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Chapter 23. Performance

23.1. Big O Notation
23.1.1. Big-O Complexity of Matching Events to Statements and Context Partitions
23.1.2. Big-O Complexity of Matching Time to Statements and Context Partitions
23.1.3. Big-O Complexity of Joins, Subqueries, On-Select, On-Merge, On-Update, On-Delete
23.1.4. Big-O Complexity of Enumeration Methods
23.1.5. Big-O Complexity of Aggregation Methods
23.2. Performance Tips
23.2.1. Understand How to Tune Your Java Virtual Machine
23.2.2. Input and Output Bottlenecks
23.2.3. Threading
23.2.4. Select the Underlying Event Rather Than Individual Fields
23.2.5. Prefer Stream-Level Filtering Over Where-Clause Filtering
23.2.6. Reduce the Use of Arithmetic in Expressions
23.2.7. Remove Unneccessary Constructs
23.2.8. End Pattern Sub-Expressions
23.2.9. Consider Using EventPropertyGetter for Fast Access to Event Properties
23.2.10. Consider Casting the Underlying Event
23.2.11. Turn Off Logging and Audit
23.2.12. Tune or Disable Delivery Order Guarantees
23.2.13. Use a Subscriber Object to Receive Events
23.2.14. Consider Data Flows
23.2.15. High-Arrival-Rate Streams and Single Statements
23.2.16. Subqueries Versus Joins and Where-Clause and Data Windows
23.2.17. Patterns and Pattern Sub-Expression Instances
23.2.18. Pattern Sub-Expression Instance Versus Data Window Use
23.2.19. The Keep-All Data Window
23.2.20. Statement Design for Reduced Memory Consumption - Diagnosing OutOfMemoryError
23.2.21. Performance, JVM, OS and Hardware
23.2.22. Consider Using Hints
23.2.23. Optimizing Stream Filter Expressions
23.2.24. Statement and Runtime Metric Reporting
23.2.25. Expression Evaluation Order and Early Exit
23.2.26. Large Number of Threads
23.2.27. Filter Evaluation Tuning
23.2.28. Context Partition Related Information
23.2.29. Prefer Constant Variables Over Non-Constant Variables
23.2.30. Prefer Object-Array Events
23.2.31. Composite or Compound Keys
23.2.32. Notes on Query Planning
23.2.33. Query Planning Expression Analysis Hints
23.2.34. Query Planning Index Hints
23.2.35. Measuring Throughput
23.2.36. Do Not Create the Same or Similar Statement X Times
23.2.37. Comparing Single-Threaded and Multi-Threaded Performance
23.2.38. Incremental Versus Recomputed Aggregation for Named Window Events
23.2.39. When Does Memory Get Released
23.2.40. Measure throughput of non-matches as well as matches
23.3. Using the Performance Kit
23.3.1. How to Use the Performance Kit

The big O notation is used to classify algorithms according to how their running time grow as the input size grows. This chapter discusses big O complexity of algorithms implemented by the EPL runtime.

For hash lookups the O-notation value is approximate. For logarithmic running-time function we use O(log N) but mean O(logt N) with an unspecified value for t.

The runtime determines, for each event, which EPL statements must process the event. For EPL statements that are context partitioned with multiple partitions, such as for overlapping, keyed, hash or category contexts (see Chapter 4, Context and Context Partitions), the runtime determines, for each event, which partitions of each statement must process the event.

This operation takes place when:

  • When an application calls the sendEvent method of EPEventService.

    For example, the application invokes eventService.sendEventBean(new StockTickEvent(...), "StockTick") and the runtime determines which EPL statement and partition must process the StockTick event.

  • When the runtime evaluates a statement that uses insert into.

    For example, the application creates a statement insert into StockTickOverPrice100 select * as price from StockTick(price>100). After processing a StockTick event with a price greater 100, the runtime allocates a new StockTickOverPrice100 event and determines which EPL statement and partition must process the new StockTickOverPrice100 event.

The parameter to the operation is the individual event e.g. the StockTick or the StockTickOverPrice100 event.

The data structure is the filter indexes, a nestable tree of indexes organized by event type, see Section 2.18.2, “Filter Indexes”.

The algorithm takes the individual event and walks the filter indexes to determine which statements and context partitions must process the event.

The input is the presence and nature of filter expressions of EPL statements and the number of partitions, including where-clauses (see Section 5.5, “Specifying Search Conditions: The Where Clause” for where-clause rewrites).

The big-o complexity depends on the input. It always includes a hash lookup by event type that is constant time O(1).

The runtime determines, when time advances, which EPL statements must process the new runtime time. For EPL statements that are context partitioned with multiple partitions, such as for overlapping, keyed, hash or category contexts (see Chapter 4, Context and Context Partitions), the runtime determines which partitions of each statement must process the new runtime time.

This operation takes place when:

  • When an application calls the advanceTime or advanceTimeSpan method of EPEventService (when using external timer).

    For example, the application invokes eventService.advanceTime(DateTime.parse("2002-05-30T09:01:02.003")) and the runtime determines which EPL statement and partition must process the new runtime time.

  • When the runtime uses the internal timer (aka. system time) and the current system time becomes current runtime time.

The parameter to the operation is the new runtime time.

The data structure is the schedule maintained internally by the runtime which is a data structure sorted by time.

The algorithm takes the new runtime time and performs a lookup.

The input is the presence and nature of time-related expressions of EPL statements and the number of partitions.

The big-o complexity is O(log N).

The runtime performs a join, a subquery, an on-select, an on-merge, an on-update, an on-delete or a fire-and-forget query. The runtime determines the subset of events (or rows of a table) by performing an index lookup. It performs additional actions on the subset.

The query planner is responsible for determining the indexes to use. The query planner uses the where-clause (if any) and the on-clause (if any) to plan index use. Use query plan logging to obtain information about the query plans.

This operation takes place when:

The parameters to the operation are the events of the from-clause and on-trigger. For fire-and-forget queries the parameters originate from the filter expressions and where-clause.

The data structure is the event index, see Section 2.18.3, “Event Indexes”.

The algorithm takes event data and performs an index lookup according to the chosen index organization, to determine and process the subset of events.

