:*

  1. If called while disconnected then it sends a NOT_CONNECTED callback (we could have known before).
  2. On error it sends a SOCKET_EXCEPTION (still in state connected) and then connectionClosed() (already disconnected state).
  3. Another possible callback is UPDATE_TWS (does not disconnect us).

Thus we know about callbacks:

  1. Within connectionClosed() we are disconnected for sure.
  2. Within error() we could be disconnected only if code is CONNECT_FAIL, UPDATE_TWS or NOT_CONNECTED.
  3. In any other case callbacks will be received in state connected.

TODO: In opposite to the statements above SOCKET_EXCEPTION may still be fired in state connected if onReceive() or onSend() are called while disconnected (we could have known before). To be safe we could return early and send NOT_CONNECTED.

API internal implementation notes:

bufferedRead():

  1. Behaves like ::recv() regarding errno and return value: -1: error, errno set 0: EOF, disconnectd

    0: success

License

95% of the source code comes from Interactive Brokers. Please read there about any licensing issues: http://www.interactivebrokers.com

Contact Information

If you have questions, bug reports, patches etc., contact Ruediger Meier <sweet_f_a@gmx.de> (in English or German).