{{Quickfixn}} Sources of latency

[Grant Birchmeier]

If I remember right, messages are only "consumed" in the engine between
callback calls.  So, for two messages A and B, message B will sit in the
TCP queue until OnMessage(A) completes.

You could kind of test this by commenting out most of your OnMessage()
function bodies, assuming you have some kind of test connection that can
blast you with the same amount of data, or if you are able to do it on prod
itself.  If you comment stuff out and the latencies go away, then one of
those callbacks was too heavy.

On Wed, Oct 29, 2014 at 12:28 PM, xmoon 2000 <xmoon2000 at googlemail.com>
wrote:

> Grant,
>
> How can I check that?
>
> I have no code between QF receiving message and then logging it.
>
> FIrst time I lay my hands on message is when it finally gets to
> OnMessage() - but by that time is has been logged and is therefore
> after the latency has been introduced.
>
> Moon
>
> On 29 October 2014 15:35, Grant Birchmeier <gbirchmeier at connamara.com>
> wrote:
> > The amount of time spent inside QF callbacks can affect latency.  Please
> > check that you are spending a minimum time inside of QF callbacks.  For
> > expensive operations, you should delegate to worker threads.
> >
> > On Wed, Oct 29, 2014 at 9:27 AM, xmoon 2000 <xmoon2000 at googlemail.com>
> > wrote:
> >>
> >> Hi,
> >>
> >> I am getting some latency between exchange time in the FIX message and
> >> Time stored in quickfixn logs.
> >>
> >> I have put wireshark on and I see I am getting the packets in a timely
> >> fashion.
> >>
> >> I tried swapping the standard QuickFixn logging routine for a
> >> high-performance one, and I STILL see the latency issue (about
> >> 10-20ms) across a received "burst" of messages.
> >>
> >> What else happens between a FIX message getting to my machine and
> >> QuickFixn logging it?
> >>
> >> Moon
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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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-- 
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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