I have an API client (written in Java) subscribing market data by Bloomberg API and it saves data to database. But any program may goes down due to some reasons.
To avoid single point of failure, I am thinking to have multiple API clients running at the same time. But there is no unique identifier inside the event, so how can I avoid duplicate data inside the database? Thanks.
For TRADE events you can leverage some trade identifier field. For Quote ticks you will need to reconcile using multiple fields like quote value, timestamp with higher time solution, still no guarantee for uniqueness.
Option 1: Subscribe to BAR data. Then there is a unique identifier of market data: the time and the security. Downside: lower resolution (per minute at best, vs individual ticks)
Option 2: do a best effort when subscribing, then do a historical request and replace the data you got when subscribing with the historical response. When making a historical request you know when you have completed processing the response successfully. It's up to you when to do the historical request to replace the data from the subscription. Could be every few minutes or end of day.
Related
Overview
I’m currently building a prototype to track and control a fleet of drones.
The prototype consists of a service and a web app. In the web app, the location of each drone is displayed in real-time on a map and the user can issue basic commands to each of these drones.
The service is automated and can also issue commands to each of the drones at random times when certain conditions occur.
I am using HiveMQ (an MQTT broker) to facilitate communication between drones, the web app and the service. The web app and the service are both subscribed to the 'telemetry' topic to receive real-time data about the network of drones. The broker will store the telemetry data for each drone directly into a database through the use of HiveMQ's extension functionality.
Specific commands can only be executed if certain criteria are met.
For example: To issue an 'execute mission' command to a drone the service or the web app will make a call to an API. The API will:
Check the drone is not currently on a mission (drone status value must be idle)
Check weather conditions are acceptable in the area the mission is to occur
(Note by 'mission' I mean a drone fly's to a series of set locations autonomously).
If conditions aren't met a response indicating this will be returned to the requester (web app or service). If conditions are met the API will issue the command to the appropriate drone via the MQTT broker and send a response to the requester.
Requirements
I need a storage mechanism that meets the following criteria:
I need to ensure that a race condition does not occur between the web app and the service. That is if a request to issue a command to a drone is being made by the web app, a request made by the service in this time should be automatically rejected.
Drone status between the service and the web app are not synchronous, as a result, they need a synchronized point to check a drones status.
Drones will update their status every second, and API call's to issue commands will be made every 10 - 30 seconds. There will be 5 drones in this prototype but I would like a solution that can scale to 50 drones.
Considered Solution
My solution would be that of a relational database - using a separate table with a 'request_lock' field, this field uses a row-level lock.
When an API call is made it checks if this field is true, if true the request is rejected. If it is false it sets the field to true performs the necessary condition checks and then sets the 'request_lock' field to false when once the command has reached the drone.
I am concerned the status update frequency from each drone does not fit a relational database model and won't scale well. Am I on the right track, or should I be looking to include a NoSQL database in some way to handle status updates?
Thank you to anyone who takes the time to answer.
There are a lot of questions here, so I'll try to pick what seems to be most important:
I am concerned the status update frequency from each drone does not fit a relational database model ..
Should I use a relational or non-relational database?
First, let's calculate the maximum number of drone status updates, per second.
Drones will update their status every second, and API call's [sic] to issue commands will be made every 10 - 30 seconds. There will be 5 drones in this prototype but I would like a solution that can scale to 50 drones.
50 drones * 1 drone-update per second = 50 drone-updates per second
50 drones * (10 / 60) drone-commands per second = 8.3 drone-commands per second
So, can a relational database handle ~60 queries per second?
Yes. Assuming reasonable query complexity, this is within the ability of a traditional relational database. I would not expect the database to need extraordinary system resources, either.
If you'd like to confirm this level of performance with a benchmark, I'd recommend a tool like pgbench.
I need to get an understanding of ISO-8583 message platform,lets say i want to perform a authorization of a card transaction,so in real time at a particular instance lets say i got 100000 requests from network(VISA/MASTERCARD) all for authorization,how do i define priority of there request and the response,can the connection pool handle it(in my case its HIKARI),how is it done banks/financial institutions for authorizing a request.Please provide me some insights on how to manage all these requests.Should i go for a MQ?
Tech used are:-spring boot,hibernate,spring-tcp-starter
Your question doesn't seem to be very well researched as there are a ton of switch platforms out there that due this today and many of their technology guides can be found on the web including for major vendors like ACI, FIS, AJB,.. etc if you look yard enough.
I have worked with several iso-interface specifications, commercial switches, and home grown platforms and it is actually pretty consistent in how they do the core realtime processing.
