I’m trying to build a trading simulator that consists of Broker (client)-Router(acceptor)—Market(client). The documentation is very sparse on QuickFIX/J. I’d like to know in detail:
How messages are handled in general and if the acceptor has any out of the box router table?
I'd like clarification on the toApp, fromApp and toAdmin and fromAdmin methods.
Effectivly, I'd like to communicate between the broker(s) and market(s) via the acceptor(router). I know there is no out of the box solution for tag based communication and so I'd have to implement some protocol for that, but i need a broad understanding of the messaging service first. I've read and looked at the documentation but it seems a bit abstract to me. I'd like to know in plain terms, how the client processes messages to and from the acceptor using the above methods, and vice versa.
Also if there any classes/Objects/methods that are key in message handling and their implementation in plain terms.
Also does quickFiX use blocking, non-blocking or asynchronous sockets?
*ps I've already created 2 clients and 1 acceptor, and this is working perfectly
**I'm language agnostic so any explaination in the other ports of the quickFix library would be helpful
Here is an explanation of the various callbacks: https://github.com/quickfix-j/quickfixj#creating-a-quickfixj-application
Basically you need to implement these methods in your application and can do whatever you want based on the tags that you want.
Sending a message to a specific session is as simple as calling
Session.sendToTarget
See https://github.com/quickfix-j/quickfixj#sending-messages
If you feel that something from the documentation is missing, please open a pull request (preferred) or issue.
QFJ uses the MINA library for communication which under the hood uses Java NIO (non-blocking IO). You are however able to use some sort of blocking via the synchronous write option. See SocketSynchronousWrites configuration option.
Related
I'm willing to use ejabberd / mongooseIm in a microservice network. XMPP should be our chat protocol aside from a REST API network. I want to send messages incoming at the xmpp server downstream to worker services. Has anybody done this or could lead me into the right direction?
My first thoughts are using RabbitMQ for sending the new incoming messages to the workers.
There are basically two choices to giving your workers access to the messages routed by ejabberd / MongooseIM. I'll focus on MongooseIM, since I know it better (DISCLAIMER: I'm in the dev team).
The first is to scan the message archive in an async / polling fashion. The Message Archive Management describes XMPP level protocol for accessing it, but for your use case the important part is message persistence - so just making sure the relevant module (mod_mam) is enabled in server config and the messages will hit the database. The databases supported for MAM are PostgreSQL and Riak, though there was also some work on a Cassandra backend (YMMV). This doesn't require tinkering with the server / in Erlang for as long as there's a DB driver for your language of choice available. Since PR#657 it's possible to store the messages in raw XML or even some custom format if you're willing to write the serialization module.
The second option is to use the server mechanism of hooks and handlers (also available in ejabberd), which can trigger a server action on events like "user sent a message", "user logged in", "user logged out", ... This, however, requires a server side extension written in Erlang. In the simplest case the extension could forward any interesting event (with message content and metadata) via AMQP or just call some external HTTP/REST API - that way the real work is carried out by the workers giving you the freedom with regard to implementation language. This options also doesn't require to enable mod_mam or set up a database for message persistency (which you could still have with a persistent message queue...).
In general, the idea is perfectly feasible.
Generally, the most common XMPP extension use to build messaging systems for machines-to-machines, internet of things, microservices, etc is PubSub, as defined in XEP-0060.
This is a module you can enable in ejabberd. It is API based, so you can even customize the behaviour of that module to your application specific.
Pubsub basically allows to decouple senders and receivers and is especially designed for that use case.
Here are the details of my use case:
What's my data..
There would be user experiences, error report, state info and so on. The data is fragmented and may change in the future. So I plan to use NoSQL, maybe mongodb, to save data in the server.
What are the clients..
They are clients written in different languages, like C#, C++, LabVIEW and so on. Some don't even have an access to a mongodb driver, so of course it's not an option to communicate with database directly. And framework like below is needed.
Clients -> (Some protocol) -> Broker -> Database.
As those clients are not web client, so common web server using http may not suit for my case, right? Is there any suggestion for the protocol, broker and database, Or even a new framework.
My goal is to make the clients can send data as convenient as possible.
Thank you!
This is not really new, but a message driven application, which is a well understood pattern.
I did this mostly in Java, so I will stick to this language here.
