This talk covers the Vault 8 team's journey at Capital One where we investigated a wide variety of stream processing solutions to build a next generation real-time decisioning platform to power Capital One's infrastructure.
The result of our analysis showed Apache Storm, Apache Flink, and Apache Apex as prime contenders for our use case with Apache Apex ultimately proving to be the solution of choice based on its present readiness for enterprise deployment and its excellent performance.
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Hard Metrics Goal
Latency < 40ms
Ideally < 16ms
Throughput Goal of 2000 events / second
Durability No loss, every message gets exactly one response
Availability 99.5% uptime (downtime of 1.83 days / year);
Ideally 99.999% uptime (downtime of 5.26 minutes / year)
Scalability Can add resources, still meet latency requirements
Integration Transparently connected to existing systems – Hardware, Messaging,
HDFS
Soft Metrics Goal
Open Source All components licensed as open source
Extensibility Rules can be updated, model is regularly refreshed
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Durability
• Two physically independent pipelines on the same cluster processing
identical data
• For the same tuple, we find the best-case time between two pipelines
– 39 records out of 5.2M exceeded 16ms
– 173 out of 5.2M exceeded 16ms in one pipeline but succeeded in the other
• 99.99925% success rate – “Five Nines”
• Average Latency of 0.0981ms
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Streaming Technologies Evaluated
• Spark Streaming
• Samza
• Storm
• Feedzai
• Infosphere Streams
• Flink
• Ignite
• VoltDB
• Cassandra
• Apex
• Of all evaluated technologies, Apache Apex is the only technology that is ready to
bring the decision making solution to production based on:
– Maturity
– Fault-tolerance
– Enterprise-readiness
– Performance
• Focus on open source
• Drive Roadmap
• Competitive Advantage for C1
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Stream Processing – Apache Storm
• An open-source, distributed, real-time computation system
– Logical operators (spouts and bolts) form statically parallelizable topologies
– Very high throughput of messages with very low latency
– Can provide <10ms latency end-end under normal operation
• Basic abstractions provide an at-least-once processing guarantee
Limitations
• Nimbus is a single point of failure
– Rectified by Hortonworks, but not yet available to the public (no timeline for release)
• Upstream bolt/spout failure triggers re-compute on entire tree
– Can only create parallel independent stream by having separate redundant topologies
• Bolts/spouts share JVM Hard to debug
• Failed tuples cannot be replayed quicker than 1s
• No dynamic topologies
• Cannot add or remove applications without service interruption
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Stream Processing – Apache Flink
• An open-source, distributed, real-time computation system
– Logical operators are compiled into a DAG of tasks executed by Task Managers
– Supports streaming, micro-batch, batch compute
– Supports aggregate operations on streams (reduce, join, groupBy)
– Capable of <10 ms end-end latency with streaming under normal operation
• Can provide exactly-once processing guarantees
Limitations
• Failures trigger reset of ALL operators to last checkpoint
– Depends on upstream message broker to track state
• Operators share JVM
– Failure in one brings down all tasks sharing that JVM
– Hard to debug
• No dynamic topologies
• Young community, young product
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Stream Processing – Apache Apex
• An open-source, distributed, real-time computation system on YARN
• Apex is the core system powering DataTorrent, released under ASF
• Demonstrated high throughput with low latency running a next-generation
C1 model (avg. 0.25ms, max 2ms, @ 70k records/sec) w/ 600GB RAM
• True YARN application developed from principles of Hadoop and YARN at
Yahoo!
• Mature product (derived from proven solutions in Yahoo! Finance and
Hadoop)
– Built by team under Phu Hoang (CEO of DataTorrent, Head of Engineering at Yahoo)
who built Hadoop
– Amol (CTO of DataTorrent) led the team that built YARN
• DataTorrent (Apex) is executing on production clusters at Fortune 100
companies.
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Stream Processing – Apache Apex
Maturity
• Designed to process and manage global data for Yahoo! Finance
– Primary focus is on stability, fault-tolerance and data management
– Only OSS streaming technology considered designed explicitly for the financial world
• Data or computation could never be lost or replicated
• Architecture had to never go down
• Goal was to make it rock-solid and enterprise-ready before worrying about performance
• Data flow across countries – perfect for use-case that requires cross-
cluster interaction
Enterprise Readiness
• Advanced support for:
– Encryption, authentication, compression, administration, and monitoring
– Deployment at scale in the cloud and on-prem – AWS, Google Cloud, Azure
• Integrates with huge set of existing tools:
– HDFS, Kafka, Cassandra, MongoDB, Redis, ElasticSearch, CouchDB, Splunk, etc.
