This document discusses complex event processing (CEP) and the importance of query speed. It provides examples of basic and more complex event processing queries written in Event Processing Language (EPL). It also notes that the Esper CEP engine can process over 500,000 events per second and discusses how high-frequency trading relies on CEP to gain competitive advantages on Wall Street.

1. Complex Event Processing
Queries ... on Speed!

2. WARNING

3. Relationships

4. Each item (bride’s shoes, boutonniere, church
bells) signifies a larger event - a wedding

6. Query
Data

7. Data Data Data Data
Data Data Data
Data Data Data Data
Query

8. Do your queries
look like this?

9. Should your queries
look more like this?

10. The Real-Time Web is coming...
“They sort of laugh at me and go, ‘It’s
O.K. if it’s a few minutes’ old,’” he said.
“And I’m like, ‘No, no, it needs to be
every second.’”
Larry Page

14. Basic EPL queries:
select avg(price) from
StockTickEvent.win:time(30 sec)
every StockTickEvent(symbol="IBM",
price>80) where timer:within(60
seconds)
simple, huh?

15. Ummm...
insert into CombinedEvent(transactionId, customerId,
supplierId, latencyAC, latencyBC, latencyAB)
select C.transactionId, customerId, supplierId,
C.timestamp - A.timestamp, C.timestamp -
B.timestamp, B.timestamp - A.timestamp
from TxnEventA.win:time(30 minutes) A,
TxnEventB.win:time(30 minutes) B,
TxnEventC.win:time(30 minutes) C
where A.transactionId = B.transactionId and
B.transactionId = C.transactionId
http://esper.codehaus.org/tutorials/tutorial/transaction_casestudy.html

16. Where’s the speed?
Esper exceeds over 500,000 event/sec
on a dual CPU 2GHz Intel based
hardware... with 1000 statements
registered in the system - this tops at
70 Mbit/s at 85% CPU usage.
- 2007 benchmark

18. Competitive Advantage
“Nearly everyone on Wall Street is wondering how
hedge funds and large banks like Goldman Sachs are
making so much money so soon after the financial
system nearly collapsed. High-frequency
trading is one answer.”
Charles Duhigg, New York Times
http://www.nytimes.com/2009/07/24/business/24trading.html

19. Learn
http://espertech.com

20. Thank You
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