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Part 1

Elements of Scale: Composing and Scaling Data Platforms

Ben Stopford
Scale image via Shutterstock

Following his stimulating talk at the JAX Finance, Ben Stopford explores a range of data platforms through a lens of basic hardware and software tradeoffs in this two-part article.

This article was originally published on Ben Stopford’s blog.

As software engineers we are inevitably affected by the tools we surround ourselves with. Languages, frameworks, even processes all act to shape the software we build.

Likewise databases, which have trodden a very specific path, inevitably affect the way we treat mutability and share state in our applications.

Over the last decade we’ve explored what the world might look like had we taken a different path. Small open source projects try out different ideas. These grow. They are composed with others. The platforms that result utilise suites of tools, with each component often leveraging some fundamental hardware or systemic efficiency. The result, platforms that solve problems too unwieldy or too specific to work within any single tool.

So today’s data platforms range greatly in complexity. From simple caching layers or polyglotic persistence right through to wholly integrated data pipelines. There are many paths. They go to many different places. In some of these places at least, nice things are found.

So the aim for this talk is to explain how and why some of these popular approaches work. We’ll do this by first considering the building blocks from which they are composed. These are the intuitions we’ll need to pull together the bigger stuff later on.

Slide04In a somewhat abstract sense, when we’re dealing with data, we’re really just arranging locality. Locality to the CPU. Locality to the other data we need. Accessing data sequentially is an important component of this. Computers are just good at sequential operations. Sequential operations can be predicted.

If you’re taking data from disk sequentially it’ll be pre-fetched into the disk buffer, the page cache and the different levels of CPU caching. This has a significant effect on performance. But it does little to help the addressing of data at random, be it in main memory, on disk or over the network. In fact pre-fetching actually hinders random workloads as the various caches and frontside bus fill with data which is unlikely to be used.Slide05

So whilst disk is somewhat renowned for its slow performance, main memory is often assumed to simply be fast. This is not as ubiquitously true as people often think. There are one to two orders of magnitude between random and sequential main memory workloads. Use a language that manages memory for you and things generally get a whole lot worse.

Streaming data sequentially from disk can actually outperform randomly addressed main memory. So disk may not always be quite the tortoise we think it is, at least not if we can arrange sequential access. SSD’s, particularly those that utilise PCIe, further complicate the picture as they demonstrate different tradeoffs, but the caching benefits of the two access patterns remain, regardless.

Slide06

So lets imagine, as a simple thought experiment, that we want to create a very simple database. We’ll start with the basics: a file.

We want to keep writes and reads sequential, as it works well with the hardware. We can append writes to the end of the file efficiently. We can read by scanning the the file in its entirety. Any processing we wish to do can happen as the data streams through the CPU. We might filter, aggregate or even do something more complex. The world is our oyster!

read

So what about data that changes, updates etc?

We have a couple of options. We could update the value in place. We’d need to use fixed width fields for this, but that’s ok for our little thought experiment. But update in place would mean random IO. We know that’s not good for performance.

Alternatively we could just append updates to the end of the file and deal with the superseded values when we read it back.

So we have our first tradeoff. Append to a ‘journal’ or ‘log’, and reap the benefits of sequential access. Alternatively if we use update in place we’ll be back to 300 or so writes per second, assuming we actually flush through to the underlying media.Slide11

Now in practice of course reading the file, in its entirety, can be pretty slow. We’ll only need to get into GB’s of data and the fastest disks will take seconds. This is what a database does when it ends up table scanning.

Also we often want something more specific, say customers named “bob”, so scanning the whole file would be overkill. We need an index.

Slide13

Now there are lots of different types of indexes we could use. The simplest would be an ordered array of fixed-width values, in this case customer names, held with the corresponding offsets in the heap file. The ordered array could be searched with binary search. We could also of course use some form of tree, bitmap index, hash index, term index etc. Here we’re picturing a tree.

The thing with indexes like this is that they impose an overarching structure. The values are deliberately ordered so we can access them quickly when we want to do a read. The problem with the overarching structure is that it necessitates random writes as data flows in. So our wonderful, write optimised, append only file must be augmented by writes that scatter-gun the filesystem. This is going to slow us down.Slide14

Anyone who has put lots of indexes on a database table will be familiar with this problem. If we are using a regular rotating hard drive, we might run 1,000s of times slower if we maintain disk integrity of an index in this way.

Luckily there are a few ways around this problem. Here we are going to discuss three. These represent three extremes, and they are in truth simplifications of the real world, but the concepts are useful when we consider larger compositions.

Slide15

Our first option is simply to place the index in main memory. This will compartmentalise the problem of random writes to RAM. The heap file stays on disk.

This is a simple and effective solution to our random writes problem. It is also one used by many real databases. MongoDB, Cassandra, Riak and many others use this type of optimisation. Often memory mapped files are used.

However, this strategy breaks down if we have far more data than we have main memory. This is particularly noticeable where there are lots of small objects. Our index would get very large. Thus our storage becomes bounded by the amount of main memory we have available. For many tasks this is fine, but if we have very large quantities of data this can be a burden.

A popular solution is to move away from having a single ‘overarching’ index. Instead we use a collection of smaller ones.

