[zeromq-dev] Basic questions about PUB-SUB

Fri Apr 26 16:08:48 CEST 2013

great.. thanks again

On Fri, Apr 26, 2013 at 10:07 AM, Eric Hill <eric at ijack.net> wrote:

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