Jul 062013


I am a master of science… for the second time and now officially have three master diplomas (Ukrainian, Spanish and Swedish)…. A bit too much but I will manage:)

Getting down to business, the abstract for the thesis is the following:

In recent years the need for distributed data storage has led the way to design new systems in a large-scale environment. The growth of unbounded stream of data, the necessity to store and analyze it in real time, reliably, scalably and fast are the reasons for appearance of such systems in financial sector, stock exchange Nasdaq OMX especially.

Futhermore, internally designed totally ordered reliable message bus is used in Nasdaq OMX for almost all internal subsystems. Theoretical and practical extensive studies on reliable totally ordered multicast were made in academia and it was proven to serve as a fundamental block in construction of distributed fault-tolerant applications.

In this work, we are leveraging Nasdaq OMX low-latency reliable totally ordered message bus with a capacity of at least 2 million messages per second to build high performance distributed data store. The data operations consistency can be easily achieved by using the messaging bus as it forwards all messages in reliable total order fashion. Moreover, relying on the reliable totally ordered messaging, active in-memory replication support for fault tolerance and load balancing is integrated. Consequently, the prototype was developed using pro- duction environment requirements to demonstrate its feasibility.

Experimental results show a great scalability, and performace serving around 400,000 insert operations per second over 6 data nodes that can be served with 100 microseconds latency. Latency for single record read operations are bound to sub-half millisecond, while data ranges are retrieved with sub-100 Mbps capacity from one node. Moreover, performance improvements under a greater number of data store nodes are shown for both writes and reads. It is concluded that uniform totally ordered sequenced input data can be used in real time for large-scale distributed data storage to maintain strong consistency, fault-tolerance and high performance.

The report is here. And the presentation can be found below:

  2 Responses to “GDS: Genium Data Store. Real-Time, Low-Latency, Reliable, Consistent.”

  1. I really appreciate you publishing your thesis. I came from UBS where our equities division was built on the same architecture. I’ve since moved on from UBS but I think this architecture is quite ingenious in its simplicity and I am trying to push it to my new place. I have some ideas where a schema/IDL file can be used to generate code that can write to a data store similar to GDS. More specifically I want to generate Javascript code to write to an in memory store using Javascript’s Typed Array additions to the language. I would like to bounce some ideas off you if you are interested.