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[Potential Bug] Subscribing to Multiple Symbols #64

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octopyth opened this issue Jan 29, 2020 · 4 comments
Open

[Potential Bug] Subscribing to Multiple Symbols #64

octopyth opened this issue Jan 29, 2020 · 4 comments
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@octopyth
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octopyth commented Jan 29, 2020

Hi I am attempting to subscribe to more than one symbols at the same time.
First I try:
_zmq._DWX_MTX_SUBSCRIBE_MARKETDATA_('EURUSD')
image
Then I attempt to subscribe to ADD a different symbol by:
_zmq._DWX_MTX_SUBSCRIBE_MARKETDATA_('GBPUSD')
Nothing happens. After I unsubscribe from EURUSD then I see the GBPUSD results:
_zmq._DWX_MTX_UNSUBSCRIBE_MARKETDATA_('EURUSD')
image

So when subscribed to multiple symbols, only one symbol is displayed on the screen, while the expected behaviour is to see all the subscribed symbols.

Also what would be the best way to transfer these subscribed multiple symbols to SQL database for example?

@octopyth
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octopyth commented Feb 3, 2020

It looks like it is impossible to subscribe to multiple symbols at the same time, as subscribing is based on zmq.socket.setsockopt(zmq.SUBSCRIBE, topicfilter). If one wants to subscribe to two symbols with _zmq.DWX_MTX_SUBSCRIBE_MARKETDATA(SYMBOL_2), what happens is the TOPIC FILTER is updated with a new filter and there is only one SYMBOL being captured in _zmq._Market_Data_DB This can be validated with _zmq._Market_Data_DB[SYMBOL_1].len() and _zmq._Market_Data_DB[SYMBOL_2].len() After updating the filter, the LEN of captured entries for SYMBOL_1 remains the fixed. It contradicts to what is described here: https://youtu.be/3nM0c2kG_Sw?t=2034

@octopyth octopyth reopened this Feb 3, 2020
@octopyth
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octopyth commented Feb 3, 2020

reopening issue

@integracore2 integracore2 self-assigned this Apr 16, 2020
@integracore2 integracore2 added the question Further information is requested label Apr 16, 2020
@integracore2 integracore2 added this to Needs triage in DWX ZeroMQ Connector via automation Apr 16, 2020
@integracore2
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Thank you for raising this @octopyth 👍

We'll try to reproduce this internally and patch the code as necessary.

Many thanks for your due diligence!

@integracore2 integracore2 changed the title Subscribing to Multiple Symbols [Potential Bug] Subscribing to Multiple Symbols Apr 16, 2020
@ajax79
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ajax79 commented Apr 29, 2021

same issue.
only one symbol in same time. the first subscribed symbol can be freeze.

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