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Apex Platform – Summary
• Apex Architecture
– Networks of physically independent, parallelizable operators that scale dynamically
– Dynamic topology modification and deployment
– Self-healing, fault tolerant, & recoverable
• Durable messaging queues between operators, check-pointed in memory and on disk
• Resource manager is a replicated YARN process, monitors and restarts downed operators
– No single point of failure, highly modular design
– Can specify locality of execution (avoids network and inter-process latency)
• Guarantees at-least-once, at-most-once, or exactly-once processing
Directed Acyclic Graph (DAG)
Output
Stream
Tuple Tuple
er
Operator
er
Operator
er
Operator
er
Operator
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Apex Platform – Failure Recovery
• Physical independence of partitions is critical
• Redundant STRAMs
• Configurable window size and heartbeat for low-latency recovery
• Downstream failures do not affect upstream components
– Snapshotting only depends on previous operator, not all previous operators
– Can deploy parallel DAGs with same point of origin (simpler from a hardware and
deployment perspective)
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Apex Platform – Windowing
• Sliding window and
tumbling window
• Window based on
checkpoint
• No artificial latency
• Used for stats
measurement
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• Apex
– Great UI to monitor, debug, and control system performance
– Fault-tolerance and recovery out of the box - no additional setup, or improvement
needed
• YARN is still a single point of failure, a name node failure can still impact the system
– Built-in support for dynamic and automatic scaling to handle larger throughputs
– Native integration with Hadoop, YARN, and Kafka – next-gen standard at C1
– Mature product
• Apex is derived from the principles of Hadoop and YARN over the course of many years
• Built and planned by chief Hadoop architects
– Proven performance in production at Fortune 100 companies
Enterprise Readiness
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Enterprise Readiness
• Storm
– Widely used but abandoned by creators at Twitter for Heron in production
• Storm debug-ability - topology components are bundled in one process
• Resource demands
– Need dedicated hardware
– Can’t scale on demand or share usage
• Topology creation/tear-down is expensive, topologies can’t share cluster resources
– Have to manually isolate & de-commission machines
– Performance in failure scenarios is insufficient for this use-case
• Flink
– Operational performance has not been proven
• Only one company (ResearchGate) officially uses Flink in production
– Architecture shares fundamental limitations of Storm with regards to
dynamically scaling operators & topologies and debugability
– Performance in failure scenarios is insufficient for this use-case
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Performance
• Storm
– Meets latency and throughput requirements only when no failures occur.
– Resilience to failures only possible by running fully independent clusters
– Difficult to debug and operationalize complex systems (due to shared JVM and poor
resource management)
• Flink
– Broader toolset than Storm or Apex – ML, batch processing, and SQL-like queries
– Meets latency and throughput requirements only when no failures occur.
– Failures reset ALL operators back to the source – resilience only possible across
clusters
– Difficult to debug and operationalize complex systems (due to shared JVM)
• Apex
– Supports redundant parallel pipelines within the same cluster
– Outstanding latency and throughput even in failure scenarios
– Self-healing independent operators (simple to isolate failures)
– Only framework to provide fine-grained control over data and compute locality
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Roadmap – Storm
• Commercial support from from Hortonworks but limited code
contributions
• Twitter - Storm’s largest user - has completely abandoned Storm for Heron
• Business Continuity
– Enhance Storm’s enterprise readiness with high availability (HA) and failover to standby
clusters
– Eliminate Nimbus as a single point of failure
• Operations
– Apache Ambari support for Nimbus HA node setup
– Elastic topologies via YARN and Apache Slider.
– Incremental improvements to Storm UI to easily deploy, manage and monitor
topologies.
• Enterprise readiness
– Declarative writing of spouts, bolts, and data-sources into topologies
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Roadmap – Flink
• Fine-grained fault tolerance (avoid rollback to data source) – Q2 2015
• SQL on Flink – Q3/Q4 2015
• Integrate with distributed memory storage – No ECD
• Use off-heap memory – Q1 2015
• Integration with Samoa, Tez, Mahout DSL – No ECD
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Roadmap – Apex
• Roadmap for next 6 months
• Support creation of reusable pluggable modules (topologies)
• Add additional operators to connect to existing technology
– Databases
– Messaging
– Modeling systems
• Add additional SQL-like operations
– Join
– Filter
– GroupBy
– Caching
• Add ability to create cycles in graph
– Allows re-use of data for ML algorithms (similar to Spark’s caching)
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Road Map Comparison
• Storm
– Roadmap is intended to bring Storm to enterprise readiness Storm is not enterprise
ready today according to Hortonworks
• Flink
– Roadmap brings Flink up to par with Spark and Apex, does not create new capabilities
relative to either
– Spark is more mature for batch-processing and micro-batch and Apex is more mature
from a streaming standpoint.