A broker alone would be not enough here. Let us say you use Apache ActiveMQ as you message broker, you would still need to get your data into the database, since MQ is... ...a message queue. So you need a part which gets the messages out of MQ, processes them according to your business rules and stores them in the (correct) database instance, and the correct collection/bucket/table. Of course you could write this part by hand, but that would be pretty much reinventing the wheel. There is a notion of a "message routing and mediation engine", and the most commonly suggested here is Apache Camel, which has quite some components to communicate with databases and other so called consumers and producers. And that is the key point. In general, if possible, your clients should send their data to the message broker directly. But, if they can't, they can simply send text files or make REST calls – there are actually too many options to list here. This incoming data can be preprocessed and normalized to your standard format by a "route" in Apache Camel (a set of a consumer, conversion rules and a producer, in it's simplest form) and send as an AMQP message to MQ. From there, another Camel route can process the AMQP messages, apply your business rules and store the data in the database... ...or whatever else may come to your mind (for example sending an email).
So this solution supports a multitude of protocols for incoming and outgoing messages (as long as they are supported by Camel) and you have your business rules in a centralized and well defined location.
To implement this, I'd strongly suggest using Apache ServiceMix, which is a distribution of ActiveMQ, Camel and a system to manage the components and business rules.
Finally, web server with http protocal could suit for the use case, I think.
Mostly I want is a universal API for different kinds of clients to save data to cloud. Http has method GET, POST, PUT, DELETE, so with a RESTful API it is naturlly suitable for operate data, I think.
My solution at last is Node.js(Express) + Mongodb (a quite common group), and a RESTful API is provided via Express web server, clients can use http to operate data conviencely. Also, it is quite light weight and easy to get started.
Here is some tutorial: http://cwbuecheler.com/web/tutorials/2013/node-express-mongo/
I have to develop a message bus for processes to send, receive messages from each other. Currently, we are running on Linux with the view of porting to other platforms later.
For this, I am using ZeroMQ over TCP. The pattern is PUB-SUB with a forwarder. My bus runs as a separate process and all clients connect to SUB port to receive messages and PUB to send messages. Each process subscribes to messages by a unique tag. A send call from a process sends messages to all. A receive call will fetch that process the messages marked with the tag of that process. This is working fine.
Now I need to wrap the ZeroMQ stuff. My clients only need to supply a unique tag. I need to maintain a global list of tags vs. ZeroMQ context and sockets details. When a client say,
initialize_comms("name"); the bus needs to check if this name is unique, create ZeroMQ contexts and sockets. Similarly, if a client say receive("name"); the bus needs to fetch messages with that tag.
To summarize the problems I am facing;
Is there anyway to achieve this using facilities provided by ZeroMQ?
Is ZeroMQ the right tool for this, or should I look for something like nanomsg?
Is PUB-SUB with forwarder the right pattern for this?
Or, am I missing something here?
Answers
Yes, ZeroMQ is capable of serving this need
Yes. ZeroMQ is a right tool ( rather a powerful tool-box of low-latency components ) for this. While nanomsg has a straight primitive for bus, the core distributed logic can be integrated in ZeroMQ framework
Yes & No. PUB-SUB as given above may serve for emulation of the "shout-cast"-to-bus and build on a SUB side-effect of using a subscription key(s). The WHOLE REST of the logic has to be re-thought and designed so as the whole scope of the fabrication meets your plans (ref. below). Also kindly bear in mind, that initial versions of ZeroMQ operated PUB/SUB primitive as "subscription filtering" of the incoming stream of messages being done on receiver side, so massive designs shall check against traffic-volumes / risk-of-flooding / process-inefficiency on the massive scale...
Yes. ZeroMQ is rather a well-tuned foundation of primitive elements ( as far as the architecture is discussed, not the power & performance thereof ) to build more clever, more robust & almost-linearly-scaleable Formal Communication Pattern(s). Do not get stuck to PUB/SUB or PAIR primitives once sketching Architecture. Any design will remain poor if one forgets where the True Powers comes from.
A good place to start a next step forward towards a scaleable & fault-resilient Bus
Thus a best next step one may do is IMHO to get a bit more global view, which may sound complicated for the first few things one tries to code with ZeroMQ, but if you at least jump to the page 265 of the Code Connected, Volume 1, if it were not the case of reading step-by-step thereto.
The fastest-ever learning-curve would be to have first an un-exposed view on the Fig.60 Republishing Updates and Fig.62 HA Clone Server pair for a possible High-availability approach and then go back to the roots, elements and details.
Here is what I ended up designing, if anyone is interested. Thanks everyone for the tips and pointers.
I have a message bus implemented using ZeroMQ (and CZMQ) running as a separate process.
The pattern is PUBLISHER-SUBSCRIBER with a LISTENER. They are connected using a PROXY.
In addition, there is a ROUTER invoked using a newly forked thread.
