Quickfix / n网络相关问题

时间：2016-08-10 18:39:03

标签： quickfix quickfixn

我的修复引擎存在问题，我无法深入了解。 我运行了以下测试： 我向修复服务器发送了多个请求（例如 - 新订单），让我们一次说20个。 然后，当我收到执行报告时，Quickfix引擎需要很长时间来处理它们，它会处理几次而不是停止/停止150 ms左右并继续（因此每条消息大约需要1 ms，但是暂停时间很长） ）。我使用数据包嗅探器来检查网络流，它没有显示这样的延迟，所有消息都在2-3毫秒内到达。 我删除了所有逻辑，并将会话设置设置为最低限度，以避免任何额外的工作和内存分配。 我多次运行此测试，每次都显示相同的结果。

我使用引擎日志文件时间戳来读取消息时间。

继承人.cfg文件

[DEFAULT]
ConnectionType=initiator
ReconnectInterval=2
FileStorePath=store
FileLogPath=Log
StartTime=06:00:00
EndTime=03:00:00
UseDataDictionary=N
ValidateLengthAndChecksum=N
ValidateFieldsOutOfOrder=N
ValidateFieldsHaveValues=N
ValidateUserDefinedFields=N
SocketTcpNoDelay=Y
DataDictionary=FixSpec/FIX44.xml
SocketConnectHost=x.x.x.x
SocketConnectPort=xxxxx
LogoutTimeout=5
ResetOnLogon=Y
UseMassCancel=N
UseMassStatus=N
ResetOnDisconnect=Y
HeartBtInt=30

[SESSION]
BeginString=FIX.4.4
SenderCompID=xxxxx
TargetCompID=xxx

这是我的FromApp：

public void FromApp(Message message, SessionID sessionId)
    {
        try
        {
            Crack(message, sessionId);
        }
        catch (UnsupportedMessageType ex)
        {
            UnSupportedMessage?.Invoke(this, message);
        }
    }

