Intel® Threading Building Blocks

Trading App

I'll make a trading app that trades up to 5 assets concurrently. The trading server is accessed through websockets. So each concurrent work/task should open/close a websocket connection every minute (1min trading).

Tasking is the way to go?

Thank you!

scalable allocator with MKL BLAS and LAPACK functions

If I allocate memory with the scalable allocator will that cause problems with BLAS and LAPACK calls? I just don't want to find out that it works fine on small systems but as I run on larger systems that the memory is no longer contiguous and breaks BLAS and LAPACK in strange ways. Right now I use std::vector<double> without problems but on NUMA I run into performance issues with scaling. 

Is TBB normally aware of how the allocation is done so that if I have two graph nodes ready to run the thread where the memory is local will run it if possible?


Thank you

Performance issue with task_arena and task_group


I have a performance issue with the following code :

tbb::task_arena a(2); // limited area with no more than 2 threads
tbb::task_group dummyGroup;[&] {
	while (veryLongTaskNotFinished) dummyTask();

a.execute([&] {
	// very long task which takes about 45 sec to finish

With dummyTask :

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