Just Software Solutions

If you're using a GUI toolkit like Qt or WxWidgets, then you have to use whatever event system the toolkit provides, since it controls the main thread's event loop. For WxWidgets for instance the doc is here: http://docs.wxwidgets.org/trunk/overview_thread.html

I worked on a C++ trading app in the past and our approach was "services" (actors) talking via message passing. Basically a bunch of long-lived threads, each with a queue (nowadays that could be something like boost::lockfree::queue [1]), running an event loop. Message passing worked by getting a pointer to the target service's queue via a service registry (singleton initialized at startup, you could also keep a copy per service though), then pushing a message to it. If you needed to do something with the result, then that would come back via another message sent via the same system.

It does mean if there's back-and-forth between services the code would be harder to follow as you'd have to read through a few event handlers to get the whole flow, but with well-designed service boundaries it worked quite well. I don't think futures would have been useful in our context as blocking any service for an extended time would have been very bad.

[1] If you don't want boost, you can wrap std::queue yourself, this is a simple example where you can replace the boost mutex etc. with std ones: https://www.justsoftwaresolutions.co.uk/threading/implementing-a-thread-safe-queue-using-condition-variables.html

Also, in this paradigm, only one thread calls refresh() at any give time (either the MonitorThread or before the thread is created, the initializer thread). This is contrary to some definitions of lock free, such as [1], "if any thread performing an operation on the data structure is suspended at any point during that operation then the other threads accessing the data structure must still be able to complete their tasks". If we kill MonitorThread, other threads accessing RSState won't be able to complete their operation.

[1] http://www.justsoftwaresolutions.co.uk/threading/non_blocking_lock_free_and_wait_free.html