[zeromq-dev] Basic questions about PUB-SUB

[Nishant Mittal]

Eric, then for a) i will have to subscribe to "*" otherwise i'll get all
msgs twice. also why do I need a broker in the middle.. the publisher
itself can publish 2 copies.. one with T (or Q) and the other with *..rt?

thanks
Nishant


On Fri, Apr 26, 2013 at 9:10 AM, Eric Hill <eric at ijack.net> wrote:

> 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
>>> http://lists.zeromq.org/mailman/listinfo/zeromq-dev
>>>
>>
>>
>>
>> --
>> *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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>
>


-- 
*Nishant Mittal*
Director, Product Development
*Rosenblatt Securities Inc*.
20 Broad Street
New York, NY 10005

Direct: 212-607-3159
Mobile: 646-504-2629
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