Re: [Quickfix-developers] QuickFix performance?

[Djalma R. d. S. F. <drs...@gm...>]

Hi Rick,

I don't know if this is the same, but we are also suffering with
low-throughput message receiving when using quickfix in a C# GUI
application in the moment when there is a remote connection sending
thousands of messages. Because of this, we're planning to modify the
application's architecture by adding some stuff like MVC, queues and
threading pools to try to maximize the throughput. The current
application design is inefficient and I believe in some reasons for
that, things related to the way how Quickfix is working and some TCP
socket issues...
But, in order to know if maybe this is the same with you, let me ask
you some questions for clarification.
When you say that you could isolate quickfix performance, what exactly
do you mean? Nothing in fromApp() ?
Are you processing all messages in the context of the quickfix thread?
How heavy is this message processing?
Are you using the message cracker?

Djalma


On Dec 19, 2007 12:59 PM, Rick Lane <ric...@gm...> wrote:
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
> Greetings,
>
> Is there any documentation regarding the performance (e.g. message
> throughput capabilities) of QuickFix?  I'm running into issues where it
> seems that I'm receiving messages too slowly (I emailed the list a
> couple days ago regarding fill notifications -- namely, if I place an
> immediate-fill order for, say, 1000 contracts, it takes nearly 2.5
> seconds to receive all of the fill notifications).  This may have
> something to do with the CME (perhaps on the environment on which I'm
> testing they throttle fill notifications) but I don't believe this is
> the case.  I've pretty much eliminated any other threading/etc. that my
> application is doing to try to isolate the performance solely to
> QuickFix and I'm still seeing the same results.
>
> Has anyone run into this before, and is there some advice as to why
> these notifications might be taking so long to be processed?
>
> Thanks,
> RL
>
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