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High Performance CEP: The SAP Sybase Event Stream Processor
Technical Product Overview
Speaker’s Name/Department (delete if not needed)
Month 00, 2011
© 2012 SAP AG. All rights reserved. 2
Insight from fast-moving data: Continuous Intelligence
Analyze events as they occur
• Continuous insight
• Immediate response
Rapid application development
• Reduce/eliminate dependence on specialist
programming skills
• Cut implementation/deployment time
• Improve business agility
Non-intrusive deployment
• Event-driven architecture
• Adapt to existing data models
© 2012 SAP AG. All rights reserved. 3
The SAP Sybase Event Stream Processor
• Unlimited number of input
streams
• Incoming data is processed as it
arrives, according to the
business logic defined using high
level authoring tools
• Send output to apps, dashboards
• Capture data in SAP HANA, Sybase IQ,
Sybase RAP for historical analysis,
compliance
?
INPUT
STREAMS
Sensor Data
Transactions
Events
Reporting
Tools
Applications
Studio
(Authoring)
Reference
Data
SAP®
Sybase®
ESP SAP HANA, Sybase IQ
Dashboard
Message
Bus
© 2012 SAP AG. All rights reserved. 4
Sample Architecture of a CEP-based Application:
Real-time P&L
Historical Analytics,
Ad-hoc Analysis,
Compliance
Mark
et
Data
Mid
dle
ware
Reuters
Bloomberg
Nasdaq
…
Sybase
IQ
Order Management Systems
Market Prices
Trading Systems
Live Dashboard
Alerts
© 2012 SAP AG. All rights reserved. 5
Two approaches to CEP
Rules Continuous
Queries
© 2012 SAP AG. All rights reserved. 6
Key Concepts
Input Streams Events arrive on input streams
Derived Streams,
Windows Apply continuous query
operators to one or more
input streams to produce a
new stream
Database Analogy • Streams are like tables
• Events are rows in the table
• Fields in an event message are
columns in the table
Windows can Have State • Retention rules define how many or how
long events are kept
• Opcodes in events can indicate
insert/update/delete and can be
automatically applied to the window
© 2012 SAP AG. All rights reserved. 7
ESP Studio: Both visual and textual authoring
• ANALYST-LEVEL SKILLS (EXCEL, VBA)
• EASY TO UNDERSTAND COMPLEX MODELS
• NO NEED TO LEARN LANGUAGE SYNTAX
• RAPID PROGRAMMING
• EASY TO USE LANGUAGE (CCL)
• MODULAR, PROJECT BASED APPROACH
Visual Dataflow Authoring Language-based Authoring
ESP Studio supports both Visual and Textual authoring
• Visual diagram produces CCL (code-behind approach)
• User can switch back and forth between diagram and language
• Eclipse-based
© 2012 SAP AG. All rights reserved. 8
CCL: Continuous Computation Language SQL-based Event Processing Language
Leverage familiarity and simplicity of SQL
Instead of “snapshot” queries, continuous queries
Filter (WHERE), Aggregate (GROUP BY), Join, Compute
Extensions for event streams
Windows, Patterns
Example CCL Query
Calculation of 10
minute VWAP
CREATE LOCAL WINDOW VWAP10
PRIMARY KEY DEDUCED
AS
SELECT
TICKER.Symbol AS Symbol ,
Sum ( TICKER.Price * TICKER.Size) / Sum ( TICKER.Size)
AS VWAP
FROM TICKER KEEP 10 MINUTES
GROUP BY TICKER.Symbol ;
© 2012 SAP AG. All rights reserved. 9
Key CCL Language Features
• Stateless and stateful elements.
– STREAMS (stateless without keys)
– WINDOWS (stateful with keys)
– Windows push updates and automatically process
opcodes.
• Retention policies on Windows
– Named windows (windows created with “CREATE
WINDOW..”)
