Hi
I am writing an app that is based on a simple stock market trading software. It will communicate with the markets using the FIX protocol (compressed XML messages). I am using an intermediate piece of software, for my programme to communicate with through its API, which will in turn translate in to FIX.
I have most of the functionality working, my problem lies with the speed. Basically for every message I send the intermediate software, it returns one back. As I initially send it 2000 messages, my programme has to process lots of incoming messages. Every time the intermediate sends a message, it triggers an event, which in turn calls methods to update various parts of the programme.
I am relatively new to vb.net and have been finding it hard to find solutions to optimize and improve performance. I have been reading a lot about threads and initially thought that it may be a solution, but am not too sure how to implement if it is. I tried to create a new thread every time the API raises a new event, but this didn’t seem to help, if anything slowed it down. Is there a way to route the each process to an already running thread, so that it can immediately concentrate on processing the next message.
Any help or views would be much apprediated
Thanks very much in advance
I am writing an app that is based on a simple stock market trading software. It will communicate with the markets using the FIX protocol (compressed XML messages). I am using an intermediate piece of software, for my programme to communicate with through its API, which will in turn translate in to FIX.
I have most of the functionality working, my problem lies with the speed. Basically for every message I send the intermediate software, it returns one back. As I initially send it 2000 messages, my programme has to process lots of incoming messages. Every time the intermediate sends a message, it triggers an event, which in turn calls methods to update various parts of the programme.
I am relatively new to vb.net and have been finding it hard to find solutions to optimize and improve performance. I have been reading a lot about threads and initially thought that it may be a solution, but am not too sure how to implement if it is. I tried to create a new thread every time the API raises a new event, but this didn’t seem to help, if anything slowed it down. Is there a way to route the each process to an already running thread, so that it can immediately concentrate on processing the next message.
Any help or views would be much apprediated
Thanks very much in advance
