{{Quickfixn}} general question about data flow handling

Phillip Wei pwei at bluemountaincapital.com
Thu Oct 31 05:13:52 PDT 2013


Hi Walter,

You should look into the source code.  If you understand the concepts you are asking about, it's not that hard to if you take some time to look through it.  Since this is an open source project; you have access to as much code as any of us do.

Acceptors and Initiators all take IMessageStoreFactory, ILogFactory, IMessageFactory - you can write your own in memory versions, or there are some versions you can use in the core library that may serve your needs.

The default loggers (for both logging and message store) use a StreamWriter so they do not any asyncronous writing.  If you look at their public interfaces of ILog, you will see there are four exposed methods (Clear, OnIncoming, OnOutgoing, OnEvent).  These are all called in a blocking fashion (in both Sesssion.cs and SocketReader.cs), which I think is the right architectural choice.  If you want deferred writes, pass in an implementation of ILogFactory (or IMessageFactory) that performs asynchoronous writing.  If you think this would be valuable to others, submit a pull request to have it incorporated into the main source code.

Phil

-----Original Message-----
From: quickfixn-bounces at lists.quickfixn.com [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Walter Robert Ditzler
Sent: Thursday, October 31, 2013 7:05 AM
To: 'Mailing list for QuickFIX/n'
Subject: {{Quickfixn}} general question about data flow handling

Hi there,

for my understanding i would like to know, if the QuickFix/n toolset is:

- A total in-memory data flow processing, except the writing of logs, means from FIX input until FIX output there is no disk IO fired or needed?

How do you write logs, do you use synchronious methods or async methods using pipeline's like .net's FIFO "ConcurrentQueue<T>" to avoid latency until files are written?

Many thanks for a brief input,

Walter.



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