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if possible, you should include the quickfix/n source code in your
application (not just the binary) and run a performance profile to
see where the bottleneck(s) is/are.<br>
in my experience, writing fix messages to disk was never a problem.<br>
however, there are quite a few places where the quickfix/n code can
be sped up by use of cleverer parsing functions for the various
fields (datetime, number), I suppose that is what commercial
providers do to make their implementations faster. <br>
<br>
<br>
<br>
<br>
<div class="moz-cite-prefix">On 23.04.2018 15:59, Kunal CHANGELA
wrote:<br>
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<p class="MsoNormal"><span
style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">Instead
of writing to disk you could write to an in-memory queue and
then have another thread consume that.<o:p></o:p></span></p>
<p class="MsoNormal"><span
style="font-size:11.0pt;font-family:"Calibri","sans-serif";color:#1F497D">I
think you want to effectively receive the message, add to
your queue and return back….dont spend time in the handler
of the message to do work.<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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style="font-size:8.5pt;font-family:"Arial","sans-serif";color:#1F497D">Kunal
Changela<o:p></o:p></span></b></p>
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style="font-size:7.0pt;font-family:"Tahoma","sans-serif";color:gray">Credit
Risk and PnL Development<o:p></o:p></span></b></p>
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<p class="MsoNormal"><span
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Email:
<a href="mailto:crditny@us.bnpparibas.com"
moz-do-not-send="true"><span style="color:blue">DL
CRD IT NY</span></a> (x841 4876, Intl: x721
4876)
<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 [<a class="moz-txt-link-freetext" href="mailto:quickfixn-bounces@lists.quickfixn.com">mailto:quickfixn-bounces@lists.quickfixn.com</a>]
<b>On Behalf Of </b>Gabe Barwick<br>
<b>Sent:</b> Monday, April 23, 2018 9:47 AM<br>
<b>To:</b> <a class="moz-txt-link-abbreviated" href="mailto:quickfixn@lists.quickfixn.com">quickfixn@lists.quickfixn.com</a><br>
<b>Subject:</b> [EXTERNAL] {{Quickfixn}} Volume of data<o:p></o:p></span></p>
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<p class="MsoNormal"><o:p> </o:p></p>
<div id="divtagdefaultwrapper">
<p><span
style="font-family:"Calibri","sans-serif";color:black">Hi,<o:p></o:p></span></p>
<p><span
style="font-family:"Calibri","sans-serif";color:black"><o:p> </o:p></span></p>
<p><span
style="font-family:"Calibri","sans-serif";color:black">I
am receiving a large amount of data (1K+ fix messages per
second) from a vendor on my Windows 2008 server.<o:p></o:p></span></p>
<p><span
style="font-family:"Calibri","sans-serif";color:black"><o:p> </o:p></span></p>
<p><span
style="font-family:"Calibri","sans-serif";color:black">In
OnMessage() I put a return so that I don't actually do
anything with the data. All that happens is that
QuickFix/N itself writes fix message to SS disk.<o:p></o:p></span></p>
<p><span
style="font-family:"Calibri","sans-serif";color:black"><o:p> </o:p></span></p>
<p><span
style="font-family:"Calibri","sans-serif";color:black">My
vendor tells me that I am a slow "consumer" at peak times,
meaning I am not handling messages fast enough.<o:p></o:p></span></p>
<p><span
style="font-family:"Calibri","sans-serif";color:black"><o:p> </o:p></span></p>
<p><span
style="font-family:"Calibri","sans-serif";color:black">What
can I do to improve things? As I am not doing anything
other than disk-write, am I correct to assume this is the
problem?<o:p></o:p></span></p>
<p><span
style="font-family:"Calibri","sans-serif";color:black"><o:p> </o:p></span></p>
<p><span
style="font-family:"Calibri","sans-serif";color:black">Should
I use a background writing class (on separate thread)
instead of QuickFix's<o:p></o:p></span></p>
<p><span
style="font-family:"Calibri","sans-serif";color:black">own?<o:p></o:p></span></p>
<p><span
style="font-family:"Calibri","sans-serif";color:black"><o:p> </o:p></span></p>
<p><span
style="font-family:"Calibri","sans-serif";color:black">Any
thoughts greatly appreciated<o:p></o:p></span></p>
<p><span
style="font-family:"Calibri","sans-serif";color:black"><o:p> </o:p></span></p>
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