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20151006 DataStax Enterprise & Cassandra - Esse...

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20151006 DataStax Enterprise & Cassandra - Essentials for Financial Services

Presented on 6 October 2015 at "Cassandra Essentials Day for Financial Services", hosted by DataStax in Canary Wharf.

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Daniel Cohen

October 06, 2015

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Transcript

  1. Company Confidential © 2015 DataStax, All Rights Reserved. 2 1

    Introduction to DataStax Enterprise 2 Technology Overview 3 Architecture in Enterprise 4 Use Cases in Finance 5 Questions?
  2. Company Confidential © 2015 DataStax, All Rights Reserved. Certified Apache

    Cassandra 4 • Certified for production environments • Rigorous certification process: – Extensive quality assurance testing – Performance and scale tests with 1,000 node clusters – 3rd party software validation – Defect resolution • Pass internal certifications and audits
  3. Company Confidential © 2015 DataStax, All Rights Reserved. Visual Admin

    6 • Visual, browser-based user interface • Installation, configuration, and administration tasks carried out in point-and-click fashion • REST API allows scripting of any OpsCenter function • Works on any device (tablet, etc.)
  4. Company Confidential © 2015 DataStax, All Rights Reserved. Management Services

    7 • Repair service – automatically keeps data consistent across a cluster. • Capacity service – historical trend analysis and forecasts future resource needs. • Performance service – provides insight into the performance of a cluster with queryable CQL-based diagnostic objects • Best Practice service – enforces best practice rules across many areas (e.g. security, configuration, etc.) to ensure proper setup and optimization. • Proactive alerts and external notifications
  5. Company Confidential © 2015 DataStax, All Rights Reserved. Enterprise Security

    8 Inherited from Open Source Cassandra Internal authentication (IDs, passwords) Permission management via GRANT/REVOKE Client-to-node, node-to-node encryption
  6. Company Confidential © 2015 DataStax, All Rights Reserved. Enterprise Security

    8 Inherited from Open Source Cassandra Internal authentication (IDs, passwords) Permission management via GRANT/REVOKE Client-to-node, node-to-node encryption DataStax Enterprise Only External authentication (eg Kerberos, LDAP/Active Directory) Transparent data encryption Data auditing
  7. Company Confidential © 2015 DataStax, All Rights Reserved. Enterprise Security

    8 Inherited from Open Source Cassandra Internal authentication (IDs, passwords) Permission management via GRANT/REVOKE Client-to-node, node-to-node encryption DataStax Enterprise Only External authentication (eg Kerberos, LDAP/Active Directory) Transparent data encryption Data auditing
  8. Company Confidential © 2015 DataStax, All Rights Reserved. Enterprise Support

    9 • 24x7x365 Technical Support • Covers both production and non-production environments • Scheduled health checks for assistance on architecture, design, and tuning • Hot-fix support for emergency maintenance situations
  9. Company Confidential © 2015 DataStax, All Rights Reserved. DSE Analytics

    10 • Integrated Real-Time Analytics • Integrated Batch Analytics • External Batch Analytics – external Hadoop connectivity, certified to Cloudera, HortonWorks – link hot transactional data with cold data from data warehouse / lake ETL
  10. Company Confidential © 2015 DataStax, All Rights Reserved. DSE Search

    11 • DSE Search inherits all the power and capabilities of Solr and builds on top of it • Built-in scale out and continuous availability for search operations • Enabled across multiple data centers and cloud providers • Search via native API or through CQL ETL
  11. Company Confidential © 2015 DataStax, All Rights Reserved. DSE In-Memory

    12 • Brings all the goodness of Cassandra to an in-memory database • In-Memory tables look and act like any Cassandra table • Great for use cases requiring low latency reads • Combine with in-memory analytics for full in-memory transactional / analytical processing
  12. Company Confidential © 2015 DataStax, All Rights Reserved. 14 1

    Introduction to DataStax Enterprise 2 Technology Overview 3 Architecture in Enterprise 4 Use Cases in Finance 5 Questions?
  13. Company Confidential © 2015 DataStax, All Rights Reserved. • A

