Is QWFIX a memory hog? We've got concerns about memory requirement from several users. The short answer is no!
We have a unique design that features aggressive in memory cache of FIX messages. However, the maximum memory allocated for FIX message cache can be controlled during application initialization with one line of code.
FIXEngine.InitMessageCache
Developer can even completely disable the message cache. In that case our FIX engine will just behave like other FIX engines. Even the performance is no worse than other FIX engines.
Depending on your daily trading volume, our QWFIX Order Management (OMS) will increase memory usage linearly as the trading volume increases.
32-bit platforms has only 2-3.5GB of available address space. It will certainly limit the capacity. The capacity limit of QWFIX OMS on 32 bit machine is about 5-15 million FIX messages. You will find other systems have even lower capacity at the speed of over 10 times slower than our product.
We recommend switching to 64-bit platform and equip your hardware with the amount of system memory that matches your daily trading volume for optimal performance.
No one whould expect a trading system to handle millions of trades running on a cell phone with 128MB of memory.
With our system, a machine with 32 cores and 256 GB of memory can handle the entire order flow of the biggest brokerage in the world, completely in memory. The hardware cost is about 30,000-50,000 dollars in this case, which is negligible.