[zeromq-dev] Basic questions about PUB-SUB

Fri Apr 26 16:07:31 CEST 2013

That looks like it will work fine. When you add a new trade type (limit,
watch, short, fail, etc), you'll need to update your subscribers for each
type.
On Apr 26, 2013 8:58 AM, "Nishant Mittal" <nmittal at rblt.com> wrote:

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