{{Quickfixn}} msg throttling

Grant Birchmeier gbirchmeier at connamara.com
Thu Nov 28 08:15:57 PST 2013


I think you want the config setting "MaxMessagesInResendRequest".


On Wed, Nov 27, 2013 at 9:22 AM, Phillip Wei
<pwei at bluemountaincapital.com>wrote:

>  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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>
>


-- 
Grant Birchmeier
*Connamara Systems, LLC*
*Made-To-Measure Trading Solutions.*
Exactly what you need. No more. No less.
http://connamara.com
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