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The Interface DLL (TWSLINK) is thought to link any Application, that can utilize a DLL or COM, with Interactive Brokers TWS©, for the Purpose of Transmitting and Controlling Orders. All necessary Actions around orderhandling, connection and necessary requests, are done by the TWSLINK. This allows the user to concentrate on the strategy behind. Various functions take control over orders, contracts and account.

An extensive and scaleable logging allows users to track and fix problems and gives him the chance to integrate TWSLINK with his Strategy Builder / Signal Server to his preferred way.

Various samples e.g. for TradeStateson 2000i© given in .ELS – Format, Excel etc, demonstrate the use of TWSLINK. However, it should be easy to call all exported DLL-Functions from any other application that allows DLL Function Call or COM.

Several TWSLINK-Parameters take effect on how to connect to TWS, sizing buffers, timing delays for automatic reconnection etc.. But don’t feel cluttered by to many setup parameters. Most of these parameters can be used with their default-value.

2. Terms of Use

The TWSLINK is free for Personal Use. However, any Donation is welcome and supports further Development. Please use:

PayPal for ce_@gmx.de.

Customized Versions are also possible. For this, please contact:

projects@trade-commander.org

The Use of the TWSLINK is at your own Risk. The Author is not responsible for any monetary loss or physical or mental damage that could be related to the use of TWSLINK. It is strongly recommend to test the TWSLINK with Demo- or Paper Account before trading on real accounts.

It is not allowed to distribute TWSLink as it is or in conjunction with other applications/services without the permission of Trade Commander.

3. TWSLINK Installation

Simply run TWSLink.msi. Pay attention to the Readme/Install Text-Files in each sample directory. Depending of the language to which the Samples refer, additionally components may have to be installed (e.g. Perl, Python).

4. TWSLINK Setup and on principle usage.

A high-beep indicates that the DLL has been loaded. In contrariwise, a low-beep signals DLL has been unloaded. In Addition a Tray Icon shows DLL Status and Account Information. The Final Information String of the Tray has Format:

Account Name (or Short List FA Accounts)

[clientid][process id]

current net liquidation value in base currency

runtime net liquidation delta value in base currency

Tray Icons and their Meaning:

Icon	Meaning
	TWSLink is not connected.
	TWSLink is connecting.
	TWS has accepted connection.
	TWS is not connected to IB or no Market Data Farm is available.
	TWS is connected to IB but currently at least one Market Data Farm is not available.
	TWS is connected to IB and all Market Data Farms are available.

Before calling any other Functions, TWSLINK can be initialised unless you want to use the Default Settings provided by <twslink.xml>.

Call:

INITDLL(…)

Once the Initialisation has been done, all Contracts have to be registered. For each Contract you want to trade,

Call:

Contractuid= REGISTER_CONTRACT(…).

Now connect to TWS. This Function normally has to be called once, if the automatic reconnect timer is enabled.

Call:

CONNECT(…).

Check if your contract(s) has been accepted by TWS.

If WAIT_FOR_ACCEPTED(Contractuid, 000) >= -1 then

Begin

Do Your Trading Actions…

End

Else Begin

CUSTOMCOMMENT(“Something is wrong with my Contract Specification”,1,1)

End

5. Description of Exported Functions

5.1 TWSLINK Initialisation and Setup

5.1.1 Function INITDLL back

Description: Initialise TWSLINK. Call this function once before calling any other function if you want to change Default Setup.

Return Type: long

Return Value Table

Value	Meaning
1	Ok
0	No Ok

Parameter Table

#	Name	Type	Comment	Default	Value Ref.
1	timeoutminutes	long	Timeout in Minutes when placing an Order. Right before Placing, the Order gets checked against this Timeout Value. If the Timespan between Creation and Placement exceeds this Value, the Order won’t be placed.	0 (disabled)
2	logfile	LPSTR	Path and Name of Logfile.	TWSLinkdll.log
3	flags	long	Combination (Sum) of TWSLINK Setup Flags.	0	Table 6.1
4	twsloglevel	long	Loglevel on TWS Side (Server Loglevel).	0 (unchanged)	Table 6.2
5	dllloglevel	long	The DLL internal Loglevel.	2 (medium)	Table 6.10
6	reconnection_ms	long	Time Interval in Milliseconds for validating Connection.	8000

Comments:

To change a specific TWSLINK Parameter during runtime you could also use SET_DLLPARAM.
Alternatively, apply your settings through <twslink.xml>.
This Function does not write applied Parameters back to <twslink.xml>, thus it is only a runtime setup.

