How to publish to KDB Ticker Plant from Java effectively - java

We have market data handlers which publish quotes to KDB Ticker Plant. We use exxeleron q java libary for this purpose. Unfortunately latency is quite high: hundreds milliseconds when we try to insert a batch of records. May you suggest some latency tips for KDB + Java binding, as we need to publish quite fast.

There's not enough information in this message to give a fully qualified response, but having done the same with Java+KDB it really comes down to eliminating the possibilities. This is common sense, really, nothing super technical.
make sure you're inserting asynchronously
Verify it's exxeleron q java that is causing the latency. I don't think there's 100's of millis overhead there.
Verify the CPU that your tickerplant is on isn't overloaded. Consider re-nicing, core binding, etc
Analyse your network latencies. Also, if you're using Linux, there's a few tcp tweaks you can try, e.g. TCP_QUICKACK
As you're using Java, be smarter about garbage collection. It's highly configurable, although not directly controllable.
if you find out the tickerplant is the source of latency, you could either recode it to not write to disk - or get a faster local disk.
There's so many more suggestions, but the question is a bit too ambiguous.
EDIT
Back in 2007, with old(ish) servers and a very old version of KDB+ we were managing an insertion rate of 90k rows per second using the vanilla c.java. That was after many rounds of the above points. I'm sure you can achieve way more now, it's a matter of finding where the bottlenecks are and fixing them one by one.

Make sure the data publish to ticket plant are is batch, like wait for a little bit to insert say few rows of data in batch, but not insert row by row once any new records coming

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Writing hundreds of data objects to a Mongo database

I am working on a Minecraft network which has several servers manipulating 'user-objects', which is just a Mongo document. After a user object is modified it need to be written to the database immediately, otherwise it may be overwritten in other servers (which have an older version of the user object), but sometimes hundreds of objects need to be written away in a short amount of time.. (in a few seconds). My question is: How can I easily write objects to a MongoDB database without really overload the database..
I have been thinking up an idea but I have no idea if it is relevant:
- Create some sort of queue in another thread, everytime an data object gets need to be saved into the database it gets in the queue and then in the 'queue thread' the objects will be saved one by one with some sort of interval..
Thanks in advance
btw Im using Morphia as framework in Java
"hundreds of objects [...] in a few seconds" doesn't sound that much. How much can you do at the moment?
The setting most important for the speed of write operations is the WriteConcern. What are you using at the moment and is this the right setting for your project (data safety vs speed)?
If you need to do many write operations at once, you can probably speed up things with bulk operations. They have been added in MongoDB 2.6 and Morphia supports them as well — see this unit test.
I would be very cautious with a queue:
Do you really need it? Depending on your hardware and configuration you should be able to do hundreds or even thousands of write operations per second.
Is async really the best approach for you? The producer of the write operation / message can only assume his change has been applied, but it probably has not and is still waiting in the queue to be written. Is this the intended behaviour?
Does it make your life easier? You need to know another piece of software, which adds many new and most likely unforeseen problems.
If you need to scale your writes, why not use sharding? No additional technology and your code will behave the same with and without it.
You might want to read the following blogpost on why you probably want to avoid queues for this kind of operation in general: http://widgetsandshit.com/teddziuba/2011/02/the-case-against-queues.html

Cache update with db changes

We have a java based product which keeps Calculation object in database as blob. During runtime we keep this in memory for fast performance. Now there is another process which updates this Calculation object in database at regular interval. Now, what could be the best strategy to implement so that when this object get updated in database, the cache removes the stored object and fetch it again from database.
I won't prefer any caching framework until it is must to use.
I appreciate response on this.
It is very difficult to give you good answer to your question without any knowledge of your system architecture, design constraints, your IT strategy etc.
Personally I would use Messaging pattern to solve this issue. A few advantages of that pattern are as follows:
Your system components (Calculation process, update process) can be loosely coupled
Depending on implementation of Messaging pattern you can "connect" many Calculation processes (out-scaling) and many update processes (with master-slave approach).
However, implementing Messaging pattern might be very challenging task and I would recommend taking one of the existing frameworks or products.
I hope that will help at least a bit.
I did some work similar to your scenario before, generally there are 2 ways.
One, the cache holder poll the database regularly, fetch the data it needs and keep it in the memory. The data can be stored in a HashMap or some other collections. This approach is simple and easy to implement, no extra framework or library needed. But users will have to endure dirty data from time to time. Besides, polling will cause a lot of pressure on DB if the number of pollers is huge or the query is not fast enough. However, it is generally not a bad one if your requirement for real-time is not that high and the scale of your system is relatively small.
The other approach is that the cache holder subscribes the notification of the data updater and update its data after being notified. It provides better user experience, but this will bring more complexity to your system because you have to get some MS infrastructure, such as JMS, involved. Developing and tuning is more time-consuming.
I know I am quite late resonding this but it might help somebody searching for the same issue.
Here was my problem, I was storing requestPerMinute information in a Hashmap in a Java filter which gets loaded during the start of the application. The problem if somebody updates the DB with new information ,the map doesn't know about this.
Solution: I took one variable updateTime in my Java filter which just stored when was my hashmap last got updated and with every request it checks if the current time is time more than 24 hours , if yes then it updates the hashmap from the database.So every 24 hours it just refreshes the whole hashmap.
Although my usecase was not to update at real time so it fits the use case.

