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Example of High-Speed Subscriber Patterns in ZeroMQ

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ryansmccoy/zmq-high-speed-subs

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Example of High-Speed Subscribers (Black Box Pattern) in ZeroMQ

The Simple Black Box Pattern

"A common use case for pub-sub is distributing large data streams like market data coming from stock exchanges. A typical setup would have a publisher connected to a stock exchange, taking price quotes, and sending them out to a number of subscribers. If there are a handful of subscribers, we could use TCP. If we have a larger number of subscribers, we'd probably use reliable multicast, i.e., PGM." - ZeroMQ Guide

Setup Environment & Run Example (Windows):

git clone https://github.com/ryansmccoy/zmq-high-speed-subscd zmq-high-speed-subsconda create -n zmq-high-speed-subs python=3.8 pyzmq pandas numpy -yactivate zmq-high-speed-subspip install -r requirements.txt

Setup Environment & Run Example (Linux):

git clone https://github.com/ryansmccoy/zmq-high-speed-subscd zmq-high-speed-subsconda create -n zmq-high-speed-subs python=3.8 pyzmq pandas numpy -ysource activate zmq-high-speed-subspip install -r requirements.txt

To run, open seperate terminal windows, run:

Publisher

$   activate zmq-high-speed-subs$   python zmq_high_speed_subs\publisher_fakefeed.pyOutput:    2019-07-31 06:21:45,898 INFO     [Publisher-1(30632)]    2019-07-31 06:21:45,967 INFO     [Publisher-1(30632)]    2019-07-31 06:21:45,986 INFO     [Publisher-1(30632)] Time Elapsed: 10.1 seconds    2019-07-31 06:21:46,018 INFO     [Publisher-1(30632)] Messages During Period:       55008    2019-07-31 06:21:46,026 INFO     [Publisher-1(30632)] Messages Per Second:  5443.9    2019-07-31 06:21:46,032 INFO     [Publisher-1(30632)]    2019-07-31 06:21:46,041 INFO     [Publisher-1(30632)] Total Messages Published:    32950459    2019-07-31 06:21:46,059 INFO     [Publisher-1(30632)]    2019-07-31 06:21:46,065 INFO     [Publisher-1(30632)]

Subscriber-to-Pusher

$   activate zmq-high-speed-subs$   python zmq_high_speed_subs/_10_manager.pyOutput:    2019-07-31 04:57:47,588 INFO     [ZMQSubscriber(31384)]    2019-07-31 04:57:47,588 INFO     [ZMQSubscriber(31384)] Time Elapsed:   10 seconds    2019-07-31 04:57:47,589 INFO     [ZMQSubscriber(31384)] Messages During Period: 7359215    2019-07-31 04:57:47,589 INFO     [ZMQSubscriber(31384)] Messages Per Second:    5502.83    2019-07-31 04:57:47,589 INFO     [ZMQSubscriber(31384)]    2019-07-31 04:57:47,589 INFO     [ZMQSubscriber(31384)] Total Time Elapsed:     1516.85 seconds    2019-07-31 04:57:47,590 INFO     [ZMQSubscriber(31384)] Total Messages: 7359215    2019-07-31 04:57:47,590 INFO     [ZMQSubscriber(31384)] Total Messages Per Second:      4851.64    2019-07-31 04:57:47,591 INFO     [ZMQSubscriber(31384)]    2019-07-31 04:57:47,591 INFO     [ZMQSubscriber(31384)] Current _Queue Size:    23    2019-07-31 04:57:47,592 INFO     [ZMQSubscriber(31384)]    2019-07-31 04:57:55,951 INFO     [ZMQPusher(45028)]    2019-07-31 04:57:55,951 INFO     [ZMQPusher(45028)] Time Elapsed:       10 seconds    2019-07-31 04:57:55,952 INFO     [ZMQPusher(45028)] Messages During Period:     55008    2019-07-31 04:57:55,952 INFO     [ZMQPusher(45028)] Messages Per Second:        5494.9    2019-07-31 04:57:55,952 INFO     [ZMQPusher(45028)]    2019-07-31 04:57:55,953 INFO     [ZMQPusher(45028)] Total Time Elapsed: 1524.16 seconds    2019-07-31 04:57:55,953 INFO     [ZMQPusher(45028)] Total Messages:     7414199    2019-07-31 04:57:55,953 INFO     [ZMQPusher(45028)] Total Messages Per Second:  4864.46    2019-07-31 04:57:55,954 INFO     [ZMQPusher(45028)]    2019-07-31 04:57:55,954 INFO     [ZMQPusher(45028)] Current _Queue Size:        0    2019-07-31 04:57:55,954 INFO     [ZMQPusher(45028)]    2019-07-31 04:57:56,005 INFO     [ZMQPuller (30656)]    2019-07-31 04:57:56,005 INFO     [ZMQPuller (30656)] Time Elapsed:      10 seconds    2019-07-31 04:57:56,006 INFO     [ZMQPuller (30656)] Messages During Period:    55000    2019-07-31 04:57:56,006 INFO     [ZMQPuller (30656)] Messages Per Second:       5484.78    2019-07-31 04:57:56,006 INFO     [ZMQPuller (30656)]    2019-07-31 04:57:56,007 INFO     [ZMQPuller (30656)] Total Time Elapsed:        1517.3 seconds    2019-07-31 04:57:56,007 INFO     [ZMQPuller (30656)] Total Messages Distributed to finished Workers:    7390000    2019-07-31 04:57:56,008 INFO     [ZMQPuller (30656)] Total Messages Per Second: 4870.48    2019-07-31 04:57:56,008 INFO     [ZMQPuller (30656)]    2019-07-31 04:57:56,010 INFO     [ZMQPuller (30656)]    Total Messagesin _Queue:        1699    2019-07-31 04:57:56,010 INFO     [ZMQPuller (30656)]    Currently Running Workers:       12    2019-07-31 04:57:56,011 INFO     [ZMQPuller (30656)]    2019-07-31 04:57:53,607 INFO     [Worker    (23848)]    2019-07-31 04:57:53,607 INFO     [Worker    (23848)] Worker Messages Time Elapsed:      1.71 seconds    2019-07-31 04:57:53,607 INFO     [Worker    (23848)] Worker Messages:   2501    2019-07-31 04:57:53,608 INFO     [Worker    (23848)] Worker Messages Per Second:        1458.61    2019-07-31 04:57:53,608 INFO     [Worker    (23848)]    2019-07-31 04:57:53,608 INFO     [Worker    (23848)] COMPLETED    2019-07-31 04:57:53,608 INFO     [Worker    (23848)]

If want to connect to database, rename .env.template to .env and enter your data base info:

# .envDB_HOST=localhostDB_DATABASE=zmq-exampleDB_TABLE=dataDB_USERNAME=pythonDB_PASSWORD=h1ghsp33d

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