cleanup

docs/index.rst

@@ -3,9 +3,12 @@
    You can adapt this file completely to your liking, but it should at least
    contain the root `toctree` directive.
 
-Welcome to QSim's documentation!
+Quantopian Simulator: QSim
 ================================
 
+Qsim runs backtests using asynchronous components and zeromq messaging for communication and coordination. 
+
+           
 Contents:
 
 .. toctree::
@@ -13,6 +16,7 @@ Contents:
 
    notes.rst
    modules.rst
+   messaging.rst
 
 
 

docs/messaging.rst

@@ -0,0 +1,26 @@
+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.
+