Presented on 27 October 2015 at a Cassandra London Meetup, hosted in Hammersmith by Winton Capital Management.

1. Resilient Microservices for Finance
with DataStax Enterprise & Apache Cassandra
Daniel Cohen
Solutions Engineer

2. Resilient Microservices for Finance
with DataStax Enterprise & Apache Cassandra
Daniel Cohen
Solutions Engineer
!

3. Company Confidential© 2015 DataStax, All Rights Reserved. 2
1 Introductions
2 Resilient Architectures
3 Monolithic to µ
4 LUST
5 Questions?

4. Company Confidential© 2015 DataStax, All Rights Reserved.
DataStax Enterprise
3
A Purpose-Built
Platform on
Apache Cassandra

5. Company Confidential© 2015 DataStax, All Rights Reserved. 4

6. Company Confidential© 2015 DataStax, All Rights Reserved.
2013
DataStax
5

7. Company Confidential© 2015 DataStax, All Rights Reserved.
2014
DataStax
6

8. Company Confidential© 2015 DataStax, All Rights Reserved.
2015
DataStax
7

9. Company Confidential© 2015 DataStax, All Rights Reserved. 8
1 Introductions
2 Resilient Architectures
3 Monolithic to µ
4 LUST
5 Questions?

10. Company Confidential© 2015 DataStax, All Rights Reserved.
Application Tier Resilience
Example: A Single Session
DC NY1 DC NY2
• Stateless ➜ fault tolerant
• Horizontally scalable
• Store sessions in Cassandra
• Sessions replicate naturally
• Recover on disaster / failure
• UI ➜ intelligently stateful
• Active in recovery / failover
9
App
Server
Cache
C* C*
App
Server
Cache

11. Company Confidential© 2015 DataStax, All Rights Reserved.
Application Tier Resilience
Example: A Single Session
DC NY1 DC NY2
• Stateless ➜ fault tolerant
• Horizontally scalable
• Store sessions in Cassandra
• Sessions replicate naturally
• Recover on disaster / failure
• UI ➜ intelligently stateful
• Active in recovery / failover
9
App
Server
Cache
C* C*
App
Server
Cache

12. Company Confidential© 2015 DataStax, All Rights Reserved.
Application Tier Resilience
Example: A Single Session
DC NY1 DC NY2
• Stateless ➜ fault tolerant
• Horizontally scalable
• Store sessions in Cassandra
• Sessions replicate naturally
• Recover on disaster / failure
• UI ➜ intelligently stateful
• Active in recovery / failover
9
App
Server
Cache
C* C*
App
Server
Cache

13. Company Confidential© 2015 DataStax, All Rights Reserved.
Application Tier Resilience
Example: A Single Session
DC NY1 DC NY2
• Stateless ➜ fault tolerant
• Horizontally scalable
• Store sessions in Cassandra
• Sessions replicate naturally
• Recover on disaster / failure
• UI ➜ intelligently stateful
• Active in recovery / failover
9
App
Server
Cache
C* C*
App
Server
Cache
session

14. Company Confidential© 2015 DataStax, All Rights Reserved.
Application Tier Resilience
Example: A Single Session
DC NY1 DC NY2
• Stateless ➜ fault tolerant
• Horizontally scalable
• Store sessions in Cassandra
• Sessions replicate naturally
• Recover on disaster / failure
• UI ➜ intelligently stateful
• Active in recovery / failover
9
C* C*
App
Server
Cache
session

15. Company Confidential© 2015 DataStax, All Rights Reserved.
Application Tier Resilience
Example: A Single Session
DC NY1 DC NY2
• Stateless ➜ fault tolerant
• Horizontally scalable
• Store sessions in Cassandra
• Sessions replicate naturally
• Recover on disaster / failure
• UI ➜ intelligently stateful
• Active in recovery / failover
9
C* C*
App
Server
Cache
session

16. Company Confidential© 2015 DataStax, All Rights Reserved.
Application Tier Resilience
Example: A Single Session
DC NY1 DC NY2
• Stateless ➜ fault tolerant
• Horizontally scalable
• Store sessions in Cassandra
• Sessions replicate naturally
• Recover on disaster / failure
• UI ➜ intelligently stateful
• Active in recovery / failover
9
C* C*
App
Server
Cache
session

17. Company Confidential© 2015 DataStax, All Rights Reserved.
Application Tier Resilience
Example: A Single Session
DC NY1 DC NY2
• Stateless ➜ fault tolerant
• Horizontally scalable
• Store sessions in Cassandra
• Sessions replicate naturally
• Recover on disaster / failure
• UI ➜ intelligently stateful
• Active in recovery / failover
9
C* C*
App
Server
Cache
session

