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Complex Event Processing
SAP ANALYTICS & INNOVATION FORUM '12
Bulut Altıntaş, Sybase, Teknik Danışman
16.03.2012
SYBASE: THE UNWIRED ENTERPRISE

                     INFORMATION
                                          Creating Value at the              INFORMATION
                     MANAGEMENT             Point of Decision                  MOBILITY




    Any Application                                                                       Any Device


                                                 DECISION-READY
                                                  INFORMATION

Any Server Platform                                                                        Any Person



                                       INTEGRATION           COLLABORATION

                     Any Data Source                                         Always Available

             MANAGE                              ANALYZE                         MOBILIZE
 © 2012 SAP AG. All rights reserved.                                                                    2
Complex Event Processing Overview

       What is Complex Event Processing?




© 2012 SAP AG. All rights reserved.        3
Need For Complex Event Processing




© 2012 SAP AG. All rights reserved.   4
INSIGHT FROM FAST-MOVING DATA
CONTINUOUS INTELLIGENCE™




• Situational Awareness



•   Immediate Response


•   Better decision: complete, timely insight




© 2012 SAP AG. All rights reserved.             5
A Simple CEP Example




               Music Detected
                                      +
                Event correlation, pattern Truck Approaching
                           Derived result
                                           matching



          +                           =
          Children running across street   Ice cream truck coming
© 2012 SAP AG. All rights reserved.                                 6
CEP is used in four different ways – often in combination

 Real-time Business Intelligence                                  System Automation

                    Situation Detection                        Automated response
                Analyze live event streams for patterns            Continuously adjust business
                which identify business critical situations    processes to reflect current conditions

                                   Examples:                                 Examples:
                               • Fraud Detection                  • Automated pricing based on the
                       •   Customer Behavior Patterns                           market
                              indicate a problem                  • Real-time Resource allocation




                           Continuous                                   Stream
                           Intelligence                             Transformation
               Live dashboards that show actionable           Cleanse and enrich live data streams,
               information for better decision making          turning raw data into actionable info

                            Examples:                                         Examples:
             • Real-time P&L, Limits/Exposure Mgmt                 • Streaming alternative to ETL
            • Online marketing and offer performance          •   Filter and aggregate into summary
                       • System monitoring                                    information



© 2012 SAP AG. All rights reserved.                                                                      7
The SYBASE Event Stream Processor (ESP)




  Unlimited number of input streams            Send output to apps, dashboards
  Incoming data is processed as it arrives,    Query on demand
   according to the business logic defined      Interactive analysis
   using high level authoring tools
© 2012 SAP AG. All rights reserved.                                                8
Key Components

ESP Server
    –   Manages the run-time components; starts and stops Projects
    – A “project” is like an application: it contains a set of stream, window, schema and query definitions
    –   ESP server is designed for speed, scalability, and resilience

ESP Studio
    –   Eclipse® based environment used to build and test ESP Projects

Adapters
    –   Input adapters connect to an external data source and stream the data into an ESP stream or
        window
    –   Output adapters connect to external consumers and stream ESP output to them

Application Programming Interfaces (API)
     –   Available for C/C++, Java and .NET

Sybase RAP
    –   Complementary product that integrates seamlessly with CEP engine for data capture, providing
        long term history that can be used for historical analysis, tick capture, ad-hoc analysis and
        compliance

Panopticon EX Dashboard
    –   Optional real-time dashboard providing visually rich, interactive data analysis across both
        streaming CEP data and historical data in RAP


© 2012 SAP AG. All rights reserved.                                                                       9
Sybase ESP Architecture

                                                               Command Interface,                              Applications,
                                                                 Stream Viewer,                              Third party clients,
                                                                Resource Monitor                                Query Client


                   - Platform management                                                                                                                    - Ad-hoc queries
                     - Platform monitoring                                                                                                           - Alerts via call-out functions




                                                                       C&C           Connection Mgmt (ODBC, JDBC)
                                                                     (XML-RPC)                    SQL
                                                                                 Security (PAM, SSL, Audits)


