{{Quickfixn}} High CPU Usage

[Mike Gatny]

Steve,

The usual cause is doing too much processing in the FromApp/OnMessage
callback, which happens on QF/n's message processing thread, and therefore
blocks it from progressing until you return from the callback.

If that is not the case (you mentioned you removed all processing to see
what would happen, which was a good idea), then splitting your
subscriptions even further onto separate instances of the app is indeed a
proven strategy.

One other thing to look at: which Log and Store implementations are you
using?  It might be interesting to try the combination of NullLog +
MemoryStore.


--
Mike Gatny
Connamara Systems, LLC

On Fri, Mar 2, 2018 at 9:47 AM, Steven Leonard <stois7644 at gmail.com> wrote:

> Hi,
>
> I am using the Quickfix .NET dll v1.7 to export raw FIX MarketDataSnapshotFullRefresh
> (35=W) messages to a flat file.
>
> It seems I have been hitting an upper limit on the message rate Quickfix
> can handle. It maxes out each 3.10Ghz Xeon core when I get towards 500
> messages per second. The messages contain up to 25 Bids and 25 offers
> (Depth of 50).
> The app then cannot keep up with the messages being sent - I keep getting
> disconnected by the sender as the message buffer their side has reached the
> maximum depth they allow.
>
> Has anyone else hit this high CPU usage issue? I have tried removing any
> processing my side to the point where I don't even crack the messages and
> have even tried a version which doesn't do anything but consume the
> messages (no logging/output) without luck.
>
> Any suggestions to improve performance/efficiency are welcome.
> Else I can only split the symbols out into more instances of the app and
> use more CPU cores - I'm already running three.
>
> Thanks,
>
> Steve
>
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