Introduction

API programs always have at least two threads of execution. One thread is used for sending messages to TWS, and another thread is used for reading returned messages. The second thread uses the API EReader class to read from the socket and add messages to a queue. Everytime a new message is added to the message queue, a notification flag is triggered to let other threads know that there is a message waiting to be processed. In the two-thread design of an API program, the message queue is also processed by the first thread. In a three-thread design, an additional thread is created to perform this task. The thread responsible for the message queue will decode messages and invoke the appropriate functions in EWrapper. The two-threaded design is used in the IB Python sample Program.py and the C++ sample TestCppClient, while the ‘Testbed’ samples in the other languages use a three-threaded design. Commonly in a Python asynchronous network application, the asyncio module will be used to create a more sequential looking code design.

The class which has functionality for reading and parsing raw messages from TWS is the IBApi.EReader class.