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A Datafeed System for Financial Data.

Results 6 datafeed issues
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- fan-out support(?) - pubsub tick message - zeromq(?) as a better socks, multiplexing, server push - websockets(?): fits all morden browsers

Feature

- renaming report to tick - client: - get_report -> get_tick - get_reports -> get_tickss - put_reports -> put_ticks - method deprecation, will be remove in the next release. -...

Refactoring

补好数据之后,发现画出来的图不太对,后来认真看了一下源码,才发现... ![image](https://cloud.githubusercontent.com/assets/5274818/7910408/efcaefee-0886-11e5-8afb-3b2232314cc3.png)

- Tick database should be fast enough, use rocksdb until there is another better choice - Tick store internal, bulk store or just linked list(key) - bulk store: deterministic, flush...

Feature

Hi @yinhm I ran across datafeed, and I was wondering if it could be integrated with our project: https://github.com/quantopian/zipline what do you think? thanks, fawce