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Hi all I am thinking about using a julia script to request a stream of market data from a series of instruments from IB. Thus creating a producer. I would then wrap the data into an ipm and put it into a channel to be read by multiple consumers who each have their own way to process the stream. I was wondering if anyone had any experiences with this approach? I don't want to make it too sophisticated so would probably rely on timestamps to figure out any problems. So if the producer hadn't sent anything inside a timeout period then warnings then errors go into relevant logs to trigger relevant actions. I am just starting out in julia and am excited by the possibilities. |
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ended up using ZMQ more scope for new approaches. |
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ended up using ZMQ more scope for new approaches.