Advanced Message Processing System (AMPS) Python Developer Guide

Version 5.3

Publication Date May 19, 2023

Contents:

• 1. Introduction
  • Prerequisites
  • Python Support
    • Runtime
    • Installation
• 2. Building and Installing the AMPS Client
  • Obtaining the Client
  • Installing the Prebuilt .whl on Linux
  • Installing the Prebuilt .whl on Windows
  • Building the Client
    • Building for Linux
    • Building for Windows
• 3. Your First AMPS Program
  • About the client library
  • Connecting to AMPS
  • Client Names
  • Connection Strings
    • Providing Credentials in a Connection String
  • Connection Parameters
    • IPv6 connections
    • TCP and SSL transport options
    • Unix transport parameters
    • AMPS additional logon options
  • Next steps
• 4. Subscriptions
  • Subscribing to a Topic
    • Asynchronous Message Processing Interface
    • Using an Instance Method as a Message Handler
  • Unsubscribing
  • Understanding Threading and Message Handlers
  • Understanding messages
    • Header properties
    • get_data() method
  • Advanced Messaging Support
    • Regex Subscriptions
    • Content filtering
    • Updating the Filter on a Subscribe
  • Next steps
• 5. Error Handling
  • Exceptions
    • Exception Types
    • Exception Handling and Asynchronous Message Processing
  • Controlling Blocking with Command Timeout
  • Disconnect Handling
    • Using a Heartbeat to Detect Disconnection
  • Unexpected Messages
  • Unhandled Exceptions
  • Detecting Write Failures
  • Monitoring Connection State
• 6. State of the World
  • Performing SOW Queries
  • SOW and Subscribe
  • Setting Batch Size
  • Client-Side Conflation
  • Managing SOW Contents
• 7. Using Queues
  • Backlog and Smart Pipelining
    • Subscription Backlog
    • Acknowledging Messages
    • Automatic Acknowledgment
    • Message Convenience Method
    • Acknowledgment Batching
    • Returning a Message to the Queue
    • Manual Acknowledgment
• 8. Delta Publish and Subscribe
  • Introduction
  • Delta Subscribe
  • Delta Publish
• 9. High Availability
  • Overview of HAClient
  • Reconnection with HAClient
  • Choosing Store Durability
    • Using the SOW Recovery Point Adapter
    • Capacity Planning and Store Sizing
  • Connections and the ServerChooser
    • Setting a Reconnect Delay and Timeout
    • Implementing a Server Chooser
  • Heartbeats and Failure Detection
  • Considerations for Publishers
  • Considerations for Subscribers
    • Resubscription With Asynchronous Message Processing
    • Resubscription With Synchronous Message Processing
    • Bookmark Stores
  • Conclusion
• 10. AMPS Programming: Working with Commands
  • Understanding AMPS Messages
  • Creating and Populating the Command
  • Using execute
    • Using execute to Publish
  • Command Cookbook
  • Publishing
    • Basic Publish
    • Publish With CorrelationId
    • Publish With Explicit SOW Key
  • Command Cookbook: Subscribing
    • Basic Subscription
    • Basic Subscription With Options
    • Basic Subscription With Select List
    • Content Filtered Subscription
    • Conflated Subscription to a SOW Topic
    • Conflated Subscription to a Topic With No SOW
    • Bookmark Subscription
    • Rate Controlled Bookmark Subscription
    • Bookmark Subscription With Completed Acknowledgement
    • Rate Controlled Bookmark Subscription
    • Bookmark Subscription With Content Filter
    • Rate Controlled Bookmark Subscription With Maximum Gap
    • Pausing a Bookmark Subscription
    • Resuming a Bookmark Subscription
    • Replacing the Filter on a Subscription
    • Subscribing to a Queue and Requesting a max_backlog
  • SOW query
    • Basic SOW Query
    • Basic SOW With Options
    • SOW Query With Ordered Results
    • SOW Query With TopN Results
    • Content Filtered SOW Query
    • Historical SOW Query
    • Historical SOW Query With Content Filter
    • SOW Query for Specific Records
    • SOW Query with Pagination
    • Aggregated SOW Query
  • SOW and Subscribe
    • Basic SOW and Subscribe
    • SOW and Subscribe With Options
    • SOW and Subscribe With Select List
    • Content Filtered SOW and Subscribe
    • Conflated SOW and Subscribe
    • Paginated SOW and Subscribe
    • Historical SOW and Subscribe
    • Historical SOW and Subscribe With Content Filter
    • Aggregated SOW and Subscribe
  • Delta Publishing
    • Basic Delta Publish
    • Delta Publish With CorrelationId
    • Delta Publish With Explicit SOW Key
  • Delta Subscribing
    • Basic Delta Subscription
    • Basic Delta Subscription With Options
    • Content Filtered Delta Subscription
  • SOW and Delta Subscribe
    • Basic SOW and Delta Subscribe
    • SOW and Delta Subscribe With Options
    • Content Filtered SOW and Delta Subscribe
    • Paginated SOW and Delta Subscribe
    • Aggregated SOW and Delta Subscribe
  • SOW Delete
    • Delete All Records in a SOW
    • Delete SOW Records Matching a Filter
    • Delete A Specific Message By Data
    • Deleting Specific Messages Using Keys
    • Acknowledging Messages from a Queue
• 11. Utilities
  • Composite Message Types
    • Building Composite Messages
    • Parsing Composite Messages
  • NVFIX Messages
    • Building NVFIX Messages
    • Parsing NVFIX Messages
  • FIX Messages
    • Building FIX Messages
    • Parsing FIX Messages
• 12. Advanced Topics
  • Implementing Message Handlers in C or C++
  • Implementing the Handler
  • Loading and Using the Handler
  • Using the C++ Client
    • Implementing the C++ Function
    • Loading and Using the Function
  • Transport Filtering
  • Working With Binary Data
  • Using SSL
    • Loading a Different SSL Implementation
• 13. Performance Tips and Best Practices
  • Measure Performance and Set Goals
  • Use HAClient and Heartbeating Where Appropriate
  • Simplify Message Format and Contents
  • Measure Serialization and Deserialization
  • Use Content Filtering Where Possible
  • Use Asynchronous Message Processing
  • Use Hash Indexes Where Possible for SOW Queries
  • Use a Failed Write Handler and Exception Listener
  • Reduce Bandwidth Requirements
    • Tune Batch Size for SOW Queries
    • Conflate Fast-Changing Information
    • Minimize Bandwidth for Updates
    • Conflate Queue Acknowledgments
    • Use a Transaction Log When Monitoring Publish Failures
    • Combine Conflation and Deltas
  • Limit Unnecessary Copies
  • Manage Publish Stores
  • Use the Server Logs to Help Troubleshoot
  • Work with 60East as Necessary
• 14. Migrating from Earlier Python Implementations
• Table 1A: Exceptions