{{Quickfixn}} CheckLatency

[Grant Birchmeier]

Case a) CheckLatency=Y and MaxLatency=120.

If it takes more than 120 seconds to process a message then session will be
disconnected. So for 10 messages (subject to max 120 seconds for each) I
have 1200 seconds time to process?

No.  For any given message, you have until (that message's SendingTime+120)
to handle it.  It doesn't matter how many messages are in the queue before
it.

Thus, it is important that all user callbacks return quickly.  Operations
that take non-trivial amounts of time should be deferred to worker thread.

Case b) CheckLatency=N, it doesn't matter how long I take to process 1
message and it will never disconnect.

Correct.  But such latency could ause other unexpected side effects,
depending on the system.  But that's the risk you take.

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