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    <p>The code you have written is almost there to run the observable in parallel. If you write your observer as this:</p> <pre><code>public class Subscriber : IObserver&lt;int&gt; { public void OnNext(int a) { Console.WriteLine("{0} on {1} at {2}", a, Thread.CurrentThread.ManagedThreadId, DateTime.Now.ToString()); } public void OnError(Exception e) { } public void OnCompleted() { } } </code></pre> <p>Then running this code:</p> <pre><code>var observable = Observable .Interval(TimeSpan.FromSeconds(1.0)) .Select(x =&gt; (int)x) .Take(5) .ObserveOn(Scheduler.ThreadPool); var sub1 = new Subscriber(); var sub2 = new Subscriber(); observable.Subscribe(sub1); observable.Subscribe(sub2); Thread.Sleep(10000); </code></pre> <p>Will produce the following:</p> <pre><code>0 on 28 at 2011/10/20 00:13:49 0 on 16 at 2011/10/20 00:13:49 1 on 29 at 2011/10/20 00:13:50 1 on 22 at 2011/10/20 00:13:50 2 on 27 at 2011/10/20 00:13:51 2 on 29 at 2011/10/20 00:13:51 3 on 27 at 2011/10/20 00:13:52 3 on 19 at 2011/10/20 00:13:52 4 on 27 at 2011/10/20 00:13:53 4 on 27 at 2011/10/20 00:13:53 </code></pre> <p>It's already running the subscriptions in parallel on different threads.</p> <p>The important thing that I used was the <code>.ObserveOn</code> extension method - that's what made this work.</p> <p>You should keep in mind that observers don't generally share the same instance of observables. Subscribing to an observable effectively wires up a unique "chain" of observable operators from the source of the observable to the observer. This is much the same as calling <code>GetEnumerator</code> twice on an enumerable, you will not share the same enumerator instance, you will get two unique instances.</p> <p>Now, I want to describe what I mean by a chain. I'm going to give the Reflector.NET extracted code from <code>Observable.Generate</code> &amp; <code>Observable.Where</code> to illustrate the point.</p> <p>Take this code for example:</p> <pre><code>var xs = Observable.Generate(0, x =&gt; x &lt; 10, x =&gt; x + 1, x =&gt; x); var ys = xs.Where(x =&gt; x % 2 == 0); ys.Subscribe(y =&gt; { /* produces 0, 2, 4, 6, 8 */ }); </code></pre> <p>Under the hood both <code>Generate</code> &amp; <code>Where</code> each create a new instance of the internal Rx class <code>AnonymousObservable&lt;T&gt;</code>. The constructor for <code>AnonymousObservable&lt;T&gt;</code> takes a <code>Func&lt;IObserver&lt;T&gt;, IDisposable&gt;</code> delegate which it uses whenever it receives a call to <code>Subscribe</code>.</p> <p>The slightly cleaned up code for <code>Observable.Generate&lt;T&gt;(...)</code> from Reflector.NET is:</p> <pre><code>public static IObservable&lt;TResult&gt; Generate&lt;TState, TResult&gt;( TState initialState, Func&lt;TState, bool&gt; condition, Func&lt;TState, TState&gt; iterate, Func&lt;TState, TResult&gt; resultSelector, IScheduler scheduler) { return new AnonymousObservable&lt;TResult&gt;((IObserver&lt;TResult&gt; observer) =&gt; { TState state = initialState; bool first = true; return scheduler.Schedule((Action self) =&gt; { bool flag = false; TResult local = default(TResult); try { if (first) { first = false; } else { state = iterate(state); } flag = condition(state); if (flag) { local = resultSelector(state); } } catch (Exception exception) { observer.OnError(exception); return; } if (flag) { observer.OnNext(local); self(); } else { observer.OnCompleted(); } }); }); } </code></pre> <p>The <code>Action self</code> parameter is a recursive call that iterates output values. You'll notice that nowhere in this code does the <code>observer</code> get stored or that the values get pasted to more than one observer. This code runs once for each new observer.</p> <p>The slightly cleaned up code for <code>Observable.Where&lt;T&gt;(...)</code> from Reflector.NET is:</p> <pre><code>public static IObservable&lt;TSource&gt; Where&lt;TSource&gt;( this IObservable&lt;TSource&gt; source, Func&lt;TSource, bool&gt; predicate) { return new AnonymousObservable&lt;TSource&gt;(observer =&gt; source.Subscribe(x =&gt; { bool flag; try { flag = predicate(x); } catch (Exception exception) { observer.OnError(exception); return; } if (flag) { observer.OnNext(x); } }, ex =&gt; observer.OnError(ex), () =&gt; observer.OnCompleted)); } </code></pre> <p>Again this code doesn't track multiple observers. It calls <code>Subscribe</code> effectively passing its own code as the observer to the underlying <code>source</code> observable.</p> <p>You should see that, in my example code above, subscribing to <code>Where</code> creates a subscription to <code>Generate</code> and hence this is a chain of observables. In fact it's chaining subscribe calls on a series of <code>AnonymousObservable</code> objects.</p> <p>If you have two subscriptions you have two chains. If you have 1,000 subscriptions you have 1,000 chains.</p> <p>Now, just as a side note - even though there are <code>IObservable&lt;T&gt;</code> and <code>IObserver&lt;T&gt;</code> interfaces - you should very very rarely actually implement these in your own classes. The built-in classes and operators handle 99.99% of all cases. It's a bit like <code>IEnumerable&lt;T&gt;</code> - how often do you need to implement this interface yourself?</p> <p>Let me know if this helps and if you need any further explanation.</p>
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    1. POIs it possible to invoke subscribers's OnNexts on different threads in Rx?
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    1. COI did not understand when you say most subscriptions form a unique chain.
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    2. COpublic void Run() {var src = GetInput().ToObservable(Scheduler.NewThread); var d = src.Subscribe( c => Console.WriteLine(c + "blah1" + DateTime.Now + System.Threading.Thread.CurrentThread.ManagedThreadId)); var d2 = src.Subscribe( c => Console.WriteLine(c + "cccc" + DateTime.Now + System.Threading.Thread.CurrentThread.ManagedThreadId)); System.Threading.Thread.Sleep(60000); } static IEnumerable<int> GetInput() { while (true) { yield return int.Parse(Console.ReadLine()); } }
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    3. COsorry for the bad formatting above. But I was surprised to find that d2 and d write on console alternatively for each integer I type on console. Is this what you meant by 'most subscriptions form a unique chain'?
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