API Reference

Getting Started

ZeroMQ

Overview and Role

ZeroMQ is a high-performance messaging library that provides a simple yet powerful messaging model for distributed applications. In RapidMarket, ZeroMQ plays a crucial role:

  • Communication Framework: ZeroMQ offers various communication patterns, including Publish-Subscribe (Pub-Sub), for fast and reliable data transmission.
  • Lightweight and Fast: ZeroMQ is designed to be lightweight and efficient, suitable for applications requiring low latency and high throughput.
  • Cross-Platform Support: ZeroMQ supports multiple operating systems and programming languages, facilitating seamless communication between applications on different platforms.
  • Decoupling and Flexibility: ZeroMQ allows senders and receivers to communicate asynchronously at different times and speeds, providing excellent decoupling and flexibility.

Role in the Application

In RapidMarket, ZeroMQ is used for the following critical purposes:

  • Communication: ZeroMQ serves as the messaging intermediary, where the server (RapidMarket) publishes real-time market data, and the client subscribes to and receives this data via ZeroMQ.
  • Real-Time Data Transmission: ZeroMQ provides a reliable mechanism for real-time data transmission, ensuring that clients receive the latest market data promptly and accurately.
  • Simplified Development: With its simple API and comprehensive documentation, ZeroMQ enables developers to quickly build efficient communication systems, reducing the complexity of development and maintenance.

By leveraging ZeroMQ, RapidMarket achieves efficient market data transmission, offering clients stable and reliable data subscription services, facilitating easy access and processing of real-time market data.

protobuf

Overview and Role

Protocol Buffers (Protobuf) is a language-neutral, platform-neutral, extensible mechanism for serializing structured data. It provides the following advantages:

  • Efficiency: Protobuf efficiently serializes data to a binary format, resulting in smaller message sizes compared to text-based formats like XML.
  • Language Independence: Protobuf allows data to be serialized and deserialized across different programming languages, facilitating interoperability between systems written in different languages.
  • Schema Definition: Data structures in Protobuf are defined using a simple language called Protocol Buffer Interface Definition Language (IDL). This schema allows for straightforward evolution of data formats over time without breaking compatibility.
  • Code Generation: Protobuf compilers generate code in multiple programming languages (such as C++, Java, Python) based on the defined schema, providing type-safe accessors for data fields.

Role in the Application

In RapidMarket, data published by the server is formatted using Protobuf. This ensures:

  • Structured Data: Market data is structured into predefined messages defined in the Protobuf schema ( l2_book.proto.), ensuring consistency and clarity in the data exchanged between server and client.
  • Efficient Serialization: Protobuf efficiently serializes complex market data structures into a binary format, optimizing data transmission and reducing bandwidth consumption.
  • Interoperability: Clients can easily deserialize Protobuf-encoded messages into native data structures in various programming languages, enabling seamless integration and data processing.

By using Protobuf, RapidMarket achieves efficient, language-independent serialization and deserialization of market data, enhancing performance and maintainability of the client-server communication.