Latency Benchmark Sample Project

This sample demonstrates how to measure latency and use the warm-up feature.

© Onix Solutions

Source code

using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.IO;
using System.Net;
using System.Runtime.InteropServices;
using System.Threading;
using OnixS.Fix;
using OnixS.Fix.Fix42;

namespace Benchmark.Latency
{
    using static Console;

    internal static class Latency
    {
        private static SessionTimeMarks[] marks;
        private static bool active;
        private static int counter;
        private static readonly ManualResetEventSlim ready = new(true);

        /// <summary>
        ///     The main entry point for the application.
        /// </summary>
        [STAThread]
        private static int Main(string[] args)
        {
            WriteLine(GetProductName());
            WriteLine("\n\tUsage: Latency (numberOfMessages) (sendPeriodUsec) (warmupPeriodUsec)\n");

#if DEBUG
            const int DefaultNumberOfMessages = 1000;
            Console.WriteLine("\n\n\nWARNING: Avoid using the Debug build for benchmarking. The Debug version runs 10-100 times slower!!!\n\n\n");
            return 2;
#else
            const int DefaultNumberOfMessages = 10000;
#endif

            var numberOfMessages = args.Length > 0 ? int.Parse(args[0]) : DefaultNumberOfMessages;
            var sendPeriodUsec = args.Length > 1 ? int.Parse(args[1]) : 100;
            var warmupPeriodUsec = args.Length > 2 ? int.Parse(args[2]) : 100;

            WriteLine($"\tCurrent parameters: numberOfMessages={numberOfMessages}; sendPeriodUsec={sendPeriodUsec}; warmupPeriodUsec={warmupPeriodUsec}.");

            try
            {
                Process.GetCurrentProcess().PriorityClass = ProcessPriorityClass.RealTime;
            }
            catch (Exception ex)
            {
                Write($"\nWARNING: unable to the set real-time process priority: {ex.Message}.\n To set the real-time priority run this benchmark ");
                WriteLine(RuntimeInformation.IsOSPlatform(OSPlatform.Windows) ? "under administrator." : "with root access (e.g. using 'sudo').");
            }

            try
            {
                var settings = new EngineSettings
                {
                    LicenseStore = GetLicenseStoreFolder(),
                    Dictionary = "LowLatencyDictionary.xml"
                };

                settings.ListenPorts.Add(10450);

                Engine.Init(settings);

                var dictionary = Engine.Instance.MessageInfoDictionaryManager["LowLatencyDictionaryId"];

                var rawMessage = "8=FIX.4.2\u00019=3\u000135=D\u000149=OnixS\u000156=CME\u000134=01\u0001" +
                                 "52=20120709-10:10:54\u000111=90001008\u0001109=ClientID\u000121=1\u0001" +
                                 "55=ABC\u000154=1\u000138=100\u000140=1\u000160=20120709-10:10:54\u000110=000\u0001";

                // Let's validate the message to make sure that all fields are described in the data dictionary.
                var sourceMessage = Message.Parse(rawMessage, dictionary, MessageValidationFlags.StrictCreated);

                // Use Serialized Message for the best latency.
                var order = new SerializedMessage(sourceMessage);

                marks = new SessionTimeMarks[numberOfMessages];

                const string SenderCompId = "Acceptor";
                const string TargetCompId = "Initiator";

                const int MaximumNumberOfWarmupMessages = 10000;
                var numberOfWarmupMessages = numberOfMessages > MaximumNumberOfWarmupMessages ? MaximumNumberOfWarmupMessages : numberOfMessages;

                // Warm-up to avoid JIT compilation issues and make the first calls fast.
                // Separate sessions are used for warm-up. These session should be disposed before real sessions start to work.
                CreateSessionsAndMeasure("WU" + SenderCompId, "WU" + TargetCompId, dictionary, order, numberOfWarmupMessages, sendPeriodUsec, warmupPeriodUsec);

                // Measurement.
                CreateSessionsAndMeasure(SenderCompId, TargetCompId, dictionary, order, numberOfMessages, sendPeriodUsec, warmupPeriodUsec);

