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Table of Contents

Hardware

Client host (epam1)

Approach

Benchmarks were run against two different versions of FIX Antenna Java (2.24.2 and 2.19.4), and the results were compared in order to detect possible regressions.

Hardware

FIX Antenna Machine

  • Intel(R) Xeon(R) CPU E5-

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  • 2643 v3 @ 3.

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  • 40GHz (2 CPU Hyper-Trading Enabled,

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  • 24 Cores)
  • RAM 128 GB, 2133 MHz
  • NIC Solarflare Communications SFC9120 (Firmware-version: 4.2.2.1003 rx1 tx1)
  • Linux (CentOS 7.0.1406 kernel 3.10.0-123.el7.x86_64)
  • SolarFlare driver version: 4.1.0.6734a

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Client Machine

  • Intel(R) Xeon(R) CPU E5-

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  • 2687W v3 @ 3.

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  • 10GHz (2 CPU Hyper-Trading Enabled,

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  • 20 Cores)
  • RAM 128 GB, 2133 MHz
  • NIC Solarflare Communications SFC9120 (Firmware-version: 4.2.2.1003 rx1 tx1)
  • Linux (CentOS 7.0.1406 kernel 3.10.0-123.el7.x86_64)
  • SolarFlare driver version: 4.1.0.6734a

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Benchmarks

Single Session Echo Scenario

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  • One acceptor session is configured on

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  • the FIX Antenna Java side.

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  • One initiator session is configured on the client

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  • application side.

 The

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process

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:

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  1. The client application connects to the

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  1. FIX Antenna Java and sends 200000 FIX 4.2 messages

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  1. at a rate of

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  1. 50000 messages per second.

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  1. FIX Antenna Java receives the messages and

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  1. responds to the client application with the same message

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  1. via the same TCP/IP connection (the same session).
  2. The client application collects the response time histogram.
  3. The process is repeated 5 times for each FIX Antenna Java version.

The response time measured by the client application is the difference between timestamps:

  • t1 - timestamp is taken right before sending a message to

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  • the socket
  • t2 - timestamp is taken right after

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  • receiving the same message

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  • from the socket (from the FIX Antenna Java)

So the round-trip time formula is: RTT = t2 - t1 and

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Results

Image Removed

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Single session, usec

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the measurement unit is microseconds.

The test scenario diagram:

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diagramNameFIX Antenna 2.24.2 Benchmark
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width600
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Results

The performance of the FIX Antenna Java 2.24.2 release is almost the same as the performance of the FIX Antenna Java 2.19.4 release. There is no performance degradation or improvement.

Performance value slightly differs from run to run due to the nature of the system used to measure the performance.

Single Session Echo Scenario

Image Added

The table below contains a single run one-to-one comparison and may have some differences compared to the graphic above that shows a 5 runs comparison.


FIXAJ 2.24.2, usecFIXAJ 2.19.4, usec
Min9.2968.968
Max206.335210.687
Median9.6399.263
Average9.876569.56634
50%9.6399.263
75%9.7519.399
90%9.8639.599
95%9.9359.727
99%10.86310.519
99.9%108.159150.655
99.99%191.999194.303