diff --git a/vnpy/rpc/vnrpc.py b/vnpy/rpc/vnrpc.py
new file mode 100644
index 00000000..3debfa65
--- /dev/null
+++ b/vnpy/rpc/vnrpc.py
@@ -0,0 +1,317 @@
+import threading
+import traceback
+import signal
+
+import zmq
+from msgpack import packb, unpackb
+from json import dumps, loads
+
+import cPickle
+p_dumps = cPickle.dumps
+p_loads = cPickle.loads
+
+
+# Achieve Ctrl-c interrupt recv
+signal.signal(signal.SIGINT, signal.SIG_DFL)
+
+
+class RpcObject(object):
+    """
+    Referred to serialization of packing and unpacking, we offer 3 tools:
+    1) maspack: higher performance, but usually requires the installation of msgpack related tools;
+    2) jason: Slightly lower performance but versatility is better, most programming languages have built-in libraries;
+    3) cPickle: Lower performance and only can be used in Python, but it is very convenient to transfer Python objects directly.
+   
+    Therefore, it is recommended to use msgpack.
+    Use json, if you want to communicate with some languages without providing msgpack.
+    Use cPickle, when the data being transferred contains many custom Python objects.
+    """
+
+    def __init__(self):
+        """
+        Constructor
+        Use msgpack as default serialization tool
+        """
+        self.use_msgpack()
+
+    def pack(self, data):
+        """"""
+        pass
+
+    def unpack(self, data):
+        """"""
+        pass
+
+    def __json_pack(self, data):
+        """
+        Pack with json
+        """
+        return dumps(data)
+
+    def __json_unpack(self, data):
+        """
+        Unpack with json
+        """
+        return loads(data)
+
+    def __msgpack_pack(self, data):
+        """
+        Pack with msgpack
+        """
+        return packb(data)
+
+    def __msgpack_unpack(self, data):
+        """
+        Unpack with msgpack
+        """
+        return unpackb(data)
+
+    def __pickle_pack(self, data):
+        """
+        Pack with cPickle
+        """
+        return p_dumps(data)
+
+    def __pickle_unpack(self, data):
+        """
+        Unpack with cPickle
+        """
+        return p_loads(data)
+
+    def use_json(self):
+        """
+        Use json as serialization tool
+        """
+        self.pack = self.__json_pack
+        self.unpack = self.__json_unpack
+
+    def use_msgpack(self):
+        """
+        Use msgpack as serialization tool
+        """
+        self.pack = self.__msgpack_pack
+        self.unpack = self.__msgpack_unpack
+
+    def use_pickle(self):
+        """
+        Use cPickle as serialization tool
+        """
+        self.pack = self.__pickle_pack
+        self.unpack = self.__pickle_unpack
+
+
+class RpcServer(RpcObject):
+    """"""
+
+    def __init__(self, rep_address, pub_address):
+        """
+        Constructor
+        """
+        super(RpcServer, self).__init__()
+
+        # Save functions dict: key is fuction name, value is fuction object
+        self.__functions = {}
+
+        # Zmq port related
+        self.__context = zmq.Context()
+
+        self.__socket_rep = self.__context.socket(zmq.REP)   # Reply socket (Request–reply pattern)
+        self.__socket_rep.bind(rep_address)
+
+        self.__socket_pub = self.__context.socket(zmq.PUB)   # Publish socket (Publish–subscribe pattern)
+        self.__socket_pub.bind(pub_address)
+
+        # Woker thread related
+        self.__active = False                             # RpcServer status
+        self.__thread = threading.Thread(target=self.run)  # RpcServer thread
+
+    def start(self):
+        """
+        Start RpcServer
+        """
+        # Start RpcServer status
+        self.__active = True
+
+        # Start RpcServer thread
+        if not self.__thread.isAlive():
+            self.__thread.start()
+
+    def stop(self, join=False):
+        """
+        Stop RpcServer
+        """
+        # Stop RpcServer status
+        self.__active = False
+
+        # Wait for RpcServer thread to exit
+        if join and self.__thread.isAlive():
+            self.__thread.join()
+
+    def run(self):
+        """
+        Run RpcServer functions
+        """
+        while self.__active:
+            # Use poll to wait event arrival, waiting time is 1 second (1000 milliseconds)
+            if not self.__socket_rep.poll(1000):
+                continue
+
+            # Receive request data from Reply socket
+            reqb = self.__socket_rep.recv()
+