The input is the indexed events (or table rows).

The big-o complexity depends on the type of lookup operation.

  • For lookups that are hash only the complexity is constant time O(1).

  • For lookups that are btree or that combine hash and btree the complexity is O(log N).

  • Otherwise the complexity is O(N). Without indexes a scan has to inspect every event which means it will scale with the number of events.

We recommend using multiple threads to send events into the runtime. There is a test class below. Our test class does not use a blocking queue and thread pool so as to avoid a point of contention.

A sample code for testing performance with multiple threads is provided:

public class SampleClassThreading {

    public static void main(String[] args) throws InterruptedException {

        int numEvents = 1000000;
        int numThreads = 3;

        Configuration config = new Configuration();
        config.getRuntime().getThreading().setListenerDispatchPreserveOrder(false);
        config.getRuntime().getThreading().setInternalTimerEnabled(false);   // remove thread that handles time advancing
        config.getCommon().addEventType(MyEvent.class);

        String epl = "create context MyContext coalesce by consistent_hash_crc32(id) " +
                     "from MyEvent granularity 64 preallocate;\n" +
                     "@name('result') context MyContext select count(*) from MyEvent group by id;\n";
        EPCompiled compiled;
        try {
            compiled = EPCompilerProvider.getCompiler().compile(epl, new CompilerArguments(config);
        }
        catch (EPCompileException ex) {
            throw new RuntimeException(ex.getMessage(), ex);
        }
                
        EPRuntime runtime = EPRuntimeProvider.getDefaultRuntime(config);
        EPDeployment deployment;
        try {
            deployment = runtime.getDeploymentService().deploy(compiled);
        }
        catch (EPDeployException ex) {
            throw new RuntimeException(ex.getMessage(), ex);
        }
        EPStatement stmt = runtime.getDeploymentService().getStatement(deployment.getDeploymentId(), "result");
        stmt.setSubscriber(new MySubscriber());

        Thread[] threads = new Thread[numThreads];
        CountDownLatch latch = new CountDownLatch(numThreads);

        int eventsPerThreads = numEvents / numThreads;
        for (int i = 0; i < numThreads; i++) {
            threads[i] = new Thread(
              new MyRunnable(latch, eventsPerThreads, runtime.getEventService()));
        }
        long startTime = System.currentTimeMillis();
        for (int i = 0; i < numThreads; i++) {
            threads[i].start();
        }

        latch.await(10, TimeUnit.MINUTES);
        if (latch.getCount() > 0) {
            throw new RuntimeException("Failed to complete in 10 minute");
        }
        long delta = System.currentTimeMillis() - startTime;
        System.out.println("Took " + delta + " millis");
    }

    public static class MySubscriber {
        public void update(Object[] args) {
        }
    }

    public static class MyRunnable implements Runnable {
        private final CountDownLatch latch;
        private final int numEvents;
        private final EPEventService eventService;

        public MyRunnable(CountDownLatch latch, int numEvents, EPEventService eventService) {
            this.latch = latch;
            this.numEvents = numEvents;
            this.eventService = eventService;
        }

        public void run() {
            Random r = new Random();
            for (int i = 0; i < numEvents; i++) {
                eventService.sendEventBean(new MyEvent(r.nextInt(512)), "MyEvent");
            }
            latch.countDown();
        }
    }

    public static class MyEvent {
        private final int id;

        public MyEvent(int id) {
            this.id = id;
        }

        public int getId() {
            return id;
        }
    }
}

We recommend using Java threads as above, or a blocking queue and thread pool with sendEventType or alternatively we recommend configuring inbound threading if your application does not already employ threading. The runtime provides the configuration option to use runtime-level queues and threadpools for inbound, outbound and internal executions. See Section 16.8.1, “Advanced Threading” for more information.

We recommend the outbound threading if your listeners are blocking. For outbound threading also see the section below on tuning and disabling listener delivery guarantees.

If enabling advanced threading options keep in mind that the runtime will maintain a queue and thread pool. There is additional overhead associated with entering work units into the queue, maintaining the queue and the hand-off between threads. The Java blocking queues are not necessarily fast on all JVM. It is not necessarily true that your application will perform better with any of the advanced threading options.

We found scalability better on Linux systems and running Java with -server and pinning threads to exclusive CPUs and after making sure CPUs are available on your system.

We recommend looking at LMAX Disruptor, an inter-thread messaging library, for setting up processing stages. Disruptor, however, is reportedly less suitable for setting up a worker pool.

The sample code below may help you get started setting up a thread pool of workers with back pressure and consideration for IO threads and clean shutdown.

The sample code starts by setting up a thread factory:

private static class RuntimeThreadFactory implements ThreadFactory {
  private AtomicInteger id = new AtomicInteger(0);

  public Thread newThread(Runnable r) {
    Thread t = new Thread(r, "Event Runtime Thread #" + id.incrementAndGet());
    t.setDaemon(true);
    t.setPriority(Thread.NORM_PRIORITY);
    return t;
  }
}

The sample uses a fixed-size array blocking queue. To handle the situation where the queue is full and accepts no more messages, it uses a rejection handler that counts the number of rejections and retries:

private class RuntimeRejectionHandler implements RejectedExecutionHandler {
  private volatile long spinCount = 0;
  
  public long getSpinCount() {
    return spinCount;
  }

  public void rejectedExecution(Runnable r, ThreadPoolExecutor executor) {
    ++spinCount;

    try {
      boolean isAccepted = false;
      while (!isAccepted) {
        isAccepted = executorQueue.offer(r, 120, TimeUnit.MICROSECONDS);
      }
    }
    catch (InterruptedException e) {
      log.warn("could not queue work entry");
    }
  }
}

The Runnable that submits an event for processing could look like this:

class Holder implements Runnable {
  public void run() {
    // do any stuff needed to "prepare" event which doesn't involve IO
    runtime.getEventService().sendEventBean(lm, "LMEventType");
  }
}

