quickfix-developers

[Quickfix-developers] FIX Session Dropped

[Nick V. <ni...@ad...>]

I'm using QF 1.11.0 for Java.  I've implemented a class that extends 
quickfix.MessageCracker and implements quickfix.Application.  In my 
implementation, each FIX application message I receive needs to update 
certain records in the DB behind my investment management system.  I've 
noticed that on rare occasions, this can take up to a minute and prevents 
my application from sending heartbeat messages.  This results in my 
counterparty sending a test request, which I'm unable to process, since my 
application is still busy trying to update my database, which then causes 
the counterparty to drop the FIX session.

Does anyone have any suggestions how to manage this?  I thought of 
spawning a new thread for each FIX application message I receive, which 
would process the message, but is there a better way?

Thanks

Nik 
**************************************************************************************************************
This email and any files transmitted with it are confidential and
intended solely for the use of the individual or entity to whom they
are addressed. Any  unauthorized use of the information contained
in this email or its attachments is prohibited.  If this email is received in
error, please contact the sender and delete the material from your
computer systems. Do not use, copy, or disclose the contents of this
email or any attachments.
Abu Dhabi Investment Authority (ADIA) accepts no responsibility for
the content of this email to the extent that the same consists of
statements and opinions made which are the senders own and not
made on behalf of ADIA.  Nor does ADIA accept any liability for any
errors or omissions in the content of this email caused by electronic
and technical failures.
Although ADIA has taken reasonable precautions to ensure that no
viruses are present in this email, ADIA accepts no responsibility for
any loss or damage arising from the use of this email or its
attachments.
**************************************************************************************************************

[Quickfix-developers] FIX Session Dropped

[Nick F. <nfo...@gm...>]

A simpler way of doing this would be for the Fix application to hand each
message on to a queue, which is then fetched from by a worker thread which
does the work. That way you only need one extra thread. Be aware this will
add a bit of latency to your application, it isn't a no brainer.

If you are using java 5 there are some nice classes in
java.util.concurrentto help you manage the concurrency issues. Try
looking at
LinkedBlockingQueue or ConcurrentLinkedQueue depending on your design.

Nick

On 12/4/06, Nick Volpe <ni...@ad...> wrote:
>
> QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html
>
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
>
>
> I'm using QF 1.11.0 for Java.  I've implemented a class that extends
> quickfix.MessageCracker and implements quickfix.Application.  In my
> implementation, each FIX application message I receive needs to update
> certain records in the DB behind my investment management system.  I've
> noticed that on rare occasions, this can take up to a minute and prevents my
> application from sending heartbeat messages.  This results in my
> counterparty sending a test request, which I'm unable to process, since my
> application is still busy trying to update my database, which then causes
> the counterparty to drop the FIX session.
>
> Does anyone have any suggestions how to manage this?  I thought of
> spawning a new thread for each FIX application message I receive, which
> would process the message, but is there a better way?
>
> Thanks
>
> Nik
>
>
> **************************************************************************************************************
>
> This email and any files transmitted with it are confidential and
>
> intended solely for the use of the individual or entity to whom they
>
> are addressed. Any unauthorized use of the information contained
>
> in this email or its attachments is prohibited. If this email is received
> in
>
> error, please contact the sender and delete the material from your
>
> computer systems. Do not use, copy, or disclose the contents of this
>
> email or any attachments.
>
> Abu Dhabi Investment Authority (ADIA) accepts no responsibility for
>
> the content of this email to the extent that the same consists of
>
> statements and opinions made which are the senders own and not
>
> made on behalf of ADIA. Nor does ADIA accept any liability for any
>
> errors or omissions in the content of this email caused by electronic
>
> and technical failures.
>
> Although ADIA has taken reasonable precautions to ensure that no
>
> viruses are present in this email, ADIA accepts no responsibility for
>
> any loss or damage arising from the use of this email or its
>
> attachments.
>
>
> **************************************************************************************************************
>
>
>
> -------------------------------------------------------------------------
> Take Surveys. Earn Cash. Influence the Future of IT
> Join SourceForge.net's Techsay panel and you'll get the chance to share
> your
> opinions on IT & business topics through brief surveys - and earn cash
> http://www.techsay.com/default.php?page=join.php&p=sourceforge&CID=DEVDEV
>
> _______________________________________________
> Quickfix-developers mailing list
> Qui...@li...
> https://lists.sourceforge.net/lists/listinfo/quickfix-developers
>
>

Re: [Quickfix-developers] FIX Session Dropped

[gm-mrktc <gm...@ma...>]

Nick Volpe wrote:
> 
> In my 
> implementation, each FIX application message I receive needs to update 
> certain records in the DB behind my investment management system.  I've 
> noticed that on rare occasions, this can take up to a minute and prevents 
> my application from sending heartbeat messages.
> 

Nick, for applications like this, we have become quite enamored of the idea
of a Staged Event Driven Architecture, SEDA
(http://www.eecs.harvard.edu/~mdw/proj/seda/).  When it comes down to it, it
really is a matter of passing messages through a queue as Nick Fortescue
suggested, but it's a useful abstraction that you can implement yourself, or
there are many frameworks that implement it in one way or another.

The basic idea is that you break up your message processing into a number of
"stages", and in the most basic setup, you have one thread per stage that
are connected by a thread-safe queue like the ones found in
java.util.concurrent.  It requires a little bit of a change in how you think
about coding your application, because you need to start thinking in
"message passing" terms rather than "method invoking" terms.  So returning
values and throwing exceptions from your stages become harder.  However we
find it to be a logical construct that likely has good scaling
characteristics.

There are several projects and libraries that will manage the staging
framework for you, allowing you to implement just the "stage" logic.  We
were using a project called JCyclone for a while, which provided a basic
framework.  However we now use a "message-driven POJO" setup using ActiveMQ
and Spring (a good--if a little out of date--tutorial is here:
http://blog.interface21.com/main/2006/08/11/message-driven-pojos/).  Other
libraries like Mule, and MINA implement SEDA in their own way, but we found
neither of these really fit our needs.

It may be the fact that these frameworks are overkill for what you need, and
you really just want to implement a simple queue-and-two-threads solution
that does exactly what you need.  But feel free to see how we do it. All the
code for our order routing server is here
http://trac.marketcetera.org/trac.fcgi/browser/platform/trunk/oms/src/main/java/org/marketcetera/oms. 
OutgoingMessageHandler.java implements our main "stage", with its entry
point, "handleMessage".  Then Spring and ActiveMQ do the heavy lifting.  A
sample Spring configuration can be found here
http://trac.marketcetera.org/trac.fcgi/browser/platform/trunk/oms/src/main/resources/oms.xml
(it includes some of the other xml files in the same directory).

Anyway, hope this helps.

graham
-- 
View this message in context: http://www.nabble.com/FIX-Session-Dropped-tf2754627.html#a7746960
Sent from the QuickFIX - Dev mailing list archive at Nabble.com.