A lightweight stream-processing library using MPI

We describe the design of a lightweight library using MPI to support stream-processing on acyclic process structures. The design can be used to connect together arbitrary modules where each module can be its own parallel MPI program. We make extensive use of MPI groups and communicators to increase the flexibility of the library, and to make the library easier and safer to use. The notion of a communication context in MPI ensures that libraries do not conflict where a message from one library is mistakenly received by another. The library is not required to be part of any larger workflow environment and is compatible with existing MPI execution environments. The library is part of MarketMiner, a system for executing financial workflows.