This information on prioritization is generally in each ISO-8583 message processing specification and is made explicitly clear in almost every specification I've ever read written by someone who is familar with ISO-8533 and not just making up their own variant or copying someone elses.
That said.. in general at a high level authorizations / financials (0100, 0200) requests always have high priority than force posts (0x20) messages.
Administrative messages in the 05xx and 06xx and 08xx sometimes also get bumped up above other advices.. but these are still advices and almost always auths/financials are always processed first as they A) Impact the customer B) have much tighter timers than any advice by usually more than double or more.
Most switches I have seen do it entirely in memory without going to MQ and or some other disk for core authorization process to manage these.. but not to say there is not some sort of home grown middle ware sometimes involved.. but non-realtime processes regularly use a MQ process to queue or disk queuing these up into processes not in-line of the approval for this Store-and-forward (SAF) processing.. but many of these still use memory only processing for the front of their queue.
It is important to also differentiate between 100000 requests and 100000 transactions.. the various exchanges both internal and external make a big difference in the number of actual requests/responses in flight at even given time.. a basic transaction can be accomplished in like two messages.. but some of the more complex ones can easily exceed 20 messages just for a pre-authorization or a completion component.
If you are dealing with largely batch transaction bursts.. I can see the challenge of queuing but almost every application I have seen has a max in flight for advices and requests separate of each other.. and sometimes even with different timers.. and the apps pumping the transactions almost always wait for the response back before sending more.. and this tends to work fine for just about everyone.. including big posting batches from retailers and card networks. So if your app doesn't have them.. you probably need to add them.
In fact your 100000 requests should be sorted by (Terminal ID and/or Merchant ID) + (timestamp/local timestamp) + (STAN and/or RRN).
Duplicated transaction requests expected to be rejected.
If you simulating multiple requests from single terminal (or host) with same test card details the increasing of STAN/RRN would be a case.
Please refer to previous answers about STAN and RRN ISO 8583 fields.
In ISO message, what's the use of stan and rrn ?
What is the best way to achieve DB consistency in microservice-based systems?
At the GOTO in Berlin, Martin Fowler was talking about microservices and one "rule" he mentioned was to keep "per-service" databases, which means that services cannot directly connect to a DB "owned" by another service.
This is super-nice and elegant but in practice it becomes a bit tricky. Suppose that you have a few services:
a frontend
an order-management service
a loyalty-program service
Now, a customer make a purchase on your frontend, which will call the order management service, which will save everything in the DB -- no problem. At this point, there will also be a call to the loyalty-program service so that it credits / debits points from your account.
Now, when everything is on the same DB / DB server it all becomes easy since you can run everything in one transaction: if the loyalty program service fails to write to the DB we can roll the whole thing back.
When we do DB operations throughout multiple services this isn't possible, as we don't rely on one connection / take advantage of running a single transaction.
What are the best patterns to keep things consistent and live a happy life?
I'm quite eager to hear your suggestions!..and thanks in advance!
This is super-nice and elegant but in practice it becomes a bit tricky
What it means "in practice" is that you need to design your microservices in such a way that the necessary business consistency is fulfilled when following the rule:
that services cannot directly connect to a DB "owned" by another service.
In other words - don't make any assumptions about their responsibilities and change the boundaries as needed until you can find a way to make that work.
Now, to your question:
What are the best patterns to keep things consistent and live a happy life?
For things that don't require immediate consistency, and updating loyalty points seems to fall in that category, you could use a reliable pub/sub pattern to dispatch events from one microservice to be processed by others. The reliable bit is that you'd want good retries, rollback, and idempotence (or transactionality) for the event processing stuff.
If you're running on .NET some examples of infrastructure that support this kind of reliability include NServiceBus and MassTransit. Full disclosure - I'm the founder of NServiceBus.
Update: Following comments regarding concerns about the loyalty points: "if balance updates are processed with delay, a customer may actually be able to order more items than they have points for".
Many people struggle with these kinds of requirements for strong consistency. The thing is that these kinds of scenarios can usually be dealt with by introducing additional rules, like if a user ends up with negative loyalty points notify them. If T goes by without the loyalty points being sorted out, notify the user that they will be charged M based on some conversion rate. This policy should be visible to customers when they use points to purchase stuff.
I don’t usually deal with microservices, and this might not be a good way of doing things, but here’s an idea:
To restate the problem, the system consists of three independent-but-communicating parts: the frontend, the order-management backend, and the loyalty-program backend. The frontend wants to make sure some state is saved in both the order-management backend and the loyalty-program backend.