    Distributed NoSQL Database • Google BigTable ✖ Amazon Dynamo • Continuously Available • Disaster avoidance, not disaster recovery • Scale Out with Linear Performance • Just add nodes • Run on Commodity Hardware • In the cloud, on premise, or hybrid What is Apache Cassandra? 15
  14. Company Confidential © 2015 DataStax, All Rights Reserved. • Fully

    Distributed • Data spread over multiple nodes • All nodes participate in a cluster • Configurable data replication • Masterless • All nodes are equal • Read from or write to any node • No Single Point of Failure Distributed Architecture 16 Node 1
 1st copy Node 4 Node 5 Node 2
 2nd copy Node 3
 3rd copy
  15. Company Confidential © 2015 DataStax, All Rights Reserved. A Quick

    Vocabulary Lesson Replication Factor – RF • Specifies how many copies of a row of data C* distributes across nodes • Highly configurable for SLA and network topology (racks, data centers) CREATE KEYSPACE "Excalibur" WITH REPLICATION = {'class' : 'NetworkTopologyStrategy', 'NY1' : 3, 'NY2' : 3}; 17
  16. Company Confidential © 2015 DataStax, All Rights Reserved. A Quick

    Vocabulary Lesson Replication Factor – RF • Specifies how many copies of a row of data C* distributes across nodes • Highly configurable for SLA and network topology (racks, data centers) CREATE KEYSPACE "Excalibur" WITH REPLICATION = {'class' : 'NetworkTopologyStrategy', 'NY1' : 3, 'NY2' : 3}; 17 Consistency Level – CL • Specifies how synchronized a row of data must be across C* nodes • Tunable consistency: client application decides CL for each operation ANY … ONE … QUORUM … EACH_QUORUM … ALL
  17. Company Confidential © 2015 DataStax, All Rights Reserved. A Quick

    Vocabulary Lesson Replication Factor – RF • Specifies how many copies of a row of data C* distributes across nodes • Highly configurable for SLA and network topology (racks, data centers) CREATE KEYSPACE "Excalibur" WITH REPLICATION = {'class' : 'NetworkTopologyStrategy', 'NY1' : 3, 'NY2' : 3}; 17 Consistency Level – CL • Specifies how synchronized a row of data must be across C* nodes • Tunable consistency: client application decides CL for each operation ANY … ONE … QUORUM … EACH_QUORUM … ALL
  18. Company Confidential © 2015 DataStax, All Rights Reserved. Multiple Data

    Centers 18 Node 1
 1st copy Node 4 Node 5 Node 2
 2nd copy Node 3
 3rd copy Node 1
 1st copy Node 4 Node 5 Node 2
 2nd copy Node 3 London DC New York DC
  19. Company Confidential © 2015 DataStax, All Rights Reserved. • Need

    more storage? Add more nodes. • Need greater throughput? Add more nodes. • Predictable, linear performance gains Scale Out Linearly 19
  20. Company Confidential © 2015 DataStax, All Rights Reserved. • Need

    more storage? Add more nodes. • Need greater throughput? Add more nodes. • Predictable, linear performance gains Scale Out Linearly 19
  21. Company Confidential © 2015 DataStax, All Rights Reserved. • Need

    more storage? Add more nodes. • Need greater throughput? Add more nodes. • Predictable, linear performance gains Scale Out Linearly 19
  22. Company Confidential © 2015 DataStax, All Rights Reserved. Linear Scale

    Out at Netflix 20 Source: The Netflix Tech Blog http://techblog.netflix.com/ 2011/11/benchmarking- cassandra-scalability-on.html
  23. Company Confidential © 2015 DataStax, All Rights Reserved. Node 1

    1st copy Tunable Consistency 21 Node 2 2nd copy Node 3 3rd copy Node 4 Node 5
  24. Company Confidential © 2015 DataStax, All Rights Reserved. Node 1

    1st copy Tunable Consistency 21 Node 2 2nd copy Node 3 3rd copy Node 4 Node 5
  25. Company Confidential © 2015 DataStax, All Rights Reserved. Node 1