            Data Streams                                                         Stream Processor                                                                    Data Streams
                                                                                 • Multi-threaded




                                                                                                                                       I/O Gateway
                                            I/O Gateway




                                                                                 • 64 bit




                                                                                                                            Security
                                                          Security




         Publish                                                                 • High message rates                                                                        Subscribe




                                                                                                                                                          Adapters
                                                                                 • High retention capacity
                                 Adapters




       Data Streams                                                              • Ultra-low latency                                                                   Data Streams
                                                                                 • Optional persistence


                                                                       Log Store          Mem Store            Config



                                                                                   Authoring Tools


© 2012 SAP AG. All rights reserved.                                                                                                                                                    10
                                                                                                                                                                                        10
Sybase ESP Engine Performance

                        STAC Certified measurement of throughput and latency
                                      Only CEP vendor to publish STAC benchmarks


                                                                                   Linear scaling with addition of
                                                                                     more cores:
                                                                                      − 200,000 messages/sec on 16
                                                                                        cores
                                                                                      − 300,000 messages/sec on 24
                                                                                        cores

                                                                                   Consistent/predicable low latency.
                                                                                    Only minor increase in latency
                                                                                    from 20,000 to 300,000
                                                                                    messages/sec:
                                                                                      − Mean: 1.296 - 1.568 ms
                                                                                      − Medium: 1.177 - 1.502 ms
                                                                                      − Std Dev: 0.567 - 1.104 ms
                                                    Source: STAC Research Sep 08
                                                                                      − Min: 0.091 – 0.115 ms


© 2012 SAP AG. All rights reserved.                                                                               11
ESP STUDIO: Both Visual & Texual Authoring

                                      Visual dataflow authoring




                                            based on Eclipse®




© 2012 SAP AG. All rights reserved.                               12
Key Concepts

Input Streams                                            Derived Streams
Receive events from adapters                             Apply continuous query
                                                          operators to one or more
                                                          input streams to produce a
                                                          new stream




        Database Analogy                   Streams can Have State
        • Streams are like tables          • Retention windows define how many or
        • Events are rows in the table       how long events are kept
        • Fields in an event message are   • Opcodes in events can indicate
          columns in the table               insert/update/delete and can be
        • Continuous Queries produce         automatically applied to the window
          result sets/streams

© 2012 SAP AG. All rights reserved.                                                 13
CCL: CONTINUOUS COMPUTATION LANGUAGE
    SQL-BASED EVENT PROCESSING LANGUAGE

•    Leverage familiarity and simplicity of SQL

•    Instead of ‘snapshot’ queries, continuous queries
         Filter (WHERE), Aggregate (GROUP BY), Join, Compute

•    Extension for event stream
         Windows
         Patterns




    © 2012 SAP AG. All rights reserved.                        14
Adapters - Rich Integration Options




© 2012 SAP AG. All rights reserved.   15
Panopticon: Real Time Data Analysis




© 2012 SAP AG. All rights reserved.   16
DATA MOVEMENT COMPONENTS
                                                                                 Replicate Sybase ASE
                                                                                            Sybase IQ
                                                                                             Oracle
                                  Primary            Catalog/Control DB
  Sybase ASE
    Oracle                                                                              Replication
                                                                RSSD
    MS SQL                                                                                Server
IBM DB2/OS390
 IBM DB2/UDB
                                         Rep Agent                              Route



                         Change Detection                                        RepConnector SYBASE
                                                     Replication                                      ESP
                                                     Server/ECO                ECDA Gateway
                                  Rules Engine                                                     MS SQL
                                                                   Queues
                                                                                                   IBM DB2
                                                              Stable Devices                      Any ODBC
                                Message Repository
                                                                               Sybase Control Center
                                                             Monitoring
   © 2012 SAP AG. All rights reserved.                                                                  17
CEP Industry Mapping




                                                    CEP Industry Mapping




  Capital                   Banking            Retail              Government                      Energy                   Telecom
  Markets                                                       Defense/Aerospace


