OnixS C++ FIX Engine  4.5.0
API Documentation
FIX Engine Threading Models

The FIX Engine supports two threading models: OnixS::FIX::ThreadingModel::DedicatedThreads and OnixS::FIX::ThreadingModel::ThreadPool.

The model is configured via the ThreadingModel setting.

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::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.

Note
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.