Sample: Init the DLL. Set a general Order Timeout of 2 Minutes, trace into File “mylog.log”, request for Account Updates, don’t change TWS Loglevel, set TWSLINK Loglevel to ‘Normal’ and set Reconnection Timer to 4 Seconds.

retcode = INITDLL(2,”mylog.log”,1,2,2,4000)

5.1.2 Function CONNECT back

Description: Connect to TWS.

Return Type: long

Return Value Table

Value	Meaning
1	Connection established.
0	Connection failed.

Parameter Table

#	Name	Type	Comment	Default
1	Host	LPSTR	Host for TWS Connection.	127.0.0.1
2	Port	long	Port for TWS Connection.
3	startingClientId	long	Preferred TWS Client ID for TWSLINK Connection. Set < 0 to allow TWSLink try Connection on next free ClientId.	1
4	Timeout	long	Timeout in Minutes. Pass -1 to wait Infinite.	5000

Comments:

An initial Call of this Function activates also the Reconnection Timer unless its Loop Timeparameter > 0.

Sample: Connect to TWS at 192.166.0.2:7496 and use ClientID=1.

retcode = CONNECT (”192.166.0.2”,7496,1 ,-1)

Connect to TWS at 192.166.0.2:7496 and start with ClientID=1 and allow TWSLink to try next ClientId if Id=1 should be already used by another Client.

retcode = CONNECT (”192.166.0.2”,7496,-1 ,-1)

5.1.3 Function DISCONNECT back

Description: Disconnect from TWS. Once called, it stop the automatic reconnect-cycle. Normally this function has not to be called as TWSLink calls it before being unloaded.

Return Type: long

Return Value Table

Value	Meaning
1	Ok.
0	No Ok.

Sample: retcode = DISCONNECT ()

5.1.4 Function SET_DLLPARAM back

Description: Set a specific DLL parameter. This is usually called to set a parameter which Initialisation is not supported by INITDLL.

Return Type: long

Return Value Table

Value	Meaning
1	Ok.
0	Parameter couldn’t be set.
-2	Parameter unknown.

Parameter Table

#	Name	Type	Comment	Value Ref.
1	sCommand	LPSTR	Name of Parameter.	Table 6.2
2	sParam	LPSTR	Value of Parameter as string.

Sample: Set the minimum delay between 2 commands to 300 milliseconds.

retcode = SET_DLLPARAM ("setcmddelay",“300“)

5.1.5 Function GET_DLLSTATUS back

Description: Get the status of a specific DLL parameter (property).

Return Type: string (Constant String)

Return Value Table

Value	Meaning
String describing the Status.	Table 6.3 Value.
“nok”	#1 unknown.

Parameter Table

#	Name	Type	Comment	Value Ref.
1	sParam	string	Name of Status.	Table 6.3
2	lParam	long	Additional Integer Parameter. Its use depends on #1.
2	sParam2	string	Additional String Parameter. Its use depends on #1.

Sample: Get the Connection Status of TWSLINK.

StringStatus = GET_DLLSTATUS("connected",0,””)

Check if Exchange ISLAND is in the List of unavailable Exchanges

ISLAND_UNAV = GET_DLLSTATUS("exunav",0,”ISLAND”)

5.1.6 Function SET_STOP (not threadsafe) back

Description: Set Stop Flag to enable/disable Function Call. The same Effect can be obtained by calling SET_DLLPARAM with #1 = “setfunctioncall” and Value = “1” or “0”. Unlike SET_STOP, a Call of SET_DLLPARAM is threadsafe. On the other Hand, SET_DLLPARAM could be locked due to a Prior Call of another threadsafe Function. So call SET_STOP in Emergency Situations only and take care to call this Function from one Thread only. Normally there should be no Need to call this Function. It is thought as Escape from unormal Situations during Tests.

Return Type: long

Return Value Table

Value	Meaning
New Stop Flag Value

Parameter Table

#	Name	Type	Comment	Value Ref.
1	Flag	long	If 1, Function gets disabled, otherwhise enabled

Sample: Stop Function Call.

long_FunctionCallDisabled = SET_STOP(