{{Quickfixn}} Crack Message from String

[Gaull, James]

Thanks for the suggestions guys!!  I am not familiar with these methods but will research them and implement.  It seems like these are much better approaches compared to what I was thinking.

From: quickfixn-bounces at lists.quickfixn.com [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Walter Robert Ditzler
Sent: Monday, November 04, 2013 2:08 PM
To: 'Mailing list for QuickFIX/n'
Subject: Re: {{Quickfixn}} Crack Message from String

Hi,

i personally had bad experience with TPL regarding speed. I use instead "ConcurrentQueue" which is also thread safe together with async methods "var t = Task.Run<T>(async () => {})". My app performece pretty good - something out of fix, writing log entry, each in 0.3ms beside the QF/n o the same host.

Walter.


From: quickfixn-bounces at lists.quickfixn.com<mailto:quickfixn-bounces at lists.quickfixn.com> [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Phillip Wei
Sent: Montag, 4. November 2013 20:43
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Crack Message from String

Mike's answer seems right.

I would consider using the TPL Dataflow package (if you can) instead of an explicit MessageQueue to consume the messages on a seperate task (http://msdn.microsoft.com/en-us/library/hh228601(v=vs.110).aspx).  This seems like it would be easier (and maybe more performant).

Phil

From: quickfixn-bounces at lists.quickfixn.com<mailto:quickfixn-bounces at lists.quickfixn.com> [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of Mike Gatny
Sent: Monday, November 04, 2013 2:28 PM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Crack Message from String


The usual way to do this is to have your OnMessage callbacks do nothing but put a copy of the msg onto a queue for later processing.  I.e. similar to what you are doing, but you let QF do the parsing for you before you do the queueing.  That should be doable at way faster than 60/sec.  Not sure if anyone has any QF/n perf numbers lying around...

Anyway, in general you want to return from the QF callbacks asap, otherwise you are blocking its processing thread.
On Nov 4, 2013 1:10 PM, "Gaull, James" <JGaull at ftportfolios.com<mailto:JGaull at ftportfolios.com>> wrote:
Thank you very much for your reply.  I will look into getting this to work with a FIX42.Message.

If it's not out of scope for this forum, I'd like to explain my thought process behind using the message queue.  I need to be able to receive about 1000 messages per second through my C# application from the FIX hub we're using but I don't have a requirement to process all of these messages that quickly.  I started out by writing code to process the execution report messages in the FromApp function but found that I was only able to process about 60 messages per second which was unacceptable since it will slow down the FIX hub.  My thought was that if my FromAdmin function just writes the FIX messages to a queue, I could then have another process pop these FIX messages off the queue and I could process them without slowing down the FIX hub.

Maybe I'm overthinking this.  I'd really be interested in hearing how others are delegating the processing of the messages so they're not slowing down the receiving of messages.  But I understand this may be out of scope for this forum.

From: quickfixn-bounces at lists.quickfixn.com<mailto:quickfixn-bounces at lists.quickfixn.com> [mailto:quickfixn-bounces at lists.quickfixn.com<mailto:quickfixn-bounces at lists.quickfixn.com>] On Behalf Of Mike Gatny
Sent: Monday, November 04, 2013 10:53 AM
To: Mailing list for QuickFIX/n
Subject: Re: {{Quickfixn}} Crack Message from String


The cracker delegates to OnMessage using the (C#) Type of the Message.  So you need to create a FIX42.Message instead of a Message in order for your call to crack() to work.  See line 505 of Session.cs in the master branch to see how QF itself does this.

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