[zeromq-dev] choosing the right 0MQ pattern

jimy jimy.zoung-kalack-ext at sgcib.com
Thu Aug 11 12:41:14 CEST 2011

Hi all
I am newbie and looking for the right 0mq pattern that suits my use case

Case (C# / Windows)
9 clients (Alpha) each client per machine(windows)
3 serveurs (VWapServer)-Windows
1 market data feed serveur (FeedServer) provided by Fidessa

each VWapServer is connected to Feedserver via OpenAccess connection)
an alpha client could talk to any VWapServer.

here is the flow.
1- a client sends to VWapSer an order(pricelimit, trade, trading period)
2- the VWapServer forwards this order to the Fesedserver.
3- during the trading period, as soon as a matching trade occurs in the 
market,it is sent to the VWapServer.
4- the VWapServer calculates the price and volume and sends the result to the 

a)- the VWapServer will not wait for the end period to send the result to the 
client, but everytime Fidessa sends a matching trades
b)- the client can send 10.000 orders a day
c)- an API provided by Fidessa will be used between VWapServer and FeddServer

Constrainst: this is a realtime application and information received too late 
is useless for trader.
what I am looking for is the right OMQ pattern to choose.

Best regard.

More information about the zeromq-dev mailing list