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How to implement efficient C++ runtime statistics

I would like to know if there is a good way to monitor my application internals, ideally in the form of an existing library.

My application is heavily multithreaded, and uses a messaging system to communicate in-between threads and to the external world. My goal is to monitor what kind of messages are sent, at which frequency, etc.

There could also be other statistics in a more general way, like how many threads are spawned every minute, how much new/delete are called, or more specific aspects of the application; you name it.

What would be awesome is something like the "internal pages" you have for Google Chrome, like net or chrome://tracing , but in a command line fashion.

If there is a library that's generic enough to accomodate for the specificities of my app, that would be great.
Otherwise I'm prepared to implement a small class that would do the job, but I don't know where to start. I think the most important thing is that the code shouldn't interfere too much, so that performances are not impacted.

Do you guys have some pointers on this matter?

Edit: my application runs on Linux, in an embedded environment, sadly not supported by Valgrind :(


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