What is the best approach to fan out data being streamed?

mzmuda33
mzmuda33
in EMA

I have a use case were I'd like to fan out data I am getting with EMA to multiple end users (I have a license for this). What are some good ways to do this?

Specifically once challenge I see is that clients streaming data will come and go and the symbols I need to stream will regularly be changing.

For example

Client 1 can come and stream TSLA and IBM

Client 2 comes along and wants TSLA and BMO

Client 3 comes along and wants APPL

Would I need to create seperate stream for each of these connections noting that I will be streaming thousands of symbols to thousands of clients?

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Best Answer

  • Jirapongse
    Jirapongse
    Answer ✓

    @mzmuda33

    Thanks for reaching out to us.

    Typically, EMA will hande fanout on behalf of the application. Therefore, the code can look like this:

    AppClient client1;
    AppClient client2;
    AppClient client3;
    OmmConsumer consumer( OmmConsumerConfig().username( "user" ) );

    printf("\n####Subscribe Client 1####\n");
    UInt64 handle = consumer.registerClient(ReqMsg().serviceName("ELEKTRON_DD")
        .payload(ElementList().addArray(ENAME_BATCH_ITEM_LIST, OmmArray().addAscii("TSLA.O").addAscii("IBM.N").complete()).complete()), 
        client1);

    sleep(10000);
    printf("\n####Subscribe Client 2####\n");
    handle = consumer.registerClient(ReqMsg().serviceName("ELEKTRON_DD")
        .payload(ElementList().addArray(ENAME_BATCH_ITEM_LIST, OmmArray().addAscii("TSLA.O").addAscii("BMO.TO").complete()).complete()), 
        client2);

    sleep(10000);
    printf("\n####Subscribe Client 3####\n");
    handle = consumer.registerClient(ReqMsg().serviceName("ELEKTRON_DD").name("AAPL.O"), 
        client3);

    The application needs to maintain the handles of the subcribed items for each client so the application can unsubscribe items.

    Otherwise, you can implement fanout logic in the application by maintaining the application's watchlist.

    However, it depends on how you design the application. Using the watchlist and fanout features in EMA is easier.

    I hope that this information is of help.

Answers

  • mzmuda33
    mzmuda33

    Thanks for the response. I had a few follow up questions to this:

    1) Is it efficient to register thousands of clients via consumer.registerClient(...) some of which subscribe to the same symbols?

    2) Does each call to consumer.registerClient use the same connection to ADS?

    3) If the answer to #2 is yes, at what point would a new separate connection be required before single connection can no longer handle the load?

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