Hi all I am newbie and looking for the right 0mq pattern that suits my use case
Case (C# / Windows) 9 clients (Alpha) each client per machine(windows) 3 serveurs (VWapServer)-Windows 1 market data feed serveur (FeedServer) provided by Fidessa each VWapServer is connected to Feedserver via OpenAccess connection) an alpha client could talk to any VWapServer. here is the flow. 1- a client sends to VWapSer an order(pricelimit, trade, trading period) 2- the VWapServer forwards this order to the Fesedserver. 3- during the trading period, as soon as a matching trade occurs in the market,it is sent to the VWapServer. 4- the VWapServer calculates the price and volume and sends the result to the Client. NB: a)- the VWapServer will not wait for the end period to send the result to the client, but everytime Fidessa sends a matching trades b)- the client can send 10.000 orders a day c)- an API provided by Fidessa will be used between VWapServer and FeddServer Constrainst: this is a realtime application and information received too late is useless for trader. what I am looking for is the right OMQ pattern to choose. Best regard. _______________________________________________ zeromq-dev mailing list zeromq-dev@lists.zeromq.org http://lists.zeromq.org/mailman/listinfo/zeromq-dev
