RE: [Quickfix-developers] Re: Intermittent disconnect problem

[Bishop, B. <Bar...@gs...>]

Hi Michael,
 
Thanks for your suggestions, although I think you have a different problem
to me. We never have sudden bursts of traffic (inbound or outbound) and
sometimes we disconnect after 10 seconds of complete inactivity.
 
In your case though, wouldn't it be better pass the inbound messages on to a
separate thread. This would unload the FIX thread to carry doing what it
does best, leaving you as much time as you need to process all the messages.
It would also save patching the quickfix code for this specal case.
 
Best of luck,
barry

-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Michael Holm
Sent: Friday, February 04, 2005 10:43 AM
To: qui...@li...
Subject: [Quickfix-developers] Re: Intermittent disconnect problem



I have seen a similar problem when connecting to SFE. They require that I
follow the heartbeat procedure defined in the Fix spec. with one exception.
At initial start-up time or at certain times throughout the day they may
blast a huge amount of data to me which needs to be processed. The QuickFix
engine gives priority to these messages and starves the heartbeat time
slice. So if I am processing these messages for more then the agreed upon
heartbeat period SFE will disconnect the session on their side and then
QuickFix re-establishes the session and resyncs. And then they have to
retransmit messages and as you can see I will encounter a never ending loop
of shit. So I modified the following to code to stop QuickFix from starving
the heartbeats.

 

In the following method - void SocketInitiator::onData( SocketConnector&
connector, int s )

 

The current code:

while( pSocketConnection->read( connector ) )

{}

 

My modified version:

while( pSocketConnection->read( connector ) ) 

{

  // Modified 11-26-03 by M. Holm. Because heartbeats are being starved!

  i->second->onTimeout();

}

 

This will ensure that heartbeats will be sent when necessary according to
the SFE spec.

 

You might be having a similar problem to the one I encountered.

 

Hope this helps.

 

Michael Holm

Liquid Capital Markets Ltd
11 Old Jewry
London EC2R 8DU
Tel:020 7726 3028