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 <[email protected]> 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 <[email protected]> wrote: > >> On Fri, Apr 26, 2013 at 2:19 PM, Nishant Mittal <[email protected]> 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 >> [email protected] >> 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 > [email protected] > http://lists.zeromq.org/mailman/listinfo/zeromq-dev > >
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