I am writing events into Redis Stream.
But I would like to keep only the last 48 hours events.
According to the Redis documentations, I saw that I can manage my list size only using the MAXLEN which take affect by the records count and not by time frame.
Is there any way I can use the XADD function but to limit on insertion records oldest that the last 48 hours?
Thanks for the help!
This is yet not clear. I don't like the vanilla way of time capping a stream, that is, "trim by <seconds>", because it means that if there is a delay in the process XADD-ing items, later the next XADD will have to evict things potentially for seconds, causing latency spikes. Moreover it does not make a lot of sense semantically. Your real "capped resource" is memory, so it's not really so important how many items you want to store in the past VS how many items you can store, so the number of items limit makes more sense. Yet in certain applications where there are multiple streams with insertion rates that vary a lot between different producers, it makes sense to cap by time, to avoid wasting memory in certain producers that emit very few entries per unit of time. Maybe at some point I'll add some "best effort" time capping that does not do more work than a given amount, but that eventually will be able to trim the stream, given enough XADD calls.
AFAIK not yet. There were discussions about adding a timestamp cap (to XADD, and possible to XTRIM as well), but it doesn't look like this feature has been implemented in the latest release candidates.
A possible solution in nodejs based on trimming to a specified key (not on time per se).
https://gist.github.com/jakelowen/22cb8a233ac0cdbb8e77808e17e0e1fc
Proof of concept. Not battle tested.
Related
Background
Echo Nest have a rate limited API. A given application (identified in requests using an API key) can make up to 120 REST calls a minute. The service response includes an estimate of the total number of calls made in the last minute; repeated abuse of the API (exceeding the limit) may cause the API key to be revoked.
When used from a single machine (a web server providing a service to clients) it is easy to control access - the server has full knowledge of the history of requests and can regulate itself correctly.
But I am working on a program where distributed, independent clients make requests in parallel.
In such a case it is much less clear what an optimal solution would be. And in general the problem appears to be undecidable - if over 120 clients, all with no previous history, make an initial request at the same time, then the rate will be exceeded.
But since this is a personal project, and client use is expected to be sporadic (bursty), and my projects have never been hugely successful, that is not expected to be a huge problem. A more likely problem is that there are times when a smaller number of clients want to make many requests as quickly as possible (for example, a client may need, exceptionally, to make several thousand requests when starting for the first time - it is possible two clients would start at around the same time, so they must cooperate to share the available bandwidth).
Given all the above, what are suitable algorithms for the clients so that they rate-limit appropriately? Note that limited cooperation is possible because the API returns the total number of requests in the last minute for all clients.
Current Solution
My current solution (when the question was written - a better approach is given as an answer) is quite simple. Each client has a record of the time the last call was made and the number of calls made in the last minute, as reported by the API, on that call.
If the number of calls is less than 60 (half the limit) the client does not throttle. This allows for fast bursts of small numbers of requests.
Otherwise (ie when there are more previous requests) the client calculates the limiting rate it would need to work at (ie period = 60 / (120 - number of previous requests)) and then waits until the gap between the previous call and the current time exceeds that period (in seconds; 60 seconds in a minute; 120 max requests per minute). This effectively throttles the rate so that, if it were acting alone, it would not exceed the limit.
But the above has problems. If you think it through carefully you'll see that for large numbers of requests a single client oscillates and does not reach maximum throughput (this is partly because of the "initial burst" which will suddenly "fall outside the window" and partly because the algorithm does not make full use of its history). And multiple clients will cooperate to an extent, but I doubt that it is optimal.
Better Solutions
I can imagine a better solution that uses the full local history of the client and models other clients with, say, a Hidden Markov Model. So each client would use the API report to model the other (unknown) clients and adjust its rate accordingly.
I can also imagine an algorithm for a single client that progressively transitions from unlimited behaviour for small bursts to optimal, limited behaviour for many requests without introducing oscillations.
Do such approaches exist? Can anyone provide an implementation or reference? Can anyone think of better heuristics?
I imagine this is a known problem somewhere. In what field? Queuing theory?
