I'm implementing a thread pool for processing a high volume market data feed and have a question about the strategy of reusing my worker instances that implement runnable which are submitted to the thread pool for execution. In my case I only have one type of worker that takes a String and parses it to create a Quote object which is then set on the correct Security. Given the amount of data coming off the feed it is possible to have upwards of 1,000 quotes to process per second and I see two ways to create the workers that get submitted to the thread pool.
First option is simply creating a new instance of a Worker every time a line is retrieved from the underlying socket and then adding it to the thread pool which will eventually be garbage collected after its run method executed. But then this got me thinking about performance, does it really make sense to instantiate 1,0000 new instances of the Worker class every second. In the same spirit as a thread pool do people know if it is a common pattern to have a runnable pool or queue as well so I can recycle my workers to avoid object creation and garbage collection. The way I see this being implemented is before returning in the run() method the Worker adds itself back to a queue of available workers which is then drawn from when processing new feed lines instead of creating new instances of Worker.
From a performance perspective, do I gain anything by going with the second approach or does the first make more sense? Has anyone implemented this type of pattern before?
Thanks - Duncan