Smplest message queueing layer with Erlang and DOTNET CSharp or C++? High availavility for potential high frequency trading HFT system?

(Last Updated On: December 5, 2014)

Smplest message queueing layer with Erlang and DOTNET CSharp or C++? High avaibility for potential high frequency trading HFT system?

This a potential architecture:

Broker data feed are fed to Erlang server from data source feed pushes down pipe to a proxy server

Client side as in trading system with charting connects to proxy server.

Maybe have a redundant failover proxy server as well?

Technically, the client could connect to Erlang via:

http://stackoverflow.com/questions/1811516/integrating-erlang-with-c\

Options:

http://erlang.org/doc/tutorial/c_portdriver.html <– maybe in using Visual Studio CL compiler for client DLL then write wrapper for .NET components (debugging driver is complicated)

http://erlang.org/doc/man/ei.html <- nightmare to debug

https://code.google.com/p/epapi/ <– looks limited and experiment

http://www.erlang.org/doc/apps/erl_interface/erl_interface.pdf <– too low level and complicated debugging

http://www.erlang.org/documentation/doc-5.1/pdf/odbc-0.9.1.pdf <– bang your head against a wall

https://github.com/saleyn/otp.net <– not mature

http://msdn.microsoft.com/en-us/library/system.net.sockets.tcpclient%28v=vs.110%29.aspx <-listener??

Recommended options from the ‘powers to be’ so thanks to them:

User Erlang on the server side:

http://erlang.org/doc/man/gen_tcp.html

You could use this on the client:

https://github.com/zeromq/netmq

This would be the most straightforward but you need to develop the failover and redundancy components for the client side.

Another option came up as using just simple TCP-IP or socket: http://stackoverflow.com/questions/807355/erlang-vs-the-real-outside-world-how-to-comunicate

16 down vote accepted

+100

The port/socket solution is a good idea and is not hard as it may seem. Google’s protocol buffers is just what you need. It is very easy to use, efficient and maintainable. It has implementations for C#, erlang, java, python and many more (See OtherLanguages and developer guide)

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