I also guess (see comments earlier) that there is no optimal solution and that there may be some lore / tradition / accepted heuristic that works well in practice. I would love to know what... At the moment I am struggling to identify a similar problem in known network protocols (I imagine Perlman would have some beautiful solution if so).
I am also interested (to a lesser degree, for future reference if the program becomes popular) in a solution that requires a central server to aid collaboration.
Disclaimer
This question is not intended to be criticism of Echo Nest at all; their service and conditions of use are great. But the more I think about how best to use this, the more complex/interesting it becomes...
Also, each client has a local cache used to avoid repeating calls.
Updates
Possibly relevant paper.
The above worked, but was very noisy, and the code was a mess. I am now using a simpler approach:
Make a call
From the response, note the limit and count
Calculate
barrier = now() + 60 / max(1, (limit - count))**greedy
On the next call, wait until barrier
The idea is quite simple: that you should wait some length of time proportional to how few requests are left in that minute. For example, if count is 39 and limit is 40 then you wait an entire minute. But if count is zero then you can make a request soon. The greedy parameter is a trade-off - when greater than 1 the "first" calls are made more quickly, but you are more likely hit the limit and end up waiting for 60s.
The performance of this is similar to the approach above, and it's much more robust. It is particularly good when clients are "bursty" as the approach above gets confused trying to estimate linear rates, while this will happily let a client "steal" a few rapid requests when demand is low.
Code here.
After some experimenting, it seems that the most important thing is getting as good an estimate as possible for the upper limit of the current connection rates.
Each client can track their own (local) connection rate using a queue of timestamps. A timestamp is added to the queue on each connection and timestamps older than a minute are discarded. The "long term" (over a minute) average rate is then found from the first and last timestamps and the number of entries (minus one). The "short term" (instantaneous) rate can be found from the times of the last two requests. The upper limit is the maximum of these two values.
Each client can also estimate the external connection rate (from the other clients). The "long term" rate can be found from the number of "used" connections in the last minute, as reported by the server, corrected by the number of local connections (from the queue mentioned above). The "short term" rate can be estimated from the "used" number since the previous request (minus one, for the local connection), scaled by the time difference. Again, the upper limit (maximum of these two values) is used.
Each client computes these two rates (local and external) and then adds them to estimate the upper limit to the total rate of connections to the server. This value is compared with the target rate band, which is currently set to between 80% and 90% of the maximum (0.8 to 0.9 * 120 per minute).
From the difference between the estimated and target rates, each client modifies their own connection rate. This is done by taking the previous delta (time between the last connection and the one before) and scaling it by 1.1 (if the rate exceeds the target) or 0.9 (if the rate is lower than the target). The client then refuses to make a new connection until that scaled delta has passed (by sleeping if a new connected is requested).
Finally, nothing above forces all clients to equally share the bandwidth. So I add an additional 10% to the local rate estimate. This has the effect of preferentially over-estimating the rate for clients that have high rates, which makes them more likely to reduce their rate. In this way the "greedy" clients have a slightly stronger pressure to reduce consumption which, over the long term, appears to be sufficient to keep the distribution of resources balanced.
The important insights are:
By taking the maximum of "long term" and "short term" estimates the system is conservative (and more stable) when additional clients start up.
No client knows the total number of clients (unless it is zero or one), but all clients run the same code so can "trust" each other.
Given the above, you can't make "exact" calculations about what rate to use, but you can make a "constant" correction (in this case, +/- 10% factor) depending on the global rate.
The adjustment to the client connection frequency is made to the delta between the last two connection (adjusting based on the average over the whole minute is too slow and leads to oscillations).
Balanced consumption can be achieved by penalising the greedy clients slightly.
In (limited) experiments this works fairly well (even in the worst case of multiple clients starting at once). The main drawbacks are: (1) it doesn't allow for an initial "burst" (which would improve throughput if the server has few clients and a client has only a few requests); (2) the system does still oscillate over ~ a minute (see below); (3) handling a larger number of clients (in the worst case, eg if they all start at once) requires a larger gain (eg 20% correction instead of 10%) which tends to make the system less stable.
