README.md

fixsed

usage: fixsed [--help] [--log-level <level>] [--log-path <directory>] [--pretty] --in [address:]port --out address:port [--script-path <path>] --script <filename>
  --help                display usage
  --pretty              pretty print messages
  --in arg              listen [address:]port eg. hostname:8888 or 8888
  --out arg             remote address:port h eg. hostname:6666
  --bind arg            local address[:port] to bind for outgoing connection 
                        eg. hostname:6666
  --script-path arg     the directory to load scripts from - defaults to .
  --script arg          the filename of the lua script in --script-path to load
  --log-level arg       the minimum log severity to include in the logger 
                        output. (trace|debug|info|warning|error|critical)
  --log-path arg        the directory to write log files in

• fixsed does not participate in the FIX session protocol other than rewriting the BodyLength and Checksum fields of each message.
  • Be careful not to edit session fields such as MsgSeqNum unless you know what you're doing.
  • There is no mechanism to drop or reject messages - this would break the session protocol.

Logging

function initiator_read()
    log_trace("initiator read")
    log_debug("initiator read")
    log_info("initiator read")
    log_warn("initiator read")
    log_error("initiator read")
    log_fatal("initiator read")
end

function acceptor_read()
    log_trace("initiator read")
    log_debug("initiator read")
    log_info("initiator read")
    log_warn("initiator read")
    log_error("initiator read")
    log_fatal("initiator read")
end

Performance

fixsed is built open libcrocofix and so it contains the USDT probes described here.

It also has it's own probes for measuring the execution time of the lua scripts it calls.

provider fixsed 
{
	/* 
	 * This pair of probes can be used to measure the time it takes a lua script to 
	 * process a message. 
	 */
	probe script__call(char* SenderCompID, char* TargetCompID, char* MsgType);
	probe script__return(char* SenderCompID, char* TargetCompID, char* MsgType);
};

In the crocofix/performance directory there are sample scripts for both dtrace and ebpf that demonstrate the use of the probes. There are comments in the scripts demonstrating their use.

dtrace

#
# This script measures the time it takes fixsed to process each message that passes through it 
# with the configured lua script.
#
fixsed_message_processing.d

% sudo ./fixsed_message_processing.d -p 7461
Password:
dtrace: system integrity protection is on, some features will not be available

dtrace: script './fixsed_message_processing.d' matched 9 probes
^C
CPU     ID                    FUNCTION:NAME
  4      2                             :END 
Messages

  1                                                                 4
  A                                                                 4
  0                                                                12
  D                                                               122
  8                                                               688

Max Script Time (microseconds)

  1                                                                53
  A                                                                69
  0                                                               151
  8                                                               218
  D                                                               244

Average Script Time (microseconds)

  8                                                                43
  1                                                                47
  A                                                                57
  0                                                                77
  D                                                                77

Min Script Time (microseconds)

  8                                                                27
  0                                                                35
  1                                                                41
  A                                                                46
  D                                                                59


  Script Execution Times (microseconds)             
           value  ------------- Distribution ------------- count    
               8 |                                         0        
              16 |@@@@@@@@@                                92       
              32 |@@@@@@@@@@@@@@@@@@@@@@@@@@               269      
              64 |@@@@                                     42       
             128 |@                                        12       
             256 |                                         0