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.
Related
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.
Imagine you're building something like a monitoring service, which has thousands of tasks that need to be executed in given time interval, independent of each other. This could be individual servers that need to be checked, or backups that need to be verified, or just anything at all that could be scheduled to run at a given interval.
You can't just schedule the tasks via cron though, because when a task is run it needs to determine when it's supposed to run the next time. For example:
schedule server uptime check every 1 minute
first time it's checked the server is down, schedule next check in 5 seconds
5 seconds later the server is available again, check again in 5 seconds
5 seconds later the server is still available, continue checking at 1 minute interval
A naive solution that came to mind is to simply have a worker that runs every second or so, checks all the pending jobs and executes the ones that need to be executed. But how would this work if the number of jobs is something like 100 000? It might take longer to check them all than it is the ticking interval of the worker, and the more tasks there will be, the higher the poll interval.
Is there a better way to design a system like this? Are there any hidden challenges in implementing this, or any algorithms that deal with this sort of a problem?
Use a priority queue (with the priority based on the next execution time) to hold the tasks to execute. When you're done executing a task, you sleep until the time for the task at the front of the queue. When a task comes due, you remove and execute it, then (if its recurring) compute the next time it needs to run, and insert it back into the priority queue based on its next run time.
This way you have one sleep active at any given time. Insertions and removals have logarithmic complexity, so it remains efficient even if you have millions of tasks (e.g., inserting into a priority queue that has a million tasks should take about 20 comparisons in the worst case).
There is one point that can be a little tricky: if the execution thread is waiting until a particular time to execute the item at the head of the queue, and you insert a new item that goes at the head of the queue, ahead of the item that was previously there, you need to wake up the thread so it can re-adjust its sleep time for the item that's now at the head of the queue.
We encountered this same issue while designing Revalee, an open source project for scheduling triggered callbacks. In the end, we ended up writing our own priority queue class (we called ours a ScheduledDictionary) to handle the use case you outlined in your question. As a free, open source project, the complete source code (C#, in this case) is available on GitHub. I'd recommend that you check it out.
I would like to ask if someone would have an idea on the best(fastest) algorithm for the following scenario:
X processes generate a list of very large files. Each process generates one file at a time
Y processes are being notified that a file is ready. Each Y process has its own queue to collect the notifications
At a given time 1 X process will notify 1 Y process through a Load Balancer that has the Round Rubin algorithm
Each file has a size and naturally, bigger files will keep both X and Y more busy
Limitations
Once a file gets on a Y process it would be impractical to remove it and move it to another Y process.
I can't think of other limitations at the moment.
Disadvantages to this approach
sometimes X falls behind(files are no longer pushed). It's not really impacted by the queueing system and no matter if I change it it will still have slow/good times.
sometimes Y falls behind(a lot of files gather in the queues). Again, the same thing like before.
1 Y process is busy with a very large file. It also has several small files in its queue that could be taken on by other Y processes.
The notification itself is through HTTP and seems somehow unreliable sometimes. Notifications fail and debugging has not revealed anything.
There are some more details that would help to see the picture more clearly.
Y processes are DB threads/jobs
X processes are web apps
Once files reach the X processes, these would also burn resources from the DB side by querying it. It has an impact on the producing part
Now I considered the following approach:
X will produce files like it has before but will not notify Y. It will hold a buffer (table) to populate the file list
Y will constantly search for files in the buffer and retrieve them itself and store them in its own queue.
Now would this change be practical? Like I said, each Y process has its own queue, it doesn't seem to be efficient to keep it anymore. If so, then I'm still undecided on the next bit:
How to decide which files to fetch
I've read through the knapsack problem and I think that has application if I would have the entire list of files from the beginning which I don't. Actually, I do have the list and the size of each file but I wouldn't know when each file would be ready to be taken.
I've gone through the producer-consumer problem but that centers around a fixed buffer and optimising that but in this scenario the buffer is unlimited and I don't really care if it is large or small.
The next best option would be a greedy approach where each Y process locks on the smallest file and takes it. At first it does appear to be the fastest approach and I'm currently building a simulation to verify that but a second opinion would be fantastic.
Update
Just to be sure that everyone gets the big picture, I'm linking here a fast-done diagram.
Jobs are independent from Processes. They will run at a speed and process how many files are possible.
When a Job finishes with a file it will send a HTTP request to the LB
Each process queues requests (files) coming from the LB
The LB works on a round robin rule
Diagram
The current LB idea is not good
The load balancer as you've described it is a bad idea because it's needlessly required to predict the future, which you are saying is impossible. Moreover, round-robin is a terrible scheduling strategy when jobs have varying lengths.
Just have consumers notify the LB when they're idle. When a new job arrives from a producer, it selects the first idle consumer and sends the job there. When there are no idle consumers, the producer's job is queued in the LB waiting for a free consumer to appear.
This way consumers will always be optimally busy.
You say "Having one queue to serve 100 apps (for example) would be inefficient." This is a huge leap of intuition that's probably wrong. A work queue that's only handling file names can be fast. You need it only to be 100 times faster (because you infer there are 100 consumers) than the average "very large file" handling operation. File handling is normally 10th of seconds or seconds. A queue handler based, say, on an Apache mod or Redis for two random choices, could pretty easily serve 10,000 requests per second. This is a factor of 10 away from being a bottleneck.
If you select from idle consumers on a FIFO basis, the behavior will be round-robin when all jobs are equal length.
If the LB absolutelly cannot queue work
Then let Ty(t) be the total future time needed to complete the work in the queue of consumer y at the current epoch t. The LB's goal is to make Ty(t) values equal for all y and t. This is the ideal.
To get as close as possible to the ideal, it needs an internal model to compute these Ty(t) values. When a new job arrives from a producer at epoch t, it finds consumer y with the the minimum Ty(t) value, assigns the job to this y, and adjusts the model accordingly. This is a variation of the "least time remaining" scheduling strategy, which is optimal for this situation.
The model must inevitably be an approximation. The quality of the approximation will determine its usefulness.
A standard approach (e.g. from OS scheduling), will be to maintain a pair [t, T]_y for each consumer y. T is the estimate of Ty(t) that was computed at the past epoch t. Thus at a later epoch t+d, we can estimate Ty(t+d) as max(T-t,0). The max is because for d>t, the estimated job time has expired, so the consumer should be complete.
The LB uses whatever information it can get to update the model. Examples are estimates of time a job will require (from your description probably based on file size and other characteristics), notification that the consumer has actually finished a job (LB decreases T by the esimated duration of the completed job and updates t), assignment of a new job (LB increases T by the estimated duration of the new job and updates t), and intermediate progress updates of estimated time remaining from consumers during long jobs.
If the information available to the LB is detailed, you will want to replace the total time T in the [t, T]_y pair with a more complete model of the work queued at y: for example a list of estimated job durations, where the head of the list is the one currently being executed.
The more accurate the LB model, the less likely a consumer will starve when work is available, which is what you are trying to avoid.
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.