I am working on Backtrader using IB Broker, And i need to overwrite data reciever function so instead of using Backtrader ibstore to get live data, It use my own data service (its just a simple socket connection that returns IB data for now). Unfortunately it is not documented well enough and the code itself is comlicated. I need to know where should i put my code. There are several places i have found but no idea which place is the best and works ofcourse:
- _load(self) function at ibdata
- reqMktData function at ibstore
- realtimeBar function at ibstore
Note: I need to use other IB stuff so i don't want to disable IB totaly, just the live data stuff
