{{Quickfixn}} msg throttling
Phillip Wei
pwei at bluemountaincapital.com
Wed Nov 27 07:22:45 PST 2013
I think you’ll need to dig into the source to achieve this.
If you look inside the source, you’ll find Session.cs. This is the class that handles most of the internal messaging logic (including admin messages). If you drill further down, you’ll see that all messages are finally transmited through the internal responder_, which is of type IResponder and set by the public method SetResponder.
I assume you are using the SocketInitator? If so, you’ll see that the initator creates SocketInitiatorThreads. SocketInitiatorThread implements this interface, and passes itself in for this call. The SocketInitator’s Send(string data) call simply does a socket send. If you’d like to rate limit, you could create a buffer here that it writes to, and issue the actual send request in a seperate task/thread.
You will then also need to have a SocketInitator that generates the request thorttling threads.
Phil
From: quickfixn-bounces at lists.quickfixn.com [mailto:quickfixn-bounces at lists.quickfixn.com] On Behalf Of ligu
Sent: Wednesday, November 27, 2013 10:04 AM
To: quickfixn at lists.quickfixn.com
Subject: {{Quickfixn}} msg throttling
Hi All,
is there any way to handle message throttling?
Our market connectivity provider, who is on the acceptor side, applies throttling on incoming
msg number (max 50/sec). After reaching the limit, they ignore over-limit messages and terminate the session.
With application level msgs, this can be handled from the application which uses quickfixn as initiator.
We experience problems with admin level msgs.
For example, after a network problem, after reconnecting the session, acceptor side asks to resend messages.
Engine automatically responds with resending the asked messages, which can easily overthrow the trottling limit,
if there are lot of messages to resend.
I guess there isn't throttle handling in qfn, but I haven't checked the code yet.
Any ideas, suggestions, how to solve this?
Thanks,
Ligu
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