Tuesday, 27 June 2017

High volume, low latency system

We are currently in the process of optimizing the bidding platforms for PocketMath, one of the largest supply of mobile programmatic inventory in the world. With a fleet of 15 to 35 bidders around the world, this platform help to serve 40 billion to 70 billion of requests per day. The latency of the system is pretty good with 95 percentile of response time fall below 2 milliseconds.

The optimization process gives us a precious opportunity to think about which factors are crucial to building a high performance, low latency system.

In this article, let us share the principles that guide our development process.


As some of you may have been familiar with, Real-time bidding (RTB) is a means by which advertising inventory is bought and sold on a per-impression basis, via programmatic instantaneous auction. In this ecosystem, PocketMath is a Demand-side Platform, which helps the buyers to buy impressions from Ad Exchange.

Because all of the buying and selling happen per impression, the latency requirement for RTB is very strict. Most of the Ad Exchanges will not accept any response from DSP after 100 milliseconds. This time constraint is quite tight if we take the network round-trip into consideration. Normally, network transfer contributes more to the total response time than processing bid request. Therefore,  to reduce the timeout risk, DSP will normally self-impose a much lower limit.

Other than fast response time, there is another requirement for DSP is stability. It is a common practice for Ad Exchange to throttle the traffic to DSP if the timeout happens too often.

Architecture Guideline

As a design mistake can be very costly in the long run, it is better to get it right from the starting point.

Knowing the limit

Compare to other domains like FinTech, the non-functional requirement of RTB is quite special that. it enforces the maximum response time very strictly but does not make it mandatory to process every request. However, the server should still send a no bid response when it intends to skip a request. in RTB, skipping processing only causes opportunity lost, which is not too bad compared to what may happen to a mission critical system. However, failing to process a request in time is much worse because it does not only causes loss of opportunity but also wastage of resource.

Therefore, we designed our system to always operate at the optimal throughput regardless of the traffic volume. To ensure each component in the system is functioning at the optimal level, surge protectors are added at the component client so that additional load can be automatically discarded as early as possible.

Every quarter, while reviewing the volume of inventory, we also adjust hardware and calibrate all the rate limiters to keep the system running at the best value for money. In case the load suddenly surges due to a spike of traffic or campaign configuration, the system should still continue to process the traffic at its designed capacity and skip the load it cannot handle. The response time is consistent regardless of the load.

Knowing when to apply microservices architecture

Microservices architecture gives us a lot of flexibility to develop and maintain the system. However, it also adds network latency to time-critical tasks. Therefore, we need to think twice before applying microservice architecture to our system. For time-critical request, it is better to minimize the number of network hops that the information needs to travel before the response can be generated. We keep the component that facing exchanges as a near single monolithic application. It is a huge component with lots of logic and information embedded to process the majority of requests. Only for some requests that the required information is too big to cache or need to be real-time, then this component will make a network to other components in the system. Moreover, this component can operate partially by discarding the requests it cannot handle if some the external components are not available.

Stream Processing

It is a simple fact that centralized architecture won't scale. Therefore, to be scalable, the system architecture should resemble a graphic card design more than a CPU design where the information can be processed in parallel and independently. To achieve that, it is necessary to keep all of the components stateless and the information package to be self-sufficient for processing.

Try your best to avoid any processing that may require shared resource like a physical database. For example, if the data is immutable, we can clone the data to many read-only databases or caches to avoid centralize processing. It is even more crucial to avoid the scenario where the information can not be processed independently like locking by unique indexes.

Eventually, if these conditions cannot be fulfilled,  we should try to reduce the impact by minimizing the common part by applying MapReduce processing or in-memory computing. We should also add some redundancy to the components that handling the bottleneck to minimize the risk.

Auto Recovery

Even after applying all of the good practice, maintaining system stability is still a very challenging task because there are too many unknown factors that can affect the system throughput. For example, average processing time can be highly variable while system performance can be temporarily degraded due to backup, hardware upgrade or intermittent network issue.

The easy way to improve system stability is to increase the redundancy. However, redundancy only works best when the system is so critical that efficiency is not a concern at all. Otherwise, developers should resort to a smarter method to cope with this challenge.

