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POHigh Frequency Data Listener TCP Overload on WIndows 7
 

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  1. POHigh Frequency Data Listener TCP Overload on WIndows 7
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    <p>I have coded a c# based listener to retrieve data from a stock market server. The problem is, after monitoring through WireShark, TCP window gets full, meaning that the receiving host (me) has trouble processing incoming data fast enough. <br><br> I Know my data provider has disabled TCP acknowledgement from his side, so basically he just pushes TCP Packets and looks if they are "still there" : If he detects that they were not processed after a certain amount of time, connection is simply shut down.</p> <p>I really don't know what to do, Ive disabled Windows 7's Auto Scale Tuning and also Heuristics, but that did not have any effect. I also noticed that there is no way to set TPC Windows Size (RWIN) on Windows 7.</p> <p>I Know this is not a programming related question <em>per se</em> but it is somehow, because this is critical from the code point of view.</p> <p><strong>EDIT</strong><br> A responder stated : "your application is not pulling data out of it fast enough" This is fairly interesting, but I have no real idea on how to optimize this :</p> <pre><code> private class IoContext { // The socket used for the operation: public Socket _ipcSocket; // The buffer used for the operation: public VfxMsgBlock _ipcBuffer; public IoContext(Socket socket, VfxMsgBlock buffer) { _ipcSocket = socket; _ipcBuffer = buffer; } } private void InitiateRecv(IoContext rxContext) { rxContext._ipcSocket.BeginReceive(rxContext._ipcBuffer.Buffer, rxContext._ipcBuffer.WrIndex, rxContext._ipcBuffer.Remaining(), 0, CompleteRecv, rxContext); } private void CompleteRecv(IAsyncResult ar) { IoContext rxContext = ar.AsyncState as IoContext; if (rxContext != null) { int rxBytes = rxContext._ipcSocket.EndReceive(ar); if (rxBytes &gt; 0) { //Adjust the write index in the message block: rxContext._ipcBuffer.WrIndex = rxContext._ipcBuffer.WrIndex + rxBytes; //(...) Do Stuf here with data rxContext._ipcBuffer.Crunch(); //Initiate another asynchronous read: InitiateRecv(rxContext); } } } </code></pre> <p><strong>EDIT 2</strong> <br> In response to Len Holgate : </p> <p>I changed/checked the Recv Buffer size directly via c# property (got some troubles using GetSocketOption/SetSocketOption)</p> <p>I can notice a slight performance change when I vary the Socket Buffer size, ie connection drops after 10mn with a big bufer (1000000) rather than 3mn (using 10240 or less (even 0, I don't know why... weird))</p> <p>Here is the first WireShark log I am getting : </p> <pre><code>[SYN, ACK] Seq=0 Ack=1 Win=5840 Len=0 MSS=1380 SACK_PERM=1 WS=128 </code></pre> <p>It doesn't change whatever the Socket's receive buffer size</p> <p>About Windows 7 &amp; TCP Windows size, I meant than the re-write of TCP Management in Windows resulted in it being scaled automatically, and no registry parameter is available to set it "by hand". <br> However, you are right : On a per-socket basis, it is adjustable using the receive buffer size.<br> Source <a href="http://www.227volts.com/?p=802" rel="nofollow">here</a> among others</p>
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    1. COCan we see all of the connection handshake please. Have you tried setting the Win 7 auto tuning back on ? If you remove your 'business logic' and just pull data as fast as you can do you still fall behind? What network utilisation are you seeing? Does the wireshark log show a `zero window` just before disconnect?
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      1. POHigh Frequency Data Listener TCP Overload on WIndows 7
      1. USLen Holgate
    2. COcan you show the entire block of code that includes you creating the socket, setting the options and then listening...
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      1. USLen Holgate
 

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