How to quickly subscribed to relevant subset of large set of routing keys?

Question

I have the feeling I am not understanding something fundamental in AMQP/RabbitMQ, since I cannot find much help on this specific detail.

Let's assume I have a system made up of several components sending each other messages via a RabbitMQ broker. The messages can have routing keys of the form XXX.YYY. Let's further assume XXX and YYY are numbers between 000 and 999. That means there are a total of 1,000,000 different possible routing keys.

Now, not every component in my system is interested in every message. Let's say there is a component that wants all the messages in which XXX is between 300 and 500 and YYY is between 600 and 900. That means the component wants to process messages referring to 200*300 = 60,000 different routing keys. Also, the component might be restarted at any point in time and needs to be able to start processing the messages quickly after restart.

Furthermore, the routing keys the component is interested in might change at runtime.

There are several ways to approach this that I can think of:

• Use topic exchanges and subscribe to each routing key. If I do this using one connection and one channel, it is awfully slow. My understanding is that bindings are created sequentially for each channel and thus creating 60,000 bindings takes a while. Adding and removing bindings is trivial, though. Would it be feasible to create more channels so that bindings can be created in parallel?
• Use topic exchanges and wildcards, discard messages you're not interested in in the client. We could subscribe to *.* and receives messages for all 1,000,000 routing keys => much more load in the client. Or subscribe to all 200 relevant values of XXX.* and receive messages for 200,000 routing keys. Is this a generally applied pattern?
• Use headers exchanges and set x-match to any. This feels a little hacky and it seems headers exchanges are not widely used. You also have to deal with the maximum size of the header when defining a binding. Do people do this? You only need a handful of bindings though, so re-creating the bindings after a restart is very fast. Updating the set of topics we're interested in is also not a problem: Just re-create everything.

So, I guess my question is: What's the best practice to subscribe to a large amount of topics very quickly (<5s) and still be able change routing keys dynamically at run-time?

Would it be feasible to split the component which needs the messages and the subscription into two components? One component is only responsible for keeping the subscriptions up-to-date (this would exchange-to-exchange subscriptions) and the other components receives every message from the downstream exchange.