                ReportResults("Latency", marks, numberOfMessages);
            }
            catch (Exception ex)
            {
                WriteLine("Exception: " + ex);
                return 1;
            }
            finally
            {
                if (Engine.IsInitialized)
                    Engine.Shutdown();
            }

            return 0;
        }

        private static void CreateSessionsAndMeasure(string SenderCompId, string TargetCompId, IMessageInfoDictionary dictionary, SerializedMessage order,
            int numberOfMessages, int sendPeriodUsec, int warmupPeriodUsec)
        {
            using var acceptor = new Session(SenderCompId, TargetCompId, dictionary, false, SessionStorageType.MemoryBasedStorage);

            // See https://ref.onixs.biz/net-core-fix-engine-guide/articles/low-latency-best-practices.html.
            ConfigureLowLatencySettings(acceptor);

            acceptor.InboundApplicationMessage += OnInboundApplicationMessage;
            acceptor.BytesReceived += OnBytesReceived;
            acceptor.Error += OnError;
            acceptor.Warning += OnWarning;
            acceptor.ReceivingThreadAffinity = [1];
            acceptor.SendingThreadAffinity = [2];

            acceptor.LogonAsAcceptor();

            using var initiator = new Session(TargetCompId, SenderCompId, dictionary, false, SessionStorageType.MemoryBasedStorage);

            ConfigureLowLatencySettings(initiator);

            initiator.MessageSending += OnSendingMessage;
            initiator.Error += OnError;
            initiator.Warning += OnWarning;
            initiator.ReceivingThreadAffinity = [3];
            initiator.SendingThreadAffinity = [4];

            initiator.LogonAsInitiator(IPAddress.Loopback, Engine.Instance.Settings.ListenPorts[0], 0);

            active = true;

            Measure(initiator, order, numberOfMessages, sendPeriodUsec, warmupPeriodUsec);

            active = false;

            ready.Wait();

            initiator.Logout();
            acceptor.Logout();
        }

        /// <summary>
        /// Configures low-latency settings.
        ///
        /// See https://ref.onixs.biz/net-core-fix-engine-guide/articles/low-latency-best-practices.html.
        /// </summary>
        /// <param name="session"></param>
        private static void ConfigureLowLatencySettings(Session session)
        {
            session.ReceiveSpinningTimeout = 10000;
            session.ResendingQueueSize = 0;
            session.ReuseEventArguments = true;
            session.ReuseInboundMessage = true;
            session.ValidateRepeatingGroupEntryCount = false;
            session.ValidateCheckSum = false;
        }

        private static void SpinWait(int microseconds)
        {
            var start = TimestampHelper.Ticks;

            while (TimestampHelper.ElapsedMicroseconds(start) < microseconds)
                Thread.SpinWait(10);
        }

        private static void OnBytesReceived(ReadOnlySpan<byte> args)
        {
            if (!active)
                return;

            marks[counter].RecvStart = TimestampHelper.Ticks;
        }

        private static void OnInboundApplicationMessage(object sender, InboundMessageEventArgs args)
        {
            if (!active)
                return;

            marks[counter].RecvFinish = TimestampHelper.Ticks;

            ++counter;

            ready.Set();
        }

        private static void OnSendingMessage(object sender, MessageSendingEventArgs bytes)
        {
            if (!active)
                return;

            marks[counter].SendFinish = TimestampHelper.Ticks;
        }

        private static void OnError(object sender, SessionErrorEventArgs e)
        {
            WriteLine("Session Error: " + e);
        }

        private static void OnWarning(object sender, SessionWarningEventArgs e)
        {
            WriteLine("Session Warning: " + e);
        }

        private static void Measure(Session session, SerializedMessage order, int numberOfMessages, int sendPeriodUsec, int warmupPeriodUsec)
        {
            counter = 0;

            var clientIdRef = order.Find(Tag.ClientID);

            if (!clientIdRef.IsValid)
                throw new LatencyException("clientID field is not found");

            var clientIdKey = order.AllocateKey(clientIdRef);

            const string ShortClientId = "ClientID";
            const string LongClientId = "ClientIDClientIDClientIDClientID";

            for (var i = 0; i < numberOfMessages; ++i)
            {
                ready.Wait();
                ready.Reset();

                order.Set(clientIdKey, i % 2 == 0 ? ShortClientId : LongClientId);

                var currentMarkIndex = counter;

                marks[currentMarkIndex].SendStart = TimestampHelper.Ticks;
                session.Send(order);
                marks[currentMarkIndex].OverallSendFinish = TimestampHelper.Ticks;

                if (warmupPeriodUsec > 0)
                {
                    var start = TimestampHelper.Ticks;

                    do
                    {
                        SpinWait(warmupPeriodUsec);
                        session.WarmUp(order);
                    } while (TimestampHelper.ElapsedMicroseconds(start) < sendPeriodUsec);
                }
                else if (sendPeriodUsec > 0)
                {
                    SpinWait(sendPeriodUsec);
                }
            }
        }

        private static void ProcessAndReportDurations(string durationName, List<double> durations)
        {
            durations.Sort();

