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DISCLAIMER

Please note: all tools/ scripts in this repo are released for use "AS IS" without any warranties of any kind, including, but not limited to their installation, use, or performance. We disclaim any and all warranties, either express or implied, including but not limited to any warranty of noninfringement, merchantability, and/ or fitness for a particular purpose. We do not warrant that the technology will meet your requirements, that the operation thereof will be uninterrupted or error-free, or that any errors will be corrected. Any use of these scripts and tools is at your own risk. There is no guarantee that they have been through thorough testing in a comparable environment and we are not responsible for any damage or data loss incurred with their use. You are responsible for reviewing and testing any scripts you run thoroughly before use in any non-testing environment.

High Volume Data Feed

The HVDF project is a framework for efficiently validating, storing, indexing, querying and purging time series data in MongoDB. It allows the user to define and configure channels to perform various operations on the datastream as it moves through the system.

HVDF exposes a simple interface implemented using dropwizard.

REST API

POST   /feed/{feed}/{channel}/data       push a sample (or batch) to a data channel on a given feed
GET    /feed/{feed}/{channel}/data       query a data feed for a time range of data
PUT    /feed/{feed}/{channel}/config     configure a channel
DELETE /feed/{feed}/{channel}/data/{id}  delete a sample from a channel by id

Using the API

Samples are pushed to and retrieved from channels. Each sample is a document with the following recommended structure :

{
    ts      : 100,     // 64 bit numeric timestamp
    source  : "s1",    // An opaque value that represents the source of the data
    data    : {x : 5}  // A document containing actual data
}                  

In addition to the required timestamp and source, any other custom metadata may be added at the root level of the sample document.

Configure channels

$ curl -X PUT "localhost:8080/feed/stocks/MSFT/config?value=%7Bcollection_period:200000%7D"

Pushing data to channels

// Post the sample {source:"reuters", ts:100, data:{price:1.25}} to stocks/MSFT channel
$ curl -X POST "localhost:8080/feed/stocks/MSFT/data?sample=%7Bsource%3A%22reuters%22%2Cts%3A100%2Cdata%3A%7Bprice%3A1.25%7D%7D"
[{ "$oid" : "0000000000643f6ebab4fe0d"}]

// Post the sample {source:"reuters", ts:200, data:{price:10.25}} to stocks/MNGO channel
$ curl -X POST "localhost:8080/feed/stocks/MNGO/data?sample=%7Bsource%3A%22reuters%22%2Cts%3A200%2Cdata%3A%7Bprice%3A10.25%7D%7D"
[{ "$oid" : "000000c8a0ee16502b62ca3e"}]

// Post the sample {source:"reuters", ts:300, data:{price:15.25}} to stocks/AAPL channel
$ curl -X POST "localhost:8080/feed/stocks/AAPL/data?sample=%7Bsource%3A%22reuters%22%2Cts%3A300%2Cdata%3A%7Bprice%3A15.25%7D%7D"
[{ "$oid" : "00000000012c3f6ebab4fe0e"}]

Sending batches of samples

Samples can also be posted in batches. For example a series of three samples can be posted in a single request by listing them in a top level array as follows :

[    {source:"reuters", ts:100, data:{price:1.25}} ,
     {source:"reuters", ts:200, data:{price:1.27}} ,
     {source:"reuters", ts:300, data:{price:1.32}}
]

Posting samples always returns an array of ObjectID's, one for each sample successfully sent to the channel.

Query for a channel time range

// Source may be omitted (all sources), a specific sourceId, or an array of sourcesIds
curl "localhost:8080/feed/stocks/MNGO/data?ts=500&range=400&limit=10&source=%22reuters%22%"
[{"data":{"price":10.25},"date":200000,"source":"reuters","_id":"000000c8a0ee16502b62ca3e"}]

Channel Plugins

Various aspects of how data is processed through a channel can controlled via channel plugins. Some plugins affect the way data is physically stored (e.g. time slicing of collections) while others can be installed to perform operations on samples before (interceptors) and after (listeners) they are persisted to the raw feed collection.

All plugins have a similar format in the channel configuration. Each plugin instance will denote a "type" which can be a simplified name (e.g. "batching") for built in plugins or a full class name for user defined types. In addition, each plugin will have a "config" document containing all configuration parameters that are specific to that plugin.

The individual configuration blocks for various built-in plugins are discussed below, however these may be assembled together in various ways (see example) to create a set of complex channel configurations tailors to the needs of each data stream.

Time Slicing

Time slicing is the process of organizing samples into time partitioned collections in MongoDB. There are several performance advantages to doing this, especially when old data is being deleted periodically. By default, time slicing is off and all raw data for a channel flows into a single collection, however this can be changed by configuring the channel as follows.

