How to build an automated system

Discussion in 'App Development' started by hft_boy, Feb 4, 2013.

  1. hft_boy

    hft_boy

    Okay, I got confused. Obviously shared memory doesn't work between different computers because it's impossible. I meant that when they are on the same machine they are not that different; eventually there is going to be some shared memory somewhere whether it's in the kernel or in userland. In the Linux kernel they use these sk_buff things which are the shared memory.

    Also I'm interested in the code backing this benchmark of yours; do you want to share the code here or send via PM? I just can't believe you're not sacrificing latency for throughput; on my machine going through the networking stack is about 10 microseconds as measured by half of round trip ping time.
     
    #51     Feb 10, 2013
  2. hft_boy

    hft_boy

    I haven't used it, but what I gather is that it's an abstraction layer over sending messages via sockets.
     
    #52     Feb 10, 2013
  3. Throughput is measured in MB/s that's why I did not get you, that is 16 million messages by 16 bytes per second equals 256MB/s.

    Do you know your latency?
     
    #53     Feb 10, 2013
  4. I wish we saw more fights and standoffs like this around ET, not only are they hella interesting but I'm actually learning something by reading through them.
     
    #54     Feb 10, 2013
  5. hft_boy

    hft_boy

    Stop trolling. Your advice is not valuable; from what I've seen you post things with no content whatsoever. Although it does sound like you have a chip on your shoulder.
     
    #55     Feb 10, 2013
  6. Thanks for that. Still not sure I'm quite grasping its value, however. Perhaps using my caveman ATS as an example, someone could point out what ZeroMQ does differently and/or better.

    I have a thread that does nothing but read sockets messages coming in from my data feed and pass them to one of 8 queues (say one queue per algo). Each of those queues has its own consumer thread which will pull a quote/trade/etc message off the queue and execute the algo logic -- if warranted, it sends an order messages to the single "order processing queue". This queue also has its own consumer thread which will run some risk checks and send an order to my broker if appropriate.

    Which, if any, of these elements would ZeroMQ replace?

    Again, appreciate any input...just trying to learn some stuff.
     
    #56     Feb 10, 2013
  7. hft_boy

    hft_boy

    Check out some samples here
     
    #57     Feb 10, 2013
  8. Thanks for trying...but what fourth grader knows what an abstraction layer is? Certainly not this one...ha
     
    #58     Feb 10, 2013
  9. The whole queue. Your dispather would get messages from data feed / exhcnage, and put hem into MQ.

    What MQ does is abstract the whole comunication - between languages, between machines. A lot of handcoding, when to be done properly. On your one machine system that gives little, try handcoding a robust messge bus for 30 machines.
     
    #59     Feb 10, 2013
  10. hftvol

    hftvol

    Lol, let me CITE your posts that you claim were "generous", valuable advise in this thread:

    (1)
    02-07-13 07:36 PM
    welcome to reality, where things are complex.

    (2)
    02-07-13 07:38 PM
    o rly? stop firing off buzzwords like its an exam. boost has been around for over 5 years now. fail.

    (3)
    02-05-13 09:21 PM
    was entertaining listening to the ramblings of a crazy man

    This is all you had to contribute in this thread. Moron!!!







     
    #60     Feb 10, 2013