Re: [Quickfix-developers] Performance of QuickFix/J vs QuickFix (C++)

[Vikram V. <rer...@ya...>]

Hi,
    I have done some performance tests for Quickfix/J 1.0.4. and got some
performance results. Please let me know whether the performance results are
acceptable, and are expected.

Started Client1 (Trader) and Client2(CounterParty) on the same machine
(Architecture : i386 / Memory : 4 GB ).

1.  Throughput testing
    Description :  Placed 100,000 orders from Trader and got all the orders
filled by the Counterparty (i.e. received all execution reports). The total
time taken is noted, and the throughout is calculated(orders per second) for
100,000 orders.

Average throughput : 3600 transactions / second.
(where transaction = sending order and receiving it's execution report).

2. Ping pong mode of testing
   Description : Placed 'N' orders from Trader. On receiving execution
report for all the 'N' orders, the next 'N' orders are placed and so
on...sort of BLOCKING order placement.
Latency : 
          On receiving the execution report for the 'N' th order, the time
difference between the current time and the PLACING TIME of that order is
calculated and this is taken as the LATENCY for an order. 

Throuthput calculation: 
      The total time taken for 'N' orders to be filled is taken down. From
this the throughput is calculated.

Batch size = The value of 'N'.

# orders  Batch size  Min Latency  Max Latency  Avg latency Min throughput 
Max throughput  Avg throughput  
100000       1               1          1009              504             2                   
1000                  575     
100000       2               1          1028              501            22                  
2000                  1728
100000       5               1          1009              501            90                  
5000                  3999
100000       10             1          1028             499               62                
10000                4300
100000       100           9          1042             518               200               
9090                 5126
100000       1000          28        1038             529               3058             
6802                 5778


- Vikram
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