Re: [Quickfix-developers] when does quickfix log messages sent toexchange?

[Marcus M. <Mar...@wi...>]

Hi Rick,

I had the same sort of questions when designing our system and I ended
up using the following:

1. Message is received.
2. Engine writes message to a persistence layer.
3. Engine sends request to exchange.

The first version of our engine used a multicast socket to send messages
to a set of servers where the database processors lived. This allowed us
to fire off the message quickly without too much overhead. The downside
is that multicast isn't reliable and it's possible to miss messages so I
had to work in sequence number checking routines. Since then I have
reworked the persistence layer to use a JMS messaging system (Progress
Sonic) to support a more transactional scenario.

1. If we have a server problem then we didn't receive the message; so
we're ok as we'll conditionally process it during the re-send request
phase of the Engine start-up.

2. If the message persistence fails then we throw an exception (write
the message to disk) and respond to the client with a NAK. Our
monitoring system is notified and human intervention takes over to
resolve the technical and business issues.

3. If the exchange has a problem and we don't receive a response within
a time period we timeout the order and send a message back to the
client. If we then receive a response after the timeout period it's sent
on to the monitoring system for human intervention.

Hope this helps.

Regards,
Marcus

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