    1st copy Tunable Consistency 21 Write Consistency Level = QUORUM Replication Factor = 3 Node 2 2nd copy Node 3 3rd copy Node 4 Node 5
  26. Company Confidential © 2015 DataStax, All Rights Reserved. Node 1

    1st copy Tunable Consistency 21 Parallel Write Write Consistency Level = QUORUM Replication Factor = 3 Node 2 2nd copy Node 3 3rd copy Node 4 Node 5
  27. Company Confidential © 2015 DataStax, All Rights Reserved. Node 1

    1st copy Tunable Consistency 21 Parallel Write Write Consistency Level = QUORUM Replication Factor = 3 5 μs ack Node 2 2nd copy Node 3 3rd copy Node 4 Node 5
  28. Company Confidential © 2015 DataStax, All Rights Reserved. Node 1

    1st copy Tunable Consistency 21 Parallel Write Write Consistency Level = QUORUM Replication Factor = 3 5 μs ack 12 μs ack Node 2 2nd copy Node 3 3rd copy Node 4 Node 5
  29. Company Confidential © 2015 DataStax, All Rights Reserved. Node 1

    1st copy Tunable Consistency 21 Parallel Write Write Consistency Level = QUORUM Replication Factor = 3 5 μs ack 12 μs ack 12 μs ack Node 2 2nd copy Node 3 3rd copy Node 4 Node 5
  30. Company Confidential © 2015 DataStax, All Rights Reserved. Node 1

    1st copy Tunable Consistency 21 Parallel Write Write Consistency Level = QUORUM Replication Factor = 3 5 μs ack 12 μs ack 500 μs ack 12 μs ack Node 2 2nd copy Node 3 3rd copy Node 4 Node 5
  31. Company Confidential © 2015 DataStax, All Rights Reserved. Node 1

    1st copy Tunable Consistency 21 Parallel Write Write Consistency Level = QUORUM Replication Factor = 3 5 μs ack 12 μs ack 500 μs ack 12 μs ack Node 2 2nd copy Node 3 3rd copy Node 4 Node 5
  32. Company Confidential © 2015 DataStax, All Rights Reserved. Continuous Availability

    22 Node 1
 1st copy Node 4 Node 5 Node 2
 2nd copy Node 4 Node 2 2nd copy Node 1 1st copy Node 3
 3rd copy Node 3 3rd copy Node 4 Node 5
  33. Company Confidential © 2015 DataStax, All Rights Reserved. Continuous Availability

    22 Node 1
 1st copy Node 4 Node 5 Node 2
 2nd copy Node 4 Node 2 2nd copy Node 1 1st copy Node 3
 3rd copy Node 3 3rd copy Node 4 Node 5
  34. Company Confidential © 2015 DataStax, All Rights Reserved. Continuous Availability

    22 Node 1
 1st copy Node 4 Node 5 Node 2
 2nd copy Read Consistency Level = QUORUM Replication Factor = 3 Node 4 Node 2 2nd copy Node 1 1st copy Node 3
 3rd copy Node 3 3rd copy Node 4 Node 5
  35. Company Confidential © 2015 DataStax, All Rights Reserved. Continuous Availability

    22 Node 1
 1st copy Node 4 Node 5 Node 2
 2nd copy Read Consistency Level = QUORUM Replication Factor = 3 Node 4 Node 2 2nd copy Node 1 1st copy Node 4 Node 5
  36. Company Confidential © 2015 DataStax, All Rights Reserved. Continuous Availability

    22 Node 1
 1st copy Node 4 Node 5 Node 2
 2nd copy Parallel Read Read Consistency Level = QUORUM Replication Factor = 3 Node 4 Node 2 2nd copy Node 1 1st copy Node 4 Node 5
  37. Company Confidential © 2015 DataStax, All Rights Reserved. Continuous Availability

    22 Node 1
 1st copy Node 4 Node 5 Node 2
 2nd copy Parallel Read Read Consistency Level = QUORUM Replication Factor = 3 Node 4 Node 2 2nd copy Node 1 1st copy Node 4 Node 5
  38. Company Confidential © 2015 DataStax, All Rights Reserved. Continuous Availability