These three endpoints run on TCP and are bound to predefined ports which the clients know of.
PUBLISHER accepts all messages from clients.
SUBSCRIBER sends messages with a unique tag to the client who have subscribed to that tag.
LISTENER listens to all messages passing through. currently, this is for logging testing and purposes.
ROUTER provides a separate comms channel to clients. Messages such as control commands are directed here so that they will not get passed downstream.
Clients connect to,
PUBLISHER to send messages.
SUBSCRIBER to receive messages. Subscription is using unique tags.
ROUTER to send commands (check tag uniqueness etc.)
I am still doing implementation so there may be unseen problems, but right now it works fine. Also, there may be a more elegant way but I didn't want to throw away the PUB-SUB thing I had built.
If I write an order routing system based on QuickfixJ, can I just start submitting my trades to an exchange? Or do I need to register myself with the exchange or get permission or something like that?
I am not able to understand how QuickfixJ, the order routing system, the actual trading engine and the exchange fits together. Any online architecture diagram would be very helpful for how these components fit together.
FIX is just a transmission protocol. By itself, it's pretty dumb. QuickFIX (any language port) is just an engine that does all the boring dirty work of managing a FIX connection.
The FIX specification includes a list of messages and fields. In reality, you can treat these as suggestions that, in practice, no commercial FIX counterparty uses as-is. Every counterparty I've connected to makes modifications to those messages and fields, sometimes adding entirely new messages. No counterparty supports every message and field.
When connecting to a counterparty, do not assume anything. Your counterparty should provide documentation on how they expect their interface to be used, and which messages and fields they will send and which they expect to receive from you.
Their docs should tell you which message to send them to request market data and any special fields/options you must use.
Their docs will tell you how to submit a trade.
Their docs will tell you how to do anything that they support, and which messages/fields you will receive in return.
Do not try to send any message type to your counterparty unless their docs say they support it.
If you are writing the ORS side... then you have no docs. If you haven't written a FIX client before, you probably shouldn't be writing a FIX server without some assistance from someone who has. At the least, you should try to get ahold of some other systems' FIX interface docs to get an idea of how to go about it. (Unfortunately, such firms usually only give them to client-developers.)
To cut a long story short, I am working on a project where we are rewriting a large web application for all the usual reasons. The main aim of the rewrite is to separate this large single application running on single server into many smaller decoupled applications, which can be run on many servers.
Ok here's what I would like:
I would like HTTP to be the main transport mechanism. When one application for example the CMS has been updated it will contact the broker via http and say "I've changed", then the broker will send back a 200 OK to say "thanks I got the message".
The broker will then look on its list of other applications who wanted to hear about CMS changes and pass the message to the url that the application left when it told the broker it wanted to hear about the message.
The other applications will return 200 OK when they receive the message, if not the broker keeps the message and queues it up for the next time someone tries to contact that application.
The problem is I don't even know where to start or what I need to make it happen. I've been looking at XMPP, ActiveMQ, RabbitMQ, Mule ESB etc. and can see I could spend the next year going around in circles with this stuff.
Could anyone offer any advice from personal experience as I would quite like to avoid learning lessons the hard way.
I've worked with JMS messaging in various software systems since around 2003. I've got a web app where the clients are effectively JMS topic subscribers. By the mere act of publishing a message into a topic, the message gets server-pushed dissemenated to all the subscribing web clients.
The web client is Flex-based. Our middle-tier stack consist of:
Java 6
Tomcat 6
BlazeDS
Spring-Framework
ActiveMQ (JMS message broker)
BlazeDS has ability to be configured as a bridge to JMS. It's a Tomcat servlet that responds to Flex client remoting calls but can also do message push to the clients when new messages appear in the JMS topic that it is configured to.
BlazeDS implements the Comet Pattern for doing server-side message push:
Asynchronous HTTP and Comet architectures
An introduction to asynchronous, non-blocking HTTP programming
Farata Systems has announced that they have modified BlazeDS to work with the Jetty continuations approach to implementing the Comet Pattern. This enables scaling to thousands of Comet connections against a single physical server.
Farata Systems Achieves Performance Breakthrough with Adobe BlazeDS
We are waiting for Adobe to implement support of Servlet 3.0 in BlazeDS themselves as basically we're fairly wedded to using Tomcat and Spring in combo.
The key to the technique of doing massively scalable Comet pattern is to utilize Java NIO HTTP listeners in conjunction to a thread pool (such as the Executor class in Java 5 Concurrency library). The Servlet 3.0 is an async event-driven model for servlets that can be tied together with such a HTTP listener. Thousands (numbers like 10,000 to 20,000) concurrent Comet connections can then be sustained against a single physical server.
