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©	2017	Bloomberg	 Finance	 L.P.		All	 rights	 reserved.
February 9, 2017
Shubham Chopra
Software Engineer
Spark and Online Analytics
Spark Summit East 2017
©	2017	Bloomberg	 Finance	 L.P.		All	 rights	 reserved.
Agenda
• Data	and	Analytics	at	Bloomberg
• The	role	of	Spark
• The	Bloomberg	Spark	Server
• Spark	for	online	use	cases
©	2017	Bloomberg	 Finance	 L.P.		All	 rights	 reserved.
Data and Analytics are our Business
©	2017	Bloomberg	 Finance	 L.P.		All	 rights	 reserved.
Analytics at Bloomberg
• Human-time,	interactive	analytics
• Scalability	
• Handle	increasingly	sophisticated	client	analytic	workflows
• Ad-hoc	and	cross-domain	aggregations,	filtering
• Heterogeneous	data	stores
• Analytics	often	requires	data	from	multiple	stores
• Low-latency	updates,	in	addition	to	queries
©	2017	Bloomberg	 Finance	 L.P.		All	 rights	 reserved.
Spark for Bloomberg Analytics
• Distributed	compute	scales	well	for:
• Large	security	universes
• Multi-universe	cross-domain	queries
• Abstract	away	heterogeneous	data	sources	and	present	consistent	interface	for	
efficient	data	access
• Spark	as	a	tool	for	systems	integration
• Connectors	and	primitives	to	deal	with	incoming	streams	
• Cache	intermediate	compute	for	fast	queries
©	2017	Bloomberg	 Finance	 L.P.		All	 rights	 reserved.
Spark as a Service?
• Stand-alone	Spark	Apps	on	isolated	clusters	pose	challenges:
• Redundancy	in:
• Crafting	and	managing	RDDs/DFs
• Coding	of	the	same	or	similar	types	of	transforms/actions
• Management	of	clusters,	replication	of	data,	etc.
• Analytics	are	confined	to	specific	content	sets	making	cross-asset	
analytics	much	harder
• Need	to	handle	real-time	ingestion	in	each	App
©	2017	Bloomberg	 Finance	 L.P.		All	 rights	 reserved.
Bloomberg Spark Server
• A	single	long-running	Spark	application
• Analytics	deployed	as	Request	Processors	and	served	via	a	REST	
API
• Can	be	deployed	on	YARN	or	MESOS	or	standalone
• Ingest	time	transforms	to	load	data	in	Spark	from	a	backing	store
• Query	time	transforms	to	run	analytics	on	the	ingested	data	in	
Spark
©	2017	Bloomberg	 Finance	 L.P.		All	 rights	 reserved.
Bloomberg Spark Server
©	2017	Bloomberg	 Finance	 L.P.		All	 rights	 reserved.
Spark Server: Content Caching
• Data	access	has	long	tail	characteristics
• High	value	data	sub-setted within	Spark
• Specified	as	a	filter	predicate	at	time	of	registration
• Seamless	unification	of	data	in	Spark	and	backing	store
• Reliability?
©	2017	Bloomberg	 Finance	 L.P.		All	 rights	 reserved.
Spark HA: State of the World
• Execution	lineage	in	Driver
• Recovery	from	lost	RDDs
• RDD	Replication
• Low	latency,	even	with	lost	executors
• Support	for	“MEMORY_ONLY”,	“MEMORY_ONLY_2”,	“MEMORY_ONLY_SER”,	
“MEMORY_ONLY_SER_2”	modes	for	in-memory	persistence.	Easily	extensible	to	more	
replicas	if	needed.
• Speculative	execution
• Minimizing	performance	hit	from	stragglers
• Off-heap	data
• Minimizing	GC	stalls
©	2017	Bloomberg	 Finance	 L.P.		All	 rights	 reserved.
Spark Architecture
©	2017	Bloomberg	 Finance	 L.P.		All	 rights	 reserved.
RDD Block Replication
Executor-1 Executor-2Driver
Compute	RDD
Computation	
complete Get	Peers	for	replication
List	of	Peers
Replicate	block	to	Peer
Block	stored	
locallyResults	of	computation
©	2017	Bloomberg	 Finance	 L.P.		All	 rights	 reserved.
RDD Block Replication: Challenges
• Lost	RDD	partitions	costly	to	recover
• Data	replenished	at	query	time
• RDD	replicated	to	random	executors
• On	YARN,	multiple	executors	can	be	brought	up	on	the	same	node	in	different	containers
• Hence	multiple	replicas	possible	on	the	same	node/rack,		susceptible	to	node/rack	failure
• Lost	block	replicas	not	recovered	proactively
©	2017	Bloomberg	 Finance	 L.P.		All	 rights	 reserved.
TopologyAware Replication(SPARK-15352)
• Making	Peer	selection	for	replication	pluggable
• Driver	gets	topology	information	for	executors
• Executors	informed	about	this	topology	information
• Executors	use	prioritization	logic	to	order	peers	for	block	replication
• Pluggable	TopologyMapper and	BlockReplicationPrioritizer
• Default	implementation	replicates	current	Spark	behavior
©	2017	Bloomberg	 Finance	 L.P.		All	 rights	 reserved.