– Unnamed windows (FROM A KEEP 5 ROWS)
– Time and Count based retention policies
– Custom windows with EventCache
• Parameters, Variables
– Variables can maintain state
• Full support for JOINS
– ANSI JOIN Syntax
– Stream-Window Joins and Window-Window joins
• Filter
• Aggregate
– Group By, Group Filter, Group Order
• Pattern Matching
– Watch for specific sequence of events within time
interval
– Within or across streams
– Pattern can include missing events
• Transform/Project
– Change event schema, compute new fields
© 2012 SAP AG. All rights reserved. 10
SPLASH scripting adds extensibility to CCL
SPLASH (Stream Processing LAnguage SHell) was introduced in Aleri to provide
extensibility and overcome the limitations of SQL
It complements CCL, providing the ability to write custom functions and stream/window
operators using a simple, procedural language that is optimized for stream processing
Syntax is similar to C and Java, it’s spirit is closer to little languages like AWK or Perl
ESP 5.0 has full support for SPLASH
For more info see the SPLASH Tutorial on sybase.com (in the Aleri Product Documentation/Manuals)
if (temperature < 0) {
display := 'below zero';
} else if (temperature = 0) {
display := 'zero';
} else {
display := 'above zero';
}
Control Structures: if, while, switch
Data Structures:
- Variables - Vectors - Dictionaries - Event Cache
Flex Streams:
- Custom event “handlers” written in SPLASH
© 2012 SAP AG. All rights reserved. 11
Modularity
Benefits:
Facilitates re-use
Simplifies team development
Improves manageability of
large projects
CREATE MODULE • Defines a module consisting of
windows and streams
• Define inputs, outputs,
parameters
IMPORT • Equiv. to #include – include
external .ccl file(s)
• Beyond modules, re-use
declarations, etc
LOAD MODULE • At load point, define bindings
and parameters
• Same module can be loaded
multiple times
© 2012 SAP AG. All rights reserved. 12
Support for External function libraries (UDF)
• Call out to external function libraries
• Support for C and Java
• Can be used to supplement built-in functions
• Can also be used to “trigger” external actions
© 2012 SAP AG. All rights reserved. 13
ESP Studio: RUN/TEST Tools
Single click to Run a project
Rich Suite of Testing, Tuning and Debugging tools
Stream viewer
Record/playback
Manual event input
Performance Monitor
Event Tracer
Debugger with Breakpoints
Multi-server control
View/monitor projects running on multiple servers and clusters
© 2012 SAP AG. All rights reserved. 14
ESP Advanced Cluster Architecture
Controller
Manager
Manager
Manager
Manager
Controller Controller
Private
Cloud
Project Project
Project Project Project
Project Project
Project Project Project
Project Project
Project Project Project
© 2012 SAP AG. All rights reserved. 15
ESP Cluster Architecture Key Features
Manager • Equi-peer management of cluster.
• Program deployment and lifecycle control.
• Program load balancing at deployment.
• Launcher failure detection.
• Container failure detection.
• Program failover.
• Publishes lifecycle updates for Managers, Controllers and Programs.
• Name resolution.
Controller • Acts as a daemon for Managers to launch Container processes.
• Allows for launching of any configured Program type.
Container • Process that hosts a Program (i.e. – esp_server).
© 2012 SAP AG. All rights reserved. 16
Choice of high availability configurations
Configurable to your level of
availability and flexibility needs
Instant failover to "hot" spare
• highest degree of availability
• recovery in seconds; no data loss
Shared resources "warm" spares
• flexible configurations
• recovery in minutes
• parallel & pipeline configurations
All managed by fault tolerant
cluster manager
FT Cluster
Manager
Parallel & Pipelined
Shared Warm Spares
Shared
State
Synchronized
Hot Spare
© 2012 SAP AG. All rights reserved. 17
ADAPTERS
Standard
(Built-in)
• JMS, MQ, TIBCO
• Sockets
• Databases
• Files
• MS Excel
• Email (out)
Optional
(Add-on)
• Market Data • Reuters, NYSE Tech
• FIX
• Rep Server
Custom
(SDK)
• C/C++
• Java
• .NET
© 2012 SAP AG. All rights reserved. 18
Integration/Connectivity
In-Process Adapters
• Entirely under the control of the ESP server.
