Please make AVWAP multi-threaded

[hdo]

I'm happy with how it works, but it is just too slow, even on a >5 GHz CPU. I miss trades because Bookmap cannot compute AVWAPs fast enough. I also do not understand why, for each new AVWAP, it needs to process so many historical data points (often >100 million). I regularly have to restart Bookmap intraday to reduce the amount of historical information AVWAP processes.
 
I can supply screen captures, profiler traces, etc., if needed. However, my experience seems similar to that of many Bookmap users. In some situations, I just cannot wait 30-60 seconds for an AVWAP to render.

Thanks for considering this!

[hdo]

It is really bad with current volatility. It cannot be correct, that AVWAP always needs to scrub through all historic data loaded. Sometimes it takes 2 minutes to add an AVWAP. By that time my trade is gone.