Hi,
Josh mentioned on another thread (perhaps off-handedly?) that NT is multi-threaded, and we have to be careful to handle that ourselves. I'm now doing a version of my code that's going to contain 60-200 timeframe/instrument combinations within the same strategy (that is, 59-199 Add() calls)... and I'm curious about multi-threading.
I'll put a lock() around OnBarUpdate()... what about other code, like OnExecution() or OnOrderUpdate()? Are those functions thread-safe, or do I also need to synchronize?
And if I synchronize, any chance of dead-lock? Are any of the Enter/Exit position calls, for example, going to block because they're dependent on a thread which now might be stuck waiting for OnOrderUpdate() to finish?
Josh mentioned on another thread (perhaps off-handedly?) that NT is multi-threaded, and we have to be careful to handle that ourselves. I'm now doing a version of my code that's going to contain 60-200 timeframe/instrument combinations within the same strategy (that is, 59-199 Add() calls)... and I'm curious about multi-threading.
I'll put a lock() around OnBarUpdate()... what about other code, like OnExecution() or OnOrderUpdate()? Are those functions thread-safe, or do I also need to synchronize?
And if I synchronize, any chance of dead-lock? Are any of the Enter/Exit position calls, for example, going to block because they're dependent on a thread which now might be stuck waiting for OnOrderUpdate() to finish?
Comment