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: yihan <yi...@ho...> - 2008-03-28 13:55:36
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Do you know the performace of quickfix ? How many messages per second ? Right now I didn't put any code in function fromApp and those callbacks (command out mine code), but I noticed there is above 4 sec delay once I got traffic above 400 msg/sec. Any ideas about how to improve the performance of quickfix? yihan Djalma Rosa dos Santos Filho wrote: > > QuickFIX Documentation: > http://www.quickfixengine.org/quickfix/doc/html/index.html > QuickFIX Support: http://www.quickfixengine.org/services.html > > > Yes, I have this kind of problem when dealing with hundreds or thousands > of > messages per second and most of the times with applications in C# using > the > QuickFIX .NET API. > > I agree that 10 msg/sec should not be so hard for QF. > > On Feb 8, 2008 8:20 PM, Oren Miller <or...@qu...> wrote: > >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> >> Yeah, please keep in mind that as long as you are in your callback, >> QuickFIX cannot pull the next message. Everything that goes into fromApp >> becomes part of the message processing, and if the code in there takes >> time, >> then QuickFIX is essentially blocked from processing on that thread. If >> you >> must do a lot of processing, then stick your message in a queue and get >> out >> of there. In the end this probably won't solve your real problem because >> it >> indicates you cannot handle the messages as fast as they are being sent >> to >> you. If you are building a real time system, this will be an issues for >> you >> regardless. >> --oren >> >> On Feb 8, 2008, at 3:18 PM, Ted Graham wrote: >> >> QuickFIX Documentation: >> http://www.quickfixengine.org/quickfix/doc/html/index.html >> QuickFIX Support: http://www.quickfixengine.org/services.html >> >> 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...<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 >> >> >> ------------------------------------------------------------------------- >> 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 > > -- View this message in context: http://www.nabble.com/Two-more-questions-about-QuickFix-tp15360781p16349797.html Sent from the QuickFIX - User mailing list archive at Nabble.com. |