Initialize the queue and worker pool as follows:

  private final static int CAPACITY = 10000;
  private final static int THREAD_COUNT = 4;

  private static EPRuntime runtime;
  private ThreadFactory threadFactory = new RuntimeThreadFactory();
  private RuntimeRejectionHandler rejectionHandler = new RuntimeRejectionHandler();
  private BlockingQueue<Runnable> executorQueue;
  private ThreadPoolExecutor executor;

  public void start() {
    executorQueue = new ArrayBlockingQueue<Runnable>(CAPACITY);
    executor = new ThreadPoolExecutor(THREAD_COUNT, THREAD_COUNT, 0, TimeUnit.SECONDS,
    executorQueue, threadFactory, rejectionHandler);
    executor.allowCoreThreadTimeOut(false);
    while (executor.getPoolSize() < executor.getCorePoolSize()) {
      executor.prestartCoreThread();
    }
  }

To shut down cleanly, and before destroying the runtime, the sample code is:

  executor.shutdown();
  while (!executor.isTerminated()) {
    Thread.sleep(100);
  }

The next sample code goes into the IO or input thread(s) such as NIO mapped file, file channel, socket channel, or zmq / nanomsg etc., and submits a work unit to the queue:

  while (programAlive) {
    // deserialize event to POJO, Map, Array, etc.,
    // pass along an event type name when needed
    executor.execute(new Holder(myeventobject));
  }

You could periodically dump the spinCount variable to get an idea of queue depth. You can tune the size of the Executor's pool, and the size of the TimeUnit's of sleep used inside the rejectedExecution method, until you get 1) stable performance at highest level (determined by optimal number of threads in pool, 2) avoid wasting CPU in IO thread(s) (determined by optimal sleeping time between each attempt to re-queue rejected events to the thread pool).

The runtime stream-level filtering is very well optimized, while filtering via the where-clause post any data windows is not optimized.

The same is true for named windows. If your application is only interested in a subset of named window data and such filters are not correlated to arriving events, place the filters into parenthesis after the named window name.

If your statement uses order by to order output events, consider removing order by unless your application does indeed require the events it receives to be ordered.

If your statement specifies group by but does not use aggregation functions, consider removing group by.

If your statement specifies group by but the filter criteria only allows one group, consider removing group by:

// Prefer:
select * from MarketData(symbol = 'GE') having sum(price) > 1000

// Don't use this since the filter specifies a single symbol:
select * from MarketData(symbol = 'GE') group by symbol having sum(price) > 1000

If your statement specifies the grouped data window #groupwin but the window being grouped retains the same set of events regardless of grouping, remove #groupwin, for example:

// Prefer:
create window MarketDataWindow#keepall as MarketDataEventType

// Don't use this, since keeping all events 
// or keeping all events per symbol is the same thing:
create window MarketDataWindow#groupwin(symbol)#keepall as MarketDataEventType

// Don't use this, since keeping the last 1-minute of events 
// or keeping 1-minute of events per symbol is the same thing:
create window MarketDataWindow#groupwin(symbol)#time(1 min) as MarketDataEventType

It is not necessary to specify a data window for each stream.

// Prefer:
select * from MarketDataWindow

// Don't have a data window if just listening to events, prefer the above
select * from MarketDataWindow#lastevent

If your statement specifies unique data window but the filter criteria only allows one unique criteria, consider removing the unique data window:

// Prefer:
select * from MarketDataWindow(symbol = 'GE')#lastevent

// Don't have a unique-key data window if your filter specifies a single value
select * from MarketDataWindow(symbol = 'GE')#unique(symbol)

The EventPropertyGetter interface is useful for obtaining an event property value without property name table lookup given an EventBean instance that is of the same event type that the property getter was obtained from.

When compiling a statement, the EPStatement instance lets us know the EventType via the getEventType() method. From the EventType you can obtain EventPropertyGetter instances for named event properties.

To demonstrate, consider the following simple statement:

select symbol, avg(price) from Market group by symbol

After compiling and deploying the module, obtain the EventType and pass the type to the listener:

EPStatement stmt = runtime.getDeploymentService().getStatement(deploymentId, statementName);
MyGetterUpdateListener listener = new MyGetterUpdateListener(stmt.getEventType());

The listener can use the type to obtain fast getters for property values of events for the same type:

public class MyGetterUpdateListener implements StatementAwareUpdateListener {
    private final EventPropertyGetter symbolGetter;
    private final EventPropertyGetter avgPriceGetter;

    public MyGetterUpdateListener(EventType eventType) {
        symbolGetter = eventType.getGetter("symbol");
        avgPriceGetter = eventType.getGetter("avg(price)");
    }

Last, the update method can invoke the getters to obtain event property values:

    public void update(EventBean[] eventBeans, EventBean[] oldBeans, EPStatement epStatement, EPRuntime runtime) {
        String symbol = (String) symbolGetter.get(eventBeans[0]);
        long volume = (Long) volumeGetter.get(eventBeans[0]);
        // some more logic here
    }

If your application is not a multithreaded application, or you application is not sensitive to the order of delivery of result events to your application listeners, then consider disabling the delivery order guarantees the runtime makes towards ordered delivery of results to listeners:

Configuration config = new Configuration();
config.getRuntime().getThreading().setListenerDispatchPreserveOrder(false);

If your application is not a multithreaded application, or your application uses the insert into clause to make results of one statement available for further consuming statements but does not require ordered delivery of results from producing statements to consuming statements, you may disable delivery order guarantees between statements:

Configuration config = new Configuration();
config.getRuntime().getThreading().setInsertIntoDispatchPreserveOrder(false);

If your application declares only stateless statements then the settings described herein are not relevant.

Additional configuration options are available and described in the configuration section that specify timeout values and spin or thread context switching.

the runtime logging will log the following informational message when guaranteed delivery order to listeners is enabled and spin lock times exceed the default or configured timeout : Spin wait timeout exceeded in listener dispatch. The respective message for delivery from insert into statements to consuming statements is Spin wait timeout exceeded in insert-into dispatch.

If your application sees messages that spin lock times are exceeded, your application has several options: First, disabling preserve order is an option. Second, ensure your listener does not perform (long-running) blocking operations before returning, for example by performing output event processing in a separate thread. Third, change the timeout value to a larger number to block longer without logging the message.