Fortunately, the approach in this use case is pretty straightforward. When being overloaded, you are left with 2 choices, upgrading the hardware or reducing the load. If possible, we should do both. However, autoscaling can be regarded as Devops responsibility but reducing load is a challenge that should be tackled at the architecture level. In order to do that, we need to build a feedback mechanism so that the front end components can slow down or stop responding to new requests when the backend components are overloaded so that the system can go back to the balanced state.

Implementations Guideline

For a high-performance system, the crappy code will be punished as long as it was exposed. Therefore, it is never redundant to optimize your implementation twice before rolling it out to the production. Here are some of our experience with developing the high-performance system.


For whatever purpose, it is always to good practice to implement health check on the system. However, for a high-performance system, the requirement for monitoring is even more sophisticated with the need for collecting insight about system operation. This information can be very crucial for detecting anomalies, preventing crash and system tuning. We should not only care if the implementation works but also how well is the execution.

There are some well-known APM in the market like NewRelic or DataDog that can help us collecting operation metrics and providing alerts when bad things occur. The license of APM may not be cheap but it is highly recommendable to afford one because of the benefit they will bring in the long term.

In addition to APM, it is also a good idea to embed debug API into health check so that developers can do the in-depth investigation on Production environment whenever they need to. This practice has proven to be very useful in resolving outages and troubleshooting user inquiries.

Testing on Production

This practice will surely trigger some concern as it is considered a taboo in the IT world until recently. Simply speaking, the landscape of software industry has changed. In the past, software development is normally a side function of the big corporates with the mission to build domain specific applications. However, nowadays, software development tend to play a much bigger role of transforming life in various startups around the world. In this new role, for an IT project to be successful, the pace of changes may be more important than maintaining the stability of the system. Therefore, we need to make a case by case judgment on the balance between time to market and the quality control.

For high-performance systems, testing in Staging is less effective because most of the performance issues only appear under heavy load. It is also difficult to load test them using simulated data because there are too many possible combinations of inputs that may expose hidden bugs. Therefore, similar to what Facebook and Google have done, it is not necessarily harmful to sacrifice a small part of traffic for testing new features. The key requirement for this practice is the ability to identify and contain the damage when it happens.

Understanding Machine

At the beginning of this century, there are many initiatives to make programming easier by isolating the business logic from underlying machine execution. Therefore, the development of complicated application become lots easier with additional layers of abstraction. However, as a side effect, developers manage to go through many projects without collecting fundamental knowledge about underlying execution.

However, if you are lucky enough to work on a high-performance system, this knowledge will be important and relevant again. We have seen tremendous benefit of well-optimized code that makes a good use of hardware to get the work done. This benefit can sometimes come as higher throughput, smaller memory footprint or even more critical outcomes like lower latency and more stable performance. It is easy to see that the latter outcomes are somethings not easy to achieve with more hardware but only better implementation.

At the basic level, developers should understand the underlying implementation of programming language for common syntaxes. For the advanced level, it is important to pick up knowledge about operating system, network and the hardware infrastructure as well.

Understandable Code

The biggest source that contributes to performance or functional bugs in our system is code complexity. It is difficult to add new features if existing codebase is too difficult to understand. Patching mentality will continue to increase the technical debt further until it is almost impossible to avoid making mistake.

Moreover, complicated codes will have a negative impact on CPU utilization as the biggest performance blunder comes from missing CPU cache rather than processing speed. Hence, a high-performance implementation is also a clean, easy to understand and straight-forward implementation.

In-memory computing

In-memory computing is a hot trend recently due to memory getting much cheaper and bigger. In the past, when we need more performance, the most common trick is to increase the concurrency level. Most of the web servers in the past have a high number of CPU cores but a relatively low amount of memory per core. That fact implies that web server role is processing of web request rather than data. Most of the data processing usually happens in the data warehouse rather than application. However, for low latency system, retrieving and processing data remotely is considered too expensive. Therefore, if an application can not churn out higher throughput or lower latency with more memory, it might not be well optimized to utilize all available hardware. In the perfect scenario, the system should reach max CPU and memory utilization at the same time. When under load, if only one of them is the bottleneck while the other still has lots of redundant capacity, then it may be a good indicator of wrong hardware configuration or bad optimization.

