[zeromq-dev] inproc: passing pointer VS zero-copy VS regular send?

[Oleg Vazhnev]

Hi,

In my financial software I receive quotes from stock exchange. Each 
update is something like that:

struct OrderUpdate {
     uint32_t instrumentId;
     uint32_t MDEntryID;
     uint32_t MDUpdateAction;      // 0 - New 1 - Change 2 -Delete
     double /*decimal*/ MDEntryPx;
     double /*decimal*/ MDEntrySize;
     uint32_t RptSeq;
     uint32_t MDEntryTime;
     uint32_t OrigTime;
     char MDEntryType;
};

I do not instatiate this structure at runtime, instead i pre-allocate 
and reuse/reconfigure it (currently I actually have only ONE instance of 
this structure and reconfigure it every time).

I'm going to use "inproc" binding.

I need to pass this structures from c++ to c# (later c++ to c++ cause 
will move to Linux).

So far it seems I have these options:

  - pass pointer (asynchronous? likely need to create ring-buffer of 
strucutres)
  - pass structure itself but use "zero-copy" (asynchronous? need 
ring-buffer?)
  - use regular "send" (if it's enough to have one instance of structure 
then? at what point I can reuse it?)

As i'm absolutely novice in ZeroMQ it's hard for me to understand all 
pros and cons of each approach, so looking for help from experts. I 
guess that my problem is pretty general and so some "recommended" 
solution exist.

Also what's better to use in my situation PUB-SUB or PUSH-PULL?

Thanks!
  Oleg