A context partition is associated with certain context partition state that consists of current aggregation values, partial pattern matches, data windows depending on whether your statement uses such constructs. When an runtime receives events it updates context partition state under locking such that context partition state remains consistent under concurrent multi-threaded access.

For high-volume streams, the locking required to protected context partition state may slow down or introduce blocking for very high arrival rates of events that apply to the very same context partition and its state.

Your first choice should be to utilize a context that allows for multiple context partitions, such as the hash segmented context. The hash segmented context usually performs better compared to the keyed segmented context since in the keyed segmented context the runtime must check whether a partition exists or must be created for a given key.

Your second choice is to split the statement into multiple statements that each perform part of the intended function or that each look for a certain subset of the high-arrival-rate stream. There is very little cost in terms of memory or CPU resources per statement, the runtime can handle larger number of statements usually as efficiently as single statements.

For example, consider the following statement:

// less effective in a highly threaded environment 
select venue, ccyPair, side, sum(qty)
from CumulativePrice
where side='O'
group by venue, ccyPair, side

The runtime protects state of each context partition by a separate lock for each context partition, as discussed in the API section. In highly threaded applications threads may block on a specific context partition. You would therefore want to use multiple context partitions.

Consider creating either a hash segmented context or a keyed segmented context. In the hash segmented context incoming data is simply assigned to one of the buckets using a small computation. In the keyed segmented context the runtime must check keys to see if a partition already exists or whether a new partition must be allocated. We'll discuss both below. For both types of context, since locking is on the level of context partition, the locks taken by the runtime are very fine grained allowing for highly concurrent processing.

This sample EPL declares a hash segmented context. In a hash segmented context the runtime can pre-allocate context partitions and therefore does not need to check whether a partition exists already. In a hash segmented context the runtime simply assigns events to context partitions based on result of a hash function and modulo operation.

create context MyContext coalesce by consistent_hash_crc32(venue) from CumulativePrice(side='O') granularity 16 preallocate

This sample EPL declares a keyed segmented context. The keyed segmented context instructs the runtime to employ a context partition per venue, ccyPair, side key combination. The runtime must check for each event whether a partition exists for that combination of venue, ccyPair and side:

create context MyContext partition by venue, ccyPair, side from CumulativePrice(side='O')

After declaring the context using create context, make sure all your statements, including those statements that create named windows and tables, specify that context. This is done by prefixing each statement with context context_name .....

The new statement that refers to the context as created above is below. Note the context MyContext which tells the runtime that this statement executes context partitioned. This must be provided otherwise the statement does not execute context partitioned.

context MyContext select venue, ccyPair, side, sum(qty) from CumulativePrice

For testing purposes or if your application controls concurrency, you may disable context partition locking, see Section 17.6.10.3, “Disable Locking”.

When joining streams the runtime builds a product of the joined data windows based on the where clause. It analyzes the where clause at time of statement compilation and builds the appropriate indexes and query strategy. Avoid using expressions in the join where clause that require evaluation, such as user-defined functions or arithmatic expressions.

When joining streams and not providing a where clause, consider using the #unique data window or #lastevent data window to join only the last event or the last event per unique key(s) of each stream.

The sample statement below can produce up to 5,000 rows when both data windows are filled and an event arrives for either stream:

// Avoid joins between streams with data windows without where-clause
select * from StreamA#length(100), StreamB#length(50)

Consider using a subquery, consider using separate statements with insert-into and consider providing a where clause to limit the product of rows.

Below examples show different approaches, that are not semantically equivalent, assuming that an MyEvent is defined with the properties symbol and value:

// Replace the following statement as it may not perform well
select a.symbol, avg(a.value), avg(b.value) 
from MyEvent#length(100) a, MyEvent#length(50) b

// Join with where-clause
select a.symbol, avg(a.value), avg(b.value) 
from MyEvent#length(100) a, MyEvent#length(50) b 
where a.symbol = b.symbol

// Unidirectional join with where-clause
select a.symbol, avg(b.value) 
from MyEvent unidirectional, MyEvent#length(50) b 
where a.symbol = b.symbol

// Subquery
select 
  (select avg(value) from MyEvent#length(100)) as avgA, 
  (select avg(value) from MyEvent#length(50)) as avgB,
  a.symbol
from MyEvent

// Since streams cost almost nothing, use insert-into to populate and a unidirectional join 
insert into StreamAvgA select symbol, avg(value) as avgA from MyEvent#length(100)
insert into StreamAvgB select symbol, avg(value) as avgB from MyEvent#length(50)
select a.symbol, avgA, avgB from StreamAvgA unidirectional, StreamAvgB#unique(symbol) b
where a.symbol = b.symbol

A join is multidirectionally evaluated: When an event of any of the streams participating in the join arrive, the join gets evaluated, unless using the unidirectional keyword. Consider using a subquery instead when evaluation only needs to take place when a certain event arrives:

// Rewrite this join since you don't need to join when a LoginSucceededWindow arrives
// Also rewrite because the account number always is the value 123.
select * from LoginSucceededWindow as l, WithdrawalWindow as w
where w.accountNumber = '123' and w.accountNumber = l.accountNumber

// Rewritten as a subquery, 
select *, (select * from LoginSucceededWindow where accountNumber=’123’) 
from WithdrawalWindow(accountNumber=’123’) as w

The every and repeat operators in patterns control the number of sub-expressions that are active. Each sub-expression can consume memory as it may retain, depending on the use of tags in the pattern, the matching events. A large number of active sub-expressions can reduce performance or lead to out-of-memory errors.

During the design of the pattern statement consider the use of timer:within to reduce the amount of time a sub-expression lives, or consider the not operator to end a sub-expression.

The examples herein assume an AEvent and a BEvent event type that have an id property that may correlate between arriving events of the two event types.

In the following sample pattern the runtime starts, for each arriving AEvent, a new pattern sub-expression looking for a matching BEvent. Since the AEvent is tagged with a the runtime retains each AEvent until a match is found for delivery to listeners or subscribers:

every a=AEvent -> b=BEvent(b.id = a.id)

One way to end a sub-expression is to attach a time how long it may be active.