In a high-performance system, both CPU and memory should be treated as the precious resource. We should be careful to conserve both with well-known techniques like object pools, primitive types, suitable data structure and efficient implementation.


Developing a low latency and high throughput application requires some special skill sets that not easy to find in the mass market. A common perception is good developers will write performance code. This is true for most of the time. However, many experienced developers, who shine in building other applications but still struggle when dealing with the high-performance system because of old habits and lack of performance consideration in mind. The key point for success in this area should lie in the self-reliant analysis, fundamental understanding and logical thinking.

It is also worth highlighting it is not always better to follow the trend in development world because many new methods are good for some other purposes rather than performance. Therefore, it is good to keep learning new things but should always understand the cost versus benefit for each of them based on your priority.

Saturday, 8 April 2017

MySQL Partition Pruning

Recently, we learned an expensive lesson about MySQL partition pruning. There, it is better to share it here so that others will not repeat our mistake.


In our system, there is a big stats table that does not have primary key and indexes. This table is partitioned, but the lack of indexes often causes the full partition or even full table scan when query. To make things worse, the system still continues writing to this table, making it slower every day.

To fix performance issue, we want to clean the legacy data and add new indexes. However, this is not easy because the table is too big. Therefore, we chose the long approach by migrating only the wanted data from this old table to a new table with proper schema.

Partition by hash

It would have been fine if we only did what we originally intended to do. However, we changed the partition type for convenient and that made the new table slower.

In the original table, the partition is based on a timestamp column that represents the time as a number of hours from epoch. For example, the first second of the year 2017 in GMT is 1483228800 seconds from epoch. To get the number of hours, we divide the number by 3600 to get 1483228800 div 3600) = 412008.

Because of the partition by range type, we need to have a maintenance script that creates the monthly partition for next year. This way of partition is not very ideal because the partition size is big and not even. Hence, we converted monthly to weekly partition but too lazy to define each range and switched from partition by range to partition by hash.

This is a short version of how hash definition will look like if we do the partition by range
And this is how the partition definition will look like if we do partition by hash
partition by hash (hour_epoch div 168) partitions 157;
The partition by hash type did more than just shorten the syntax. MySQL will try to split records evenly by applying modulo function to select a partition. However, to make the duration of one partition one week, we divide hour_epoch number by 168 to effectively get week_epoch.

With the new table schema, we were happy with smaller partitions, shorter description, and more indexes.

Performance issue

Because of the huge volume of data, we could not fully migrate data to the new schema to verify performance. We only did the preliminary performance test with the data of 2 weeks and did not detect any performance issue. However, in the final testing, we were surprised to observe mixed result. Most of the queries are faster as expected, but some are slower.

After investigating, we realized that instead of scanning only a few partitions, MySQL does the full table scanning for time range query. It is even stranger that this behavior only happens with the date range smaller than 3 weeks. Totally surprised by this result, we overcame our procrastination to read up MySQL document carefully and realize why.

"For tables that are partitioned by HASH or [LINEAR] KEY, partition pruning is also possible in cases in which the WHERE clause uses a simple = relation against a column used in the partitioning expression"

As the document clearly explained, the partition pruning only works with the equal condition for partition by hash type.  However, we did not detect this issue earlier because of the query optimizer will auto convert range condition to equal condition if the number of distinct values in between of the range condition is short enough. Unfortunately, in our early test, the data of 2 weeks is short enough for the query optimizer to hide the problem from us.


After learning about the issue, we struggled to find a way to fix the performance issue. There are 2 proposed solutions

  • Trick the query optimizer to do the work by splitting a big range to multiple small ranges, each fit one partition. In this way, the query optimizer will work on each individual small ranges.
  • Rebuild the schema again with the proper partition type. 
The first solution is quick but dirty while the second solution is too time-consuming. Eventually, we almost decided to launch the new table with the first solution until finding a quick way to implement the second solution.

We have dug through MySQL document and learned that re-parititioning is basically a copy and paste operation. However, MySQL also has another command that allows us to do some partition change without too much effort.
    WITH TABLE nt;

In this command, MySQL allows us to exchange partition between a table and a partition of another table. Even when this is not a direct exchange between 2 partitions of 2 tables, it is just a matter of inconvenience to do one more middle swap to a temp table.

