I'm writing an app that processes ticker data and sends orders. It does the following
1. Receive data via socket for different ticker symbols
2. Parse the data.
3. Process and output data in socket
4. send orders.
The processing of each ticker symbol can be done in parallel, but each message for symbol must be processed in parallel.
I'm no expert with tbb, I was thinking pipeline pattern would most suited for this kinda of app. Not sure how exactly to structure it. Maybe create a pipeline for each ticker or some other way.
Any suggestion is appreciaed.