The next statement ends sub-expressions looking for a matching BEvent 10 seconds after arrival of the AEvent event that started the sub-expression:

every a=AEvent -> (b=BEvent(b.id = a.id) where timer:within(10 sec))

A second way to end a sub-expression is to use the not operator. You can use the not operator together with the and operator to end a sub-expression when a certain event arrives.

The next statement ends sub-expressions looking for a matching BEvent when, in the order of arrival, the next BEvent that arrives after the AEvent event that started the sub-expression does not match the id of the AEvent:

every a=AEvent -> (b=BEvent(b.id = a.id) and not BEvent(b.id != a.id))

The every-distinct operator can be used to keep one sub-expression alive per one or more keys. The next pattern demonstrates an alternative to every-distinct. It ends sub-expressions looking for a matching BEvent when an AEvent arrives that matches the id of the AEvent that started the sub-expression:

every a=AEvent -> (b=BEvent(b.id = a.id) and not AEvent(b.id = a.id))

This section describes common sources of out-of-memory problems.

If using the keep-all data window please consider the information above. If using pattern statements please consider pattern sub-expression instantiation and lifetime as discussed prior to this section.

When using the group-by clause or #groupwin grouped data windows please consider the hints as described below. Make sure your grouping criteria are fields that don't have an unlimited number of possible values or specify hints otherwise.

The #unique unique data window can also be a source for error. If your uniqueness criteria include a field which is never unique the memory use of the data window can grow, unless your application deletes events.

When using the every-distinct pattern construct parameterized by distinct value expressions that generate an unlimited number of distinct values, consider specifying a time period as part of the parameters to indicate to the runtime how long a distinct value should be considered.

In a match-recognize pattern consider limiting the number of optional events if optional events are part of the data reported in the measures clause. Also when using the partition clause, if your partitioning criteria include a field which is never unique the memory use of the match-recognize runtime can grow.

A further source of memory use is when your application deploys modules but fails to undeploy modules when they are no longer needed.

In your application design you may also want to be conscious when the application listener or subscriber objects retain output data.

A runtime, uniquely identified by a runtime URI is a relatively heavyweight object. Optimally your application allocates less than one-thousand (1000) runtime instances per JVM. A statement instance is associated to one runtime instance, is uniquely identified by a statement name and is a medium weight object. We have seen applications allocate 100,000 statements easily. A statement's context partition instance is associated to one statement, is uniquely identified by a context partition id and is a light weight object. We have seen applications allocate 5000 context partitions for 100 statements easily, i.e. 5,000,000 context partitions. An aggregation row, data window row, pattern etc. is associated to a statement context partition and is a very lightweight object itself.

The prev, prevwindow and prevtail functions access a data window directly. The runtime does not need to maintain a separate data structure and grouping is based on the use of the #groupwin grouped data window. Compare this to the use of event aggregation functions such as first, window and last which group according to the group by clause. If your statement utilizes both together consider reformulating to use prev instead.

Performance will also depend on your JVM (Sun HotSpot, BEA JRockit, IBM J9), your operating system and your hardware. A JVM performance index such as specJBB at spec.org can be used. For memory intensive statement, you may want to consider 64bit architecture that can address more than 2GB or 3GB of memory, although a 64bit JVM usually comes with a slow performance penalty due to more complex pointer address management.

The choice of JVM, OS and hardware depends on a number of factors and therefore a definite suggestion is hard to make. The choice depends on the number of statements, and number of threads. A larger number of threads would benefit of more CPU and cores. If you have very low latency requirements, you should consider getting more GHz per core, and possibly soft real-time JVM to enforce GC determinism at the JVM level, or even consider dedicated hardware such as Azul. If your statements utilize large data windows, more RAM and heap space will be utilized hence you should clearly plan and account for that and possibly consider 64bit architectures or consider EsperHA.

The number and type of statements is a factor that cannot be generically accounted for. The benchmark kit can help test out some requirements and establish baselines, and for more complex use cases a simulation or proof of concept would certainly works best. EsperTech' experts can be available to help write interfaces in a consulting relationship.

The @Hint annotation provides a single keyword or a comma-separated list of keywords that provide instructions to the compiler and runtime towards statement execution that affect runtime performance and memory-use of statements. Also see Section 5.2.7.9, “@Hint”.

The query planning in general is described in Section 23.2.32, “Notes on Query Planning”.

The hint for influencing query planning expression analysis is described at Section 23.2.33, “Query Planning Expression Analysis Hints”.

The hint for influencing query planning index choice is described at Section 23.2.34, “Query Planning Index Hints”.

Further hints, also related to query planning, for use with joins, outer joins, unidirectional joins, relational and non-relational joins are described in Section 5.12.6, “Hints Related to Joins”.

The hint for use with group by to specify how state for groups is reclaimed is described in Section 5.6.2.1, “Hints Pertaining to Group-By” and Section 14.3.15, “Grouped Data Window (groupwin or std:groupwin)”.

The hint for use with group by to specify aggregation state reclaim for unbound streams and timestamp groups is described in Section 5.6.2.1, “Hints Pertaining to Group-By”.

The hint for use with match_recognize to specify iterate-only is described in Section 8.4.7, “Eliminating Duplicate Matches”.

To tune subquery performance when your subquery selects from a named window, consider the hints discussed in Section 5.11.8, “Hints Related to Subqueries”.

The @NoLock hint to remove context partition locking (also read caution note) is described at Section 16.8, “Runtime Threading and Concurrency”.

The hint to control expansion of filter expressions, further described at Section 17.5.8.1, “Filter Service Max Filter Width”.

Object-array events offer the best read access performance for access to event property values. In addition, object-array events use much less memory then Map-type events. They also offer the best write access performance.

A comparison of different event representations is in Section 3.5, “Comparing Event Representations”.

First, we recommend that your application sends object-array events into the runtime, instead of Map-type events. See Appendix F, Event Representation: Object-Array (Object[]) Events for more information.

Second, we recommend that your application sets the compiler configuration of the default event representation to object array, as described in Section 17.4.8.1, “Default Event Representation”. Alternatively you can use the @EventRepresentation(objectarray) annotation with individual statements.