Sort a list with SQL or as a collection?

I have some entries with dates in my database. What is best?:
Fetch them with a sql statement and also apply order by.
Get the list with sql, and order them within the application with collection.sort or so?
Thanks
This a very broad question that is very difficult to answer, and it depends a lot on what you mean by best?
From a performance perspective, you will simply have to measure to determine what part of your system is the bottleneck. Databases are usually very efficient, but it could still be relevant to off-load that work to the client.
From a separation of concern perspective, it depends on how the sorting matters in the application and how the application is layered.
Ask your self: "where does the knowledge that the data is sorted belong?" and "What would happen if I where to change from a relational database storage to something different".
To some extent, it depends on how many values are in the complete collection. If it is, say, 20-30 values then you can sort anywhere — even a relatively poor sorting algorithm can do that quickly (avoid Stooge Sort though; that's terrible) — as that is the sort of size of data chunk which you might expect to actually fetch in one service response.
But once you get into larger datasets you need to plan much more carefully. In particular, you want to avoid moving data around if you don't have to. If the data is currently only present in the database, you really don't want to fetch it all into the client just to sort it (a relatively expensive operation) and then throw virtually all of it away. It's far better to actually keep the data sorted in the database to start with, so that picking it up in order is trivial; in relational database terms, keeping the data sorted is functionally identical to maintaining an index on the data. Indeed, you can have multiple indices on the data, which can make even rather complex queries quick. (NoSQL DBs are more varied; some even don't support the concept of keeping data sorted.) The downside of maintaining indices is that they take up more space and they take time to maintain, particularly when the data is being created in the first place.
So… to return to your question, you probably want to try to not sort the data in the application: for most data, an appropriate index can be much more efficient as it lets your code not even look at unwanted data. But if you have to fetch it all into your application for some other reason and you can't bring it in pre-sorted, there's no reason to avoid sorting it yourself: Java's sorting algorithms are efficient and stable. But you should measure whether fetching it from the DB in the new order is faster. (The question is whether the DB overheads exceed the super-linear costs of re-sorting; lots of problems are in the domain where “maybe; hard to tell” is the answer.)
The other thing to balance is whether it is simpler for your code to not do sorting itself and instead always delegate that to the DB. Keeping your code simpler (and more bug-free) is a good goal to have…
Database management systems (DMBS) are optimized for these tasks, so I think you should stick with them. Especially if you are accessing the database from a script written in PHP or (other scripting language), it might be slower to perform that task using a script. You might also reach a memory limit allowed to be used by PHP if you sort the array using a script.
I don't mean to raise a question of performance of different programming languages, just want to point out that it is a very good practice to rely on the DMBS whenever you can.
This is a very interesting question to me, and I want to present the other side of the accepted answer, which BTW is a very good answer with which I don't necessarily *dis*agree. Just want to present the other side.
When I started in my career, I was working on mainframe DB2, and the old-timers that taught me were VERY INSISTENT that sorting be done OUTSIDE of the db. Their rational for this is that it's work that CAN be offloaded, and this leaves the DB free to service other requests.
Of course, it's far more nuanced than this. In general, I'd say the factors you're weighing are:
A) How busy, or central to your system, is your database? If your db is very busy, if you have a lot of OLTP processing on clients or app servers, and your client or application servers have lots of excess capacity, why not sort on the app server or client? Even if it's less efficient, it spreads the work through the system and gets you more throughput from a whole-systems perspective.
B) How big is the sort? It would be silly to, say, blow your call stack or java heap because you sorted a gazillion MB of data.
C) Will sorting in your app or app server cause pauses, latency, etc? In other words, if your particular programming language has REALLY bad sorting libraries, and you don't want to write your own, maybe letting the DB take 0.5 seconds is better than making your application take 5.0 seconds.
So, as with all things, "it depends" ;-). But, I think these are the things upon which it depends.

which NOSQL database tool is better to choose for my application?

