As of today the latest GA version of MySQL (MySQL-5.6) doSQL-5.6 in the sense that the parallelism happens by database. That means you will have only one thread working at one database. To turn on this feature you will need to set the option --slave-parallel-workers
.
The next MySQL version 5.7 which is not GA yet, does support more multi-threading. That means you can have multiple threads operating on the same database in 5.7. In 5.7 you can choose the policy of multi-threading using the option --slave-parallel-type
.
You can find details of these options in the docs: Replication Slave Options and Variables
Apart from these there are a bunch of other things that you can find in MySQL-5.7 namely: improved semi-synchronous replication, multi-source replication, group replication (labs feature) etc. You can look at all of these in detail on the blogs written by the engineers here: http://mysqlhighavailability.com/