Re: [Quickfixj-users] Stress testing the quickfix/j

[Steve B. <st...@te...>]

Hello Ilyas,

It's been a while since I've run performance tests but the last
time I did I was seeing about 5K msg/sec on a single core Pentium
box. Others have reported higher rates (~ 10k/sec). Of course, both
of these rates use a memory store and no logging. They were also
using streamlined order sender/receivers. Banzai itself might have
concurrency issues that slow down the processing. It's just a very
simple example of a FIX client.

This is one of the reasons I don't publish performance data. Adding
a file store will significantly lower the numbers. At that point, you
are really testing the speed of your disk subsystem. If you have a file
store and a file log it's going to be even slower. And JDBC will slow
it down yet again. This is even before the application processing in a
real application is taking into account. There are many other considerations
that can also impact performance. Some examples are the operating
system networking efficiency, the NIC (if not using loopback for the
test), the processor architecture (cache, core count), how the socket
options are configured, and JVM tuning. I've seen JVM tuning alone have
significant impact on real Java application performance. I'm guessing
the same would be true for performance test applications.

In most real applications, the FIX engine is a small contributor to 
the throughput measurements. For stress testing though, definitely use
a memory store, don't provide a log implementation (QFJ will use a
null log), and don't use data dictionary validation of the messages
(which means you can't use repeating groups, data fields, etc.). Also
be sure you give the JVM plenty of memory so it doesn't have to do
much garbage collection.

Steve

> -----Original Message-----
> From: qui...@li... [mailto:quickfixj-
> use...@li...] On Behalf Of
> ily...@bn...
> Sent: Tuesday, June 05, 2007 6:12 AM
> To: qui...@li...
> Subject: [Quickfixj-users] Stress testing the quickfix/j
> 
> QuickFIX/J Documentation: http://www.quickfixj.org/documentation/
> QuickFIX/J Support: http://www.quickfixj.org/support/
> 
> Hello,
> 
> I'm currently trying to stress test the C++ quickfix engine using a Java
> quickfix/j engine (using banzai). I've modded the gui to be able to send
> lots of orders, but I'm unable to send more than 1 order every 5 ms.
> So before I try to modify anything in the engine (removing logs would my
> first idea), has anyone ever managed to send orders at a higher rate (I'm
> trying to achieve 1 per ms at least)?
> 
> Thanks,
> Ilyas
> 
> 
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