https://github.com/tolitius/market-watch
ØMQ & AKKA: Market feed consumption simulation
https://github.com/tolitius/market-watch
Last synced: 8 months ago
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ØMQ & AKKA: Market feed consumption simulation
- Host: GitHub
- URL: https://github.com/tolitius/market-watch
- Owner: tolitius
- Created: 2012-04-03T03:17:12.000Z (over 13 years ago)
- Default Branch: master
- Last Pushed: 2017-11-11T06:35:58.000Z (almost 8 years ago)
- Last Synced: 2025-01-06T13:49:53.045Z (9 months ago)
- Language: Scala
- Homepage:
- Size: 17.6 KB
- Stars: 3
- Watchers: 2
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.markdown
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README
# What is Market Watch?
ZeroMQ + AKKA playground, where several different approaches are compared:
* Akka's 2.0 ZeroMQ module => JNA wrapper around ZeroMQ
* JZMQ => JNI wrapper around ZeroMQ, a.k.a ZeroMQ Java Bindings
* Akka 2.0 built in unbound mailbox => 'java.util.concurrent.ConcurrentLinkedQueue'
All the above (for now) are "inproc" e.g. local in-process (inter-thread) communication transport
# What is Inside?
The use case is simple. There are:
* "Market Feed"s that send (in this example) 200 byte orders
* "Broker"s that can subsribe to any feed and consume the orders
* A single "Maket Watch" that feeds and brokers can be registered with. It monitors and reports the rate.
It is a simplified versioned that does not imply the final numbers, and not geared towards "how fast", but rather "how different" the approaches are.
# How to Run It?
It is built and runs with SBT by specifying a desired profile that starts a Market Simulation on top of:
* "-Dprofile=akka.zmq" => Akka 2.0 ZeroMQ module
* "-Dprofile=zmq" => ZeroMQ JNI API (JZMQ)
* "-Dprofile=akka" => Akka's built in (default) mailboxes
# Show Me The Money
### Akka ZeroMQ
Orders are sent and received as 'akka.zeromq.ZMQMessage's e.g.
```scala
zsocket ! ZMQMessage( Seq( Frame( destination ), Frame( tick ) ) )
```
```bash
$ SBT_OPTS="-Djava.library.path=/usr/local/lib -Xms2G -Xmx3G" sbt -Dprofile=akka.zmq clean run (master ✔)
[freeMarket-akka.actor.default-dispatcher-2] [akka://freeMarket/user/marketWatch] registered a feed [nyse.feed]
[freeMarket-akka.actor.default-dispatcher-2] [akka://freeMarket/user/marketWatch] registered a broker [vip.broker]
{nyse.feed} => [ current rate: 914230.0 ticks/s, average rate: 777879.0 ticks/s ]
{vip.broker} => [ current rate: 1576.0 ticks/s, average rate: 1431.0 ticks/s ]
```
### ZeroMQ Java Bindings (JZMQ)
Orders are sent and received as Array[Byte]s
```bash
$ SBT_OPTS="-Djava.library.path=/usr/local/lib -Xms2G -Xmx3G" sbt -Dprofile=zmq clean run (master ✔)
[freeMarket-akka.actor.default-dispatcher-5] [akka://freeMarket/user/marketWatch] registered a feed [nyse.feed]
[freeMarket-akka.actor.default-dispatcher-5] [akka://freeMarket/user/marketWatch] registered a broker [vip.broker]
{nyse.feed} => [ current rate: 1094854.0 ticks/s, average rate: 1034253.0 ticks/s ]
{vip.broker} => [ current rate: 319958.0 ticks/s, average rate: 292413.0 ticks/s ]
```
### Akka 2.0 Build In Mailbox
Orders are sent and received as Array[Byte]s
```bash
$ SBT_OPTS="-Djava.library.path=/usr/local/lib -Xms2G -Xmx3G" sbt -Dprofile=akka clean run (master ✔)
[freeMarket-akka.actor.default-dispatcher-1] [akka://freeMarket/user/marketWatch] registered a feed [nyse.feed]
[freeMarket-akka.actor.default-dispatcher-1] [akka://freeMarket/user/marketWatch] registered a broker [vip.broker]
{nyse.feed} => [ current rate: 2074426.0 ticks/s, average rate: 1995846.0 ticks/s ]
{vip.broker} => [ current rate: 2074434.0 ticks/s, average rate: 1995846.0 ticks/s ]
```
# Gotchas
1. In order to run a JZMQ example, ZeroMQ [Java Bindings](https://github.com/zeromq/jzmq) need to be installed
2. Akka 2.0 ZeroMQ module "hiccups" on shutdown: [http://www.assembla.com/spaces/akka/tickets/1949](http://www.assembla.com/spaces/akka/tickets/1949)