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<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Thanks for the suggestions guys!! I am not familiar with these methods but will research them and implement. It seems like these are much better approaches
compared to what I was thinking.<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
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<p class="MsoNormal"><b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">From:</span></b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif""> quickfixn-bounces@lists.quickfixn.com [mailto:quickfixn-bounces@lists.quickfixn.com]
<b>On Behalf Of </b>Walter Robert Ditzler<br>
<b>Sent:</b> Monday, November 04, 2013 2:08 PM<br>
<b>To:</b> 'Mailing list for QuickFIX/n'<br>
<b>Subject:</b> Re: {{Quickfixn}} Crack Message from String<o:p></o:p></span></p>
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<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Hi,<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">i personally had bad experience with TPL regarding speed. I use instead “</span><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF;background:white;mso-highlight:white">ConcurrentQueue</span><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF">“
which is also thread safe together with async methods „var t = Task.Run<T>(async () => {})”. My app performece pretty good – something out of fix, writing log entry, each in 0.3ms beside the QF/n o the same host.<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:9.5pt;font-family:Consolas;color:#2B91AF">Walter.<o:p></o:p></span></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p class="MsoNormal"><o:p> </o:p></p>
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<p class="MsoNormal"><b><span style="font-size:11.0pt;font-family:"Calibri","sans-serif"">From:</span></b><span style="font-size:11.0pt;font-family:"Calibri","sans-serif"">
<a href="mailto:quickfixn-bounces@lists.quickfixn.com">quickfixn-bounces@lists.quickfixn.com</a> [<a href="mailto:quickfixn-bounces@lists.quickfixn.com">mailto:quickfixn-bounces@lists.quickfixn.com</a>]
<b>On Behalf Of </b>Phillip Wei<br>
<b>Sent:</b> Montag, 4. November 2013 20:43<br>
<b>To:</b> Mailing list for QuickFIX/n<br>
<b>Subject:</b> Re: {{Quickfixn}} Crack Message from String<o:p></o:p></span></p>
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<p class="MsoNormal"><span lang="DE-CH"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Mike’s answer seems right.<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">I would consider using the TPL Dataflow package (if you can) instead of an explicit MessageQueue to consume the messages on a seperate task (<a href="http://msdn.microsoft.com/en-us/library/hh228601(v=vs.110).aspx)">http://msdn.microsoft.com/en-us/library/hh228601(v=vs.110).aspx)</a>.
This seems like it would be easier (and maybe more performant).<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Phil<o:p></o:p></span></p>
<p class="MsoNormal"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"><o:p> </o:p></span></p>
<p class="MsoNormal"><b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">From:</span></b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">
<a href="mailto:quickfixn-bounces@lists.quickfixn.com">quickfixn-bounces@lists.quickfixn.com</a> [<a href="mailto:quickfixn-bounces@lists.quickfixn.com">mailto:quickfixn-bounces@lists.quickfixn.com</a>]
<b>On Behalf Of </b>Mike Gatny<br>
<b>Sent:</b> Monday, November 04, 2013 2:28 PM<br>
<b>To:</b> Mailing list for QuickFIX/n<br>
<b>Subject:</b> Re: {{Quickfixn}} Crack Message from String<o:p></o:p></span></p>
<p class="MsoNormal"><o:p> </o:p></p>
<p>The usual way to do this is to have your OnMessage callbacks do nothing but put a copy of the msg onto a queue for later processing. I.e. similar to what you are doing, but you let QF do the parsing for you before you do the queueing. That should be doable
at way faster than 60/sec. Not sure if anyone has any QF/n perf numbers lying around...
<o:p></o:p></p>
<p>Anyway, in general you want to return from the QF callbacks asap, otherwise you are blocking its processing thread.<o:p></o:p></p>
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<p class="MsoNormal">On Nov 4, 2013 1:10 PM, "Gaull, James" <<a href="mailto:JGaull@ftportfolios.com">JGaull@ftportfolios.com</a>> wrote:<o:p></o:p></p>
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<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Thank you very much for your reply. I will look into getting this to work with a FIX42.Message.</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"> </span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">If it’s not out of scope for this forum, I’d like to explain my thought process behind using the
message queue. I need to be able to receive about 1000 messages per second through my C# application from the FIX hub we’re using but I don’t have a requirement to process all of these messages that quickly. I started out by writing code to process the execution
report messages in the FromApp function but found that I was only able to process about 60 messages per second which was unacceptable since it will slow down the FIX hub. My thought was that if my FromAdmin function just writes the FIX messages to a queue,
I could then have another process pop these FIX messages off the queue and I could process them without slowing down the FIX hub.</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"> </span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Maybe I’m overthinking this. I’d really be interested in hearing how others are delegating the processing
of the messages so they’re not slowing down the receiving of messages. But I understand this may be out of scope for this forum.</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><span style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D"> </span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"><b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">From:</span></b><span style="font-size:10.0pt;font-family:"Tahoma","sans-serif"">
<a href="mailto:quickfixn-bounces@lists.quickfixn.com" target="_blank">quickfixn-bounces@lists.quickfixn.com</a> [mailto:<a href="mailto:quickfixn-bounces@lists.quickfixn.com" target="_blank">quickfixn-bounces@lists.quickfixn.com</a>]
<b>On Behalf Of </b>Mike Gatny<br>
<b>Sent:</b> Monday, November 04, 2013 10:53 AM<br>
<b>To:</b> Mailing list for QuickFIX/n<br>
<b>Subject:</b> Re: {{Quickfixn}} Crack Message from String</span><o:p></o:p></p>
<p class="MsoNormal" style="mso-margin-top-alt:auto;mso-margin-bottom-alt:auto"> <o:p></o:p></p>
<p>The cracker delegates to OnMessage using the (C#) Type of the Message. So you need to create a FIX42.Message instead of a Message in order for your call to crack() to work. See line 505 of Session.cs in the master branch to see how QF itself does this.<o:p></o:p></p>
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