Query planning takes place for subqueries, joins (any type), named window and table on-actions (on-select, on-merge, on-insert, on-update, on-select) and fire-and-forget queries. Query planning affects query execution speed. Enable query plan logging to output query plan information.

For query planning, the compiler draws information from:

The compiler prefers unique indexes over non-unique indexes.

The compiler prefers hash-based lookups (equals) and combination hash-btree lookups (equals and relational-operator or range) over btree lookups (relational-operator or range) over in-keyword (single and multi-index) lookup plans. This behavior can be controlled by hints that are discussed next.

The expression analysis hints impact query planning for any statement and fire-and-forget query that performs a join or subquery. They also impact named window and table on-action statements.

This hint instructs the compiler which expressions, operators or streams should be excluded and therefore not considered for query planning. The hint applies to the where-clause and, for outer joins, to the on-clause when present.

The hint takes a single expression as its sole parameter, which is placed in parenthesis. The expression must return a boolean value.

When the provided expression returns true for a given combination, that combination will not be considered for the query plan. A combination consists of a from-stream (name or number), a to-stream (name or number), an operator (i.e. equals, relational, in-keyword) and a set of expressions.


Consider two event types A and B. Event type A has a property aprop and event type B has a property bprop. Let's assume A and B are related by aprop and bprop.

An inner join of all A and B events might look like this:

select * from A#keepall as a, B#keepall as b where aprop = bprop

In the default query plan, when an A event comes in, the runtime obtains the value of aprop and performs an index lookup against bprop values to obtain matching B events. Vice versa, when a B event comes in, the runtime obtains the value of bprop and performs an index lookup against aprop values to obtain matching A events.

The compiler evaluates the hint expression for each combination. The table below outlines the two rows provided to the hint expression:


The following statement with hint causes the analyzer to exclude all combinations since the expression passed in always returns true, in effect causing the query planner to always execute the statement as a full table scan.

@hint('exclude_plan(true)')
select * from A#keepall as a, B#keepall as b where aprop = bprop

This hint instructs the compiler to ignore all equals-operators for query planning:

@hint('exclude_plan(opname="equals")') select ....

The next hint instructs the compiler to ignore the equals-operator for the direction of lookup from A to B:

@hint('exclude_plan(opname="equals" and from_streamname="a")') select ....

Conversely, this hint instructs the compiler to ignore the equals-operator for the direction of lookup from B to A:

@hint('exclude_plan(opname="equals" and from_streamname="b")') select ....

Use the exprs array of expression texts to exclude specific expressions:

@hint('exclude_plan(exprs[0]="aprop")') select ....

For subqueries the stream number zero is the subquery from-clause itself and 1 to N are the enclosing statement's from-clause streams. For named window and table on-action statements the stream number zero is the named window or table and stream number 1 refers to the triggering pattern or event.

To specify multiple expressions, please specify multiple hints. The compiler excludes a specific combination when any of the hint expressions returns true.

To inspect values passed to the hint expression, please enable query plan logging. To inspect expression evaluation, please use @Audit.

Currently index hints are only supported for the following types of statements:

For the above statements, you may dictate to the compiler which explicit index (created via create index syntax) to use.

Specify the name of the explicit index in parentheses following @Hint and the index literal.

The following example instructs the compiler to use the UserProfileIndex if possible:

@Hint('index(UserProfileIndex)')

Add the literal bust to instruct the compiler to use the index, or if the compiler cannot use the index fail query planning with an exception and therefore fail statement compilation.

The following example instructs the compiler to use the UserProfileIndex if possible or fail with an exception if the index cannot be used:

@Hint('index(UserProfileIndex, bust)')

Multiple indexes can be listed separated by comma (,).

The next example instructs the compiler to consider the UserProfileIndex and the SessionIndex or fail with an exception if either index cannot be used:

@Hint('index(UserProfileIndex, SessionIndex, bust)')

The literal explicit can be added to instruct the compiler to use only explicitly created indexes.

The final example instructs the compiler to consider any explicitly create index or fail with an exception if any of the explicitly created indexes cannot be used:

@Hint('index(explicit, bust)')

It is vastly more efficient to create a statement once and attach multiple listeners, then to create the same statement X times.

It is vastly more efficient to use context declarations to factor out commonalities between statements then creating X similar statements.

EPL, the compiler and runtime are optimized for low-latency and high-throughput execution. In order to accomplish that the compiler analyzes and query-plans. Certain information within each statement can effectively shared in the runtime (indexes) so that the runtime can remove duplication of processing and thus the runtime can achieve low-latency and high-throughput. The tradeoff is that the compiler must, for each statement, perform some upfront analysis.

Since your goal will be to make all test code as realistic, real-world and production-like as possible, we recommend against production code or test code deploying the same exact statement multiple times. Instead consider creating the same statement once and attaching multiple listeners. The compiler and runtime do not try to detect duplicate statements, since that can easily be done by your application.

Let's assume your test statement computes an aggregation over a 1-minute time window, for example select symbol, count(*) from StockTick#time(1 min) group by symbol. If your code creates the same statement 100 times the code instructs the runtime to track 100 logically independent time windows and to track aggregations for each group 100 times. Obviously, this is not a good use of EPL and the design of your statements and code may not be optimal.

Consider the world of relational databases. Your code could attach to a relational database, create the same table with a different name 100 times, and populate each of the 100 different tables with the same row data. A relational database administrator would probably recommend against creating 100 identical tables holding the same row data. Compare a statement to a relational database table in respect to how many there should be. In a good design there are limited number of statements. The runtime is not specifically designed for very large number of statements. Similarly a relational database schema design that has 100,000 tables would be something one would seriously question. It depends on the statement itself in respect to how many statements fit into memory and there is no general guideline.

EPL allows you the freedom to design your EPL in a way that reuses state and processing. For example, your EPL design could utilize a named window instead of allocating 100 independent time window. Since named windows are shared, the runtime only needs to track one time window instead of 100. And your EPL design could use an EPL table to maintain aggregations once and in a central place, so that tracking counts per symbol is done once instead of 100 times.