{
    "time_slicing" : 
    {
        "type"   : "periodic",
        "config" : { "period" : {"weeks" : 4} }
    }
}

This configuration will arrange for a new collection to be used for each 4 week period of data. The "period" may be specified may be specified in years, weeks, hours, minutes, seconds, milliseconds or any combination, for example

    "config" : { "period" : {"days" : 1, "hours" : 12} }

Note that time slicing the channel does not affect queries, the channel will ensure that queries spanning time ranges that are larger than a slice will operate across slices as necessary.

Storage

A StorageInterceptor plugin is used to arrange how samples are organized into MongoDB documents. By default, the "raw" storage plugin is used when not specified which stores each sample in it's own document. To explictly configure the raw storage plugin for a channel, we add the following to it's configuration :

"storage" :
{
	"type"   : "raw",
	"config" : {}
}	

Alternatively, a channel may use the "rollup" StorageInterceptor which is capable of summarizing a number of documents over a given time period into a single MongoDB document. For example, the following storage configuration will generate a document per hour into the channel which contains only the maximum and minimum value of "data.v" in any sample for that period.

"storage" :
{
	"type"   : "rollup",
	"config" : 
	{
	    
	    "document_period" : {"hours" : 1},
	    "rollup_ops" :
	    [
	    	{
	    	    "type"   : "max",
	    	    "config" : { "data.v" : true }
	    	},
	    	{
	    	    "type"   : "min",
	    	    "config" : { "data.v" : true }
	    	}
	    ]	
	}
}

The rollup configuration is very flexible, the rollup_ops field can be used to configure a wide range of summary information in the channel documents. These operations are implemented as plugins to the HVDF framework, the built-in operators can be found here.

Sample ID Generation

When a sample is written by a channel, it is uniquely identified by a sample ID that is stored in the _id field of the resulting MongoDB document. There are many ways in which the ID can be constructed and the choosing the ideal ID construction depends on a number of factors.

By default, each sample for a raw feed embed the timestamp of the sample into a standard MongoDB ObjectId instance along with some other information to make it unique. This keeps the _id value (and the _id index) small and also maintains the index in time order. This type of index is optimal for querying across a time range for ALL sources, however a second index would be required for querying on both sourceId and time.

In circumstances where queries are typically on a single source, contructing a document that embeds both the timestamp and sourceId values into the _id value (assuming this combination always yields a unique key) can be ideal. HVDF implements "id_factory" plugins to determine which _id construction to use and will construct queries internally to take advantage of data stored in the ID.

To select a non-default ID construction type, it can be specified in the channel storage configuration as follows :

"storage" :
{
    "type"   : "raw",
    "config" : 
    {
        "id_factory" : 
        {
            "type"   : "source_time_document",
            "config" : {  }
        }   	
    }
}	

The "source_time_document" id_type plugin will create an _id field that embeds the sourceId and timestamp in that order. For example, if the sourceId for a sample is a string, the _id will be of the following form :

"_id" : {
    "source" : "sensor1",
    "ts" : NumberLong(324000000)
}

Although this is ideal for queries targeted by sourceId and time, it is not well suited to querying across all (or a large number of) sources for a specific time range. Another recommended use of the source_time_document ID is for channels using rollup style storage, since these channels are implemented using document updates keyed on specific sourceId and time values.

In future iterations of HVDF, more id_type implementations will be added to support more advanced or optimized ID choices.

Interceptors

Interceptors are a chain of plugins that process samples in order before they persisted. Interceptors can be used for validation, augmentation and batching of samples.

Plugins are specified as part of the channel configuration, for example the following configuration will install a single "SampleValidation" interceptor which will limit the value of a specific field to a maximum of 50.

{
    "interceptors": 
    [
        {
            "type"   : "com.mongodb.hvdf.examples.SampleValidation",
            "config" : 
            {
                "max_value" : 50
            }
        }
    ]
}

Custom interceptors can be written by extending the com.mongodb.hvdf.channels.ChannelInterceptor class. See the com.mongodb.hvdf.examples.SampleValidation class for an example.

Batching Samples

A popular approach to improving insert performance with MongoDB is to insert batches of documents in a single database operation. As of MongoDB 2.6, there is a native api to allow collection of a batch of operations on the client and execute it as a whole.

While a HVDF client can send a batch of samples directly via a PUT operation, it is often more convenient (especially in a multi-client scenario) to have the server group batches for a channel automatically across all clients.

