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WIP: Dynamic transaction thread pool#9536

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JosueNina wants to merge 1 commit into
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JosueNina:feature-dynamic-transaction-thread-pool
Open

WIP: Dynamic transaction thread pool#9536
JosueNina wants to merge 1 commit into
QuantConnect:masterfrom
JosueNina:feature-dynamic-transaction-thread-pool

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Description

When the brokerage supports concurrency, the transaction handler used a fixed number of threads. This replaces that with a worker pool that starts at minimum-transaction-threads (2) and grows on demand up to maximum-transaction-threads (10) when the workers are busy.

The logic lives in a new generic DynamicWorkerPool<T> class. All requests for the same order are routed to the same queue and processed in order, one at a time, as the pool grows. The synchronous backtest path is unchanged

Motivation and Context

N/A

Requires Documentation Change

N/A

How Has This Been Tested?

It was tested using unit tests.

Types of changes

  • Bug fix (non-breaking change which fixes an issue)
  • Refactor (non-breaking change which improves implementation)
  • Performance (non-breaking change which improves performance. Please add associated performance test and results)
  • New feature (non-breaking change which adds functionality)
  • Breaking change (fix or feature that would cause existing functionality to change)
  • Non-functional change (xml comments/documentation/etc)

Checklist:

  • My code follows the code style of this project.
  • I have read the CONTRIBUTING document.
  • I have added tests to cover my changes.
  • All new and existing tests passed.
  • My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>

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