Though in our case we are using Adobe Flex technology to turn web clients into event-driven messaging subscribers, the same could be done for any generic AJAX web app. In AJAX circles the technique of doing server-side message push is often referred to as Reverse AJAX. You may have caught that Comet is a play on words, as in the counterpart to Ajax (both household cleaners). The nice thing for us, though, is we just wire together our pieces and away we go. Generic AJAX web coders will have a lot more programming work to do. (Even a generic web app could play with BlazeDS, though - it just wouldn't have any use for the AMF marshaling that BlazeDS is capable of.)
Finally, Adobe and SpringSource are cooperating on establishing a smoother, out-of-the-box integration of BlazeDS in conjunction to the Spring-Framework:
Adobe Collaborates with SpringSource for Enhanced Integration Between Flash and SpringSource Platforms
First of all, don't worry about ESBs. The situation you've described lies well within the bounds of straightforward message-oriented middleware. You only "need" an ESB if you're doing things like mediations, content-based routing, protocol transformations; things where the middleware does stuff to the message, on top of routing it to the right place.
If you have a diverse set of destination applications that need to speak to each other - and it sounds like you do - you're right that messaging over a language agnostic protocol (like XMPP, STOMP or HTTP) is a neat solution. It basically means you don't have to write and run loads of Java daemons to translate messages into your favourite flavour of JMS.
STOMP is increasingly supported by message brokers, especially by the open-source ones, and there's a number of different client libraries. It is a lightweight protocol, specifically designed for messaging so you get a much richer feature set out of the box than you would with HTTP.
For me, XMPP is a bit of a weak option as it's not so well supported on the server side, although it is fun to be able to IM your broker :)
If you are set on HTTP, OpenMQ is very good, and I've personally used its Universal Message Service - basically a webapp wrapper around JMS destinations. It provides a REST-ful interface, with a similar set of verbs as STOMP provides.
As someone has already said, what your describing is basically the Publisher/Subscribe Model. This is very easily achieved using either an ESB or a message queue. I have had some experience with RabbitMQ. Its very good. Nothing gets lost and it deals with the publish subscribe model very well. I have in the past gone down the route on small scale systems of developing my own Message broker with a bespoke protocol over http. I wouldn't advise this, reason being is that as you start to develop it you keep thinking of ways of how to extend it.
RabbitMQ is developed in Erlang but it has java,net,python etc clients that can hook into it very easily. I have used the .net and python clients, it works well. I chose it for Erlangs reputation for creating solid systems that can cope with multiple things going on at the same time, very well. I would call them threads but I think that its smarter than just threads, I think I remember mutterings of the Actor Model and mailboxes, which I recall were pretty neat.
I was in a similar position as yourself but with very bad experiences of other messaging systems (Biztalk et al.) that were too propriety that tied you into a solution. If you can keep the messages separate from the transport and delivery mechanisms, then you can develop your system to your hearts content. I used JSON in the end as the packet sizes are small. You could use anything you like, some opt for SOAP messages, but I feel that these are way too heavy for most stuff, although it does allow you to nicely give XSD schemas to outsiders so that they can/could develop systems that interop with your system in the future.
http://www.rabbitmq.com/tutorials/tutorial-three-java.html, this is a link to the tutorial on the Publish/Subscribe model and how you would achieve it using a message queue system. Its for rabbitMQ, but to be honest it will work with ESB and any other Messaging queue system out there.
ESB (Enterprise Serial Bus) - Consider this when your application have much interaction with two or more external/separate applications where each of these won't communicate in a similar data format. Ex: Some systems may accept objects, XML, JSON, SMTP, TCP/IP, HTTP, HTTPS etc.
ESB has many features like:
Routing,Addressing,Messaging styles,Transport protocols,Service messaging model.
Consider queue system if the producer - consumer applications follows the same type of data format.
Web services (SOAP / REST) is best if one application need the other application to complete the work flow.
Use Queues if the application need asynchronous data transfer.
You're really talking about publish and subscribe with assured delivery. Most MOM software should easily support your use case.
As it was already said earlier, having an ESB for you current case seems to me like to smash a fly with a hammer.
The ESB software itself will be time consuming and will require maintenance. If you go to open source solution, it might be more time consuming than using a licensed solution (IBM, ORACLE, ...).
Of course an ESB would do the job, and it would be really easy to develop a solution, but setting up an ESB would be way more difficult than doing the solution itself.
If your problem is limited to the case described, I would highly suggest you to build a simple architecture over OpenMQ (or similar), and using it through JMS