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to Disruptor
I am a very beginner at this, Say you had a cross asset strategy which is listening to 3 markets websocket data streams (orderbook delta events). If you did this with 4 threads/cpus for each producer/consumer then where should the order book building happen?
So my bet is that 3 producer threads (3 markets delta streams) and push into ring buffer. then 1 consumer thread (strategy thread listening to these 3 market data streams and book building happening on this thread ?), or book building happens in the 3 producer threads ?
So my architecture is like this for now : (3P - 1C).
Do you guys have any other producer/consumer architecture in mind ? thanks in advance!