18. Company Confidential© 2015 DataStax, All Rights Reserved.
A Resilient Enterprise Architecture
10
DC NY1
C*
DC NY2
C*
DC LDN1
C*
DC LDN2
C*
…DC NY1
App App
App App
DC LDN2
App App
App App

19. Company Confidential© 2015 DataStax, All Rights Reserved.
A Resilient Enterprise Architecture
10
DC NY1
C*
DC NY2
C*
DC LDN1
C*
DC LDN2
C*
…DC NY1
App App
App App
DC LDN2
App App
App App

20. Company Confidential© 2015 DataStax, All Rights Reserved.
A Resilient Enterprise Architecture
10
DC NY1
C*
DC NY2
C*
DC LDN1
C*
DC LDN2
C*
…DC NY1
App App
App App
DC LDN2
App App
App App

21. Company Confidential© 2015 DataStax, All Rights Reserved.
A Resilient Enterprise Architecture
10
DC NY1
C*
DC NY2
C*
DC LDN1
C*
DC LDN2
C*
…DC NY1
App App
App App
DC LDN2
App App
App App

22. Company Confidential© 2015 DataStax, All Rights Reserved.
A Resilient Enterprise Architecture
10
DC NY1
C*
DC NY2
C*
DC LDN1
C*
DC LDN2
C*
…DC NY1
App App
App App
DC LDN2
App App
App App

23. Company Confidential© 2015 DataStax, All Rights Reserved.
A Resilient Enterprise Architecture
10
DC NY1
C*
DC NY2
C*
DC LDN1
C*
DC LDN2
C*
…DC NY1
App App
App App
DC LDN2
App App
App App

24. Company Confidential© 2015 DataStax, All Rights Reserved.
A Resilient Enterprise Architecture
10
DC NY1
C*
DC NY2
C*
DC LDN1
C*
DC LDN2
C*
…DC NY1
App App
App App
DC LDN2
App App
App App
❓

25. Company Confidential© 2015 DataStax, All Rights Reserved.
A Resilient Enterprise Architecture
10
DC NY1
C*
DC NY2
C*
DC LDN1
C*
DC LDN2
C*
…DC NY1
App App
App App
DC LDN2
App App
App App❌

26. Company Confidential© 2015 DataStax, All Rights Reserved.
A Resilient Enterprise Architecture
10
DC NY1
C*
DC NY2
C*
DC LDN1
C*
DC LDN2
C*
…DC NY1
App App
App App
DC LDN2
App App
App App❌

27. Company Confidential© 2015 DataStax, All Rights Reserved. 11
Authentication & Authorization
DC LDN1
C*
DC LDN2
C*
DC AMS1
C*
DC ZUR1
C*
DSE
Cluster
Web
User
App
Services
DC LDN2
App App
App App
DC AMS1
App App
App App ……

28. Company Confidential© 2015 DataStax, All Rights Reserved. 11
Authentication & Authorization
DC LDN1
C*
DC LDN2
C*
DC AMS1
C*
DC ZUR1
C*
DSE
Cluster
Web
User
App
Services
DC LDN2
App App
App App
DC AMS1
App App
App App ……
session?

29. Company Confidential© 2015 DataStax, All Rights Reserved. 11
Authentication & Authorization
DC LDN1
C*
DC LDN2
C*
DC AMS1
C*
DC ZUR1
C*
DSE
Cluster
Web
User
App
Services
DC LDN2
App App
App App
DC AMS1
App App
App App ……
session?

30. Company Confidential© 2015 DataStax, All Rights Reserved. 11
Authentication & Authorization
session
DC LDN1
C*
DC LDN2
C*
DC AMS1
C*
DC ZUR1
C*
DSE
Cluster
Web
User
App
Services
DC LDN2
App App
App App
DC AMS1
App App
App App ……

31. Company Confidential© 2015 DataStax, All Rights Reserved.
quote?
11
Authentication & Authorization
session
DC LDN1
C*
DC LDN2
C*
DC AMS1
C*
DC ZUR1
C*
DSE
Cluster
Web
User
App
Services
DC LDN2
App App
App App
DC AMS1
App App
App App ……

32. Company Confidential© 2015 DataStax, All Rights Reserved.
quote?
11
Authentication & Authorization
session
DC LDN1
C*
DC LDN2
C*
DC AMS1
C*
DC ZUR1
C*
DSE
Cluster
Web
User
App
Services
DC LDN2
App App
App App
DC AMS1
App App
App App ……

33. Company Confidential© 2015 DataStax, All Rights Reserved.
quote
11
Authentication & Authorization
session
DC LDN1
C*
DC LDN2
C*
DC AMS1
C*
DC ZUR1
C*
DSE
Cluster
Web
User
App
Services
DC LDN2
App App
App App
DC AMS1
App App
App App ……

34. Company Confidential© 2015 DataStax, All Rights Reserved.
quote
11
Authentication & Authorization
session
DC LDN1
C*
DC LDN2
C*
DC AMS1
C*
DC ZUR1
C*
DSE
Cluster
Web
User
App
Services
DC LDN2
App App
App App
DC AMS1
App App
App App ……

35. Company Confidential© 2015 DataStax, All Rights Reserved. 12
1 Introductions
2 Resilient Architectures
3 Monolithic to µ
4 LUST
5 Questions?