            WriteLine(
                    "\t{0,-22} min: {1,-8:F} median: {2,-8:F} 99%: {3,-8:F}",
                    durationName,
                    durations[0],
                    durations[durations.Count / 2],
                    durations[Convert.ToInt32(Math.Ceiling(durations.Count * 99 / 100.0)) - 1]
                );
        }

        private static void ReportResults(string testName, SessionTimeMarks[] marksArray, int count)
        {
            var baseName = testName + '_';

            using StreamWriter receiveStream = new(baseName + "recv.csv", true)
                , sendStream = new(baseName + "send.csv", true)
                , overallSendStream = new(baseName + "overallsend.csv", true)
                , oneWayStream = new(baseName + "oneway.csv", true)
                , sendAndReceiveStream = new(baseName + "sendrecv.csv", true);

            var sendDurations = new List<double>();
            var overallSendDurations = new List<double>();
            var receiveDurations = new List<double>();
            var sendAndReceiveDurations = new List<double>();
            var oneWayDurations = new List<double>();

            const int MaxNumberStringLength = 26;
            var buff = new char[MaxNumberStringLength];

            ReadOnlySpan<char> Format(double value)
            {
                const string NumberFormat = "0.000";

                if (value.TryFormat(buff, out var length, NumberFormat))
                    return new ReadOnlySpan<char>(buff, 0, length);

                return value.ToString(NumberFormat);
            }

            for (var i = 0; i < count; ++i)
            {
                var m = marksArray[i];

                var receiveDuration = m.RecvSpan / TimestampHelper.TicksPerMicrosecond;
                receiveDurations.Add(receiveDuration);
                receiveStream.WriteLine(Format(receiveDuration));

                var sendDuration = m.SendSpan / TimestampHelper.TicksPerMicrosecond;
                sendDurations.Add(sendDuration);
                sendStream.WriteLine(Format(sendDuration));

                var overallSendDuration = m.OverallSendSpan / TimestampHelper.TicksPerMicrosecond;
                overallSendDurations.Add(overallSendDuration);
                overallSendStream.WriteLine(Format(overallSendDuration));

                var sendAndReceiveDuration = sendDuration + receiveDuration;
                sendAndReceiveDurations.Add(sendAndReceiveDuration);
                sendAndReceiveStream.WriteLine(Format(sendAndReceiveDuration));

                var oneWayDuration = m.OneWaySpan / TimestampHelper.TicksPerMicrosecond;
                oneWayDurations.Add(oneWayDuration);
                oneWayStream.WriteLine(Format(oneWayDuration));
            }

            WriteLine("\r\n{0} (microseconds): ", testName);

            ProcessAndReportDurations("Engine Receive", receiveDurations);
            ProcessAndReportDurations("Engine Send", sendDurations);
            ProcessAndReportDurations("Engine Send+Receive", sendAndReceiveDurations);
            ProcessAndReportDurations("Overall Send", overallSendDurations);
            ProcessAndReportDurations("One-Way (Round-Trip/2)", oneWayDurations);
        }

        private static string GetLicenseStoreFolder()
        {
            var path = Path.Join(AppContext.BaseDirectory, "../../../../../../license");

            if (Directory.Exists(path))
                return path;

            // expecting it run after dotnet publish using default paths
            return Path.Join(AppContext.BaseDirectory, "../../../../../../../license");
        }

        private static string GetProductName()
        {
            var assemblyName = typeof(Engine).Assembly.GetName();
            return $"Latency Benchmark Sample\n\n{assemblyName.Name} version {assemblyName.Version}";
        }
    }

    [Serializable]
    public class LatencyException : Exception
    {
        public LatencyException(string message)
            : base(message)
        {
        }
    }
}