{{Quickfixn}} FIX connection Logout/Login Problem

YUTAKA YOSHIDA ysdytk1973 at gmail.com
Thu Jul 16 05:20:06 PDT 2020


Thank you for your response.

Could you provide me an example code?
I have tried in several ways but this issue remains unresolved.
I am attaching my quick fix log file.

Best regards,
Yutaka

On Wed, Jul 15, 2020 at 11:16 PM Grant Birchmeier <gbirchmeier at connamara.com>
wrote:

> My strong suspicion guess is that you are doing too much work within the
> OnMessage callback.  (Or any callback, really, but probably OnMessage.)
>
> For each message received, OnMessage(<type>) is called, and further
> message reception is blocked until OnMessage() returns.  So if OnMessage
> takes too long, the queue eventually will back up and you will eventually
> see message loss.
>
> A common technique is to have OnMessage push the message into a work queue
> and return instantly, while another thread consumes off the work queue and
> processing them.
>
> Does that make sense?
>
>
>
>
>
> On Wed, Jul 15, 2020 at 6:09 AM YUTAKA YOSHIDA <ysdytk1973 at gmail.com>
> wrote:
>
>> Hello everyone,
>>
>> I am using Quickfixn for accessing LMAX.
>> I have a serious problem now.
>> During receiving the price updates from the server, logout/login repeats
>> sometimes.
>> LMAX said like this.
>> ///////////////////////////////////////////////////////
>>
>> If your software gets overwhelmed it will return a TCP Window size=0,
>> this means that you’re not able to receive further messages at the moment,
>> and the TCP transmission is halted until it can process the messages in its
>> receive buffer.
>>
>> TCP back pressure will result when your software is unable to process the
>> TCP packets fast enough (can't keep up) so messages start to back up on our
>> side awaiting being sent.  If your software gets overwhelmed it will return
>> a TCP Window size = 0 which means that there is no room to send anything
>> more at this time and messages queue up awaiting the next available window
>> size.
>>
>> We can try reducing the amount of updates we are sending to you (I can
>> see your account is currently set as 1000 updates / sec with 20 levels
>> depth market data) or you can reduce the number of instruments you are
>> subscribing to. Please also contact you bridge provider to look at this
>> issue.
>>
>> //////////////////////////////////////////////////////////////
>>
>> To solve this issue, I did the following steps.
>>
>> -I upgraded VPS.
>>
>> -I reduced the number of instruments to subscribe to.
>>
>> -I commented on codes related to file writing.
>>
>> However, this issue remains.
>>
>> I have some errors in the FIX log file.
>>
>> I am attaching it.
>>
>> Can you help me now?
>> _______________________________________________
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>> Quickfixn at lists.quickfixn.com
>> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>>
>
>
> --
> Grant Birchmeier
> *Connamara Systems, LLC*
> *Made-To-Measure Trading Solutions.*
> Exactly what you need. No more. No less.
> http://connamara.com
>
> This email, along with any attachments, is confidential. If you believe
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