    22 Node 1
 1st copy Node 4 Node 5 Node 2
 2nd copy Parallel Read Read Consistency Level = QUORUM Replication Factor = 3 Node 4 Node 2 2nd copy Node 1 1st copy Node 4 Node 5
  39. Company Confidential © 2015 DataStax, All Rights Reserved. Continuous Availability

    22 Node 1
 1st copy Node 4 Node 5 Node 2
 2nd copy Parallel Read Read Consistency Level = QUORUM Replication Factor = 3 Node 4 Node 2 2nd copy Node 1 1st copy Node 4 Node 5
  40. Company Confidential © 2015 DataStax, All Rights Reserved. Continuous Availability

    22 Node 1
 1st copy Node 4 Node 5 Node 2
 2nd copy Parallel Read Read Consistency Level = QUORUM Replication Factor = 3 Node 4 Node 2 2nd copy Node 1 1st copy Node 3
 3rd copy Node 3 3rd copy Node 4 Node 5
  41. Company Confidential © 2015 DataStax, All Rights Reserved. Continuous Availability

    22 Node 1
 1st copy Node 4 Node 5 Node 2
 2nd copy Parallel Read Read Consistency Level = QUORUM Replication Factor = 3 Hints Node 4 Node 2 2nd copy Node 1 1st copy Node 3
 3rd copy Node 3 3rd copy Node 4 Node 5
  42. Company Confidential © 2015 DataStax, All Rights Reserved. Continuous Availability

    22 Node 1
 1st copy Node 4 Node 5 Node 2
 2nd copy Parallel Read Read Consistency Level = QUORUM Replication Factor = 3 Hints Node 4 Node 2 2nd copy Node 1 1st copy Node 3
 3rd copy Node 3 3rd copy Node 4 Node 5
  43. Company Confidential © 2015 DataStax, All Rights Reserved. Mixed Workload

    DSE Cluster Cassandra Only DC Transactions Workload Isolation with DataStax Enterprise 24 Cassandra + Spark DC Analytics Analytical Application Online Application
  44. Company Confidential © 2015 DataStax, All Rights Reserved. CQL Example

    CREATE TABLE market_prices ( 
 symbol TEXT,
 date TIMESTAMP,
 price DECIMAL, side INT,
 PRIMARY KEY (symbol, date)
 ) WITH CLUSTERING ORDER BY (date DESC); CQL: Cassandra Query Language • Syntax similar to RDBMS SQL • Create objects via DDL • e.g. CREATE… • INSERT, UPDATE, DELETE • GRANT, REVOKE • SELECT…WHERE • Command line and GUI tools 25
  45. Company Confidential © 2015 DataStax, All Rights Reserved. • Certified

    by DataStax: • Java • C / C# / C++ • Python • Node.js • Ruby • PHP • ODBC • Connector for Apache Spark • Many community drivers Drivers & Connectors 26
  46. Company Confidential © 2015 DataStax, All Rights Reserved. 27 1

    Introduction to DataStax Enterprise 2 Technology Overview 3 Architecture in Enterprise 4 Use Cases in Finance 5 Questions?
  47. Company Confidential © 2015 DataStax, All Rights Reserved. DataStax in

    the Enterprise Ecosystem 28 Offline Application External Hadoop Distribution (e.g. Cloudera, Hortonworks) OpsCenter Services Monitoring Operations Operational Application Real Time Search Real Time Analytics Batch Analytics RDBMS Analytics Transformations Certified Apache Cassandra – No single point of failure – Linear Scalability – Disaster Avoidance Security In-Memory
  48. Company Confidential © 2015 DataStax, All Rights Reserved. Application Tier

    Resilience Example: A Single Session DC NY1 DC NY2 • Stateless ➜ fault tolerant • Horizontally scalable • Store sessions in Cassandra • Sessions replicate naturally • Recover on disaster / failure 29 App Server Cache C* C* App Server Cache
  49. Company Confidential © 2015 DataStax, All Rights Reserved. Application Tier

