Latency tuning

FixEngine::createSession

• Session persistent mode (ordered by latency: the best is on the top):

  • null_storageType – should be chosen if session will not resend last sent messages by request and recovery on start will be performed by user
  • transient_storageType – should be chosen if session will resend last sent messages by request and recovery on start will be performed by user
  • persistentMM_storageType – should be chosen if session will resend last sent messages by request and recovery on start will be performed by FIX antenna
  • persistent_storageType – should be chosen if persistentMM_storageType is not supported by OS

Receiving

engine.properties

• LogIncomingMessages = false
• ThirdPartyRoutingIsEnabled = false
• EnableIncrementalLogFileCreation = true (for persistent mode)
• TimestampsInLogs = false
• DictionariesFilesList – to get best latency user should create FIX protocol XML file with minimal message/field set. Only used fields should be listed in the message. Path to the XML file should be passed to DictionariesFilesList parameter in the engine.properties. SessionExtraParameters::validation_.ignoreUnknownFields_ should be true.

SessionExtraParameters

• SessionExtraParameters::validation_.isEnabled = false
• SessionExtraParameters::validation_.ignoreUnknownFields_ = true
• validateCheckSum_ = false; More about validation parameters is here: How to configure FIX messages validation
• RecvCpuAffinity_ – you can find the description of this parameter here: FIX Engine parameters#RecvCpuAffinity
• socketPriority_ |= Engine::AGGRESSIVE_RECEIVE_SOCKET_OP_PRIORITY
• aggressiveReceiveDelay_ = 0; this will cause 100% core usage. For Linux see also: How to use SO_BUSY_POLL socket option

Sending

engine.properties

• CheckVersionOfOutgoingMessages = false
• TimestampsInLogs = false
• EnableIncrementalLogFileCreation = true (for persistent mode)
• DictionariesFilesList – to get best latency user should create FIX protocol XML file with minimal message/field set. Only used fields should be listed in the message. Path to the XML file should be passed to DictionariesFilesList parameter in the engine.properties. SessionExtraParameters::validation_.ignoreUnknownFields_ should be true.

SessionExtraParameters

• SessionExtraParameters::validation_.isEnabled = false
• SessionExtraParameters::validation_.ignoreUnknownFields_ = true
• generateCheckSum_ = false; if remote side does not validate CheckSum(10) field, user can disable calculation of this field
• SendCpuAffinity_ – you can find the description of this parameter here: FIX Engine parameters#SendCpuAffinity
• disableTCPBuffer_ = true
• socketPriority_ |= Engine::AGGRESSIVE_SEND_SOCKET_OP_PRIORITY

Session::put

• PutOptions.overrideSendingTime_ = false; With this option user should get current system time only once and copy obtained value to SendingTime and TransactTime (if defined) field
• PreparedMessage – where it is possible user should use this class instead of FIXMessage
• If PreparedMessage is not suitable, you should reuse sent FIXMessge objects