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    <p>With the code below, you are no longer locked during "stage 1" processing:</p> <pre><code>Task.Factory.StartNew(() =&gt; { while (true) { Iterate(); } }, TaskCreationOptions.LongRunning); private void Iterate() { bool marketDataUpdated = false; foreach (Order order in ordersToRegister) { marketDataUpdated = true; // Stage1, Process } foreach (var entry in aggrUpdates) { marketDataUpdated = true; // Stage1, Process } foreach (var entry in commonUpdates) { marketDataUpdated = true; // Stage1, Process } foreach (var entry in infoUpdates) { marketDataUpdated = true; // Stage1, Process } foreach (var entry in tradeUpdates) { marketDataUpdated = true; // Stage1, Process } if (marketDataUpdated) { // Stage2 ! // make a lot of work. expensive operation. recalculate strategies, place orders etc. } } private readonly ConcurrentQueue&lt;Order&gt; ordersToRegister = new ConcurrentQueue&lt;Order&gt;(); private readonly ConcurrentQueue&lt;AggrEntry&gt; aggrUpdates = new ConcurrentQueue&lt;AggrEntry&gt;(); private readonly ConcurrentQueue&lt;CommonEntry&gt; commonUpdates = new ConcurrentQueue&lt;CommonEntry&gt;(); private readonly ConcurrentQueue&lt;InfoEntry&gt; infoUpdates = new ConcurrentQueue&lt;InfoEntry&gt;(); private readonly ConcurrentQueue&lt;TradeEntry&gt; tradeUpdates = new ConcurrentQueue&lt;TradeEntry&gt;(); public void RegistorOrder(object sender, Gate.RegisterOrderArgs e) { ordersToRegister.Enqueue(e.order); } public void TradeUpdated(object sender, Gate.TradeArgs e) { foreach (var entry in e.entries) { tradeUpdates.Enqueue(entry); } } public void InfoUpdated(object sender, Gate.InfoArgs e) { foreach (var entry in e.entries) { infoUpdates.Enqueue(entry); } } public void CommonUpdated(object sender, Gate.CommonArgs e) { foreach (var entry in e.entries) { commonUpdates.Enqueue(entry); } } public void AggrUpdated(object sender, Gate.AggrArgs e) { foreach (var entry in e.entries) { aggrUpdates.Enqueue(entry); } } </code></pre>
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    1. PORefactoring code with a lot of "locks" to more lock-free code
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    1. USAn00bus
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    1. PORefactoring code with a lot of "locks" to more lock-free code
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    1. VO
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    1. COthanks, well that's what i've done. I'm still locking but inside ConcurrentQueue. That would be portability issue when i decide to port to Linux.
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