Question

i have a program which process price data coming from the broker. the pseudo code are as follow:

 Process[] process = new Process[50];

 void tickEvent(object sender, EventArgs e)
 {
    int contractNumber = e.contractNumber;

    doPriceProcess(process[contractNumber], e);
 }

now i would like to use mutlithreading to speed up my program, if the data are of different contract number, i would like to fire off different threads to speed up the process. However if the data are from the same contract, i would like the program to wait until the current process finishes before i continue with the next data. How do i do it?

can you provide some code please?

thanks in advance~

Answer 1

You have many high level architectural decissions to make here:

How many ticks do you expect to come from that broker?

After all, you should have some kind dispatcher here.

Here is some simple description of what basically is to do:

• Encapsulate the incoming ticks in packages, best
  single commands that have all the data needed

• Have a queue where you can easily (and thread safe) can store those commands

• Have a Dispatcher, that takes an item of the queue and assigns some worker
  to do the command (or let the command execute itself)

• Having a worker, you can have multiple threads, processes or whatsoever
  to work multiple commands seemlessly

• Maybe you want to do some dispatching already for the input queue, depending
  on how many requests you want to be able to complete per time unit.

Here is some more information that can be helpful:

Command pattern in C#

Reactor pattern (with sample code)