One possible solution would be to implement some type of two-phase commit:
First, the frontend places a record in its own database with all the data. Call this the frontend record.
The frontend asks the order-management backend for a transaction ID, and passes it whatever data it would need to complete the action. The order-management backend stores this data in a staging area, associating with it a fresh transaction ID and returning that to the frontend.
The order-management transaction ID is stored as part of the frontend record.
The frontend asks the loyalty-program backend for a transaction ID, and passes it whatever data it would need to complete the action. The loyalty-program backend stores this data in a staging area, associating with it a fresh transaction ID and returning that to the frontend.
The loyalty-program transaction ID is stored as part of the frontend record.
The frontend tells the order-management backend to finalize the transaction associated with the transaction ID the frontend stored.
The frontend tells the loyalty-program backend to finalize the transaction associated with the transaction ID the frontend stored.
The frontend deletes its frontend record.
If this is implemented, the changes will not necessarily be atomic, but it will be eventually consistent. Let’s think of the places it could fail:
If it fails in the first step, no data will change.
If it fails in the second, third, fourth, or fifth, when the system comes back online it can scan through all frontend records, looking for records without an associated transaction ID (of either type). If it comes across any such record, it can replay beginning at step 2. (If there is a failure in step 3 or 5, there will be some abandoned records left in the backends, but it is never moved out of the staging area so it is OK.)
If it fails in the sixth, seventh, or eighth step, when the system comes back online it can look for all frontend records with both transaction IDs filled in. It can then query the backends to see the state of these transactions—committed or uncommitted. Depending on which have been committed, it can resume from the appropriate step.
I agree with what #Udi Dahan said. Just want to add to his answer.
I think you need to persist the request to the loyalty program so that if it fails it can be done at some other point. There are various ways to word/do this.
1) Make the loyalty program API failure recoverable. That is to say it can persist requests so that they do not get lost and can be recovered (re-executed) at some later point.
2) Execute the loyalty program requests asynchronously. That is to say, persist the request somewhere first then allow the service to read it from this persisted store. Only remove from the persisted store when successfully executed.
3) Do what Udi said, and place it on a good queue (pub/sub pattern to be exact). This usually requires that the subscriber do one of two things... either persist the request before removing from the queue (goto 1) --OR-- first borrow the request from the queue, then after successfully processing the request, have the request removed from the queue (this is my preference).
All three accomplish the same thing. They move the request to a persisted place where it can be worked on till successful completion. The request is never lost, and retried if necessary till a satisfactory state is reached.
I like to use the example of a relay race. Each service or piece of code must take hold and ownership of the request before allowing the previous piece of code to let go of it. Once it's handed off, the current owner must not lose the request till it gets processed or handed off to some other piece of code.
Even for distributed transactions you can get into "transaction in doubt status" if one of the participants crashes in the midst of the transaction. If you design the services as idempotent operation then life becomes a bit easier. One can write programs to fulfill business conditions without XA. Pat Helland has written excellent paper on this called "Life Beyond XA". Basically the approach is to make as minimum assumptions about remote entities as possible. He also illustrated an approach called Open Nested Transactions (http://www.cidrdb.org/cidr2013/Papers/CIDR13_Paper142.pdf) to model business processes. In this specific case, Purchase transaction would be top level flow and loyalty and order management will be next level flows. The trick is to crate granular services as idempotent services with compensation logic. So if any thing fails anywhere in the flow, individual services can compensate for it. So e.g. if order fails for some reason, loyalty can deduct the accrued point for that purchase.
Other approach is to model using eventual consistency using CALM or CRDTs. I've written a blog to highlight using CALM in real life - http://shripad-agashe.github.io/2015/08/Art-Of-Disorderly-Programming May be it will help you.
what would be the best option for exposing 220k records to third party applications?
SF style 'bulk API' - independent of the standard API to maintain availability
server-side pagination
call back to a ftp generated file?
webhooks?
This bulk will have to happen once a day or so. ANY OTHER SUGGESTIONS WELCOME!
How are the 220k records being used?
Must serve it all at once
Not ideal for human consumers of this endpoint without special GUI considerations and communication.
A. I think that using a 'bulk API' would be marginally better than reading a file of the same data. (Not 100% sure on this.) Opening and interpreting a file might take a little bit more time than directly accessing data provided in an endpoint's response body.
Can send it in pieces
B. If only a small amount of data is needed at once, then server-side pagination should be used and allows the consumer to request new batches of data as desired. This reduces unnecessary server load by not sending data without it being specifically requested.
