I am sending 20000 messages from a DEALER to a ROUTER using pyzmq.
When I pause 0.0001 seconds between each messages they all arrive but if I send them 10x faster by pausing 0.00001 per message only around half of the messages arrive.
What is causing the problem?
What is causing the problem?
A default setup of the ZMQ IO-thread - that is responsible for the mode of operations.
I would dare to call it a problem, the more if you invest your time and dive deeper into the excellent ZMQ concept and architecture.
Since early versions of the ZMQ library, there were some important parameters, that help the central masterpiece ( the IO-thread ) keep the grounds both stable and scalable and thus giving you this powerful framework.
Zero SHARING / Zero COPY / (almost) Zero LATENCY are the maxims that do not come at zero-cost.
The ZMQ.Context instance has quite a rich internal parametrisation that can be modified via API methods.
Let me quote from a marvelous and precious source -- Pieter HINTJENS' book, Code Connected, Volume 1.
( It is definitely worth spending time and step through the PDF copy. C-language code snippets do not hurt anyone's pythonic state of mind as the key messages are in the text and stories that Pieter has crafted into his 300+ thrilling pages ).

High-Water Marks
When you can send messages rapidly from process to process, you soon discover that memory is a precious resource, and one that can be trivially filled up. A few seconds of delay somewhere in a process can turn into a backlog that blows up a server unless you understand the problem and take precautions.
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ØMQ uses the concept of HWM (high-water mark) to define the capacity of its internal pipes. Each connection out of a socket or into a socket has its own pipe, and HWM for sending, and/or receiving, depending on the socket type. Some sockets (PUB, PUSH) only have send buffers. Some (SUB, PULL, REQ, REP) only have receive buffers. Some (DEALER, ROUTER, PAIR) have both send and receive buffers.
In ØMQ v2.x, the HWM was infinite by default. This was easy but also typically fatal for high-volume publishers. In ØMQ v3.x, it’s set to 1,000 by default, which is more sensible. If you’re still using ØMQ v2.x, you should always set a HWM on your sockets, be it 1,000 to match ØMQ v3.x or another figure that takes into account your message sizes and expected subscriber performance.
When your socket reaches its HWM, it will either block or drop data depending on the socket type. PUB and ROUTER sockets will drop data if they reach their HWM, while other socket types will block. Over the inproc transport, the sender and receiver share the same buffers, so the real HWM is the sum of the HWM set by both sides.
Lastly, the HWM-s are not exact; while you may get up to 1,000 messages by default, the real buffer size may be much lower (as little as half), due to the way libzmq implements its queues.
ZMQ DEALER ROUTER loses message at high frequency?