The "used" amount reported by the (test) server, plotted against time (Unix epoch). This is for four clients (coloured), all trying to consume as much data as possible.
The oscillations come from the usual source - corrections lag signal. They are damped by (1) using the upper limit of the rates (predicting long term rate from instantaneous value) and (2) using a target band. This is why an answer informed by someone who understand control theory would be appreciated...
It's not clear to me that estimating local and external rates separately is important (they may help if the short term rate for one is high while the long-term rate for the other is high), but I doubt removing it will improve things.
In conclusion: this is all pretty much as I expected, for this kind of approach. It kind-of works, but because it's a simple feedback-based approach it's only stable within a limited range of parameters. I don't know what alternatives might be possible.
Since you're using the Echonest API, why don't you take advantage of the rate limit headers that are returned with every API call?
In general you get 120 requests per minute. There are three headers that can help you self-regulate your API consumption:
X-Ratelimit-Used
X-Ratelimit-Remaining
X-Ratelimit-Limit
**(Notice the lower-case 'ell' in 'Ratelimit'--the documentation makes you think it should be capitalized, but in practice it is lower case.)
These counts account for calls made by other processes using your API key.
Pretty neat, huh? Well, I'm afraid there is a rub...
That 120-request-per-minute is really an upper bound. You can't count on it. The documentation states that value can fluctuate according to system load. I've seen it as low as 40ish in some calls I've made, and have in some cases seen it go below zero (I really hope that was a bug in the echonest API!)
One approach you can take is to slow things down once utilization (used divided by limit) reaches a certain threshold. Keep in mind though, that on the next call your limit may have been adjusted download significantly enough that 'used' is greater than 'limit'.
This works well up until a point. Since the Echonest doesn't adjust the limit in a predictable mannar, it is hard to avoid 400s in practice.
Here are some links that I've found helpful:
http://blog.echonest.com/post/15242456852/managing-your-api-rate-limit
http://developer.echonest.com/docs/v4/#rate-limits
I write a lot of web-applications that poll data from a server. Often these are updated live, or at least semi-live, but generating the data often takes some time and should be cached to reduce server-strain. I do however have some trouble finding any good guides on how to best set an appropriate time to live, etc. Anyone have some good suggestions or rules of thumb?
Use the longest duration you could afford your data to be stale as your TTL. If you can afford ten seconds, use a ten-second TTL. If you can afford one second, use a one-second TTL.
You can also look at the problem from the other side: have a single asynchronous server process continuously run the data generation query as often as possible and update the cache as fast as possible. This approach solves the cache stampede problem elegantly and you get an effective and optimum TTL of "how long does it take to generate the data?"
I am trying to spread out data that is received in bursts. This means I have data that is received by some other application in large bursts. For each data entry I need to do some additional requests on some server, at which I should limit the traffic. Hence I try to spread up the requests in the time that I have until the next data burst arrives.
Currently I am using a token-bucket to spread out the data. However because the data I receive is already badly shaped I am still either filling up the queue of pending request, or I get spikes whenever a bursts comes in. So this algorithm does not seem to do the kind of shaping I need.
What other algorithms are there available to limit the requests? I know I have times of high load and times of low load, so both should be handled well by the application.
I am not sure if I was really able to explain the problem I am currently having. If you need any clarifications, just let me know.
EDIT:
I'll try to clarify the problem some more and explain, why a simple rate limiter does not work.
The problem lies in the bursty nature of the traffic and the fact, that burst have a different size at different times. What is mostly constant is the delay between each burst. Thus we get a bunch of data records for processing and we need to spread them out as evenly as possible before the next bunch comes in. However we are not 100% sure when the next bunch will come in, just aproximately, so a simple divide time by number of records does not work as it should.
A rate limiting does not work, because the spread of the data is not sufficient this way. If we are close to saturation of the rate, everything is fine, and we spread out evenly (although this should not happen to frequently). If we are below the threshold, the spreading gets much worse though.
I'll make an example to make this problem more clear:
Let's say we limit our traffic to 10 requests per seconds and new data comes in about every 10 seconds.
