{{Quickfixn}} Latency in log writing

xmoon 2000 xmoon2000 at googlemail.com
Tue May 14 11:55:12 PDT 2019


Grant,

In your opinion, should QuickFix be able to write to its own log
without causing latencies, if as in my code snippet, I do nothing
except return from                             FromApp WITHOUT calling
Crack.

For approx 20m messages per day?

On Tue, 14 May 2019 at 15:42, Grant Birchmeier
<gbirchmeier at connamara.com> wrote:
>
> Is this latency causing performance problems other than the logging delay?  Is the delay constant, or does it only occur when there's a huge influx of messages?  (Would it get worse than 500ms if the high-traffic continued?)
>
>
> On Tue, May 14, 2019 at 9:14 AM xmoon 2000 <xmoon2000 at googlemail.com> wrote:
>>
>> Hi,
>>
>> I get about 20 million records via QuickFix .NET in c# per day.
>>
>> I have done a pcapture and can see that the tag52 and WireShark times
>> are close - so latency is not from transmission.
>>
>> In my app I have stripped everything out (see FromApp below).So that I
>> do nothing with the data - I just allow QuickFix engine to write fix
>> messages to log on my SSD.
>>
>> BUT I can see latencies of 500ms between QuickFix log time and tag52 time.
>>
>> What might be causing this? Is writing to SSD so slow? Or is it
>> because several other apps are reading this log file?
>>
>>         public void FromApp(QuickFix.Message msg, SessionID sessionID)
>>         {
>>             return;
>>
>>             try
>>             {
>>                 Crack(msg, sessionID);
>>             }
>>             catch (Exception ex)
>>             {
>>                 Console.WriteLine("==Cracker exception==");
>>                 Console.WriteLine(ex.ToString());
>>                 Console.WriteLine(ex.StackTrace);
>>             }
>>         }
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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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