DOC: Removed the messaging documentation since it seems obsolete.

This commit is contained in:
Tobias Brandt
2012-11-14 12:44:00 +02:00
parent b8380499bc
commit 630ef8d4b9
2 changed files with 0 additions and 31 deletions
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@@ -37,7 +37,6 @@ Contents
installation.rst
overview.rst
modules.rst
messaging.rst
extensions.rst
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*********
Messaging
*********
qbt runs backtests using multiple processes and zeromq messaging for communication and coordination.
Backtest is the primary process. It maintains both server and client sockets:
zmq sockets for internal processing::
- data sink, ZMQ.REQ. Port = port_start + 1
- backtest will connect to socket, and then spawn one process per datasource, passing the data sink url as a startup arg. Each
datasource process will bind to the socket, and start processing
- backtest is responsible for merging the data events from all sources into a serialized stream and relaying it to the
aggregators, merging agg results, and transmitting consolidated stream to event feed.
- agg source, ZMQ.PUSH. Port = port_start + 2
- agg sink, ZMQ.PULL. Port = port_start + 3
- control source, ZMQ.PUB. Port = port_start + 4
- all child processes must subscribe to this socket. Control commands:
- START -- begin processing
- TIME -- current simulated time in backtest
- KILL -- exit immediately
zmq sockets for backtest clients:
=================================
- orders sink, ZMQ.RESP. Port = port_start + 5
- backtest will connect (can you bind?) to this socket and await orders from the client. Order data will be processed against the streaming datafeed.
- event feed, ZMQ.RESP. Port = port_start + 6
- backtest will bind to this socket and respond to requests from client for more data. Response data will be the queue of events that
transpired since the last request.