Re: [Quickfixj-users] Latency to respond to messages?

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

Have you disabled the Nagle Algorithm at the TCP level (using TCP_NO_DELAY)?

> I'm building an arbitrage system, so responding to FIX messages quickly is
> essential.  I don't need to process hundreds of messages a second, but I
> need to respond to the messages that arrive very quickly.
>
>
>
> I'm new to QuickFix, so my first test was to write a QFJ application that
> just logs into the exchange with my credentials and lets QFJ handle the
> heartbeat messages.  Once heartbeats are established, I used WireShark to
> capture the network traffic so I could see how long it takes to respond to
> a
> heartbeat from the exchange.  The network capture data shows that QFJ's
> best
> time to respond to a heartbeat is about 1.5 ms, and some of the times are
> much higher (seconds).
>
>
>
> I need to respond to all messages in sub-millisecond times, so I'm curious
> how to improve these times.  I've done the following:
>
> + Log level is WARN, so nothing is being logged
>
> + Using the MemoryStore for messages
>
> + Using the SocketInitiator
>
>
>
> Any suggestions on improving these times would be appreciated.  Or if QFJ
> is
> not designed to handle these requirements, I'd be interested in knowing
> that
> as well.
>
>
>
> Thanks,
>
> Ted
>
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