Created
August 20, 2012 21:33
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Pub-sub to Stretched Request-reply
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#include "zhelpers.hpp" | |
using std::string; | |
using std::cout; | |
using std::endl; | |
int main (int argc, char *argv[]) | |
{ | |
cout << "Strategy: Started strategy" << endl; | |
zmq::context_t context(1); | |
zmq::socket_t frontend (context, ZMQ_SUB); | |
zmq::socket_t backend (context, ZMQ_REQ); | |
s_set_id (frontend); // Makes tracing easier | |
s_set_id (backend); // Makes tracing easier | |
frontend.connect("ipc://handler_data_forwarder_backend.ipc"); | |
backend.connect("ipc://order_router_frontend.ipc"); | |
string subscription = "DATA.NASDAQ.AAPL"; | |
frontend.setsockopt(ZMQ_SUBSCRIBE, "", 0); | |
// Initialize poll set | |
zmq::pollitem_t items [] = { | |
{ backend, 0, ZMQ_POLLIN, 0 }, | |
{ frontend, 0, ZMQ_POLLIN, 0 } | |
}; | |
while(1) { | |
// Poll to see where we have activity | |
zmq::poll (&items [0], 2, -1); | |
if (items [1].revents & ZMQ_POLLIN) { | |
// Read envelope with topic | |
std::string topic = s_recv(frontend); | |
// Read envelope with data | |
std::string data = s_recv(frontend); | |
std::cout << "[" << topic << "] " << data << std::endl; | |
// Send order | |
string order_string = "NYSE"; | |
cout << "Strategy: Action - ORDER" << endl; | |
cout << "Strategy: Order - " << order_string << endl; | |
s_sendmore(backend, "ORDER"); | |
s_send(backend, order_string); | |
} | |
if (items [0].revents & ZMQ_POLLIN) { | |
// Get order response | |
string action = s_recv (backend); | |
if(action.compare("ACK") == 0 ) | |
{ | |
string ack = s_recv (backend); | |
cout << "Strategy: Received" << endl; | |
cout << "Strategy: Action - " << action << endl; | |
cout << "Strategy: Acknowledgement - " << ack << endl; | |
} | |
} | |
} | |
} | |
// Output | |
[DATA.NASDAQ.AAPL] MARKET DATA for AAPL on NASDAQ | |
Strategy: Action - ORDER | |
Strategy: Order - NYSE | |
terminate called after throwing an instance of 'zmq::error_t' | |
what(): Operation cannot be accomplished in current state | |
[1] 35505 abort ./strategy |
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Strategy: Action - ORDER
Strategy: Order - NYSE
Socket is not connected (tcp_socket.cpp:203)
[1] 39307 abort ./strategy