Creating a custom I/O service in C++ asio

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I have an existing library that generates asynchronous data. It receives a function pointer and calls it whenever it has new data. It runs within its own thread, and makes the call from that thread.

I want to use multiple instances of that library, bring all the results into a single thread and process them (including network and disk I/O). I'm trying to understand how I should interface that library and how I should bring results into the asio loop, so I can pick them up by other functions and perform I/O.

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