FIXEdge C++ 6.15.0 Performance

Approach

Benchmarks were run against two different versions of FIXEdge C++ (6.15.0 and 6.14.0), and the results were compared in order to detect possible regressions.

Single Session Echo Scenario

  • One acceptor session is configured on the FIXEdge C++ side.
  • One initiator session is configured on the client application side.

The process:

  1. The client application connects to the FIXEdge C++ instance and sends 1000000 FIX 4.2 messages at a rate of 50000 messages per second.
  2. FIXEdge C++ receives the messages and matches them to the same session using business layer logic.
  3. FIXEdge C++ responds to the client application with the same message via the same TCP/IP connection (the same session).
  4. The client application collects the response time histogram.
  5. The process is repeated 3 times for each FIXEdge C++ release version.

The response time measured by the client application 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 FIXEdge)

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

The test scenario diagram:

FIXEdge Single Session

Two Sessions With Conversion Scenario

  • Two acceptor sessions are configured on the FIXEdge C++ side.
  • Two initiator sessions are configured on the client application side.

The process:

  1. The client application connects to the FIXEdge C++ instance (establishes session №1) and sends 1000000 FIX 4.2 messages with a rate of 50000 messages per second.
  2. The client application connects to the FIXEdge instance (establishes session №2) and starts to receive a message from another FIXEdge C++ session.
  3. FIXEdge C++ receives the messages sent to it from the client application (session №1).
  4. FIXEdge C++ uses Business Layer logic to route the message to another session and converts it from FIX 4.2 to FIX 4.4 protocol.
  5. FIXEdge C++ responds to the client application with the converted message via another TCP/IP connection (session №2).
  6. The client application collects the response time histogram.
  7. The process is repeated 3 times for each FIXEdge C++ release version.

The round-trip time measured by benchmark 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 FIXEdge).

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

The test scenario diagram:

 FIXEdge Two Sessions

Results

The performance of the FIXEdge C++ 6.15.0 version is the same as the performance of the previous FIXEdge 6.14.0 version.  There is no performance degradation.

Single Session Echo Scenario

FIXEdge C++ 6.15.0 Test Results 1

Two Sessions With Conversion Scenario

FIXEdge C++ 6.15.0 Test Results 2 

Product Version OS Testing Date Test Results
FIXEdge C++ 6.15.0 Linux Mar 13, 2023 link arrow icon