{{Quickfixn}} Latency in log writing

Grant Birchmeier gbirchmeier at connamara.com
Tue May 14 12:03:05 PDT 2019


I won't pretend I have special knowledge here; I've never looked at logging
performance before in QF/n.  It could be Windows file IO, or maybe there's
something unintentionally silly happening in QF's internals.

To investigate, you could write your own LogFactory implementation and
integrate some profiling into it.  The interface is pretty simple.

On Tue, May 14, 2019 at 1:55 PM xmoon 2000 <xmoon2000 at googlemail.com> wrote:

> 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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> > http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.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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