Re: [Quickfix-users] Two more questions about QuickFix
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Re: [Quickfix-users] Two more questions about QuickFix
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From: Ted G. <tg...@Co...> - 2008-02-08 21:18:31
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You are talking about 10 msg/sec. At that sending rate, QFJ will have NO trouble keeping up. Look in your code to find what is wrong, QFJ can handle significantly higher message rates that what you are describing. As for C++ QF vs .NET or Java, I did a fair amount of testing and saw negligible differences in speed between C++ QF w/ JNI and the 100% Java QFJ. QFJ may actually be faster, depending on your scenario. Ted _____ From: qui...@li... [mailto:qui...@li...] On Behalf Of ying shi Sent: Friday, February 08, 2008 1:11 PM To: Qui...@li... Subject: Re: [Quickfix-users] Two more questions about QuickFix Dan: Djalma's analysis is not bad. And I suggest that if you have enough time to trace the bottleneck, you'd better integrate QF's source code into your app and build together, so that you can debug and profile inside its code to find it. I would also suggest use C++ QF lib rather than .Net or Java ones. On 08/02/2008, Djalma Rosa dos Santos Filho <drs...@gm...> wrote: QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi, This really looks like the TCP buffer is getting full too fast. If possible, try to set a larger TCP window or find and improve the bottleneck in your application or in QuickFIX. With my experience, I've noticed that even with a very fast application routine in FromApp, QuickFIX is always faster when sending and much slower when receiving and I believe that this is the main reason for the issue you are reporting, which is not so uncommon for applications that use QF and ocassionally are required to process at a higher rate. In part this is a TCP issue, but I believe that the message receiving process in QuickFIX must be optimized at some point in the long road where the bytes travel in the engine. {Recv}->{Parser}->{Validation}->[.NET Interop]->[Message Cracker]->{Application Code} I have some suspicions, but without a deeper investigation and some profiling I would not dare to cast the first stone. Djalma On Feb 8, 2008 4:31 PM, Ajay Kamdar <Aja...@tr...> wrote: QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Dan, You should also take a look at the application specific processing logic in the fromApp() method and determine how long it takes to run, because it too could be contributing to the slow processing of FIX messages sent by your counter party. - Ajay -----Original Message----- From: qui...@li... [mailto:qui...@li...] On Behalf Of Dan Guo Sent: Friday, February 08, 2008 1:03 PM To: qui...@li... Subject: [Quickfix-users] Two more questions about QuickFix QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html Hi Everyone! we notice two issues and want to hear whether anyone knows what is going on. 1. when i sent FIX msgs at higher rate (10 msg per second), there seems a longer latency for the msg to hit market. i have strong suspecion QuickFix responsible for the longer latency, as i isolated other segments' contributions to the overall latency. can anyone comment on this? 2. our broker's network engineers noticed there is TCP back-pressure alert on their site. It basically means the FIX messages got queued on our broker's side. Either because our network connection is not adequate or (and) our QuickFix code cannot process them fast enough. did anyone in this list encounter the similiar issue? any comments? Thank you in advance. Dan ------------------------------------------------------------------------ - This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2008. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ Quickfix-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-users ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2008. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ Quickfix-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-users ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2008. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ Quickfix-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-users |