• Apex
– No need to improve core architecture, focus is instead on adding functionality
• Better support for ML
• Better support for wide variety of business use cases
• Better integration with existing tools
– Stated commitment to letting the community dictate direction. From incubator proposal:
• “DataTorrent plans to develop new functionality in an open, community-driven way”
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Community
• Vendor and community involvement drive roadmap and project growth
• Storm
– Limited improvements to core components of Storm in recent months
– Limited focused and active committers
– Actively promoted and supported in public by Hortonworks
• Flink
– Some adoption in Europe, growing response in U.S.
– 11 active committers, 10 are from Data Artisans (company behind Flink)
– Community is very young, but there is substantial interest
• Apex
– Wide support network around Apex due to its evolution from Hadoop and YARN
– Young but actively growing community: http://incubator.apache.org/projects/apex.html
– Opportunity for C1 to drive growth and define the direction of this product
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Streaming Solutions Comparison
• Apex
– Ideal for this use case, meets all performance requirements and is ready for out-of-the-
box enterprise deployment
– Committer status from C1 allows us to collaboratively drive roadmap and product
evolution to fit our business need.
• Storm
– Great for many streaming use cases but not the right fit for this effort
– Performance in failure scenarios does not meet our requirements
– Community involvement is waning and there is a limited road map for substantial
product growth
• Flink
– Poised to compete with Spark in the future based on community activity and roadmap
– Not ready for enterprise deployment:
• Technical limitations around fault-tolerance and failure recovery
• Lack of broad community involvement
• Roadmap only brings it up to par with existing frameworks
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New Capabilities Provided by Proposed Architecture
• Millisecond Level Streaming Solution
• Fault Tolerant & Highly Available
• Parallel Model Scoring for Arbitrary Number of Models
• Quick Model Generation & Execution
• Dynamic Scalability based on Latency or Throughput
• Live Model Refresh
• A/B Testing of Models in Production
• System is Self Healing upon failure of components (**)
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Decisioning System Architecture - Strengths
• Internal
– Capital One software, running on Capital One hardware, designed by Capital One
• Open source
– Internally maintainable code
• Living Model
– Can be re-trained on current data & updated in minutes, not years
– Offline models can expanded and re-developed and deployed to production at will
• Extensible
– Modular architecture with swappable components
• A/B Model Testing in Production
• Dynamic Deployment / Refresh of Models
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Hardware
MDC Hardware Specifications
• Server Quantity – 15
• Server Model – Supermicro
• CPU – Intel Xeon E5-2695v2 2.4Ghz
12Cores
• Memory – 256GB
• HDD – (5) 4TB Seagate SATA
• Network Switch – Cisco Nexus 6001
10GB
• NIC – 2port SFP+ 10GbE
MDC Software Specifications
• Hadoop – v2.6.0
• Yarn – v2.6.0
• Apache Apex – v3.0
• Linux OS – RHEL v6.7
• Linux OS Kernel - 2.6.32-
573.7.1.el6.x86_64
Spark streaming is missing – nonstarter due to microbatch, lack of dynamic dag reconfiguration
Fast
Easy to use
Mature
***********
Failures are not independent, nimbus, no dynamic topologies, 1 sec ack, resource usage
Community stagnating, only Horton
Roadmap still to bring it to enterprise (Integration with YARN, elastic topologies, high availability)
Easy to Use
Fast
Support for SQL-like queries
----- Meeting Notes (10/27/15 10:14) -----
Reset to upstream data source, Shared JVM, No dynamic topologies
Young community
Roadmap – fine grained fault tolerance, in-memory store integration, off-heap memory, full SQL
Veterans from Yahoo! Finance and Hadoop
Built for Enterprise stability and durability before performance
*****************
Phu Hoang - CEO and Co-Founder head of engineering at Yahoo
Amol Kekre - Led Yahoo! Finance and Led YARN
Chetan - Lead architect from Yahoo Finance
Thomas Weise - Hadoop Veteran from Yahoo
Dynamic topologies
Downstream components do not affect upstream
Fine grained control of locality
No single point of failure
Operators are independent
Independence of partitions
Auto-scaling (throughput and latency)