introduction to openhft for melbourne java users group

Introduction to OpenHFTPeter Lawrey

Melbourne Java & JVM Users Group.

What is OpenHFT?

Apache 2.0, open source libraries designed with HFT systems in mind

Designed to be useful in systems with high performance requirements.

Intended to encourage developers to think differently about what Java can do.

What is HFT?

HFT stands for High Frequency Trading, no technical definition of what that is.

Too fast to see. Application must measure itself.

Speed is critical for the commercial success of the application. A slow HFT system can lose money in the long term. A fast HFT system can make money.

What is HFT in Java?

A fast trading system in Java is < 100 micro-seconds 90% and no GCs during the trading day.

A medium speed trading system in Java is< 1 ms 95% of the time and rare minor collections.

A slower trading system in Java is < 10 ms, 99% or 99.9% of the time with minor GCs every few minutes.

Why use Java at all?

Shorter time to market means being able to chase short term trading opportunities.

Larger developer pool. Larger open source library pool which can be

used in a commercial context. Usually the external systems are 10+ times

slower than your Java trading system, so there is more gains in being smarter about how you use those external system.

Introduction to Chroncile

What is Chronicle?

Very fast embedded persistence for Java.

Functionality is simple and low level by design

Where does Chronicle come from

Low latency, high frequency trading

– Applications which are sub 100 micro-second external to the system.

Where does Chronicle come from

High throughput trading systems

– Hundreds of thousand of events per second

Where does Chronicle come from

Modes of use

– GC free

– Lock-less

– Shared memory

– Text or binary

– Replicated over TCP

– Supports thread affinity

Is there a free version?

It is open source and free with an Apache 2.0 license.

You can pay for training and consulting

Use for Chronicle

Synchronous text logging – support for SLF4J coming.

Synchronous binary data logging

Use for Chronicle

Messaging between processesvia shared memory

Messaging across systems

Use for Chronicle

Supports recording micro-second timestamps across the systems

Replay for production data in test

Writing to Chronicle

IndexedChronicle ic = new IndexedChronicle(basePath);Appender excerpt = ic.createAppender();

for (int i = 1; i <= runs; i++) { excerpt.startExcerpt(); excerpt.writeUnsignedByte('M'); // message type excerpt.writeLong(i); // e.g. time stamp excerpt.writeDouble(i); excerpt.finish();}ic.close();

Reading from ChronicleIndexedChronicle ic = new IndexedChronicle(basePath);ic.useUnsafe(true); // for benchmarksTailer excerpt = ic.createTailer();for (int i = 1; i <= runs; i++) { while (!excerpt.nextIndex()) { // busy wait } char ch = (char) excerpt.readUnsignedByte(); long l = excerpt.readLong(); double d = excerpt.readDouble(); assert ch == 'M'; assert l == i; assert d == i; excerpt.finish();}ic.close();

How does it perform

With one thread writing and another reading

* Chronicle 2.0 -Xmx32m -verbose:gc

Tiny4 B

Small16 B

Medium64 B

Large256 B

tmpfs 77 M/s 57 M/s 23 M/s 6.6 M/s

ext4 65 M/s 35 M/s 12 M/s 3.2 M/s

How does it recover?

Once finish() returns, the OS will do the rest.

If an excerpt is incomplete, it will be pruned.

Cache friendly

Data is laid out continuously, naturally packed. You can compress some types. One entry starts in the next byte to the previous one.

Consumer insensitive

No matter how slow the consumer is, the producer never has to wait. It never needs to clean messages before publishing (as a ring buffer does)

You can start a consumer at the end of the day e.g. for reporting. The consumer can be more than the main memory size behind the producer as a Chronicle is not limited by main memory.

How does it collect garbage?

There is an assumption that your application has a daily or weekly maintenance cycle.

This is implemented by closing the files and creating new ones. i.e. the whole lot is moved, compressed or deleted.

Anything which must be retained can be copied to the new Chronicle

Is there a lower level API?

Chronicle 2.0 is based on OpenHFT Java Lang library which supports access to 64-bit native memory.Has long size and offsets.Support serialization and deserializationThread safe access including locking

Is there a higher level API?

You can hide the low level details with an interface.

Is there a higher level API?

There is a demo program with a simple interface.

This models a “hub” process which take in events, processes them and publishes results.

Introduction to HugeCollections

Two main collections are; HugeHashMap (off heap, volatile, private) SharedHashMap (off heap, persisted,

shared)

Both are designed to support billions of entries, with zero copy serialization.

Concurrent access, with over a million operations per second, per core.

Creating a SharedHashMap

Uses a builder to create the map as there are a number of options.

Updating an entry in the SHM

Create an off heap reference from an interface and update it as if it were on the heap

Accessing a SHM entry

Accessing an entry looks like normal Java code, except arrays use a method xxxAt(n)

Why use SHM?

Shared between processes Persisted, or “written” to tmpfs e.g. /dev/shm Can be GC-less, so not impact on pause

times. As little as 1/5th of the memory of

ConcurrentHashMap TCP/UDP multi-master replication planned.

Performance of CHM

With a 30 GB heap, 12 updates per entry

Performance of SHM

With a 64 MB heap, 12 updates per entry, no GCs