FIX Engine Threading Models

The FIX Engine supports the following threading models for usual sockets:

• OnixS::FIX::ThreadingModel::DedicatedThreads
• OnixS::FIX::ThreadingModel::ThreadPool
• OnixS::FIX::ThreadingModel::ExternalThread

The OnixS::FIX::ThreadingModel::ExternalThread mode supports the Solarflare TCPDirect technology that is described in the Solarflare TCPDirect section.

The model is configured via the OnixS::FIX::EngineSettings::threadingModel(ThreadingModel::Enum value) method.

DedicatedThreads

If this mode is used and there is an active connection the FIX Engine creates receiving and sending threads on each session instance. The receiving thread receives and processes incoming FIX messages. The sending thread processes user's FIX messages which were stored in the internal sending queue. The OnixS::FIX::Session::messageGrouping parameter affects the sending process. If the parameter is zero (by default) or one, the FIX Engine tries to send a FIX message in the primary application thread and only after a failure, stores it in the sending queue for the next process in the sending thread. If the parameter is greater than one the FIX Engine stores a FIX message in the sending queue immediately and then processes it in the sending thread.

The following table explains which callbacks could be called by the each one thread.

Callback	Primary application thread	Sending thread	Receiving thread
OnixS::FIX::ISessionListener::onError	Yes	Yes	Yes
OnixS::FIX::ISessionListener::onInboundApplicationMsg	No	No	Yes
OnixS::FIX::ISessionListener::onInboundSessionMsg	No	No	Yes
OnixS::FIX::ISessionListener::onOutboundApplicationMsg	Yes	Yes	Yes
OnixS::FIX::ISessionListener::onOutboundSessionMsg	Yes	Yes	Yes
OnixS::FIX::ISessionListener::onReceivedBytes	No	No	Yes
OnixS::FIX::ISessionListener::onMessageSending	Yes	Yes	Yes
OnixS::FIX::ISessionListener::onResendRequest	No	No	Yes
OnixS::FIX::ISessionListener::onResendingStarted	No	No	Yes
OnixS::FIX::ISessionListener::onResendingFinished	No	No	Yes
OnixS::FIX::ISessionListener::onStateChange	Yes	Yes	Yes
OnixS::FIX::ISessionListener::onWarning	Yes	Yes	Yes

Warning

Due to performance reasons, outbound callbacks (OnixS::FIX::ISessionListener::onOutboundApplicationMsg, OnixS::FIX::ISessionListener::onOutboundSessionMsg, OnixS::FIX::ISessionListener::onMessageSending) are called under session's lock. Therefore, one needs to be very careful to avoid deadlock scenarios in the client code when session methods of different sessions are called from these callbacks.

To call the OnixS::FIX::ISessionListener::onStateChange sequentially, it is called under a separate lock. Therefore, one needs to be careful to avoid deadlock scenarios in the client code when session methods of different sessions that change the session state are called from this callback.

ThreadPool

If this mode is used the FIX Engine creates the thread pool and shares it between all sessions. The maximum threads number in the thread pool depends on the OnixS::FIX::EngineSettings::threadPoolSize parameter. The default value(0) of this parameter means that the thread pool's size will equal the CPUs number. One thread, in the thread pool, performs read/write operations and can process some number of different FIX connections. FIX connections are distributed equally between all threads.

ExternalThread

In OnixS::FIX::ThreadingModel::ExternalThread mode the FIX Engine does not create I/O threads. Such mode means that user creates additional threads himself (or uses the main thread), then performs event dispatching in a loop by calling the OnixS::FIX::ISessionReactor::dispatchEvents() routine. This mode supports the Solarflare's TCPDirect and regular TCP connections. For TCPDirect connections, one should use the OnixS::FIX::TCPDirect::Stack as a reactor. For regular TCP connections, one should use OnixS::FIX::TCPStandard::Stack as a reactor.

Note

The TCPStandard/TCPDirect technology is NOT thread-safe. Therefore, the event dispatching and message sending should be performed from the same thread.

The OnixS::FIX::ThreadingModel::ExternalThread mode is set automatically when an external reactor is provided to the session's constructor or OnixS::FIX::Engine::init() method, regardless of which threading model was specified by the OnixS::FIX::EngineSettings::threadingModel. If the OnixS::FIX::ThreadingModel::ExternalThread mode is configured, but an external reactor is not provided during the Session's construction or FIX Engine initialization, an exception will be thrown.

Threads are Spawned Independently from the Configured Threading Model

If the configured threading model equals OnixS::FIX::ThreadingModel::ThreadPool or OnixS::FIX::ThreadingModel::DedicatedThreads and the ListenPort parameter is greater than zero, the FIX Engine creates the thread pool to process incoming TCP connections. The number of threads in the thread pool depends on the number of listening ports. The maximum thread number in the thread pool is also controlled by the OnixS::FIX::EngineSettings::threadPoolSize parameter.

If the OnixS::FIX::SessionStorageType::AsyncFileBased value is passed to the session constructor the FIX Engine creates an addition one thread on each session instance. This thread is used to process session storage file operations in the asynchronous mode.

When a FIX session has some network issues, the FIX Engine will restore the FIX connection. For this purpose, a separate thread is created to avoid blocking FIX Engine's IO threads in non-TCPDirect connection modes.

See Also

• ExternalThread Mode
• Scheduler Threading Models