Failr point - I should do that in original question. The C++ server runs on Unix (Mac OS X as a matter of fact) and, as I'm the one who develops it, can use whthever technology is suitable. Currently it uses STL, Boost and Qt libraries.
The server is responsible for providing connectivity to stock exchange and will be used mainly to monitor price of certain financial instruments and placing/cancelling orders. My idea is to keep this as simple tool that will execute whathever it's asked for. On top of this server I plan to write some trading logic in Python - scripts that will trigger certain actions depending on situation on market. I planned to exchange text commands between the C++ server and Python scripts as Python is really good in parsing text and on server side Boost/STL also do the trick. Communication between 'logic' and the server won't be high frequency - I plan to talk to teh server ~10 times a minute. Will appreciate suggestions. M. -- http://mail.python.org/mailman/listinfo/python-list