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Using Reliable Transport

Using Reliable Transport

SM requires to be registered with a Reliable Transport (RT) compatible message bus to receive the table updates and publish the _prtnEnd signals. Currently, the user is responsible for providing the RT implementation which SM can connect to. Here, we describe the steps required to connect SM to a RT message bus that employs the basic kdb+ tickerplant (https://github.com/KxSystems/kdb-tick) as an example of RT implementation. The tickerplant is started by running

q tick.q sym /tplogs -p 5010

(the destination path for TP log files and the port number 5010 can be arbitrary). The file tick/sym.q needs to contain the empty schema for SM internal tables (_prtnEnd and _reload) as well as all custom tables to be sent via the tickerplant:

// internal tables (with `time` and `sym` columns added by RT client for compatibility)
(`$"_prtnEnd")set ([] time:"n"$(); sym:`$(); startTS:"p"$(); endTS:"p"$(); opts:());
(`$"_reload")set ([] time:"n"$(); sym:`$(); mount:`$(); params:());
// other tables
trade:([] time:"n"$(); sym:`$(); realTime:"p"$(); price:"f"$(); size:"j"$());
quote:([] time:"n"$(); sym:`$(); realTime:"p"$(); bid:"f"$(); ask:"f"$(); bidSize:"j"$(); askSize:"j"$());

The bus section of the assembly configuration file needs to have an entry named stream with protocol set to custom for external RT implementation (the only option currently supported).

bus:
  stream:
    protocol: custom
    nodes: localhost:5010
    topic: dataStream

The host and port of the tickerplant are specified in nodes. The string specified for topic is used as a topic for subscribing and registering as publisher (ignored in the basic tickerplant implementation). SM interacts with the tickerplant using the client library which is a q file placed at the location pointed to by the environment variable KXI_RT_LIB. The content of this file for the basic tickerplant is provided here and can be adjusted as appropriate for a custom tickerplant implementation.