How to configure FIX messages throttling in FIXEdge C++

Owned by AntonA (Unlicensed)
Last updated: Feb 27, 2024 by Yaroslav Melyn

Configure throttling of outgoing messages

Throttling outgoing messages is available since FIXEdge C++ 6.14.0 release.

Throttling outgoing messages allows limiting the amount of sent FIX messages within a time interval.

Overview

If the throttling of outgoing messages is configured for the session, FIXEdge sends to the counterparty the particular amount of messages (MessagesLimit) within the specified time interval (IntervalMs) using the mechanism defined in the Type property. 

If the amount of sent FIX messages exceeds the specified MessagesLimit within the configured time interval then the outgoing message will be added to the queue. 

Configuration example

Throttling properties must be configured in the FIXEdge.properties file:

FIXEdge.properties
FixLayer.FixEngine.Session.TestFIXAcceptor.Throttlers = MyGeneralOutLimiter1, MyGeneralOutLimiter2 

FixLayer.FixEngine.Session.TestFIXAcceptor.Throttlers.MyGeneralOutLimiter1.Direction = Outgoing
FixLayer.FixEngine.Session.TestFIXAcceptor.Throttlers.MyGeneralOutLimiter1.Type = SlidingWindowMessages
# throttler type dependent parameters
FixLayer.FixEngine.Session.TestFIXAcceptor.Throttlers.MyGeneralOutLimiter1.MessagesLimit = 50
FixLayer.FixEngine.Session.TestFIXAcceptor.Throttlers.MyGeneralOutLimiter1.IntervalMs = 2000

FixLayer.FixEngine.Session.TestFIXAcceptor.Throttlers.MyGeneralOutLimiter2.Direction = Outgoing
FixLayer.FixEngine.Session.TestFIXAcceptor.Throttlers.MyGeneralOutLimiter2.Type = SlidingWindowMessages
# throttler type dependent parameters
FixLayer.FixEngine.Session.TestFIXAcceptor.Throttlers.MyGeneralOutLimiter2.MessagesLimit = 100
FixLayer.FixEngine.Session.TestFIXAcceptor.Throttlers.MyGeneralOutLimiter2.IntervalMs = 3000

Please refer to the Throttling Settings page for more information about throttling properties.

If at least one of these parameters is specified with an incorrect value then the FIX session will not be created.

Configure throttling of incoming messages

Throttling incoming messages is available since FIXEdge C++ 6.15.0 release.

Throttling incoming messages allows limiting the amount of received FIX messages within a time interval.

Overview

If the throttling of incoming messages is configured for the session, FIXEdge receives from the counterparty the particular amount of messages (MessagesLimit) within the specified time interval (IntervalMs) using the mechanism defined in the Type property. 

If the amount of received FIX messages exceeds the specified MessagesLimit within the configured IntervalMs then the onIncomingThrottling callback with the particular DefaultAction will be called.

When configuring several throttlers for the session, they must be listed in the Throttlers parameter in the order of severity.

Configuration example

Throttling properties must be configured in the FIXEdge.properties file:

FIXEdge.properties
FixLayer.FixEngine.Session.TestFIXAcceptor.Throttlers = MyGeneralInLimiter1, MyGeneralInLimiter2 

FixLayer.FixEngine.Session.TestFIXAcceptor.Throttlers.MyGeneralInLimiter1.Direction = Incoming
FixLayer.FixEngine.Session.TestFIXAcceptor.Throttlers.MyGeneralInLimiter1.Type = SlidingWindowMessages
# throttler type dependent parameters
FixLayer.FixEngine.Session.TestFIXAcceptor.Throttlers.MyGeneralInLimiter1.MessagesLimit = 10000
FixLayer.FixEngine.Session.TestFIXAcceptor.Throttlers.MyGeneralInLimiter1.IntervalMs = 10000
FixLayer.FixEngine.Session.TestFIXAcceptor.Throttlers.MyGeneralInLimiter1.DefaultAction = TerminateWithLogout

FixLayer.FixEngine.Session.TestFIXAcceptor.Throttlers.MyGeneralInLimiter2.Direction = Incoming
FixLayer.FixEngine.Session.TestFIXAcceptor.Throttlers.MyGeneralInLimiter2.Type = SlidingWindowMessages
# throttler type dependent parameters
FixLayer.FixEngine.Session.TestFIXAcceptor.Throttlers.MyGeneralInLimiter2.MessagesLimit = 100
FixLayer.FixEngine.Session.TestFIXAcceptor.Throttlers.MyGeneralInLimiter2.IntervalMs = 10000
FixLayer.FixEngine.Session.TestFIXAcceptor.Throttlers.MyGeneralInLimiter2.Type = SendReject

Log messages

If the MessagesLimit or IntervalMs property is specified with an incorrect value, the warning below will be logged:

WARN <Session_Name> session cannot be started now. Reason: <parameter>: max items in interval cannot be <value>

If the Direction or Type property is specified with an incorrect value, the error below will be logged:

ERROR <Session_Name> session can't be configured and won't be started because: invalid value of parameter <parameter>

If at least one of MessagesLimit, IntervalMs, Direction, and Type properties is absent, then the error below will be logged:

ERROR <Session_Name> session can't be configured and won't be started because: absent required value of parameter <parameter>.