I am planning to develop some application like connecting with friends of friends of friends. It may look like as Facebook or Twitter but initially i am planning to implement that to learn more about NOSQL databases.
There are number of database tools in NOSQL. I have gone through many database types like document store, key-value store, column type, graph databases. And finally i come up with two database tools which are cassandra & Neo4J. Is it right to choose any one, if not correct me & provide me some your valuable opinions.
One more thing is the language binding which i choose is JAVA.
My question is,
Which database tool suits for my application?
Awaiting for your valuable opinions. Thanks for spending your valuable time.
Tim, you really should have posted your question separately, rather than as an answer to the OP, which it wasn't.
But to answer, first, go read Ben Black's slides at http://www.slideshare.net/benjaminblack/introduction-to-cassandra-replication-and-consistency.
Done? Okay, now for the specific questions:
"How would differences in [replica] data-state be reconciled on a subsequent read?"
The highest timestamp wins.
"Do all zones work off the same system clock?"
Timestamps are provided by clients (i.e., your app server). They should be synchronized with e.g. ntpd (which is good practice anyway), but high precision is not required because if ordering matters you should be avoiding conflict either by using unique column names or by using external locking.
For example: if you have a list of users following you in a Twitter clone, you should give each follower its own column and there will be no way to lose data no matter how out of sync the clocks are.
If you have an admin tool for your website and two admins upload a new favicon "simultaneously," one update is going to win and it doesn't really matter which. Here, you do want your clocks synchronized but "within a few ms" is close enough.
If you are managing user registration and you want to allow creating account "jbellis" only if it doesn't already exist, you need a lock manager no matter how closely synchronzied your clocks are.
"Would stale data get returned?"
A node (a better unit to think about than a "zone") will not have data it missed during its downtime until it is sent that data by read repair, hinted handoff, or anti-entropy repair. In the meantime, it will reply to read requests with stale data; if you use a high enough consistencylevel read requests will wait for enough other replies to make sure you always see the most recent version anyway, which may mean not being able to fulfil requests if enough other replicas are down.
Otherwise, a low consistencylevel (e.g. ONE) implicitly means "I understand that the higher availability and lower latency I get with this lower consistencylevel means I'm okay with seeing stale data temporarily after downtime."
I'm not sure I understand all of the implications of the Cassandata consistency model with respect to data-agreement across multiple availability zones.
Given multiple zones, and given that the coordinator node in Cassandra has used a consistency level that does not require all zones to report back, but only a quorum, how would differences in zone data-state be reconciled on a subsequent read?
Do all zones work off the same system clock? Or does each zone have its own clock? If they don't work off the same clock, how are they synchronized so that timestamps can be compared during the "healing" process when differences are reconciled?
Let's say that a zone that does have accurate, up-to-date data is now offline, and a zone that was offline during a previous write (so it didn't get updated and contains stale data) is now back online. Would stale data get returned? Would the coordinator have any way to know the data were stale?
If you don't need to scale in the short term I'd go with Neo4j because it is designed to store networks like the one you described. (If you eventually do need to scale, maybe you can throw Gizzard in front of it or something. Good luck!)
Have you looked on Riak database? It has the same background as Cassandra, but you don't need to care about timestamp synchronization (they involve different method for resolving data status).
My first application was build on a Cassandra database. But I am now trying Riak because it is more suitable. It is not only the difference in keys (keys - values / super column - keys - values) but goes further with the document store feature.
It has a method to create complex queries using MapReduce. Cassandra does have this option using Hadoop, but it sounds difficult.
Further more it uses a well known and defined access protocol in http/s so it's easy to manage the server when you have a lot of traffic.
The only bad point is that is slower than Cassandra. But usually you will read records more than write (and Cassandra is optimised on writes, not reads) so the end result should be ok.

