Made out of sheer boredom... ;)

Demo program to see how C++ can hook into python using pybind11.

pybind11-3.0 code is included for ease of compilation.

The current C++ pyhook.cpp implementation just calls a momentum function
in the pyhook.py class by passing it a C++ vector as a reference.

But there is nothing stopping it to call python class objects and functions
from within C++.

The demo also presents a multithreaded lock-free implementation of both
un-bounded and bounded queues where multiple dummy exchange objects enqueue 
trades and their strategy objects deque them to process and create momentum 
signal by calling momentum function in the pyhook.py script.

Currently there is only one main interpreter and its shared among different
threads by scoped locking semantics, sub-interpreters can be deployed
to get better concurrency from python's point of view.
https://pybind11.readthedocs.io/en/stable/advanced/embedding.html

We can have multiple producers(exchanges) to consumers(strategies) sinks as
shown in the demo.

Requirements:

The setup requires benchmark and python dev packages to be installed and assumes
C++ 20 compiler to be present to build the code.
sudo apt-get install python-dev-is-python3
For google benchmark: google...

Makefile Targets:

all: default target which has queue and pybind semantics mentioned above
benchmark: uses google benchmark to benchmark the program
disable_pybind: disable any python bindings ie no call to pyhook.py
benchmark_disable_python: uses google benchmark to benchmark the program and disables
                          any python bindings ie no call to pyhook.py