TopologyAware Replication(SPARK-15352)
• Customizable	prioritization	strategies	to	suit	different	
deployments
• Variety	of		replication	objectives	– ReplicateToDifferentHost,		
ReplicateBlockWithinRack,	ReplicateBlockOutsideRack
• Optimizer	to	find	a	minimum	number	of	peers	to	meet	the	
objectives
• Replicate	to	these	peers	with	a	higher	priority
• Proactive	replenishment	of	lost	replicas
• BlockManagerMasterEndpoint triggered	replenishment	when	an	
executor	failure	is	detected.
©	2017	Bloomberg	 Finance	 L.P.		All	 rights	 reserved.
Spark HA: Challenges
• High	Availability	of	Spark	Driver
• High	bootstrap	cost	to	reconstructing	cluster	and	cached	state
• Naïve	HA	models	(such	as	multiple	active	clusters)	surface	query	
inconsistency
• High	Availability	and	Low	Tail	Latency	closely	related
©	2017	Bloomberg	 Finance	 L.P.		All	 rights	 reserved.
Spark HA – A Strawman
• Multiple	Spark	Servers	in	Leader-Standby	
configuration
• Each	Spark	Server	backed	by	a	different	Spark	
Cluster
• Each	Spark	Server	refreshed	with	up-to-date	
data
• Queries	to	standbys	redirected	to	leader
• Only	leader	responds	to	queries	- Data	
consistency
• RDD	Partition	loss	in	the	leader	still	a	concern
• Performance	still	gated	by	slowest	executor	in	
leader
• Resource	usage	amplified	by	the	number	of	
Spark	Servers
©	2017	Bloomberg	 Finance	 L.P.		All	 rights	 reserved.
Spark Driver State
• Spark	Driver	is	an	arbitrary	Java	application
• Only	a	subset	of	the	state	is	interesting	or	expensive	 to	reconstruct
• For	online-use	 cases,	only	RDDs/DFs	created	during	ingestion	are	of	interest
• Expressing	ingestion	using	DFs	has	better	decoupling	of	data/state	than	
RDDs
©	2017	Bloomberg	 Finance	 L.P.		All	 rights	 reserved.
Spark Driver State*
• BlockManagerMasterEndpoint holds	Block<->Executor	
assignment
• Cache	Manager	holds	Logical	Plan	and	DataFrame references
• Used	to	short-circuit	queries	with	pre-cached	query	plans,	if	possible
• Job	Scheduler
• Keeps	a	track	of	various	stages	and	tasks	being	scheduled
• Executor	information
• Hostname	and	ports	of	live	executors
*Illustrative,	not	exhaustive
©	2017	Bloomberg	 Finance	 L.P.		All	 rights	 reserved.
Externalizing Driver State
Benefits:
• Quicker	recoveries
• No	need	to	restart	executors
• State	accessible	from	multiple	Active-Active	drivers
Solutions:
• Off-heap	storage	for	RDDs
• Residual	book-keeping	driver	state	externalized	to	ZooKeeper
©	2017	Bloomberg	 Finance	 L.P.		All	 rights	 reserved.
Quorum of Drivers
©	2017	Bloomberg	 Finance	 L.P.		All	 rights	 reserved.
THANK YOU
schopra31@bloomberg.net

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Spark and Online Analytics: Spark Summit East talky by Shubham Chopra

  • 1. © 2017 Bloomberg Finance L.P. All rights reserved. February 9, 2017 Shubham Chopra Software Engineer Spark and Online Analytics Spark Summit East 2017
  • 2. © 2017 Bloomberg Finance L.P. All rights reserved. Agenda • Data and Analytics at Bloomberg • The role of Spark • The Bloomberg Spark Server • Spark for online use cases
  • 3. © 2017 Bloomberg Finance L.P. All rights reserved. Data and Analytics are our Business
  • 4. © 2017 Bloomberg Finance L.P. All rights reserved. Analytics at Bloomberg • Human-time, interactive analytics • Scalability • Handle increasingly sophisticated client analytic workflows • Ad-hoc and cross-domain aggregations, filtering • Heterogeneous data stores • Analytics often requires data from multiple stores • Low-latency updates, in addition to queries
  • 5. © 2017 Bloomberg Finance L.P. All rights reserved. Spark for Bloomberg Analytics • Distributed compute scales well for: • Large security universes • Multi-universe cross-domain queries • Abstract away heterogeneous data sources and present consistent interface for efficient data access • Spark as a tool for systems integration • Connectors and primitives to deal with incoming streams • Cache intermediate compute for fast queries
  • 6. © 2017 Bloomberg Finance L.P. All rights reserved. Spark as a Service? • Stand-alone Spark Apps on isolated clusters pose challenges: • Redundancy in: • Crafting and managing RDDs/DFs • Coding of the same or similar types of transforms/actions • Management of clusters, replication of data, etc. • Analytics are confined to specific content sets making cross-asset analytics much harder • Need to handle real-time ingestion in each App
  • 7. © 2017 Bloomberg Finance L.P. All rights reserved. Bloomberg Spark Server • A single long-running Spark application • Analytics deployed as Request Processors and served via a REST API • Can be deployed on YARN or MESOS or standalone • Ingest time transforms to load data in Spark from a backing store • Query time transforms to run analytics on the ingested data in Spark
  • 8. © 2017 Bloomberg Finance L.P. All rights reserved. Bloomberg Spark Server
  • 9. © 2017 Bloomberg Finance L.P. All rights reserved. Spark Server: Content Caching • Data access has long tail characteristics • High value data sub-setted within Spark • Specified as a filter predicate at time of registration • Seamless unification of data in Spark and backing store • Reliability?