Advice on handling large data volumes

So I have a "large" number of "very large" ASCII files of numerical data (gigabytes altogether), and my program will need to process the entirety of it sequentially at least once.
Any advice on storing/loading the data? I've thought of converting the files to binary to make them smaller and for faster loading.
Should I load everything into memory all at once?
If not, is opening what's a good way of loading the data partially?
What are some Java-relevant efficiency tips?
So then what if the processing requires jumping around in the data for multiple files and multiple buffers? Is constant opening and closing of binary files going to become expensive?
I'm a big fan of 'memory mapped i/o', aka 'direct byte buffers'. In Java they are called Mapped Byte Buffers are are part of java.nio. (Basically, this mechanism uses the OS's virtual memory paging system to 'map' your files and present them programmatically as byte buffers. The OS will manage moving the bytes to/from disk and memory auto-magically and very quickly.
I suggest this approach because a) it works for me, and b) it will let you focus on your algorithm and let the JVM, OS and hardware deal with the performance optimization. All to frequently, they know what is best more so than us lowly programmers. ;)
How would you use MBBs in your context? Just create an MBB for each of your files and read them as you see fit. You will only need to store your results. .
BTW: How much data are you dealing with, in GB? If it is more than 3-4GB, then this won't work for you on a 32-bit machine as the MBB implementation is defendant on the addressable memory space by the platform architecture. A 64-bit machine & OS will take you to 1TB or 128TB of mappable data.
If you are thinking about performance, then know Kirk Pepperdine (a somewhat famous Java performance guru.) He is involved with a website, www.JavaPerformanceTuning.com, that has some more MBB details: NIO Performance Tips and other Java performance related things.
You might want to have a look at the entries in the Wide Finder Project (do a google search for "wide finder" java).
The Wide finder involves reading over lots of lines in log files, so look at the Java implementations and see what worked and didn't work there.
You could convert to binary, but then you have 1+ something copies of the data, if you need to keep the original around.
It may be practical to build some kind of index on top of your original ascii data, so that if you need to go through the data again you can do it faster in subsequent times.
To answer your questions in order:
Should I load everything into memory all at once?
Not if don't have to. for some files, you may be able to, but if you're just processing sequentially, just do some kind of buffered read through the things one by one, storing whatever you need along the way.
If not, is opening what's a good way of loading the data partially?
BufferedReaders/etc is simplest, although you could look deeper into FileChannel/etc to use memorymapped I/O to go through windows of the data at a time.
What are some Java-relevant efficiency tips?
That really depends on what you're doing with the data itself!
Without any additional insight into what kind of processing is going on, here are some general thoughts from when I have done similar work.
Write a prototype of your application (maybe even "one to throw away") that performs some arbitrary operation on your data set. See how fast it goes. If the simplest, most naive thing you can think of is acceptably fast, no worries!
If the naive approach does not work, consider pre-processing the data so that subsequent runs will run in an acceptable length of time. You mention having to "jump around" in the data set quite a bit. Is there any way to pre-process that out? Or, one pre-processing step can be to generate even more data - index data - that provides byte-accurate location information about critical, necessary sections of your data set. Then, your main processing run can utilize this information to jump straight to the necessary data.
So, to summarize, my approach would be to try something simple right now and see what the performance looks like. Maybe it will be fine. Otherwise, look into processing the data in multiple steps, saving the most expensive operations for infrequent pre-processing.
Don't "load everything into memory". Just perform file accesses and let the operating system's disk page cache decide when you get to actually pull things directly out of memory.
This depends a lot on the data in the file. Big mainframes have been doing sequential data processing for a long time but they don't normally use random access for the data. They just pull it in a line at a time and process that much before continuing.
For random access it is often best to build objects with caching wrappers which know where in the file the data they need to construct is. When needed they read that data in and construct themselves. This way when memory is tight you can just start killing stuff off without worrying too much about not being able to get it back later.
You really haven't given us enough info to help you. Do you need to load each file in its entiretly in order to process it? Or can you process it line by line?
Loading an entire file at a time is likely to result in poor performance even for files that aren't terribly large. Your best bet is to define a buffer size that works for you and read/process the data a buffer at a time.
I've found Informatica to be an exceptionally useful data processing tool. The good news is that the more recent versions even allow Java transformations. If you're dealing with terabytes of data, it might be time to pony up for the best-of-breed ETL tools.
I'm assuming you want to do something with the results of the processing here, like store it somewhere.
If your numerical data is regularly sampled and you need to do random access consider to store them in a quadtree.
I recommend strongly leveraging Regular Expressions and looking into the "new" IO nio package for faster input. Then it should go as quickly as you can realistically expect Gigabytes of data to go.
If at all possible, get the data into a database. Then you can leverage all the indexing, caching, memory pinning, and other functionality available to you there.
If you need to access the data more than once, load it into a database. Most databases have some sort of bulk loading utility. If the data can all fit in memory, and you don't need to keep it around or access it that often, you can probably write something simple in Perl or your favorite scripting language.

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