Making a New Transport for my Ticker Plants
This afternoon I started work on a new UDP-based delivery system to replace ZeroMQ in my ticker plants. It's going to be as simple as I can make it while still giving me the level of service that I need for my users. Basically, I'm sitting in nice data centers, and the switches are nice, so I shouldn't have a lot of drop. But there will possibly be some, so I need to be able to plan for that. I'm not exactly sure how to implement the reliability in this system, I've got a few ideas that all could work, but I'll for sure need something.
What I want to start off with is a simple UDP broadcaster and antenna. These will take the messages, serialize them, put them in the UPD datagrams, and send them out on the different multicast channels I'd been using for ZeroMQ. I'll use boost ASIO for all this, so it shouldn't have too much overhead - it works for the incoming data from the exchanges.
On the antenna, I'll have one boost udp socket for each multicast channel, and then have a single io_service thread reading them off the socket and into "byte buffers" - one per socket. Then we'll have a thread pulling the datagrams off the queues and deserializing them to place them into the conflation queue. Pretty simple model.
Lots to write. Better get at it.