[zeromq-dev] Basic questions about PUB-SUB

[Eric Hill]

Place a broker between your publisher and subscribers.  Have your broker
subscribe to every transaction your publishers send.  Publishers send every
trade prefixed with T (TAAPL500.00) and every quote prefixed with Q
(QAAPL).  Your broker re-publishes those, and also publishes the message
replacing the type (first character) with an asterisk.  TAAPL500.00 ->
*AAPL500.00 and QAAPL -> *AAPL.

Then:

a) everything - Subscribe to ""
b) everything for a symbol (AAPL) - Subscribe to "*AAPL"
c) all trades for all symbols - Subscribe to "T"
d) all quotes for all symbols - Subscribe to "Q"
e) trades only for a symbol AAPL - Subscribe to "TAAPL"



On Fri, Apr 26, 2013 at 7:45 AM, Nishant Mittal <nmittal at rblt.com> wrote:

> Pieter thanks for the answers. on #3..
> I am publishing market data (trades & quotes) for all symbols. the
> requirement is that a subscriber can subscribe to say
> a) everything
> b) everything for a symbol (AAPL)
> c) all trades for all symbols
> d) all quotes for all symbols
> e) trades only for a symbol AAPL
>
> the way I was hoping to "solve" this was by adding 2 extra frames to my
> payload frame. trades will be marked as "+", quotes with a "-".. so for
> example when publishing a trade for AAPL will send out...
> frame 1: +AAPL
> frame 2: AAPL
> frame 3: <pay load>
>
> similarily when publishing a quote ...
> frame 1: -AAPL
> frame 2: AAPL
> frame 3: <pay load>
>
> now for the above use cases the subscriber could subscribe to...
> a) ""
> b) "AAPL"
> c) "+"
> d) "-"
> e) "+AAPL"
>
> but if the filtering only looks at first frame this clearly wont work..
> how do you suggest I achieve this?
>
> thanks
> Nishant
>
>
> On Fri, Apr 26, 2013 at 8:34 AM, Pieter Hintjens <ph at imatix.com> wrote:
>
>> On Fri, Apr 26, 2013 at 2:19 PM, Nishant Mittal <nmittal at rblt.com> wrote:
>> > In a pub sub scenario in 3.2.2
>> > 1) does the filtering happen on the Publisher (i think yes) or the
>> > Subscriber?
>>
>> Yes, the publisher filters.
>>
>> > 2) does number of subscribers effect performance of the publishers (I
>> think
>> > yes, as the pub has to filter/send msgs to all subscribers)
>>
>> Not really, your network will saturate before the publisher is affected.
>>
>> > 3) I send out 3 part msgs.. 1st 2 parts are really for filtering and
>> the 3rd
>> > part is a binary object.. when I subscribe.. would zeromq try to match
>> with
>> > all 3 parts?..
>>
>> No. the match stops at the end of the first frame in the worst case
>> (and stops when it mismatches a single octet anyhow).
>>
>> -Pieter
>> _______________________________________________
>> zeromq-dev mailing list
>> zeromq-dev at lists.zeromq.org
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>>
>
>
>
> --
> *Nishant Mittal*
> Director, Product Development
> *Rosenblatt Securities Inc*.
> 20 Broad Street
> New York, NY 10005
>
> Direct: 212-607-3159
> Mobile: 646-504-2629
>
> _______________________________________________
> zeromq-dev mailing list
> zeromq-dev at lists.zeromq.org
> http://lists.zeromq.org/mailman/listinfo/zeromq-dev
>
>
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