When we get 100 records at the beginning of a time frame, we will query 10 records each second and we have a perfect even spread. However if we get only 15 records we'll have one second where we query 10 records, one second where we query 5 records and 8 seconds where we query 0 records, so we have very unequal levels of traffic over time. Instead it would be better if we just queried 1.5 records each second. However setting this rate would also make problems, since new data might arrive earlier, so we do not have the full 10 seconds and 1.5 queries would not be enough. If we use a token bucket, the problem actually gets even worse, because token-buckets allow bursts to get through at the beginning of the time-frame.
However this example over simplifies, because actually we cannot fully tell the number of pending requests at any given moment, but just an upper limit. So we would have to throttle each time based on this number.
This sounds like a problem within the domain of control theory. Specifically, I'm thinking a PID controller might work.
A first crack at the problem might be dividing the number of records by the estimated time until next batch. This would be like a P controller - proportional only. But then you run the risk of overestimating the time, and building up some unsent records. So try adding in an I term - integral - to account for built up error.
I'm not sure you even need a derivative term, if the variation in batch size is random. So try using a PI loop - you might build up some backlog between bursts, but it will be handled by the I term.
If it's unacceptable to have a backlog, then the solution might be more complicated...
If there are no other constraints, what you should do is figure out the maximum data rate that you are comfortable with sending additional requests, and limit your processing speed according to that. Then monitor what is happening. If that gets through all of your requests quickly, then there is no harm . If its sustained level of processing is not fast enough, then you need more capacity.
I've written a basic RESTful API in Sinatra/Ruby for handling betting markets. Due to the nature of fixed odds, I need to recalculate the current odds in the market over a specific interval, lets say five minutes. Normally you could put something like this a cron job, or run clockwork etc to fire off an event every five minutes, however my trouble is that I might be running hundreds or thousands of these markets at once and I don't want them all synced to the same clock if I can avoid it.
My first thought is to put an item into a delayed job queue for regenerating the odds at a specific interval, however I can guarantee that the job will run on time (or at all in the event of the queue server going down)
The most elegant way of handling this would be to just have a time stamp in the database and automatically recalculate odds once a new bet comes in, if the odds are past a certain time. The downside to this is that if the betting is slow, I'm constantly going to be rejecting the newest bet because I'm invalidating the odds before I'm placing it. Not good.
Any thoughts?
Not sure that I understand the background of your problem completely, but maybe this strategy can be useful:
Split all your N markets into m chunks, say by using modulo of dividing their ID by m.
If your recalculation period is T, run a recalculation every T/m, recalculating only one chunk at a time.
When you have peaks of 600 requests/second, then the memcache flushing an item due to the TTL expiring has some pretty negative effects. At almost the same time, 200 threads/processes find the cache empty and fire of a DB request to fill it up again
What is the best practice to deal with these situations?
p.s. what is the term for this situation? (gives me chance to get better google results on the topic)
If you have memcached objects which will be needed on a large number of requests (which you imply is the case), then I would look into having a separate process or cron job that regularly calculated and refreshed these objects. That way it should never go TTL. It's a common trade-off: you add a little unnecessary load during low traffic time to help reduce the load during peaking (the time you probably care the most about).
I found out this is referred to as "stampeding herd" by the memcached folks, and they discuss it here: http://code.google.com/p/memcached/wiki/NewProgrammingTricks#Avoiding_stampeding_herd
My next suggestion was actually going to be using soft cache limits as discussed in the link above.
If your object is expiring because you've set an expiry and it's gone past date, there is nothing you can do but increase the expiry time.
If you are worried about stale data, a few techniques exist you could consider:
Consider making the cache the authoritative source for whatever data you are looking at, and make a thread whose job is to keep it fresh. This will make the other threads block on refilling the cache, so it may only make sense if you can
Rather than setting a TTL on the data, change whatever process updates the data to update the cache. One technique I use for frequently changing data is to do this probabilistically -- 10% of the time data is written, it is updated. You can tune this for whatever is sensible, depending on how expensive the DB query is and how severe the impact of stale data.