kraken: make multi-threaded

src/kraken.cc

@@ -1,4 +1,7 @@
 #include <iostream>
+#include <thread>
+
+#include <boost/lockfree/spsc_queue.hpp>
 
 #include "csv/read-csv.hh"
 #include "csv/write-csv.hh"
@@ -16,17 +19,41 @@ int main(int argc, char** argv) {
         }
     }
 
-    auto listener = std::make_shared<kraken::engine::CsvEngineListener>();
-    auto engine = kraken::engine::Engine(listener, cross_behaviour);
+    // Up to 512 pending orders.
+    auto pending_orders = boost::lockfree::spsc_queue<kraken::Order>(512);
 
-    for (std::string line; std::getline(std::cin, line);) {
-        auto const order = kraken::parse::parse_single_order(
-            kraken::csv::read_csv_line(line));
+    auto writer = std::jthread([&](std::stop_token stop_token) {
+        auto listener = std::make_shared<kraken::engine::CsvEngineListener>();
+        auto engine = kraken::engine::Engine(listener, cross_behaviour);
 
-        engine.process_single_order(order);
+        while (true) {
+            auto order = kraken::Order();
+            while (!pending_orders.pop(order)) {
+                // FIXME: busy wait
+                // Check that we didn't miss an order between last 'pop' and
+                // stop request, just in case.
+                if (stop_token.stop_requested() && pending_orders.empty()) {
+                    return;
+                }
+            }
+            engine.process_single_order(order);
+            auto& output = listener->output();
+            kraken::csv::write_csv(std::cout, output);
+            output.resize(0);
+        }
+    });
 
-        auto& output = listener->output();
-        kraken::csv::write_csv(std::cout, output);
-        output.resize(0);
-    }
+    auto reader = std::jthread([&]() {
+        for (std::string line; std::getline(std::cin, line);) {
+            auto const order = kraken::parse::parse_single_order(
+                kraken::csv::read_csv_line(line));
+            while (!pending_orders.push(order)) {
+                // FIXME: busy wait
+            }
+        }
+        // EOF, bring process orders and bring
+        writer.request_stop();
+    });
+
+    reader.join();
 }