Slide16This is a simple idea. We batch up writes in main memory, as they come in. Once we have sufficient – say a few MB’s – we sort them and write them to disk as an individual mini-index. What we end up with is a chronology of small, immutable index files.

So what was the point of doing that? Our set of immutable files can be streamed sequentially. This brings us back to a world of fast writes, without us needing to keep the whole index in memory. Nice!

Of course there is a downside to this approach too. When we read, we have to consult the many small indexes individually. So all we have really done is shift the problem of RandomIO from writes onto reads. However this turns out to be a pretty good tradeoff in many cases. It’s easier to optimise random reads than it is to optimise random writes.

Slide17Keeping a small meta-index in memory or using a Bloom Filter provides a low-memory way of evaluating whether individual index files need to be consulted during a read operation. This gives us almost the same read performance as we’d get with a single overarching index whilst retaining fast, sequential writes.

In reality we will need to purge orphaned updates occasionally too, but that can be done with nice sequential reads and writes.

What we have created is termed a Log Structured Merge Tree. A storage approach used in a lot of big data tools such as HBase, Cassandra, Google’s BigTable and many others. It balances write and read performance with comparatively small memory overhead.

Slide18

So we can get around the ‘random-write penalty’ by storing our indexes in memory or, alternatively, using a write-optimised index structure like LSM. There is a third approach though. Pure brute force.

Think back to our original example of the file. We could read it in its entirety. This gave us many options in terms of how we go about processing the data within it. The brute force approach is simply to hold data by column rather than by row. This approach is termed Columnar or Column Oriented.

(It should be noted that there is an unfortunate nomenclature clash between true column stores and those that follow the Big Table pattern. Whilst they share some similarities, in practice they are quite different. It is wise to consider them as different things.)Slide19

Column Orientation is another simple idea. Instead of storing data as a set of rows, appended to a single file, we split each row by column. We then store each column in a separate file. When we read we only read the columns we need.

We keep the order of the files the same, so row N has the same position (offset) in each column file. This is important because we will need to read multiple columns to service a single query, all at the same time. This means ‘joining’ columns on the fly. If the columns are in the same order we can do this in a tight loop which is very cache- and cpu-efficient. Many implementations make heavy use of vectorisation to further optimise throughput for simple join and filter operations.

Writes can leverage the benefits of being append-only. The downside is that we now have many files to update, one for every column in every individual write to the database. The most common solution to this is to batch writes in a similar way to the one used in the LSM approach above. Many columnar databases also impose an overall order to the table as a whole to increase their read performance for one chosen key.

Slide20

By splitting data by column we significantly reduce the amount of data that needs to be brought from disk, so long as our query operates on a subset of all columns.

In addition to this, data in a single column generally compresses well. We can take advantage of the data type of the column to do this, if we have knowledge of it. This means we can often use efficient, low cost encodings such as run-length, delta, bit-packed etc. For some encodings predicates can be used directly on the uncompressed stream too.

The result is a brute force approach that will work particularly well for operations that require large scans. Aggregate functions like average, max, min, group by etc are typical of this.

This is very different to using the ‘heap file & index’ approach we covered earlier. A good way to understand this is to ask yourself: what is the difference between a columnar approach like this vs a ‘heap & index’ where indexes are added to every field?merge

The answer to this lies in the ordering of the index files. BTrees etc will be ordered by the fields they index. Joining the data in two indexes involves a streaming operation on one side, but on the other side the index lookups have to read random positions in the second index. This is generally less efficient than joining two indexes (columns) that retain the same ordering. Again we’re leveraging sequential access.

Slide21

So many of the best technologies which we may want to use as components in a data platform will leverage one of these core efficiencies to excel for a certain set of workloads.

Storing indexes in memory, over a heap file, is favoured by many NoSQL stores such as Riak, Couchbase or MongoDB as well as some relational databases. It’s a simple model that works well.

Tools designed to work with larger data sets tend to take the LSM approach. This gives them fast ingestion as well as good read performance using disk based structures. HBase, Cassandra, RocksDB, LevelDB and even Mongo now support this approach.

Column-per-file engines are used heavily in MPP databases like Redshift or Vertica as well as in the Hadoop stack using Parquet. These are engines for data crunching problems that require large traversals. Aggregation is the home ground for these tools.

Other products like Kafka apply the use of a simple, hardware efficient contract to messaging. Messaging, at it’s simplest, is just appending to a file, or reading from a predefined offset. You read messages from an offset. You go away. You come back. You read from the offset you previously finished at. All nice sequential IO.

This is different to most message oriented middleware. Specifications like JMS and AMQP require the addition of indexes like the ones discussed above, to manage selectors and session information. This means they often end up performing more like a database than a file. Jim Gray made this point famously back in his 1995 publication Queue’s are Databases.

So all these approaches favour one tradeoff or other, often keeping things simple, and hardware sympathetic, as a means of scaling.

four

 

So we’ve covered some of the core approaches to storage engines. In truth we made some simplifications. The real world is a little more complex. But the concepts are useful nonetheless.

Scaling a data platform is more than just storage engines though. We need to consider parallelism.

Read the second part here.

Author
Ben Stopford
Ben Stopford is a specialist in distributed data technologies with experience in NoSQL, distributed caching and grid computation. He has a number of publications and speaking engagements to his name and experience in several investment banks and ThoughtWorks.

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