[zeromq-dev] Basic questions about PUB-SUB

[Nishant Mittal]

understood.. I appreciate your help with this.

thanks
Nishant


On Fri, Apr 26, 2013 at 9:21 AM, Eric Hill <eric at ijack.net> wrote:

> Sorry, you are correct about a).  I missed the asterisk.
>
> While the publisher can publish 2 copies, I like to separate concerns of
> the code.  In my opinion, the publisher should only publish what actually
> happened.  The duplication for the purposes of receiving the messages is a
> different feature and should not taint the publisher code.  Hence the
> broker.  You can have the broker live on the same machine if you'd like.
>  It's just a way to keep the code organized.
>
>
>
> On Fri, Apr 26, 2013 at 8:18 AM, Nishant Mittal <nmittal at rblt.com> wrote:
>
>> 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
>>
>> _______________________________________________
>> zeromq-dev mailing list
>> zeromq-dev at lists.zeromq.org
>> http://lists.zeromq.org/mailman/listinfo/zeromq-dev
>>
>>
>
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