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Andy Malakov edited this page Nov 13, 2013 · 36 revisions

Install

Download and install libpcap. Windows users should install winpcap.

Compile

###Ant users Build using Apache Ant:

cd fix-latency-meter
ant build

###Maven users

TODO

Run

Live traffic monitoring

If your computer has multiple network adapters or VPN software, you need to obtain a list of network interfaces. Run bin\live-traffic.cmd without arguments:

cd bin
live-traffic

You will see an output like:

Network devices found:
#0: \Device\NPF_{0093D9BE-190D-4B59-BF8F-D9CE04004DBE} [Marvell Yukon Ethernet Controller.]
#1: \Device\NPF_{BC81C4FC-242F-4F1C-9DAD-EA9523CC992D} [Intel(R) PRO/100 VE Network Connection (Microsoft's Packet Scheduler) ]

You will need interface ID to setup live capture (zero-based index of adapter in the above list).

Command line arguments:

  1. Interface to monitor traffic on (let's use interface #0).
  2. Source port number for inbound traffic (2509).
  3. FIX Tag value containing correlation ID in inbound messages (We specified tag QuoteEntryID(299)).
  4. Destination port number for outbound traffic (2508).
  5. FIX Tag value containing correlation ID in outbound messages (We specified tag QuoteID(117)).
  6. Capture filter
  7. Optional parameter specifying CSV file to produce.

live-traffic 0 2509 299 2508 117 "(tcp src port 2509) or (tcp dst port 2508)" latency.csv

TODO: Generate capture filter automatically?

Captured traffic processing

This tool can also process previously captured network traffic. For example you can setup your own capture using Wireshark or TCPDump and later process it via this tool.

Command line syntax is similar

cd bin
filed-traffic 0 2509 299 2508 117 latency.csv

##Known limitations

  • This tool cannot handle large FIX messages. That is we currently do not re-assemble large FIX messages that were split between multiple TCP packets. We assume that your network's layer maximum packet size (MTU) is large enough to fit FIX messages that you are capturing. This should be true for most FIX traffic, with exception of SecurityDefinition(d) and MarketData-Snapshot/FullRefresh(W) messages containing many repeating groups. Default MTU size on Windows is 1500 bytes and can be set in Windows registry.
  • This tool cannot process SSL-encrypted traffic. If your broker/market data provider requires SSL connection you can use STUNNEL gateway to unwrap SSL encryption.
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