Update README.md

Author: rediar

README.md

@@ -1,7 +1,7 @@
 # InteractiveBrokers-Algo-System
 This Java/MySQL framework implements the Interactive Brokers API for algorithmic trading. Included are all essential components to support a basic trading execution system: live price feed, handling for IB price quote limits, order tracking system, margin tracking system, handling for order submission and execution, option chain information request, and kill switches. A system based on this framework, with additional custom modules and proprietary strategies is currently being used to profitably trade US equities and equity options
 - Requires either TWS or IB Gateway (desktop applications provided by IB) and IB Java API 9.71 (API library package). The API scripts initiate a live socket connection to the desktop TWS and IB Gateway application, which routes requests
-- Requires US Securities Snapshot and Futures Value Bundle ($10/month), US Equity and Options Add-On Streaming Bundle ($4.95/month) for live price streams. If solely using the framework for executing orders, then these add on costs are not necessary; it is possible to use another data source for live price streams such as IEX, which is free
+- Requires US Securities Snapshot and Futures Value Bundle ($10/month), US Equity and Options Add-On Streaming Bundle ($4.95/month) for live price feed. If solely using the framework for executing orders, then these add on costs are not necessary; it is possible to use another data source for live price feeds such as IEX, which is free
 - It's recommended to simultaneously run price feed and solely reading processes on an IB Gateway paper trading instance (port 4002 in the example) and trade execution/other writing processes on a TWS instance (port 7496 in the example)
 - API function documentation: http://interactivebrokers.github.io/tws-api/
 ![Flowchart](https://github.com/rediar/InteractiveBrokers-Algo-System/blob/master/IB%20Algo%20Flowchart.png)
@@ -28,25 +28,46 @@ Cash, margin and risk balance:
 # Module descriptions
 
 ### SimplePriceFeed ###
-Read in TickerList.csv - a presaved list of contracts to receive live price streams from. Here, a contract is defined as either a specific option, or stock
+Read in TickerList.csv - a presaved list of contracts to receive live price feeds from. Here, a contract is defined as either a specific option, or stock
 - TickerList.csv fields: Active (T/F) | symbol | secType | exchange | currency | expiry | strike | right | multiplier
 - Output prices to the IBAlgoSystem.price MySQL table
 
 ### LargePriceFeed ###
-Read in IBAlgoSystem.MasterChainList - a list of options contracts to receive live price streams from
+Read in IBAlgoSystem.MasterChainList - a list of options contracts to receive live price feeds from
 - The number of entries may exceed IB's feed limit (FEED_LIMIT). In that case, this script divides the entries into smaller batches to submit to IB
 - Output prices to IBAlgoSystem.price MySQL table
 
 ### FetchOptionsChain ###
-Read in TickerList.csv, a presaved list of contracts to receive live price streams from. Here, a contract is defined as either a specific option, or stock
+Read in TickerList.csv, a presaved list of contracts to receive live price feeds from. Here, a contract is defined as either a specific option, or stock
 - TickerList.csv fields: Active (T/F) | symbol | secType | exchange | currency | expiry | strike | right | multiplier
 Read in PennyPilot.csv, a presaved list of Penny Pilot tickers
 - Output option chain to IBAlgoSystem.MasterChainList MySQL table
 
 ### TradeStrategy ###
-Template to implement trade strategies - call price stream, submit order execution requests, manage orders and risk
+Template to implement trade strategies - call price feed, submit order execution requests, manage orders and risk
 - Output order management to IBAlgoSystem.orderTracking MySQL table
 - Output margin management to IBAlgoSystem.margin MySQL table
 
 ### KillSwitch ###
 Kills all active orders
+
+# Simple walkthrough description
+
+### Receive price feed ###
+1. Start an IB Gateway instance on port 4002 (or custom defined port number)
+2. Define the contracts to receive stock and/or option price feeds for in TickerList.csv
+3. Execute SimplePriceFeed to start price feeds for contracts in TickerList.csv
+4. If TickerList.csv contains only stock tickers, execute FetchOptionsChain to generate the option chain for those tickers
+5. Execute LargePriceFeed to start price feeds for option chains
+6. Restart SimplePriceFeed or LargePriceFeed if problems occur
+
+### Execute trade strategy ###
+1. Start a TWS instance on port 7496 (or custom defined port number)
+2. Execute TradeStrategy
+
+### Trigger KillSwitch ###
+In event of emergency only:
+1. Terminate TradeStrategy
+2. Execute KillSwitch to remove outstanding orders
+
+Note the KillSwith does not impact SimplePriceFeed or LargePriceFeed (price feed)