和我的ExecutionReport处理程序

 public void OnMessage(ExecutionReport m, SessionID s)
    {

    }

我从应用程序中删除了所有逻辑，以避免不必要的噪音。

示例日志输出：

20160811-07:10:44.541 : 8=FIX.4.49=24135=856=xxxxx49=XXX34=452=20160811-07:10:4432=031=0.000000151=114=06=0.00000011=rA0Ny-355=AAPL54=138=159=540=244=50.00000017=8916296071=xxxxx22=248=202180515=USD20=039=0150=037=89162960860=20160811-07:10:44.57210=129
20160811-07:10:44.545 : 8=FIX.4.49=24135=856=xxxxx49=XXX34=552=20160811-07:10:4432=031=0.000000151=114=06=0.00000011=rA0Ny-455=AAPL54=138=159=540=244=50.00000017=8916296091=xxxxx22=248=202180515=USD20=039=0150=037=89162961060=20160811-07:10:44.57410=128
20160811-07:10:44.546 : 8=FIX.4.49=24135=856=xxxxx49=XXX34=652=20160811-07:10:4432=031=0.000000151=114=06=0.00000011=rA0Ny-555=AAPL54=138=159=540=244=50.00000017=8916296111=xxxxx22=248=202180515=USD20=039=0150=037=89162961260=20160811-07:10:44.57710=128
20160811-07:10:44.549 : 8=FIX.4.49=24135=856=xxxxx49=XXX34=752=20160811-07:10:4432=031=0.000000151=114=06=0.00000011=rA0Ny-655=AAPL54=138=159=540=244=50.00000017=8916296131=xxxxx22=248=202180515=USD20=039=0150=037=89162961460=20160811-07:10:44.58010=128
20160811-07:10:44.551 : 8=FIX.4.49=24135=856=xxxxx49=XXX34=852=20160811-07:10:4432=031=0.000000151=114=06=0.00000011=rA0Ny-755=AAPL54=138=159=540=244=50.00000017=8916296151=xxxxx22=248=202180515=USD20=039=0150=037=89162961660=20160811-07:10:44.58310=137
20160811-07:10:44.554 : 8=FIX.4.49=24135=856=xxxxx49=XXX34=952=20160811-07:10:4432=031=0.000000151=114=06=0.00000011=rA0Ny-855=AAPL54=138=159=540=244=50.00000017=8916296171=xxxxx22=248=202180515=USD20=039=0150=037=89162961860=20160811-07:10:44.58510=145
20160811-07:10:44.557 : 8=FIX.4.49=24235=856=xxxxx49=XXX34=1052=20160811-07:10:4432=031=0.000000151=114=06=0.00000011=rA0Ny-955=AAPL54=138=159=540=244=50.00000017=8916296191=xxxxx22=248=202180515=USD20=039=0150=037=89162962060=20160811-07:10:44.58810=185
20160811-07:10:44.560 : 8=FIX.4.49=24335=856=xxxxx49=XXX34=1152=20160811-07:10:4432=031=0.000000151=114=06=0.00000011=rA0Ny-1055=AAPL54=138=159=540=244=50.00000017=8916296211=xxxxx22=248=202180515=USD20=039=0150=037=89162962260=20160811-07:10:44.59110=216
20160811-07:10:44.562 : 8=FIX.4.49=24335=856=xxxxx49=XXX34=1252=20160811-07:10:4432=031=0.000000151=114=06=0.00000011=rA0Ny-1155=AAPL54=138=159=540=244=50.00000017=8916296231=xxxxx22=248=202180515=USD20=039=0150=037=89162962460=20160811-07:10:44.59410=225
20160811-07:10:44.565 : 8=FIX.4.49=24335=856=xxxxx49=XXX34=1352=20160811-07:10:4432=031=0.000000151=114=06=0.00000011=rA0Ny-1255=AAPL54=138=159=540=244=50.00000017=8916296251=xxxxx22=248=202180515=USD20=039=0150=037=89162962660=20160811-07:10:44.59610=233
20160811-07:10:44.693 : 8=FIX.4.49=24335=856=xxxxx49=XXX34=1452=20160811-07:10:4432=031=0.000000151=114=06=0.00000011=rA0Ny-1355=AAPL54=138=159=540=244=50.00000017=8916296271=xxxxx22=248=202180515=USD20=039=0150=037=89162962860=20160811-07:10:44.59910=242
20160811-07:10:44.693 : 8=FIX.4.49=24335=856=xxxxx49=XXX34=1552=20160811-07:10:4432=031=0.000000151=114=06=0.00000011=rA0Ny-1455=AAPL54=138=159=540=244=50.00000017=8916296291=xxxxx22=248=202180515=USD20=039=0150=037=89162963060=20160811-07:10:44.60210=224
20160811-07:10:44.693 : 8=FIX.4.49=24335=856=xxxxx49=XXX34=1652=20160811-07:10:4432=031=0.000000151=114=06=0.00000011=rA0Ny-1555=AAPL54=138=159=540=244=50.00000017=8916296311=xxxxx22=248=202180515=USD20=039=0150=037=89162963260=20160811-07:10:44.60510=224
20160811-07:10:44.699 : 8=FIX.4.49=24335=856=xxxxx49=XXX34=1752=20160811-07:10:4432=031=0.000000151=114=06=0.00000011=rA0Ny-1655=AAPL54=138=159=540=244=50.00000017=8916296331=xxxxx22=248=202180515=USD20=039=0150=037=89162963460=20160811-07:10:44.60910=234
20160811-07:10:44.699 : 8=FIX.4.49=24335=856=xxxxx49=XXX34=1852=20160811-07:10:4432=031=0.000000151=114=06=0.00000011=rA0Ny-1755=AAPL54=138=159=540=244=50.00000017=8916296351=xxxxx22=248=202180515=USD20=039=0150=037=89162963660=20160811-07:10:44.61310=235
20160811-07:10:44.699 : 8=FIX.4.49=24335=856=xxxxx49=XXX34=1952=20160811-07:10:4432=031=0.000000151=114=06=0.00000011=rA0Ny-1855=AAPL54=138=159=540=244=50.00000017=8916296371=xxxxx22=248=202180515=USD20=039=0150=037=89162963860=20160811-07:10:44.61710=245
20160811-07:10:44.699 : 8=FIX.4.49=24335=856=xxxxx49=XXX34=2052=20160811-07:10:4432=031=0.000000151=114=06=0.00000011=rA0Ny-1955=AAPL54=138=159=540=244=50.00000017=8916296391=xxxxx22=248=202180515=USD20=039=0150=037=89162964060=20160811-07:10:44.62110=228
20160811-07:10:44.699 : 8=FIX.4.49=24335=856=xxxxx49=XXX34=2152=20160811-07:10:4432=031=0.000000151=114=06=0.00000011=rA0Ny-2055=AAPL54=138=159=540=244=50.00000017=8916296411=xxxxx22=248=202180515=USD20=039=0150=037=89162964260=20160811-07:10:44.71410=219
20160811-07:10:44.699 : 8=FIX.4.49=24335=856=xxxxx49=XXX34=2252=20160811-07:10:4432=031=0.000000151=114=06=0.00000011=rA0Ny-2155=AAPL54=138=159=540=244=50.00000017=8916296431=xxxxx22=248=202180515=USD20=039=0150=037=89162964460=20160811-07:10:44.71610=227
20160811-07:10:44.700 : 8=FIX.4.49=24335=856=xxxxx49=XXX34=2352=20160811-07:10:4432=031=0.000000151=114=06=0.00000011=rA0Ny-2255=AAPL54=138=159=540=244=50.00000017=8916296451=xxxxx22=248=202180515=USD20=039=0150=037=89162964660=20160811-07:10:44.72010=228

有什么想法吗？ 这是正常的行为吗？ 你在哪里寻找解决方案？

对于引擎盖下发生的事情的任何想法？

0 个答案:

没有答案
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