Re: [Quickfix-users] [Quickfix-developers] Quickfix for FIX 5.0.....

[Nick E. <ni...@de...>]

Hi,

Well, actually the whole story of initial message was quite simple -- my =
eye caugth word architecture, not the subject. Thus, you've qualified it =
as blame... Why I didn't adopt quickfix/j? It was early beta those days =
and relplicates original quickfix design, hence also didn't provide =
batch processing, which is crucial (I don't like idea of processing =
messages one-by-one on any stage (even transport), sorry).

On other side what is nice for quickfix/j at least implementation =
details (synchronization issues/sequence reset) could be easily fixed by =
java developers that's a huge bonus as I think about 90% of quickfix =
deployments is java platform. And it's free from mistery sig segv =
crashes we've seen on sparc solaris (x86 linux was ok).

As for quoting/replying issue... You've just stole my words :). Would =
you read carefully my questions and your answers?

10mlns per sec transaction issue. Well yes, it was a trick from my side =
to show you how easy to missinterpret the opponent's words. Exactly what =
you've done.

Once again Don't you really think I'm spending my time posting here to =
down quickfix??? If so, you are wrong! It was attempt to share thoughts =
and expirience. You didn't like it. That's ok. The truth is that I like =
quickfix initiative (why do you think I'm still reading mail list?).=20

My words were taugh, but I've figured out that this is the only approach =
then things get stagnating... I'm sorry about that.





  ----- Original Message -----=20
  From: Oren Miller=20
  To: Nick Evgeniev=20
  Cc: qui...@li... ; =
qui...@li...=20
  Sent: Saturday, October 28, 2006 8:54 PM
  Subject: Re: [Quickfix-developers] [Quickfix-users] Quickfix for FIX =
5.0.....


  No Nick.  You bounded into the message board guns a blazin' attacking =
the project while thread-jacking a discussion of FIX 5.0 support, and =
then sleek into the role of the tempered rationalist when someone calls =
you on it.  You then use the boring old trick of cherry picking the =
points you want to respond to and completely removing the others =
entirely.  If I don't quote it it's like it never happened!  I don't =
need to justify my statement and I can make the other person look =
foolish at the same time!


  You're the guy that sucker punches someone then steps back and says =
"Whoa whoa, don't be so emotional, let's be rational about this." =
Classy.  You didn't come here for a rational exchange, you came to take =
potshots.


  If it's so easy, why you didn't take a couple days to adapt QuickFIX/J =
to your needs instead of writing a whole engine from scratch is rather =
curious.  But that's your choice.  If what you have works for you, =
that's great.  QuickFIX isn't for everyone.  You've made it very clear =
it's not for you.  You're not the first nor the last that will take a =
pass on QuickFIX.  Hopefully some day you will release your bounty unto =
the world.


  For the record, the number of transactions was meant to be total, not =
per session.  I make no claim of anyone processing 10,000,000 orders a =
second.  No one does that many.  The sentence was awkward and your =
interpretation is understandable, but was not the meaning I meant to =
convey.  Most of the systems I refer to run these sessions in a single =
process.  Point is that calling QuickFIX nothing more than a sandbox =
implementation is patently false.


  --oren


  On Oct 26, 2006, at 10:15 AM, Nick Evgeniev wrote:


    Hi,

    Thank you for such emotional answer I'll try to reply not to the =
emotions but facts
        1. quickfix does implicit transaction management passing fix =
messages one-by-one (transaction completed if client didn't trhow an =
exception). obviously while serving the message I have to perform =
tranaction in the database. hence we have obvious (just for me?) =
limitation on messages per second throughput. Hey, ma! where is the =
batches??? Even jms api has nice contract -- message.confirm(); =
confirming all the previousmessages received so far.


      Wrong. Wrong. Wrong.  Not even wrong. You have somehow come under =
the impression that QuickFIX is a message queuing product.  Let me be =
the first to dissuade you of that notion.  You want a transactional =
message queue?  Then stick the message in a transactional message queue. =
 There are lots of products out there that do that, QuickFIX isn't one =
of them. Users who build high performance systems do not want the added =
over head of a transactional message queue just because you can't figure =
out how to piece the two together.  Believe it or not, some who write =
high frequency trading systems have figured out how to do so without a =
message queue or a database.  I'll leave you to figure out how.
    You're missing the whole point. I'm not talking about storing =
messages in the database I'm talking about business transactions. They =
are about to happen somethere either in sync or async way, right? Hence =
the point was that quickfix doesn't make things easier in this way, =
because I have to use another abstraction to do batching. Please read it =
literally -- "I want to do batch insert at the end of the chain to =
insert 1000 orders in database at once". The only working solution with =
quickfix is to route it's messages somethere to perform async =
processing. Hence to use it not like queue but rather like transport =
adapter... You also pointed this out but in very inpolite manner. Such =
infrastructure involves a couple of rmi calls which also slows things =
down. It's always a good position to tell -- hey you're an idiot we've =
provided you a tool that is just a trasport! don't expect more. But may =
I ask you a question? Is architecture I'm describing would be harder to =
implement? Would it result bigger code? (I would not say for c++ but in =
java the code will be even simpler:)) As result you will have much more =
flexible product.