The HVDF platform includes a built-in interceptor plugin for this purpose. It can be configured into any channel interceptor chain to provide a batching service as follows :

{
    "time_slicing" : 
    {
        "type"   : "periodic",
        "config" : { "period" : {"hours" : 12} }
    },
    "interceptors": 
    [
        {
            "type"   : "com.mongodb.hvdf.examples.SampleValidation",
            "config" : 
            {
                "max_value" : 50
            }
        }
        {
            "type" : "batching",
            "config" : 
            {
                "target_batch_size"  : 500,
                "max_batch_age"      : 100,
                "thread_count"       : 4,
                "max_queued_batches" : 50
            }
        }
    ]
}

In this example the channel will attempt to collect and process batches of 500 samples at a time even if they arrive at the API individually. If there are not enough samples arrived within 100 milliseconds to fill a batch, a partial batch will be processed. A pool of 4 threads will be allocated to process batches through to the database for this channel and the maximum number of queued batches is 50, after which backpressure is applied to the inserting clients.

Note that the order of interceptors is important, in this example all incoming samples will pass through the custom validation plugin first and may not even reach the batching process. If it was preferable that validation occurred in batches, this order can simply be reversed.

Retry

The retry interceptor can be added to the chain for handling and retrying upon insert errors. For example the following interceptor chain will both created batches and retry inserts when the database cannot be written to.

"interceptors": 
[
    {
        "type"   : "batching",
        "config" : 
        {
            "target_batch_size"  : 1000,
            "max_batch_age"      : 200,
            "thread_count"       : 2,
            "max_queued_batches" : 100
        }
    },
    {
        "type" : "retry",
        "config" : 
        {
            "max_retries" : 3,
            "retry_period" : {"seconds" : 5}
        }
    }
],

Tasks

A channel may be configured to run periodic tasks to maintain or manipulate its data. All tasks must specify a type, period and config and will be executed internally on the given schedule. Tasks are useful for performing operations on complete time slices of data after they have been written or for performing pre-emptive work on collections prior to data arriving for that time slice.

Indexing

The built-in ensure_indexes task can be used to create indexes on time sliced collections as they are created. The task will periodically monitor the channel for new collections and create specified indexes. For example the following task block can be added to a channel's configuration :

"tasks": 
[
    {
        "type"   : "ensure_indexes",
        "period" : {"seconds" : 3},
        "config" : 
        {
            "indexes": 
            [
                {
                    "keys"    : {"data.v" : 1},
                    "options" : {"unique" : true},
                    "skips"   : 2
                }
            ]
        }
    }
]

The indexes section specifies details of the indexes to be created. The keys and options use the same format as the MongoDB ensureIndex collection method. In this example, we are adding an index on the field v which is nested inside the top level data document.

The skips field is optional and it allows the user to specify that the latest (2 in this case) collections will not be indexed, allowing the index build to be deferred until the collections are no longer being actively written to.

Capping Channel by Time

For some channels, it may be desirable to maintain a fixed width window of data as a rolling series of time sliced collections. The built-in limit_slices task can be used in conjunction with the time_slicing plugin to create such a channel setup. The following configuration creates a channel that maintains daily collections for a 30 day period :

{
    "time_slicing" : 
    {
        "type"   : "periodic",
        "config" : { "period" : {"days" : 1} }
    },
    "tasks": 
    [
        {
            "type" : "limit_slices",
            "period" : {"seconds" : 3},
            "config" : 
            {
                "by_count" : 30
            }
        }
    ]
}

Running the service

Downloading HVDF

Compiling HVDF

Running HVDF

  • Copy sample-config.yml to config.yml and modify the configuration file as needed
  • Run "java -jar ./target/hvdf-0.0.1-SNAPSHOT.jar server sample-config.yml". Use a Screen session if possible.
  • Service is now running on port 8080

Configuration Options

mongodb:
    default_database_uri : Each service that requires a database may be configured individually with a
                           URI which represents its specific connection. If a service is not configured
                           with a specific URI, this default is used.

services:

    <common to all services>
        database_uri                  : override the default uri for this specific service
        database_name                 : used only if there is no database name specified by configured uri

    async_service:
        model: DefaultAsyncService    : implementation to use for Async Service (default: null (none))
        service_signature             : unique identifier for this service instance (generated by default)
        recovery_collection_name      : name of collection for storing asyncronous work (default: "async_recovery") 
        persist_rejected_tasks        : when tasks cannot be processed or queued, persist for later processing (default: true)
        processing_thread_pool_size   : size of thread pool for processing async tasks (default: 4)
        async_tasks_max_queue_size    : size of in memory task queue (default: 1000)
        recovery_poll_time            : poll time (ms) for finding persisted async tasks to process (default: 3000)
                                        use -1 to never process persistently queued tasks or recover failed ones
        failure_recovery_timeout      : time after which the async processor will declared a processing task to
                                        be hung/failed and attempt to reprocess it. Use -1 (default) to disable.
        max_task_failures             : maximum times a task can fail before recovery attempts stop (default: 3)

    channel_service:
        model: DefaultChannelService  : implementation to use for Channel Service (default: "DefaultChannelService")

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[Archive] High Volume Data Feed (HDVF) framework for time series data - This Repository is NOT a supported MongoDB product

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