Real-time event aggregation at scale using Postgres w/ Citus

Marco Slot Nov 29, 2016

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Citus is commonly used to scale out event data pipelines on top of PostgreSQL. Its ability to transparently shard data and parallelise queries over many machines makes it possible to have real-time responsiveness even with terabytes of data. Users with very high data volumes often store pre-aggregated data to avoid the cost of processing raw data at run-time. With Citus 6.0 this type of workflow became even easier using a new feature that enables pre-aggregation inside the database in a massively parallel fashion using standard SQL. For large datasets, querying pre-computed aggregation tables can be orders of magnitude faster than querying the facts table on demand.

To create aggregations for distributed tables, the latest version of Citus supports the INSERT .. SELECT syntax for tables that use the same distribution column. Citus 6 automatically ‘co-locates’ the shards of distributed tables such that the same distribution column value is always placed on the same worker node, which allows us to transfer data between tables as long as the distribution column value is preserved. A common way of taking advantage of co-location is to follow the multi-tenant data model and shard all tables by tenant_id or customer_id. Even without that model, as long as your tables share the same distribution column, you can leverage the INSERT .. SELECT syntax.

INSERT .. SELECT queries that can be pushed down to the workers are supported, which excludes some SQL functionality such as limits, unions, and window functions. Since the result will be inserted into a co-located shard in the destination table, we need to make sure that the distribution column (e.g. tenant_id) is preserved in the aggregation and is included in joins. INSERT .. SELECT commands on distributed tables will usually look like:

INSERT INTO aggregation_table (tenant_id, ...)
SELECT tenant_id, ... FROM facts_table ...

Now let’s walk through the steps of creating aggregations for a typical example of high-volume data: page views. We set up a Citus 6 on PostgreSQL 9.6 cluster using Citus Cloud consisting of 4 workers with 4 cores each, and create a distributed facts table with several indexes:

CREATE TABLE page_views (
    tenant_id int,
    page_id int,
    host_ip inet,
    view_time timestamp default now()
);
CREATE INDEX view_tenant_idx ON page_views (tenant_id);
CREATE INDEX view_time_idx ON page_views USING BRIN (view_time);

SELECT create_distributed_table('page_views', 'tenant_id');

Next, we generate 100 million rows of fake data (takes a few minutes) and load it into the database:

\COPY (SELECT s % 307, (random()*5000)::int, '203.0.113.' || (s % 251), now() + random() * interval '60 seconds' FROM generate_series(1,100000000) s) TO '/tmp/views.csv' WITH CSV

\COPY page_views FROM '/tmp/views.csv' WITH CSV

We can now perform aggregations at run-time by performing a SQL query against the facts table:

-- Most views in the past week
SELECT page_id, count(*) AS view_count
FROM page_views
WHERE tenant_id = 5 AND view_time >= date '2016-11-23'
GROUP BY tenant_id, page_id
ORDER BY view_count DESC LIMIT 3;
 page_id | view_count 
---------+------------
    2375 |         99
    4538 |         95
    1417 |         93
(3 rows)

Time: 269.125 ms

However, we can do much better by creating a pre-computed aggregation, which we also distribute by tenant_id. Citus automatically co-locates the table with the page_views table:

CREATE TABLE daily_page_views (
    tenant_id int,
    day date,
    page_id int,
    view_count bigint,
    primary key (tenant_id, day, page_id)
);

SELECT create_distributed_table('daily_page_views', 'tenant_id');

We can now populate the aggregation using a simple INSERT..SELECT command, which is parallelised across the cores in our workers, processing around 10 million events per second and generating 1.7 million aggregates:

INSERT INTO daily_page_views (tenant_id, day, page_id, view_count)
  SELECT tenant_id, view_time::date AS day, page_id, count(*) AS view_count
  FROM page_views
  GROUP BY tenant_id, view_time::date, page_id;

INSERT 0 1690649

Time: 10649.870 ms 

After creating the aggregation, we can get the results from the aggregation table in a fraction of the query time:

-- Most views in the past week
SELECT page_id, view_count
FROM daily_page_views
WHERE tenant_id = 5 AND day >= date '2016-11-23'
ORDER BY view_count DESC LIMIT 3;
 page_id | view_count 
---------+------------
    2375 |         99
    4538 |         95
    1417 |         93
(3 rows)

Time: 4.528 ms

We typically want to keep aggregations up-to-date, even as the current day progresses. We can achieve this by expanding our original command to only consider new rows and updating existing rows to consider the new data using ON CONFLICT (“upsert”). If we insert data for a primary key (tenant_id, day, page_id) that already exists in the aggregation table, then the count will be added instead.

