Approach

Benchmarks were run against two different versions of FIX Antenna C++ (2.31.0 and 2.30.0), and the results were compared in order to detect possible regressions.

The following builds were tested:

FIX Antenna C++ 2.30.0_580
FIX Antenna C++ 6.31.0_595

Hardware

FIX Antenna Machine

Intel(R) Xeon(R) CPU E5-2687 v3 @ 3.10GHz (2 CPU Hyper-Trading Enabled, 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

Client Machine

Intel(R) Xeon(R) CPU E5-2687 v3 @ 3.10GHz (2 CPU Hyper-Trading Enabled, 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

Benchmarks

Single Session Echo Scenario

One initiator session is configured on the FIX Antenna C++ side.
One acceptor session is configured on the client application side.

The process:

FIX Antenna C++ connects to the client application and sends 1000000 FIX 4.2 messages at a rate of 50000 messages per second.
The client application receives the messages and responds to FIX Antenna C++ with the same message via the same TCP/IP connection (the same session).
FIX Antenna C++ collects the response time histogram.
The process is repeated 3 times for each FIX Antenna C++ release version.

The response time measured by the FIX Antenna is the difference between timestamps:

t1 - timestamp is taken right before sending a message to the socket
t2 - timestamp is taken right after receiving the same message from the socket (from the client application)

So the round-trip time formula is: RTT = t2 - t1 and the measurement unit is microseconds.

The test scenario diagram:

Results

The performance of the FIX Antenna C++ 2.31.0 release is almost the same as the performance of the FIX Antenna C++ 2.30.0 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

The table below contains a single run one-to-one comparison and may have some differences compared to the graphic above that shows a 3 runs average comparison.

	FA 2.30.0_580, usec	FA 2.31.0_595, usec
Min	7.824	7.980
Max	218.111	214.399
Median	9.023	8.943
Average	9.224	9.133
50%	9.023	8.943
75%	9.079	9.023
90%	9.319	9.207
95%	9.583	9.495
99%	10.031	9.783
99.9%	78.719	76.479
99.99%	191.327	177.151

Browser not supported