OnixS .NET FIX Engine vs QuickFIXn performance comparison - updated

Written by Admin | Jun 12, 2024 1:30:00 PM

The OnixS FIX Engine SDKs include reference implementation source code samples that are an aid for developers to quickly get familiar with, and then adapt to the target contexts.

One of those samples includes performance benchmarks.

We’re often asked, “what is your performance like?”

The best answer is to measure it yourself using the included reference implementation benchmark samples on the target platform(s).

That remains the recommendation, but these are some performance comparison numbers that we are commonly asked about so we’re sharing them here.

Hardware

Intel(R) Core(TM) CPU i-12900KA @ 3.4GHz

Software

Ubuntu 22.04

OnixS FIX Engine for .NET v 1.14.0
QuickFIXn.Core v 1.11.2

.NET Runtime 6.0

Throughput (msg/sec)

Message length: 131 bytes.

Mode	OnixS	QuickFIXn	Times OnixS faster
Send side	1 824 000	129 437	14x
Receive side	1 395 000	129 893	14x

Latency (microseconds)

Message length: 144 bytes.

Mode	OnixS	QuickFIXn	Times OnixS faster
Internal send min	0.24	0.739	3x
Internal send median	0.29	0.876	3x
Internal send 99%	0.42	1.170	2.7x
Overall send min	1.63	34.342	21x
Overall send median	1.83	35.436	19x
Overall send 99%	3.04	94.748	31x
RTT/2 min	2.47	17.370	7x
RTT/2 median	3.39	18.649	5.5x
RTT/2 99%	4.57	55.410	12x

Parsing (msg/sec)

Message size	OnixS	QuickFIXn	Times OnixS faster
Small (106 bytes)	4 635 000	734 975	6x

Notes:

There is no ability to measure internal receive latency in QuickFIXn because there is no onReceivedBytes analog as in the OnixS FIX Engine.
The QuickFIXn internal send latency, unlike the OnixS FIX Engine internal send latency, does not include the outgoing message serialisation and session storage latencies because the toApp callback is called before these processes.

View full post