Context declarations can be an efficient way to take commonalities between statements (things that are similar between multiple statements) and factor them out into a context declaration. Instead of creating X similar statements, declare a context and attach one statement to the context, thus having X context partitions. This eliminates compiling and/or deploying X same statements. Using context the compiler only needs to analyze the context declaration and the statement. Your application can send start and stop events to control which context partitions exist and what events each context partition analyzes. Use the context partition administrative API to browse or terminate context partitions.

For example, assume you need to create 100000 similar statements that all filter GeoEvent events:

create schema GeoEvent(id string, value int, marker string)
@name('statment-1) select * from GeoEvent(id = '0001', value between 10 and 20, marker in ('a', 'b'))
@name('statment-N) select * from GeoEvent(id = '0002', value between 20 and 30, marker in ('c', 'd'))

If your application compiles and deploys 100k statements as above, the compiler must analyze and query plan each statement separately, and the runtime must enter each set of filter criteria into a shared filter index tree. Remember that the runtime can process incoming events very fast, with low latency and high throughput, even for 100k statements. However compiling and deploying 100k individual statements does take CPU time.

In this example, the statements have similar filters: id = an_id, value between start_range and end_range and marker in (markers). You could say that statements are similar and look like:

select * from GeoEvent(id=an_id, value between start_range and end_range, marker in (markers))

The an_id, start_range, end_range and markers are essential parameters to an instance of the filtering statement. Instances of statements are context partitions. Declare a context to refactor and change our design so the common filters are in one place. This apprach just requires two statements: the context declaration and the statement with the filters. You may declare two event types: one to allocate new context partitions and one to terminate context partitions.

Start by creating an event type that controls which instances of the filtering statement (the context partitions) are active:

create schema InitEvent(id string, startRange int, endRange int, markers string[])

Next, create an event type that controls when a context partition terminates:

create schema TermEvent(id string)

The context declaration tells the runtime that when an InitEvent arrives you want have a new instance that is parameterized by the InitEvent properties:

create context GeoEventFilterContext
  initiated by InitEvent as initevent
  terminated by by TermEvent(id=initevent.id)

Define the statement that filters:

context GeoEventFilterContext select * from GeoEvent(id = context.initevent.id, 
  value between context.initevent.startRange and context.initevent.endRange, 
  marker in (context.initevent.markers))

Your application can now send InitEvent instances, for example (notation from the online EPL tool):

InitEvent={id='0001', startRange=10, endRange=20, markers={'a', 'b'}}
InitEvent={id='0002', startRange=20, endRange=30, markers={'c', 'd'}}

When the runtime receives an InitEvent instance, it can simply take the id, startRange, endRange and markers values and instantiate the EPL filter statement (aka. allocate a new context partition) and start looking for matching GeoEvent events.

To stop looking for a given id, send a TermEvent, like so:

TermEvent={id='0001'}

Whether aggregations of named window rows are computed incrementally or are recomputed from scratch depends on the type of statement.

When the runtime computes aggregation values incrementally, meaning it continuously updates the aggregation value as events enter and leave a named window, it means that the runtime internally subscribes to named window updates and applies these updates as they occur. For some applications this is the desired behavior.

For some applications re-computing aggregation values from scratch when a certain condition occurs, for example when a triggering event arrives or time passes, is beneficial. Re-computing an aggregation can be less expensive if the number of rows to consider is small and/or when the triggering event or time condition triggers infrequently.

The next paragraph assumes that a named window has been created to hold some historical financial data per symbol and minute:

create window HistoricalWindow#keepall as (symbol string, int minute, double price)
insert into HistoricalWindow select symbol, minute, price from HistoricalTick

For statements that simply select from a named window (excludes on-select) the runtime computes aggregation values incrementally, continuously updating the aggregation, as events enter and leave the named window.

For example, the below statement updates the total price incrementally as events enter and leave the named window. If events in the named window already exist at the time the statement gets created, the total price gets pre-computed once when the statement gets created and incrementally updated when events enter and leave the named window:

select sum(price) from HistoricalWindow(symbol='GE')

The same is true for uncorrelated subqueries. For statements that sub-select from a named window, the runtime computes aggregation values incrementally, continuously updating the aggregation, as events enter and leave the named window. This is only true for uncorrelated subqueries that don't have a where-clause.

For example, the below statement updates the total price incrementally as events enter and leave the named window. If events in the named window already exist at the time the statement gets created, the total price gets pre-computed once when the statement gets created and incrementally updated when events enter and leave the named window:

// Output GE symbol total price, incrementally computed
// Outputs every 15 minutes on the hour.
select (sum(price) from HistoricalWindow(symbol='GE')) 
from pattern [every timer:at(0, 15, 30, 45), *, *, *, *, 0)]

If instead your application uses on-select or a correlated subquery, the runtime recomputes aggregation values from scratch every time the triggering event fires.

For example, the below statement does not incrementally compute the total price (use a plain select or subselect as above instead). Instead the runtime computes the total price from scratch based on the where-clause and matching rows:

// Output GE symbol total price (recomputed from scratch) every 15 minutes on the hour
on pattern [every timer:at(0, 15, 30, 45), *, *, *, *, 0)]
select sum(price) from HistoricalWindow where symbol='GE'

Unidirectional joins against named windows also do not incrementally compute aggregation values.

Joins and outer joins, that are not unidirectional, compute aggregation values incrementally.

The benchmark application is basically an event server build with the runtime that listens to remote clients over TCP. Remote clients send MarketData(ticker, price, volume) streams to the event server. The event server is started with 1000 statements of one single kind (unless otherwise written), with one statement per ticker symbol, unless the statement kind does not depend on the symbol. The statement prototype is provided along the results with a '$' instead of the actual ticker symbol value. The event server is entirely multithreaded and can leverage the full power of 32bit or 64bit underlying hardware multi-processor multi-core architecture.

The kit also prints out when starting up the event size and the theoretical maximal throughput you can get on a 100 Mbit/s and 1 Gbit/s network. Keep in mind a 100 Mbit/s network will be overloaded at about 400 000 event/s when using our kit despite the small size of events.

Results are posted on our Wiki page at Performance Wiki. Reported results do not represent best ever obtained results. Reported results may help you better compare Esper to other solutions (for latency, throughput and CPU utilization) and also assess your target hardware and JVMs.

