I'm trying to implement a trading app that parses and outputs market data and sends orders.
I'm debating on how to implement this with tbb. The app receives market data from vendor and it parses and processes the data and sends data to client processes. Few requirements
1. The data for each ticker symbol has to be processed in order, but symbols can be processed in parallel.
2. There are several stages, receive data from socket, parse the data, normalize the data and then output on socket.
So I was thinking of using multiple tbb:pipeline or using simpler parallel_for or some other tbb pattern?
Any ideas on how to organize this better with tbb?