RabbitMQ Exchange to Exchange Binding With Persistence Using Queues

setup_exchanges_queues.py

#!/usr/bin/env python
import pika
import sys


connection = pika.BlockingConnection(pika.ConnectionParameters(
        host='localhost'))
channel = connection.channel()


#Declares the entry exchange to be used by all producers to send messages. Could be external producers as well
channel.exchange_declare(exchange='data_gateway',
			exchange_type='fanout',
			durable=True,
			auto_delete=False)

#Declares the processing exchange to be used.Routes messages to various queues. For internal use only
channel.exchange_declare(exchange='data_distributor',
			exchange_type='topic',
			durable=True,
			auto_delete=False)

#Exchange used to consume and distrubute messages related to trades
channel.exchange_declare(exchange='trade_highway',
			exchange_type='fanout',
			durable=True,
			auto_delete=False)


#Exchange used to consume and distrubute messages related to tickers
channel.exchange_declare(exchange='ticker_highway',
			exchange_type='fanout',
			durable=True,
			auto_delete=False)


#Exchange used to consume and distrubute messages related to orderbook
channel.exchange_declare(exchange='orderbook_highway',
			exchange_type='fanout',
			durable=True,
			auto_delete=False)

#Binds the external/producer facing exchange to the internal exchange
channel.exchange_bind(destination='data_distributor',source='data_gateway')

#Binds and configure routing to correctly distribute messages to their appropriate internali fanout exhcnage
channel.exchange_bind(destination='trade_highway',source='data_distributor',routing_key='*.*.trade')
channel.exchange_bind(destination='ticker_highway',source='data_distributor',routing_key='*.*.ticker')
channel.exchange_bind(destination='orderbook_highway',source='data_distributor',routing_key='*.*.orderbook')

##Create Durable Queues binded to the data_distributor exchange
channel.queue_declare(queue='trades',durable=True)
channel.queue_declare(queue='ticker',durable=True)
channel.queue_declare(queue='orderbook',durable=True)

#Bind queues to exchanges and correct routing key. Allows for messages to be saved when no consumer is present
channel.queue_bind(queue='orderbook',exchange='orderbook_highway',routing_key='*.*.orderbook')
channel.queue_bind(queue='ticker',exchange='ticker_highway',routing_key='*.*.ticker')
channel.queue_bind(queue='trades',exchange='trade_highway',routing_key='*.*.trades')