Systems and methods for asynchronous processing of messages that are received from multiple servers. An example method may comprise: receiving, by a first processing thread, in a non-blocking mode, a plurality of sub-application layer protocol packets from a plurality of servers; processing one or more sub-application layer protocol packets received from a first server of the plurality of servers, to produce a first application layer message; writing the first application layer message to a message queue; processing one or more sub-application layer protocol packets received from a second server of the plurality of servers, to produce a second application layer message; writing the second application layer message to the message queue; and reading, by two or more processing threads of a processing thread pool, two or more application layer messages including the first application layer message and the second application layer message from the message queue, to produce two or more memory data structures based on the read application layer messages.