Re: [Quickfix-developers] FIX Session Dropped

[gm-mrktc <gm...@ma...>]

Nick Volpe wrote:
> 
> In my 
> implementation, each FIX application message I receive needs to update 
> certain records in the DB behind my investment management system.  I've 
> noticed that on rare occasions, this can take up to a minute and prevents 
> my application from sending heartbeat messages.
> 

Nick, for applications like this, we have become quite enamored of the idea
of a Staged Event Driven Architecture, SEDA
(http://www.eecs.harvard.edu/~mdw/proj/seda/).  When it comes down to it, it
really is a matter of passing messages through a queue as Nick Fortescue
suggested, but it's a useful abstraction that you can implement yourself, or
there are many frameworks that implement it in one way or another.

The basic idea is that you break up your message processing into a number of
"stages", and in the most basic setup, you have one thread per stage that
are connected by a thread-safe queue like the ones found in
java.util.concurrent.  It requires a little bit of a change in how you think
about coding your application, because you need to start thinking in
"message passing" terms rather than "method invoking" terms.  So returning
values and throwing exceptions from your stages become harder.  However we
find it to be a logical construct that likely has good scaling
characteristics.

There are several projects and libraries that will manage the staging
framework for you, allowing you to implement just the "stage" logic.  We
were using a project called JCyclone for a while, which provided a basic
framework.  However we now use a "message-driven POJO" setup using ActiveMQ
and Spring (a good--if a little out of date--tutorial is here:
http://blog.interface21.com/main/2006/08/11/message-driven-pojos/).  Other
libraries like Mule, and MINA implement SEDA in their own way, but we found
neither of these really fit our needs.

It may be the fact that these frameworks are overkill for what you need, and
you really just want to implement a simple queue-and-two-threads solution
that does exactly what you need.  But feel free to see how we do it. All the
code for our order routing server is here
http://trac.marketcetera.org/trac.fcgi/browser/platform/trunk/oms/src/main/java/org/marketcetera/oms. 
OutgoingMessageHandler.java implements our main "stage", with its entry
point, "handleMessage".  Then Spring and ActiveMQ do the heavy lifting.  A
sample Spring configuration can be found here
http://trac.marketcetera.org/trac.fcgi/browser/platform/trunk/oms/src/main/resources/oms.xml
(it includes some of the other xml files in the same directory).

Anyway, hope this helps.

graham
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