      Organizations like Reuters, CME, Pipeline, optionsXpress and many =
others have built massive systems with QuickFIX which run hundreds of =
simultaneous sessions processing hundreds or thousands of messages per =
second.  The fact that you can't only speaks to your incompetence.  =
Please. Leave QuickFIX out of it.
    100 * 100 * 1000 =3D=3D 10 000 000 optionsXpress is able to process =
10 millions orders per second? don't make my shoes laugh :)

    Jumping on person is your style right? Is it because of lacking =
arguments? Do you know how many boxes do they use to handle it? Do you =
know why? because if you use fixengine just as transport  you have to =
build/buy messaging infrastracture set several boxes to perform task =
that could be done just by one blade server... Sometimes you don't care =
about it sometimes you do.
        2. Broken push message model implementation: thread in native =
code holding the lock while propagating message to java. get deadlock =
prone code as a bonus right? It's easy to fix but much better to have =
pull message model.


      Broken is highly exaggerated and isn't born out in the field.  =
Since you say it's easy to fix it is surprising you bring this up as a =
major issue and even more surprising you've not submitted a patch.
    It was not a top issue it's just an annoying implementation detail. =
And I'm not a c++ developer. just java. sorry. But basicly all you need =
is not to hold monitor while calling java code, but use lock idiom -- =
flag checking under the mutex.

        3. Never ending reset sequence fixes which are just never =
working right in all (valid) cases.


      Most of the reset scenarios have been fixed.  Almost nobody =
notices bugs here because almost nobody uses this functionality.  One =
person who did, you, didn't do anything to help the situation. Not all =
scenarios have been implemented because no one is really demanding them. =
 We went for years without any reset support and no one even noticed. =20
    Everything is quite simple. Nobody warns me neither in documentation =
nor other way. Hey, dude! our reset sequence code is alpha qaulity use =
it on your own risk. It was kind of surprise to me.. and finally decison =
was made to get rid of quickfix because of the reason #1 not #3.
      I'll tell you what's going on here Nick.  You made some promises =
to deliver, you failed, and now QuickFIX is going to be the fall guy.  =
It took you 6 months to figure out that QuickFIX didn't meet your needs? =
 That's some evaluation, did someone pay for you to waste all that time?
    Probably you do have god's number because you know things you're not =
supposed to know. would you send it to me? Yes I was paid because =
solution with qf was developed in about a month, most time of which were =
spent on integration issues. And it was working ok... But finally we =
decided to develop ourown implementation in pure java that is why I'm =
talking about six month...



      QuickFIX is designed to meet the needs of thousands of users.  It =
is designed to be portable, works with standard and broken =
implementation of the FIX protocol, integrates with any database, file =
storage, custom storage, custom and out of the box logging, has a web =
interface, documentation, tons of settings, is written in portable C++ =
that compiles under many compilers on many operating systems.  It builds =
right out of the box and also comes in pre-built binaries for windows.  =
It has APIs in C++, Java, .NET, Ruby and Python plus a full from scratch =
pure Java implementation. That's just for starters. It's been in =
production use for 5 years and has, let me just say, an astounding =
amount of production implementations by an even more astounding group of =
well respected financial companies.                                      =
                                              .
    Probably this should be output to log on startup to prevent =
complains :)
      So you can write an implementation in a single platform that meets =
your specific needs designed to fit into your exact architecture.  Big =
deal hotshot.
    java is supposed to work on many platforms :)... bigdeal?
      I'm sorry to hear that your leaving, but Don't worry about us =
Nick.  From now on everyone on the list will look to what someone once =
posted on this very list as our guiding inspiration.


      "as for everything else -- just keep moving! quickfix rocks :)"
          -- Nick Evgeniev (May 31, 2005)
    I don't reclaim my words :)... Keep moving! change it to be more =
high performant, as changes are not as expensive :))