I agree with this. This is something similar to what we're doing with our quotes and trades.
From: [email protected] [mailto:[email protected]] 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 <[email protected]<mailto:[email protected]>> wrote: understood.. I appreciate your help with this. thanks Nishant On Fri, Apr 26, 2013 at 9:21 AM, Eric Hill <[email protected]<mailto:[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]<mailto:[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]<mailto:[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]<mailto:[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]<mailto:[email protected]>> wrote: On Fri, Apr 26, 2013 at 2:19 PM, Nishant Mittal <[email protected]<mailto:[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]<mailto:[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]<mailto:[email protected]> http://lists.zeromq.org/mailman/listinfo/zeromq-dev _______________________________________________ zeromq-dev mailing list [email protected]<mailto:[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]<mailto:[email protected]> http://lists.zeromq.org/mailman/listinfo/zeromq-dev _______________________________________________ zeromq-dev mailing list [email protected]<mailto:[email protected]> http://lists.zeromq.org/mailman/listinfo/zeromq-dev
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