The event server, client and statement prototypes are provided in the source repository esper/trunk/examples/benchmark/. Refer to http://www.espertech.com/esper for source access.

If you use the kit you should:

  1. Choose the statement you want to benchmark, add it to etc/statements.properties under your own KEY and use the -mode KEY when you start the event server.

  2. Prepare your runServer.sh/runServer.cmd and runClient.sh/runclient.cmd scripts. You'll need to drop required jar libraries in lib/ , make sure the classpath is configured in those script to include build and etc . The required libraries are Esper (any compatible version, we have tested started with Esper 1.7.0) and its dependencies. Note that ./etc and ./build have to be in the classpath. At that stage you should also start to set min and max JVM heap. A good start is 1GB as in -Xms1g -Xmx1g

  3. Write the statement you want to benchmark given that client will send a stream MarketData(String ticker, int volume, double price), add it to etc/statements.properties under your own KEY and use the -mode KEY when you start the event server. Use '$' in the statement to create a prototype. For every symbol, a statement will get registered with all '$' replaced by the actual symbol value (f.e. 'GOOG')

  4. Ensure client and server are using the same -Desper.benchmark.symbol=1000 value. This sets the number of symbol to use (thus may set the number of statement if you are using a statement prototype, and governs how MarketData event are represented over the network. Basically all events will have the same size over the network to ensure predictability and will be ranging between S0AA and S999A if you use 1000 as a value here (prefix with S and padded with A up to a fixed length string. Volume and price attributes will be randomized.

  5. By default the benchmark registers a subscriber to the statement(s). Use -Desper.benchmark.ul to use an UpdateListener instead. Note that the subscriber contains suitable update(..) methods for the default proposed statement in the etc/statements.properties file but might not be suitable if you change statements due to the strong binding with statement results. Refer to Table 16.2, “Choices For Receiving Statement Results”.

  6. Establish a performance baseline in simulation mode (without clients). Use the -rate 1x5000 option to simulate one client (one thread) sending 5000 evt/s. You can ramp up both the number of client simulated thread and their emission rate to maximize CPU utilization. The right number should mimic the client emission rate you will use in the client/server benchmark and should thus be consistent with what your client machine and network will be able to send. On small hardware, having a lot of thread with slow rate will not help getting high throughput in this simulation mode.

  7. Do performance runs with client/server mode. Remove the -rate NxM option from the runServer script or Ant task. Start the server with -help to display the possible server options (listen port, statistics, fan out options etc). On the remote machine, start one or more client. Use -help to display the possible client options (remote port, host, emission rate). The client will output the actual number of event it is sending to the server. If the server gets overloaded (or if you turned on -queue options on the server) the client will likely not be able to reach its target rate.

    Usually you will get better performance by using server side -queue -1 option so as to have each client connection handled by a single thread pipeline. If you change to 0 or more, there will be intermediate structures to pass the event stream in an asynchronous fashion. This will increase context switching, although if you are using many clients, or are using the -sleep xxx (xxx in milliseconds) to simulate a listener delay you may get better performance.

    The most important server side option is -stat xxx (xxx in seconds) to print out throughput and latency statistics aggregated over the last xxx seconds (and reset every time). It will produce both internal latency (in nanosecond) and also end to end latency (in millisecond, including network time). If you are measuring end to end latency you should make sure your server and client machine(s) are having the same time with f.e. ntpd with a good enough precision. The stat format is like:

    ---Stats - runtime (unit: ns)
      Avg: 2528 #4101107
            0 <    5000:  97.01%  97.01% #3978672
         5000 <   10000:   2.60%  99.62% #106669
        10000 <   15000:   0.35%  99.97% #14337
        15000 <   20000:   0.02%  99.99% #971
        20000 <   25000:   0.00%  99.99% #177
        25000 <   50000:   0.00% 100.00% #89
        50000 <  100000:   0.00% 100.00% #41
       100000 <  500000:   0.00% 100.00% #120
       500000 < 1000000:   0.00% 100.00% #2
      1000000 < 2500000:   0.00% 100.00% #7
      2500000 < 5000000:   0.00% 100.00% #5
      5000000 <    more:   0.00% 100.00% #18
    ---Stats - endToEnd (unit: ms)
      Avg: -2704829444341073400 #4101609
            0 <       1:  75.01%  75.01% #3076609
            1 <       5:   0.00%  75.01% #0
            5 <      10:   0.00%  75.01% #0
           10 <      50:   0.00%  75.01% #0
           50 <     100:   0.00%  75.01% #0
          100 <     250:   0.00%  75.01% #0
          250 <     500:   0.00%  75.01% #0
          500 <    1000:   0.00%  75.01% #0
         1000 <    more:  24.99% 100.00% #1025000
    Throughput 412503 (active 0 pending 0 cnx 4)

    This one reads as:

    "Throughput is 412 503 event/s with 4 client connected. No -queue options 
    was used thus no event is pending at the time the statistics are printed. 
    latency average is at 2528 ns (that is 2.5 us) for 4 101 107 events 
    (which means we have 10 seconds stats here). Less than 10us latency 
    was achieved for 106 669 events that is 99.62%. Latency between 5us 
    and 10us was achieved for those 2.60% of all the events in the interval."
    
    "End to end latency was ... in this case likely due to client clock difference
    we ended up with unusable end to end statistics."

    Consider the second output paragraph on end-to-end latency:

    ---Stats - endToEnd (unit: ms)
      Avg: 15 #863396
            0 <       1:   0.75%   0.75% #6434
            1 <       5:   0.99%   1.74% #8552
            5 <      10:   2.12%   3.85% #18269
           10 <      50:  91.27%  95.13% #788062
           50 <     100:   0.10%  95.32% #827
          100 <     250:   4.36%  99.58% #37634
          250 <     500:   0.42% 100.00% #3618
          500 <    1000:   0.00% 100.00% #0
         1000 <    more:   0.00% 100.00% #0

    This would read:

    "End to end latency average is at 15 milliseconds for the 863 396 events 
    considered for this statistic report. 95.13% ie 788 062 events were handled 
    (end to end) below 50ms, and 91.27% were handled between 10ms and 50ms."