The overall latency of the receive process includes all latencies of all operations inside this process. The following sequence of operations are performed when the FIX Engine receives a FIX message:
- Invocation of the system receive function of the TCP socket. In practice, the latency of the system receive function can be about 5-10 microseconds what depends on the size of receive data, network workload, network software/hardware, etc. For example, you can decrease this latency by using Solarflare network cards with their own TCP stack implementation.
- Invocation of the OnixS::FIX::ISessionListener::onReceivedBytes callback.
- Deserialization of the raw buffer to the inbound message. The latency of this action depends on the OnixS::FIX::Session::messageMode setting. For the OnixS::FIX::Message class it is an expensive operation and it can take a few microseconds what depends on the message size. For the OnixS::FIX::FlatMessage class it is a cheap operation because an object of this class represents the serialized buffer.
- Validation of the incoming FIX message following validation settings (for OnixS::FIX::Message objects only). Therefore, the number of validation aspects affects this latency.
- Invocation of the OnixS::FIX::ISessionListener::onInboundSessionMsg or OnixS::FIX::ISessionListener::onInboundApplicationMsg callback.
- Writing necessary data (message content, timestamp, sequence numbers, etc.) to the session storage. For the File-Based Session Storage, it is a very expensive operation and it can take tens of microseconds. For the Asynchronous File-Based Session Storage, it is far cheaper, because the actual writing is performed in a separate thread. And lastly, for the Memory-based Session Storage, it is a very cheap operation, because data is stored in the memory, not in the file system. Please note, that for session-level messages, the logging is performed before calling the OnixS::FIX::ISessionListener::onInboundSessionMsg, but for application-level messages, the logging is performed after calling the OnixS::FIX::ISessionListener::onInboundApplicationMsg. The reason is to deliver application-level messages as soon as possible to the user's callback.
Based on the above, one can understand what the receive latency includes.
