[zeromq-dev] Basic questions about PUB-SUB

[Nishant Mittal]

Eric, just had my coffee and have a better solution...
trades go with +AAPL
quotes go with -AAPL

then

a) everything:  subscribe to "+" and "-"
b) everything for a symbol (AAPL): subscribe to "+AAPL" and "-AAPL"
c) all trades for all symbols: subscribe to "+"
d) all quotes for all symbols: subscribe to "-"
e) trades only for a symbol AAPL: subscribe to "+AAPL"

right?

thanks
Nishant


On Fri, Apr 26, 2013 at 9:23 AM, Nishant Mittal <nmittal at rblt.com> wrote:

> 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
>>>>>
>>>>>
>>>>
>>>> _______________________________________________
>>>> 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
>>>
>>>
>>
>> _______________________________________________
>> zeromq-dev mailing list
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>> http://lists.zeromq.org/mailman/listinfo/zeromq-dev
>>
>>
>
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