understood.. I appreciate your help with this. thanks Nishant
On Fri, Apr 26, 2013 at 9:21 AM, Eric Hill <[email protected]> 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 <[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 > >
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