I just spent a stupid amount of time trying to figure why Nginx was failing to cache my Django app responses. The Django app is running as a FastCGI backend and I have Nginx using the fastcgi_cache directive to cache responses.
The answer is that Nginx since version 0.8.44 does not cache backend responses if they have a “Set-Cookie” header. This makes perfect sense because you don’t want a response which sets a cookie to be cached for subsequent requests, but I was stupid because I had totally forgotten that my Django app was using a POST form for all responses for non-authenticated clients (due to how Django’s CSRF middleware does its stuff).
The solution was to change the app so that it uses the GET method on the form in question, which in this case is fine from a security point-of-view.
The moral of this story is I should pay attention to my HTTP response headers and that I am badly short-sighted both figuratively and literally. With that fixed the site has gone from 15 requests per second to ~2000 requests per second!