• Performance advantages
• No hot-standby at the adapter level
• C/C++ only
External Adapters
• Independent of ESP Server
• Uses ESP pub/sub API
• TCP socket connectivity to ESP Server
• Auto-failover in hot-standby configurations
• C/C++, Java, .NET
Application with Native ESP
Support
• Embed ESP pub/sub API directly in producer or consumer applications
© 2012 SAP AG. All rights reserved. 19
USING Sybase Replication Server for Change Capture Real-time change capture: turn database transactions into event streams
Replication Agent
Replication Server
Database
SAP Sybase ESP
Transactions (insert, update,
delete) Real-time Event
Stream
© 2012 SAP AG. All rights reserved. 20
ESP Project
High Level ESP Architecture
Query Engine
Launcher
Cluster Manager
Se
cu
rity
(K
erb
ero
s, P
AM
, S
SL
)
Data Source/Destination
Client
Log File
Security
Distributed Cache SDK Interface URI Resolution
Lifecycle/Status
SD
K -
.N
ET
\ JA
VA
\C+
+
Adapter
Studio
Ga
tew
ay
Window Stores
Adapter Framework
Load Balancing Failover
Co
mm
an
d &
Co
ntr
ol
Compiler
Tools SQ
L Q
ue
ry
Internal
Adapter
s
SDK
External
Adapter
s
© 2012 SAP AG. All rights reserved. 21
What sets SAP Sybase ESP apart
• Performance
− Scalable for extreme throughput
− Consistent low-latency
− Only CEP vendor to submit to STAC
benchmarking
• SPLASH scripting
− Overcome limitations of SQL
− Flexibility and productivity
• Authoring flexibility
− Language or UI/IDE
• “Private Cloud” Architecture
− Scalable, Dynamic
• State Management
− Unique ability to automatically apply
incoming events as
inserts/updates/deletes to a table
− Simplifies modeling
− Extremely efficient
• Dynamic
− Add continuous queries to live system
• High Availability
− Hot-Hot with Auto-Failover
• Advanced Subscriptions
− Initial state followed by updates
− Subscriptions with predicates
© 2012 SAP AG. All rights reserved. 22
Source: STAC Research Sep 08 – conducted against Aleri 3.1; 5.0 performance is
similar
The only CEP vendor to publish STAC benchmarks
High Performance
STAC Certified measurement of throughput and latency
• Linear scaling with addition of more cores:
180,000 messages/sec on 16 cores
300,000 messages/sec on 24 cores
• Consistent/predicable low latency.
Only minor increase in latency from 20,000 to 300,000 messages/sec:
Mean: 1.296 - 1.568 ms
Medium: 1.177 - 1.502 ms
Std Dev: 0.567 - 1.104 ms
Min: 0.091 – 0.115 ms
99th percentile: 2.479 – 3.165 ms
PANOPTICON EX REAL-TIME DATA VISUALIZATION
© 2012 SAP AG. All rights reserved. 24
Visually Rich Real-time Dashboards with
Historical Drill-down and Analysis
© 2012 SAP AG. All rights reserved. 25
Panopticon EX Features
Visual Data Analysis
Real-time streaming from Sybase ESP
Historic Time Series data from Sybase RAP or IQ
Drag-and-Drop Designer
Rich palette of charting objects
Simple configuration
No coding required
Multi-dimensional Analysis (in-memory OLAP)
Delivered via Desktop (thick client) or Web (browser)
SDK provides APIs for ability to customize, embed
© 2012 SAP AG. All rights reserved. 26
Panopticon EX for ESP
Native integration with Sybase
ESP, RAP, and IQ
True real-time dashboards,
subscribing to ESP streaming
output
Seamless drill-down into
historical time series data in
Sybase RAP
Panopticon EX
Reduces Insight
Latency
It’s Not Just the Time it
Takes to Get the Data
It’s also the time it
takes to understand the
data
Rich Palette of
Visualization Tools
Designed to Make it
Easier to Understand the
Data
Thank you
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