How is it possible to tell whether my sphinx search server is maxed out with connections? Is there any logging done by searchd automatically and is there any logging that I can do in my application to check if the error was caused by the search server being maxed out with connections or some other reason.
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You should be logging the output of GetLastError when queries fail.
http://sphinxsearch.com/docs/current.html#api-func-getlasterror
Also could log getLastWarning. You can call it after every query, and log it if not empty.