title: Event loop in C++ on Windows with timer queue
body: <p>I am writing a windows DLL in C++ and I need some sort of event loop.
  Several events are periodically checked and the DLL then triggers callbacks in the client application. The polling period might differ for different events.</p>
  
  <p>I wonder what is the best way to code this. The timing precision must be good but performance is the main priority.
  Is it better to have several (4-5) timers in one Windows <a href="http://msdn.microsoft.com/en-us/library/ms686796%28v=vs.85%29.aspx" rel="nofollow">timer queue</a> with various periods or one single timer with the smallest period? Or should I prefer a completely different solution?</p>
  
  <p>Thanks</p>