[zeromq-dev] Basic questions about PUB-SUB

[Nishant Mittal]

thanks for confirming.


On Fri, Apr 26, 2013 at 10:03 AM, Parag Patel <Parag.Patel at fusionts.com>wrote:

>  I agree with this. This is something similar to what we’re doing with
> our quotes and trades.****
>
> ** **
>
> *From:* zeromq-dev-bounces at lists.zeromq.org [mailto:
> zeromq-dev-bounces at lists.zeromq.org] *On Behalf Of *Nishant Mittal
> *Sent:* Friday, April 26, 2013 9:58 AM
> *To:* ZeroMQ development list
> *Subject:* Re: [zeromq-dev] Basic questions about PUB-SUB****
>
> ** **
>
> 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
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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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> 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****
>
> ** **
>
> ** **
>   **
>
> _______________________________________________
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> 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
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