C. If all of it needs to be received during a user-session, then find a way to send the consumer partial information along the way. Often users can be temporarily satisfied with partial data while the rest loads, so update the client periodically with information as it arrives. Consider AJAX Long-Polling, HTML5 Server Sent Events (SSE), HTML5 Websockets as described here: What are Long-Polling, Websockets, Server-Sent Events (SSE) and Comet?. Tech stack details and third party requirements will likely limit your options. Make sure to communicate to users that the application is still working on the request until it is finished.
Can send less data
D. If the third party applications only need to show updated records, could a different endpoint be created for exposing this more manageable (hopefully) subset of records?
E. If the end-result is displaying this data in a user-centric application, then maybe a manageable amount of summary data could be sent instead? Are there user-centric applications that show 220k records at once, instead of fetching individual ones (or small batches)?
I would use a streaming API. This is an API that does a "select * from table" and then streams the results to the consumer. You do this using a for loop to fetch and output the records. This way you never use much memory and as long as you frequently flush the output the webserver will not close the connection and you will support any size of result set.
I know this works as I (shameless plug) wrote the mysql-crud-api that actually does this.
From a lot of articles and commercial API I saw, most people make their APIs idempotent by asking the client to provide a requestId or idempotent-key (e.g. https://www.masteringmodernpayments.com/blog/idempotent-stripe-requests) and basically store the requestId <-> response map in the storage. So if there's a request coming in which already is in this map, the application would just return the stored response.
This is all good to me but my problem is how do I handle the case where the second call coming in while the first call is still in progress?
So here is my questions
I guess the ideal behaviour would be the second call keep waiting until the first call finishes and returns the first call's response? Is this how people doing it?
if yes, how long should the second call wait for the first call to be finished?
if the second call has a wait time limit and the first call still hasn't finished, what should it tell the client? Should it just not return any responses so the client will timeout and retry again?
For wunderlist we use database constraints to make sure that no request id (which is a column in every one of our tables) is ever used twice. Since our database technology (postgres) guarantees that it would be impossible for two records to be inserted that violate this constraint, we only need to react to the potential insertion error properly. Basically, we outsource this detail to our datastore.
I would recommend, no matter how you go about this, to try not to need to coordinate in your application. If you try to know if two things are happening at once then there is a high likelihood that there would be bugs. Instead, there might be a system you already use which can make the guarantees you need.
Now, to specifically address your three questions:
For us, since we use database constraints, the database handles making things queue up and wait. This is why I personally prefer the old SQL databases - not for the SQL or relations, but because they are really good at locking and queuing. We use SQL databases as dumb disconnected tables.
This depends a lot on your system. We try to tune all of our timeouts to around 1s in each system and subsystem. We'd rather fail fast than queue up. You can measure and then look at your 99th percentile for timings and just set that as your timeout if you don't know ahead of time.
We would return a 504 http status (and appropriate response body) to the client. The reason for having a idempotent-key is so the client can retry a request - so we are never worried about timing out and letting them do just that. Again, we'd rather timeout fast and fix the problems than to let things queue up. If things queue up then even after something is fixed one has to wait a while for things to get better.
It's a bit hard to understand if the second call is from the same client with the same request token, or a different client.
Normally in the case of concurrent requests from different clients operating on the same resource, you would also want to implementing a versioning strategy alongside a request token for idempotency.
A typical version strategy in a relational database might be a version column with a trigger that auto increments the number each time a record is updated.
With this in place, all clients must specify their request token as well as the version they are updating (typical the IfMatch header is used for this and the version number is used as the value of the ETag).
On the server side, when it comes time to update the state of the resource, you first check that the version number in the database matches the supplied version in the ETag. If they do, you write the changes and the version increments. Assuming the second request was operating on the same version number as the first, it would then fail with a 412 (or 409 depending on how you interpret HTTP specifications) and the client should not retry.
If you really want to stop the second request immediately while the first request is in progress, you are going down the route of pessimistic locking, which doesn't suit REST API's that well.
In the case where you are actually talking about the client retrying with the same request token because it received a transient network error, it's almost the same case.
Both requests will be running at the same time, the second request will start because the first request still has not finished and has not recorded the request token to the database yet, but whichever one ends up finishing first will succeed and record the request token.
For the other request, it will receive a version conflict (since the first request has incremented the version) at which point it should recheck the request token database table, find it's own token in there and assume that it was a concurrent request that finished before it did and return 200.
It's seems like a lot, but if you want to cover all the weird and wonderful failure modes when your dealing with REST, idempotency and concurrency this is way to deal with it.