1. Merge intervals
2. Given a buffer that contains multiple messages, parse the buffer and process each message.
   When an exchange sends several messages over a TCP socket, they can be concatenated when performing the read. This is solved by parsing the buffer, and splitting in to multiple messages for each process call.
   Please implement a packetize function that takes a constant char* and size_t:
   void packetize(const char *data, size_t length);
   This function can be a member function if necessary.

The packetize function should call a process function, with signature:
void process(const char *data, size_t length);

Given data buffer may contain incomplete packet, which may continue in the next call to packetize. At the same time, buffer may contain multiple packets as well, in which case all of the packets must be collected and process should be called for each one.