  • 10. © 2017 Bloomberg Finance L.P. All rights reserved. Spark HA: State of the World • Execution lineage in Driver • Recovery from lost RDDs • RDD Replication • Low latency, even with lost executors • Support for “MEMORY_ONLY”, “MEMORY_ONLY_2”, “MEMORY_ONLY_SER”, “MEMORY_ONLY_SER_2” modes for in-memory persistence. Easily extensible to more replicas if needed. • Speculative execution • Minimizing performance hit from stragglers • Off-heap data • Minimizing GC stalls
  • 11. © 2017 Bloomberg Finance L.P. All rights reserved. Spark Architecture
  • 12. © 2017 Bloomberg Finance L.P. All rights reserved. RDD Block Replication Executor-1 Executor-2Driver Compute RDD Computation complete Get Peers for replication List of Peers Replicate block to Peer Block stored locallyResults of computation
  • 13. © 2017 Bloomberg Finance L.P. All rights reserved. RDD Block Replication: Challenges • Lost RDD partitions costly to recover • Data replenished at query time • RDD replicated to random executors • On YARN, multiple executors can be brought up on the same node in different containers • Hence multiple replicas possible on the same node/rack, susceptible to node/rack failure • Lost block replicas not recovered proactively
  • 14. © 2017 Bloomberg Finance L.P. All rights reserved. TopologyAware Replication(SPARK-15352) • Making Peer selection for replication pluggable • Driver gets topology information for executors • Executors informed about this topology information • Executors use prioritization logic to order peers for block replication • Pluggable TopologyMapper and BlockReplicationPrioritizer • Default implementation replicates current Spark behavior
  • 15. © 2017 Bloomberg Finance L.P. All rights reserved. TopologyAware Replication(SPARK-15352) • Customizable prioritization strategies to suit different deployments • Variety of replication objectives – ReplicateToDifferentHost, ReplicateBlockWithinRack, ReplicateBlockOutsideRack • Optimizer to find a minimum number of peers to meet the objectives • Replicate to these peers with a higher priority • Proactive replenishment of lost replicas • BlockManagerMasterEndpoint triggered replenishment when an executor failure is detected.
  • 16. © 2017 Bloomberg Finance L.P. All rights reserved. Spark HA: Challenges • High Availability of Spark Driver • High bootstrap cost to reconstructing cluster and cached state • Naïve HA models (such as multiple active clusters) surface query inconsistency • High Availability and Low Tail Latency closely related
  • 17. © 2017 Bloomberg Finance L.P. All rights reserved. Spark HA – A Strawman • Multiple Spark Servers in Leader-Standby configuration • Each Spark Server backed by a different Spark Cluster • Each Spark Server refreshed with up-to-date data • Queries to standbys redirected to leader • Only leader responds to queries - Data consistency • RDD Partition loss in the leader still a concern • Performance still gated by slowest executor in leader • Resource usage amplified by the number of Spark Servers
  • 18. © 2017 Bloomberg Finance L.P. All rights reserved. Spark Driver State • Spark Driver is an arbitrary Java application • Only a subset of the state is interesting or expensive to reconstruct • For online-use cases, only RDDs/DFs created during ingestion are of interest • Expressing ingestion using DFs has better decoupling of data/state than RDDs
  • 19. © 2017 Bloomberg Finance L.P. All rights reserved. Spark Driver State* • BlockManagerMasterEndpoint holds Block<->Executor assignment • Cache Manager holds Logical Plan and DataFrame references • Used to short-circuit queries with pre-cached query plans, if possible • Job Scheduler • Keeps a track of various stages and tasks being scheduled • Executor information • Hostname and ports of live executors *Illustrative, not exhaustive
  • 20. © 2017 Bloomberg Finance L.P. All rights reserved. Externalizing Driver State Benefits: • Quicker recoveries • No need to restart executors • State accessible from multiple Active-Active drivers Solutions: • Off-heap storage for RDDs • Residual book-keeping driver state externalized to ZooKeeper
  • 21. © 2017 Bloomberg Finance L.P. All rights reserved. Quorum of Drivers
  • 22. © 2017 Bloomberg Finance L.P. All rights reserved. THANK YOU schopra31@bloomberg.net