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by catern 1855 days ago
The added support for FIX is interesting. As far as I can tell it's just TCP-level load balancing, is that right? HAProxy doesn't have the ability to, say, distribute each incoming order to a different backend server?
1 comments

It has the ability to route by FIX tags. You can find an example here [1]

[1] https://www.haproxy.com/blog/haproxy-enterprise-2-3-and-hapr...

Sure, I saw that example. Maybe let me put it a different way: if a client has one inbound FIX connection to HAProxy, can HAProxy connect to N backend servers and send each FIX message from the single client connection to a different backend?
It seems like it could:

  use_backend fix_servers_a if { var(txn.sendercompid) -m str firmA }
    default_backend fix_servers_b
Then "fix_servers_a" could be defined as a round-robin backend.
I have not tested that use case but I do not think so. It has the ability to parse FIX tag values and make routing decisions from the initial Logon message.