FIX Engine Threading Models : OnixS .NET FIX Engine
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FIX Engine Threading Models

FIX Engine threading model depends on the following configurational or session parameters:

  • ListenPort - If the parameter is greater than zero the FIX Engine creates an addition thread for the incoming connections process.
  • Connection.Mode - If the parameter is the DedicatedThreads 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. If the parameter is the ThreadPool the FIX Engine creates the thread pool and shares it between all sessions. The maximum threads number in the thread pool depends on the ThreadPoolSize parameter. 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. Additionally there is the MessageGrouping parameter which affects to 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.
  • storageType - If the AsyncFileBasedStorage 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.