Implementing Low-Latency Electronic Trading with FIX load balancing

For example, this iRule sends messages from each of three senders to a specific server pool. Messages from any other senders revert to the default pool in a virtual server that uses this iRule. The iRule also logs a message to indicate that a new FIX stream has opened:

when FIX_HEADER {
    set MsgType [FIX::tag get 35]
    if { $MsgType eq "A" } {  # an A message is a logon message
        # record the sender and the target
        set SenderCompID [FIX::tag get 49]
        set TargetCompID [FIX::tag get 56]
        
        # log the event locally - a new FIX stream is being created
        log "FIX header: Sender $SenderCompID, Target $TargetCompID"
        
        # log the event with High Speed Logging (HSL), too
        set hsl [HSL::open -proto UDP -pool syslog_server_pool]
        HSL::send $hsl "[IP::client_addr]: Sender $SenderCompID, Target $TargetCompID\n"
        
        # choose a server pool based on the name of the sender
        switch $SenderCompID {
            "Fred's Bank"   { pool FIX1 }
            "Wilma's Bank"  { pool FIX2 }
            "Barney's Bank" { pool FIX3 }
        }
    }
}                

The iRule may be able to explicitly send the flow down to the ePVA, rather than doing it automatically. This explicit control is only possible if you set it in the Fast L4 profile. In the following example, the rule does not release the flow unless it encounters a FIX packet from a sender named "Mr. Slate's Bank". You must release the flow on both the client side (with the CLIENT_ACCEPTED event) and the server side (in the SERVER_CONNECTED event):

when CLIENT_ACCEPTED {
    # prepare for releasing the flow down to the ePVA
    BIGTCP::release_flow
}

when FIX_HEADER {
    # (same as above example, with an additional sender)
    set MsgType [FIX::tag get 35]
    if { $MsgType eq "A" } {  # an A message is a logon message
        # record the sender and the target
        set SenderCompID [FIX::tag get 49]
        set TargetCompID [FIX::tag get 56]
        
        # log the event - a new FIX stream is being created
        log "FIX header: Sender $SenderCompID, Target $TargetCompID"
        
        # choose a server pool based on the name of the sender
        switch $SenderCompID {
            "Fred's Bank"      { pool FIX1 }
            "Wilma's Bank"     { pool FIX2 }
            "Barney's Bank"    { pool FIX3 }
            "Mr. Slate's Bank" { pool FIX4 }
        }
    }
}

when SERVER_CONNECTED {
    if {$SenderCompID eq "Mr. Slate's Bank"}{ 
        # Mr. Slate's Bank sent this, so lower the latency
        log local0. "Detected $SenderCompID - releasing flow to ePVA"
        BIGTCP::release_flow
    }
}                   

The previous code sends all FIX streams through standard FIX-profile processing except the one(s) from "Mr. Slate's Bank", which goes through the ePVA.