OnixS C++ FIX Engine  4.7.0
API Documentation
FIX Engine Threading Models

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

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.

CallbackPrimary application threadSending threadReceiving thread
OnixS::FIX::ISessionListener::onError No Yes Yes
OnixS::FIX::ISessionListener::onInboundApplicationMsg No No Yes
OnixS::FIX::ISessionListener::onInboundSessionMsg No No Yes
OnixS::FIX::ISessionListener::onOutboundApplicationMsg Yes Yes No
OnixS::FIX::ISessionListener::onOutboundSessionMsg Yes Yes No
OnixS::FIX::ISessionListener::onReceivedBytes No No Yes
OnixS::FIX::ISessionListener::onMessageSending Yes Yes No
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.

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 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.
If the ListenPort parameter is greater than zero the FIX Engine creates an addition thread for the incoming connections process.
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.