+            # Unpack request by deserialization
+            req = self.unpack(reqb)
+
+            # Get function name and parameters
+            name, args, kwargs = req
+
+            # Try to get and execute callable function object; capture exception information if it fails
+            try:
+                func = self.__functions[name]
+                r = func(*args, **kwargs)
+                rep = [True, r]
+            except Exception as e:
+                rep = [False, traceback.format_exc()]
+
+            # Pack response by serialization
+            repb = self.pack(rep)
+
+            # send callable response by Reply socket
+            self.__socket_rep.send(repb)
+
+    def publish(self, topic, data):
+        """
+        Publish data
+        """
+        # Serialized data
+        datab = self.pack(data)
+
+        # Send data by Publish socket
+        self.__socket_pub.send_multipart([topic, datab])  # topci must be ascii encoding
+
+    def register(self, func):
+        """
+        Register function
+        """
+        self.__functions[func.__name__] = func
+
+
+class RpcClient(RpcObject):
+    """"""
+
+    def __init__(self, req_address, sub_address):
+        """Constructor"""
+        super(RpcClient, self).__init__()
+
+        # zmq port related
+        self.__req_address = req_address
+        self.__sub_address = sub_address
+
+        self.__context = zmq.Context()
+        self.__socket_req = self.__context.socket(zmq.REQ)   # Request socket (Request–reply pattern)
+        self.__socket_sub = self.__context.socket(zmq.SUB)   # Subscribe socket (Publish–subscribe pattern)
+
+        # Woker thread relate, used to process data pushed from server
+        self.__active = False                                   # RpcClient status
+        self.__thread = threading.Thread(target=self.run)       # RpcClient thread
+
+    def __getattr__(self, name):
+        """
+        Realize remote call function
+        """
+        # Perform remote call task
+        def dorpc(*args, **kwargs):
+            # Generate request
+            req = [name, args, kwargs]
+
+            # Pack request by serialization
+            reqb = self.pack(req)
+
+            # Send request and wait for response
+            self.__socket_req.send(reqb)
+            repb = self.__socket_req.recv()
+
+            # Unpack response by deserialization
+            rep = self.unpack(repb)
+
+            # Return response if successed; Trigger exception if failed
+            if rep[0]:
+                return rep[1]
+            else:
+                raise RemoteException(rep[1])
+
+        return dorpc
+
+    def start(self):
+        """
+        Start RpcClient
+        """
+        # Connect zmq port
+        self.__socket_req.connect(self.__req_address)
+        self.__socket_sub.connect(self.__sub_address)
+
+        # Start RpcClient status
+        self.__active = True
+
+        # Start RpcClient thread
+        if not self.__thread.isAlive():
+            self.__thread.start()
+
+    def stop(self):
+        """
+        Stop RpcClient 
+        """
+        # Stop RpcClient status
+        self.__active = False
+
+        # Wait for RpcClient thread to exit
+        if self.__thread.isAlive():
+            self.__thread.join()
+
+    def run(self):
+        """
+        Run RpcClient function
+        """
+        while self.__active:
+            # Use poll to wait event arrival, waiting time is 1 second (1000 milliseconds)
+            if not self.__socket_sub.poll(1000):
+                continue
+
+            # Receive data from subscribe socket
+            topic, datab = self.__socket_sub.recv_multipart()
+
+            # Unpack data by deserialization
+            data = self.unpack(datab)
+
+            # Process data by callable function
+            self.callback(topic, data)
+
+    def callback(self, topic, data):
+        """
+        Callable function
+        """
+        raise NotImplementedError
+
+    def subscribeTopic(self, topic):
+        """
+        Subscribe data
+        """
+        self.__socket_sub.setsockopt(zmq.SUBSCRIBE, topic)
+
+
+class RemoteException(Exception):
+    """
+    RPC remote exception
+    """
+
+    def __init__(self, value):
+        """
+        Constructor
+        """
+        self.__value = value
+
+    def __str__(self):
+        """
+        Output error message
+        """
+        return self.__value