Any nice, simple message queue/event dispatcher for Python?

[nooby_mcnoob]

My use case is that I want to push ticks onto the event dispatcher so I can simulate stuff. I can of course write my own, but would prefer to use someone else's. Eventually, I will use this to also submit orders and receive order updates from within the strategies.

Main requirements:
* Easy to use
* Can be run in-and-out-of-process as a Python library (this is probably asking too much)
* Fast enough to handle tick data
* Little to no data loss possible
* Basically perfect

My default is RabbitMQ but I'm curious what the state of the art is.

 

[2rosy]

any will do. you can look at zeromq if you want less fluff.
https://learning-0mq-with-pyzmq.readthedocs.io/en/latest/

how many msg/sec do you expect?

 

[nooby_mcnoob]

any will do. you can look at zeromq if you want less fluff.
https://learning-0mq-with-pyzmq.readthedocs.io/en/latest/

how many msg/sec do you expect?

Based on log files, about 100/sec. Nice call with zeromq, I had actually meant to look into it earlier.

 

[BlueWaterSailor]

Based on log files, about 100/sec. Nice call with zeromq, I had actually meant to look into it earlier.

When I was teaching Python, I used to use ZeroMQ to demo how message passing should be done. Cool bit of history: Pieter Hintjens (there was a fine man and a good thinker) actually created it as a replacement for AMQP (which he also had a hand in creating) - which was created to handle the demands of the US stock exchange.

 

[King Sisyphus]

Thumbs up for ZeroMQ. You might want to also look at https://nanomsg.org

Not sure it fits your particular use case, but it's worth knowing about and has a variety of bindings.

EDIT: Just been reading and disovered the Nanomsg project is now dead. Damn. I have a lot to catch up on.

 

[jonahern]

My use case is that I want to push ticks onto the event dispatcher so I can simulate stuff. I can of course write my own, but would prefer to use someone else's. Eventually, I will use this to also submit orders and receive order updates from within the strategies.

Main requirements:
* Easy to use
* Can be run in-and-out-of-process as a Python library (this is probably asking too much)
* Fast enough to handle tick data
* Little to no data loss possible
* Basically perfect

My default is RabbitMQ but I'm curious what the state of the art is.

I was wondering if erdewit's eventkit can be used for this purpose...don't know enough to be able to confirm

 

[nooby_mcnoob]

I was wondering if erdewit's eventkit can be used for this purpose...don't know enough to be able to confirm

That looks a lot like reactive (Rx) which is more about data processing through events. Good to know it exists though.

 

[globalarbtrader]

My use case is that I want to push ticks onto the event dispatcher so I can simulate stuff. I can of course write my own, but would prefer to use someone else's. Eventually, I will use this to also submit orders and receive order updates from within the strategies.

Main requirements:
* Easy to use
* Can be run in-and-out-of-process as a Python library (this is probably asking too much)
* Fast enough to handle tick data
* Little to no data loss possible
* Basically perfect

My default is RabbitMQ but I'm curious what the state of the art is.

+1 for 0mq

GAT

 

[nooby_mcnoob]

+1 for 0mq

GAT

Do you use it in your trading?

 

[globalarbtrader]

Do you use it in your trading?

No, but I have considered changing my setup to a message based system (currently objects interact via databases), and when I evaluated the various options out there zero mq came out top.

GAT