INSERT INTO page_views VALUES (5, 10, '203.0.113.1');


INSERT INTO daily_page_views (tenant_id, day, page_id, view_count)
  SELECT tenant_id, view_time::date AS day, page_id, count(*) AS view_count
  FROM page_views
  WHERE view_time >= '2016-11-23 23:00:00' AND view_time < '2016-11-24 00:00:00'
  GROUP BY tenant_id, view_time::date, page_id
  ON CONFLICT (tenant_id, day, page_id) DO UPDATE SET
  view_count = daily_page_views.view_count + EXCLUDED.view_count;

INSERT 0 1

Time: 2787.081 ms

To regularly update the aggregation, we need to keep track of which rows in the facts table have already been processed as to avoid counting them more than once. A basic approach is to aggregate up to the current time, store the timestamp in a table, and continue from that timestamp on the next run. We do need to be careful that there may be in-flight requests with a lower timestamp, which is especially true when using bulk ingestion through COPY. We therefore roll up to a timestamp that lies slightly in the past, with the assumption that all requests that started before then have finished by now. We can easily codify this logic into a PL/pgSQL function:

CREATE TABLE aggregations (name regclass primary key, last_update timestamp);
INSERT INTO aggregations VALUES ('daily_page_views', now());


CREATE OR REPLACE FUNCTION compute_daily_view_counts()
RETURNS void LANGUAGE plpgsql AS $function$
DECLARE
  start_time timestamp;
  end_time timestamp := now() - interval '1 minute'; -- exclude in-flight requests
BEGIN
  SELECT last_update INTO start_time FROM aggregations WHERE name = 'daily_page_views'::regclass;
  UPDATE aggregations SET last_update = end_time WHERE name = 'daily_page_views'::regclass;

  SET LOCAL citus.all_modifications_commutative TO on; -- for on-premises, replication factor >1 only

  EXECUTE $$
    INSERT INTO daily_page_views (tenant_id, day, page_id, view_count)
      SELECT tenant_id, view_time::date AS day, page_id, count(*) AS view_count
      FROM page_views
      WHERE view_time >= $1 AND view_time < $2
      GROUP BY tenant_id, view_time::date, page_id
      ON CONFLICT (tenant_id, day, page_id) DO UPDATE SET
      view_count = daily_page_views.view_count + EXCLUDED.view_count$$
  USING start_time, end_time;
END;
$function$;

After creating the function, we can periodically call SELECT compute_daily_view_counts() to continuously update the aggregation with 1-2 minutes delay. More advanced approaches can bring down this delay to a few seconds.

A few caveats to note:

  • In this example, we used a single, database-generated time column, but it’s generally better to distinguish between the time at which the event happened at the source and the database-generated ingestion time used to keep track of whether an event was already processed.
  • Due to a current limitation in the INSERT .. SELECT implementation, we recommend using timestamp instead of timestamptz for the ingestion time column.
  • When running Citus on-premises with built-in replication, we recommend you set citus.all_modifications_commutative to on before any INSERT..SELECT command, since Citus otherwise locks the source tables to avoid inconsistencies between replicas. On Citus Cloud this is a non-issue as we leverage Postgres streaming replication.

You might be wondering why we used a page_id in the examples instead of something more meaningful like a URL. Are we trying to dodge the overhead of storing URLs for every page view to make our numbers look better? We certainly are! With Citus you can often avoid the cost of denormalization that you would pay in distributed databases that don’t support joins. You can simply put the static details of a page inside another table and perform a join:

CREATE TABLE pages (
    tenant_id int,
    page_id int,
    url text,
    language varchar(2),
    primary key (tenant_id, page_id)
);

SELECT create_distributed_table('pages', 'tenant_id');

... insert pages ...

-- Most views in the past week
SELECT url, view_count
FROM daily_page_views JOIN pages USING (tenant_id, page_id)
WHERE tenant_id = 5 AND day >= date '2016-11-23'
ORDER BY view_count DESC LIMIT 3;
   url    | view_count 
----------+------------
 /home    |         99
 /contact |         95
 /product |         93
(3 rows)

Time: 7.042 ms

You can also perform joins in the INSERT..SELECT command, allowing you to create more detailed aggregations, e.g. by language.

Distributed aggregation adds another tool to Citus’ broad toolchest in dealing with big data problems. With parallel INSERT .. SELECT, parallel indexing, parallel querying, scaling write throughput through Citus MX, and many other features, Citus can not only horizontally scale your multi-tenant database, but can also unify many different parts of your data pipeline into one platform.

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