Up to 1000 client users. 1 Server (or multiple instances of a server).
The server(s) read a set of 5-15 incoming data feeds that update as often as 10 to 50 times per second. Each feed is updating at a different interval, as information comes in (essentially random).
At the server side you can do some "load-balancing" using thread-per-cpu or io_service-per-cpu approach (see in the asio examples).
So what is the best way to structure this design using ASIO? Should the 1000 clients actually be set up as servers, and the server really just contact them by connecting each time there is an update that interest them?
Or should the 1000 clients all connect with a permanent connection, polling for updates?
I'm not sure about what you mean by saying "set up as server". Certainly, your client does not wait for incoming connections from the server, but initiates them. Once it connected to the server, it can send data with async_write, and at the same time it can issue async_read request - to wait for some data from the server. When the server sends you the data, the handler of async_read is invoked -- the client processes the data, and issues async_read again. This way the client can always be aware of an incoming data.