This is how our partition swapping looks like


Even though this is not as fast as you may guess as MySQL will do a row by row validation to ensure every record of temp table is elligible for storing in the final table partition. If we use MySQL 5.7, this validation can be turned off by adding "WITHOUT VALIDATION" to the end of the second command.

Because we use Aurora, which only support MySQl 5.6, it still took us 2 days to fully update the partition type. However, this would have been one month if we do not use partition exchange.

Fortunately, we managed to recover from the mistake this time. We hope that you learn from our mistake and do remember to read the document carefully before using any fancy method.

Monday, 2 January 2017


Some folks asked me before that which Agile practice is the most important and my immediate answer is Retrospective. From my own experience, Retrospective plays the biggest role in the success of Agile practicing. Unfortunately, it may not necessarily be a popular practice. This is a bit sad because after trying Agile in different organizations, I see no practice that shows value as early and obviously as the Retrospective. Moreover, it is one of the easiest practice to adopt because it does not require discipline to practice regularly. It can be practiced as little as once a year and still be able to bring the differences.

Why retrospective is so important

Stay true to "agile" spirit

Unless you are hiding a rock, it is hard to ignore the debate about "Agile" versus "agile". Lots of developers are upset with the fact that agile is being seen as a set of ruleset rather than mindset. Unfortunately, trying to adopt agile by following the ruleset may lead to a rigid mindset, which is reversed to Agile manifesto.

Retrospective is not vulnerable to this problem because it is the most flexible practice in Agile. Retrospective stays true to the agile spirit by not specifying the method but only the purpose and benefit of the activity. Therefore, it leaves the team with freedom to conduct the activity in whatever ways that fit. The rule followers still can have it their ways with many techniques available but in general, this practice is very personal. While Planning, User Stories, Backlog and Iteration practices may look pretty the same everywhere, Retrospective is always very unique. Because each team has its own problems and members, following the same format still leads to different outcomes.

First step toward improvement

It is quite obviously that in order to improve, we need to see our weakness and limits. This logic should apply not only to software development but to any other aspect of life as well. Therefore, one of the first thing that one should do before introducing any change is spending time learning about the characteristic of each individual and the dynamic of the team.

The traditional method to understand team through psychology test is overrated. It tends to make teams fall into common stereotypes. It is not that psychology test is a waste of time but in reality, it works better for the individual, especially when the subject of the test is willing to collaborate. Therefore, psychology test is better to be a method of collecting feedback and improvement measurement.

For collecting insights about team dynamic, Retrospective is a more effective method because it is less intrusive. People are normally more comfortable when we ask less and let them talk more about what they are concerning about. Fortunately, that is exactly what Retrospective is about.

Keep a close look at the team well-being

The days where developers need to pray to get a decent job have passed. Nowadays, the demand for good developers is so high that most of the companies turn to headhunters to recruit talents. Hence, it is not only challenging to get more talents, but also to retain talents.

We may not be able to do much if this is paycheck competition. However, job changing is rarely purely paycheck driven. It can be very emotionally difficult to leave a job you love and a caring environment. Therefore, if the leader keeps a close eye on the team and each individual, there will be much greater chance to shield the team from lucrative offers.

How to run retrospective

As mentioned above, a good Retrospective is one that let people voice out their inner concern and thinking. Therefore, anything resembles form filling or interview is counterproductive. The better suggestion should be a flexible format. Retrospective itself need to be interesting and intimate enough to put people in a comfortable zone. Our ultimate goal is to let people share more so that the team can improve.

An effective facilitator needs to know how to stir up the conversation when it goes quiet and be silent when people are having a deep reflection. Any context switching is helpful as well. For example, a retrospective session can be out of office, far from the boss, enjoyable with coffee.

The last thing you need to remember about retrospective is to never ever take any discipline action from what you have learned in retrospective. Otherwise, it will be rightfully viewed as a betrayal of trust. Honestly, this will be the worst thing that can happen to the team.

So, if your team has not had an out of the box, open minded retrospective session for sometimes, please find an opportunity to bring the team to a nice place. I believe you and your team will have a good time.