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 <[email protected]> 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 <[email protected]> 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 <[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 >>> >>> >> >> _______________________________________________ >> 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 > >
_______________________________________________ zeromq-dev mailing list [email protected] http://lists.zeromq.org/mailman/listinfo/zeromq-dev