    Resilience Example: A Single Session DC NY1 DC NY2 • Stateless ➜ fault tolerant • Horizontally scalable • Store sessions in Cassandra • Sessions replicate naturally • Recover on disaster / failure 29 App Server Cache C* C* App Server Cache
  50. Company Confidential © 2015 DataStax, All Rights Reserved. Application Tier

    Resilience Example: A Single Session DC NY1 DC NY2 • Stateless ➜ fault tolerant • Horizontally scalable • Store sessions in Cassandra • Sessions replicate naturally • Recover on disaster / failure 29 App Server Cache C* C* App Server Cache
  51. Company Confidential © 2015 DataStax, All Rights Reserved. Application Tier

    Resilience Example: A Single Session DC NY1 DC NY2 • Stateless ➜ fault tolerant • Horizontally scalable • Store sessions in Cassandra • Sessions replicate naturally • Recover on disaster / failure 29 App Server Cache C* C* App Server Cache session
  52. Company Confidential © 2015 DataStax, All Rights Reserved. Application Tier

    Resilience Example: A Single Session DC NY1 DC NY2 • Stateless ➜ fault tolerant • Horizontally scalable • Store sessions in Cassandra • Sessions replicate naturally • Recover on disaster / failure 29 C* C* App Server Cache session
  53. Company Confidential © 2015 DataStax, All Rights Reserved. Application Tier

    Resilience Example: A Single Session DC NY1 DC NY2 • Stateless ➜ fault tolerant • Horizontally scalable • Store sessions in Cassandra • Sessions replicate naturally • Recover on disaster / failure 29 C* C* App Server Cache
  54. Company Confidential © 2015 DataStax, All Rights Reserved. Application Tier

    Resilience Example: A Single Session DC NY1 DC NY2 • Stateless ➜ fault tolerant • Horizontally scalable • Store sessions in Cassandra • Sessions replicate naturally • Recover on disaster / failure 29 C* C* App Server Cache
  55. Company Confidential © 2015 DataStax, All Rights Reserved. Application Tier

    Resilience Example: A Single Session DC NY1 DC NY2 • Stateless ➜ fault tolerant • Horizontally scalable • Store sessions in Cassandra • Sessions replicate naturally • Recover on disaster / failure 29 C* C* App Server Cache session
  56. Company Confidential © 2015 DataStax, All Rights Reserved. Application Tier

    Resilience Example: A Single Session DC NY1 DC NY2 • Stateless ➜ fault tolerant • Horizontally scalable • Store sessions in Cassandra • Sessions replicate naturally • Recover on disaster / failure 29 C* C* App Server Cache session
  57. Company Confidential © 2015 DataStax, All Rights Reserved. A Resilient

    Enterprise Architecture 30 DC NY1 C* DC NY2 C* DC LDN1 C* DC LDN2 C* … DC NY1 App App App App DC LDN2 App App App App
  58. Company Confidential © 2015 DataStax, All Rights Reserved. A Resilient

    Enterprise Architecture 30 DC NY1 C* DC NY2 C* DC LDN1 C* DC LDN2 C* … DC NY1 App App App App DC LDN2 App App App App
  59. Company Confidential © 2015 DataStax, All Rights Reserved. A Resilient

    Enterprise Architecture 30 DC NY1 C* DC NY2 C* DC LDN1 C* DC LDN2 C* … DC NY1 App App App App DC LDN2 App App App App
  60. Company Confidential © 2015 DataStax, All Rights Reserved. A Resilient

    Enterprise Architecture 30 DC NY1 C* DC NY2 C* DC LDN1 C* DC LDN2 C* … DC NY1 App App App App DC LDN2 App App App App
  61. Company Confidential © 2015 DataStax, All Rights Reserved. A Resilient

    Enterprise Architecture 30 DC NY1 C* DC NY2 C* DC LDN1 C* DC LDN2 C* … DC NY1 App App App App DC LDN2 App App App App
  62. Company Confidential © 2015 DataStax, All Rights Reserved. A Resilient

