{{Quickfixn}} High CPU Usage

[Steven Leonard]

Hi Mike - thanks for the reply.

I haven't implemented any logging within QuickFix, I'm handling it myself
within the FromApp but its pretty efficient and as you said I have already
tried removing it and still couldn't keep up.

Can you explain the nullLog + MemoryStore combination you suggest? I assume
the nullLog is already in place since I don't define a FileLogPath? I see
no settings relating to Memory...

On Fri, Mar 2, 2018 at 4:17 PM, Mike Gatny <mgatny at connamara.com> wrote:

> 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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>>
>
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