36. Company Confidential© 2015 DataStax, All Rights Reserved.
✅ Simple to develop
✅ Simple to deploy
✅ One Team, One Dream
⚠ Large code base: difficulty
⚠ Single code base: collisions
⚠ Long term commitments
The Monolithic Server
13
Users
Monolithic
Database
Monolithic Application
Trading Analytics
Authentication Authorization
Data Access
UIs

37. Company Confidential© 2015 DataStax, All Rights Reserved.
Write programs that do one thing and do it well. Write
programs to work together. Write programs to handle
text streams, because that is a universal interface.
– Douglas McIlroy
(1994)
Source: The Art of Unix Programming by Eric Steven Raymond
http://www.faqs.org/docs/artu/ch01s06.html
The UNIX Philosophy
14

38. Company Confidential© 2015 DataStax, All Rights Reserved.
✅ Team ➜ product lifecycle
✅ Fault isolation
✅ Best technology for purpose
⚠ Deployments?
⚠ Interservice communication?
⚠ Additional points of failure
Microservices – Mark One
15
UIs
—
Web
Native
—
Desktop
Mobile
µServices
Trading
Analytics
Authentication
Authorization
Storage
Trading
Analytics
Authentication
Authorization

39. Company Confidential© 2015 DataStax, All Rights Reserved.
✅ Avoid single points of failure
✅ Interservice communication ➜ decoupled
⚠ Deployments? Tools, a topic for next time.
Microservices – Mark Twain
16
UIs
—
Web
Native
—
Desktop
Mobile
µServices
Trading
Analytics
Authentication
Authorization
Messages
Storage
C*

40. Company Confidential© 2015 DataStax, All Rights Reserved.
We've Always Been at War with Eurasia
17

41. Company Confidential© 2015 DataStax, All Rights Reserved. 18
1 Introductions
2 Resilient Architectures
3 Monolithic to µ
4 LUST
5 Questions?

42. Company Confidential© 2015 DataStax, All Rights Reserved.
LUdicrously Simplified Trading
LUST – Your App! Sales & Trading
19
UIs App Services
Desk Services
Desk UIs
Back Office
Settlement
Reporting
Accounting
Clearing
Middle Office
Market Risk
Confirmation
Booking
Credit Risk
Pricing
Risk MonitorPositions
Trading
Data Services
Market Data
Reference Data
Research Analytics
Authentication Authorization
Messages

43. Company Confidential© 2015 DataStax, All Rights Reserved.
Any organization that designs a system…will inevitably
produce a design whose structure is a copy of the
organization's communication structure.
– Melvin E. Conway
(1968)
Source: How Do Committees Invent? by Melvin E. Conway
http://www.melconway.com/research/committees.html
Conway’s Law
20

44. Company Confidential© 2015 DataStax, All Rights Reserved.
Pre-trade Execution Post-trade
The (Abridged) Life & Times of a Trade
21
Pricing
Risk Monitor
Analytics
Trading
Routing
Enrichment
Clearing
Settlement
Accounting
Reporting
Market Data Portfolio Data Reference Data

45. Company Confidential© 2015 DataStax, All Rights Reserved.
LUST in the Time of Microservices
22
µServices Key
UK FX Trading
USA Equities Trading
Authentication
Authorization
A
F
E
DC NY1
A
F F
DC LDN1
A
F E
C* C*
USA
Equities
UK
FX

46. Company Confidential© 2015 DataStax, All Rights Reserved.
Unify & Scale Legacy Infrastructure
23
…USA
Equities
UK
FX
UK
Bonds
Global
Users
Legacy
Systems
USA
FX
DataStax Enterprise ClusterC*
User Interface / Application Services

47. Company Confidential© 2015 DataStax, All Rights Reserved.
• Microservices with Node.js and Apache Cassandra by Jorge Bay Gondra
– http://www.datastax.com/on-demand/microservices-with-node-js-and-cassandra
• Winning Integration Architectures with Apache Camel by Jakub Korab
– https://vimeo.com/138868846
• Microservices by Martin Fowler
– http://martinfowler.com/articles/microservices.html
• Microservices in a Nutshell by James Lewis & Martin Fowler
– https://www.thoughtworks.com/insights/blog/microservices-nutshell
• Visit the DataStax Academy for free online courses
– http://academy.datastax.com/
Sources & Additional Information
24

48. Thank you!
Questions?
Daniel Cohen
daniel.cohen@datastax.com
@CodaAzzurra