    Enterprise Architecture 30 DC NY1 C* DC NY2 C* DC LDN1 C* DC LDN2 C* … DC NY1 App App App App DC LDN2 App App App App
  63. Company Confidential © 2015 DataStax, All Rights Reserved. A Resilient

    Enterprise Architecture 30 DC NY1 C* DC NY2 C* DC LDN1 C* DC LDN2 C* … DC NY1 App App App App DC LDN2 App App App App
  64. Company Confidential © 2015 DataStax, All Rights Reserved. 31 1

    Introduction to DataStax Enterprise 2 Technology Overview 3 Architecture in Enterprise 4 Use Cases in Finance 5 Questions?
  65. Company Confidential © 2015 DataStax, All Rights Reserved. A Few

    Use Cases in Financial Services 32 • Payments & Transactions • Fraud Prevention & Detection • Real-time Market Risk • Regulatory Compliance & Reporting • Authentication & Authorization • Customer 360° & Portfolio Analysis • Recommendations & Personalization • Global Document Search • Geospatial Search $ £ € ¥
  66. Company Confidential © 2015 DataStax, All Rights Reserved. • Cassandra

    dominates time series data • Extremely high ingest rates • Low latency retrievals • Efficient storage • Capture every tick and trade • Also important metadata, eg volume • Real-time risk analysis Capture Financial Market Data 33 • Example: Blue Mountain Capital Management • http://www.planetcassandra.org/blog/5-minute-c- interview-bluemountain-capital-management/
  67. Company Confidential © 2015 DataStax, All Rights Reserved. 34 Authentication

    & Authorization DC LDN1 C* DC LDN2 C* DC AMS1 C* DC ZUR1 C* DSE Cluster Web User App Service DC LDN2 App App App App DC AMS1 App App App App … …
  68. Company Confidential © 2015 DataStax, All Rights Reserved. 34 Authentication

    & Authorization DC LDN1 C* DC LDN2 C* DC AMS1 C* DC ZUR1 C* DSE Cluster Web User App Service DC LDN2 App App App App DC AMS1 App App App App … … session?
  69. Company Confidential © 2015 DataStax, All Rights Reserved. 34 Authentication

    & Authorization DC LDN1 C* DC LDN2 C* DC AMS1 C* DC ZUR1 C* DSE Cluster Web User App Service DC LDN2 App App App App DC AMS1 App App App App … … session?
  70. Company Confidential © 2015 DataStax, All Rights Reserved. 34 Authentication

    & Authorization session DC LDN1 C* DC LDN2 C* DC AMS1 C* DC ZUR1 C* DSE Cluster Web User App Service DC LDN2 App App App App DC AMS1 App App App App … …
  71. Company Confidential © 2015 DataStax, All Rights Reserved. 34 Authentication

    & Authorization session DC LDN1 C* DC LDN2 C* DC AMS1 C* DC ZUR1 C* DSE Cluster Web User App Service DC LDN2 App App App App DC AMS1 App App App App … … quote?
  72. Company Confidential © 2015 DataStax, All Rights Reserved. 34 Authentication

    & Authorization session DC LDN1 C* DC LDN2 C* DC AMS1 C* DC ZUR1 C* DSE Cluster Web User App Service DC LDN2 App App App App DC AMS1 App App App App … … quote?
  73. Company Confidential © 2015 DataStax, All Rights Reserved. 34 Authentication

    & Authorization session DC LDN1 C* DC LDN2 C* DC AMS1 C* DC ZUR1 C* DSE Cluster Web User App Service DC LDN2 App App App App DC AMS1 App App App App … … quote
  74. Company Confidential © 2015 DataStax, All Rights Reserved. 34 Authentication

    & Authorization session DC LDN1 C* DC LDN2 C* DC AMS1 C* DC ZUR1 C* DSE Cluster Web User App Service DC LDN2 App App App App DC AMS1 App App App App … … quote
  75. Company Confidential © 2015 DataStax, All Rights Reserved. Unify &

    Scale Legacy Infrastructure 35 … USA Equities UK FX UK Bonds Global Users Legacy Systems USA FX DataStax Enterprise Cluster C* User Interface / Application Services