Algorithmic Trading                   Smart Order Routing               Fraud Detection                     Energy Grid Management

Real-time Profit and Loss             Market Data Enrichment            Retail – Online Commerce            Intrusion Detection/Network
                                                                                                            Monitoring

Real-time Risk Analysis               Real-time Surveillance/           Customer Management                 Real-time Data Management
                                      Compliance


© 2012 SAP AG. All rights reserved.                                                                                                       18
Using CEP and RAP together




© 2012 SAP AG. All rights reserved.   19
Capital Markets Data Management
 WHERE WE PARTICIPATE…

      Sources




                                                                                                                                                                                                 Visualization & Reporting
                                               Market Data Connectivity
                                                                                                                                                                                                                                                   • Competitive




                                                                                                                                              Time Series + Financial
                                                                                               In-Memory Database



                                                                                                                      Historical Repository




                                                                                                                                                                                                                             Trading & Risk Apps
                                                                                                                                                                        Mathematical Tools
                                                                                                                                                                                                                                                     trading strategy




                                                                            Event Processing




                                                                                                                                                    Analytics
Exchanges &        IBM DB2
Consolidators                                                                                                                                                                                                                                      • Real time risk
                                                                                                                                                                                                                                                     management
                  Microsoft
Message Bus       SQL Server



Ticker Plants                                                             CEP                                       RAP
                    Oracle

                                                                                                                                                    MATH TOOLS                               VISUALIZATION
                                      DATA
                                                                                                                                                    & LIBRARIES
                                          TIBCO RV                                                                                                                                             Panopticon
                 Sybase ASE                                                                                                                              RogueWave
                                       IBM MQ Series                                                                                                                                            MS Excel
                                       Microsoft MSMQ
                                        Reuters RMDS
                                         WOMBAT
                                         Bloomberg



      Sybase Products

      Partner Products


© 2012 SAP AG. All rights reserved.                                                                                                                                                                                                                            20
National Security


                                            Rules
                                            (Authoring)

          Input Streams

                        Geographic                                Dashboards
                        Data



                         Vessel / Vehicle
                         Location                         ?   Reporting Tools



                         Events                               Alerts




                                            Historical
                                            Profile




© 2012 SAP AG. All rights reserved.                                             21
Telecom: BICS
 BICS is a joint-venture between Belgacom, Swisscom and MTN

    CHALLENGE                                                     The gain in storage space
                                                                  generated by Sybase
    • Act proactively on possible future events that would
                                                                  CEP’s data aggregation
      threaten their customers’ quality of service
                                                                  saves us from having to
    • Immediate visibility into service problems                  make substantial
    • Flexible real-time aggregation of data                      investments in additional
                                                                  servers, CPU, power, a
    SOLUTION
                                                                  more extensive database
    • Sybase CEP (Complex Event Processing)                       infrastructure, making
    RESULTS                                                       major investments that
                                                                  weren’t very future-proof
    • Quality guarantee thanks to real-time, proactive response
                                                                  would have meant going
      to emergency signals in periods of peak traffic
                                                                  through the same process
    • Real-time voice network monitoring and analytics for high   again a few years later.
      QoS                                                         Laurent Missa,
                                                                  OSS Manager at BICS
    • Comprehensive network monitoring and visibility
    • Rapid, flexible analysis of real-time data on demand


© 2012 SAP AG. All rights reserved.                                                     22
Finance: BANKS.COM
   BANKS.com, Inc. - financial services portal
   CHALLENGE                                                   The Sybase Aleri CEP
   • Gain real-time insight on customer activity and traffic   engine will allow us to
                                                               monitor user behavior,
     trends threaten their customers’ quality of service
                                                               traffic, and trends in real-
   • improve everyday business operations and marketing        time, allowing us to
     campaigns                                                 provide a more targeted
   SOLUTION                                                    approach to our
                                                               marketing and advertising
   • Sybase CEP (Complex Event Processing)
                                                               programs in order to
   RESULTS                                                     provide a more unique
   • Reduces costs by enabling more effective and targeted     experience.
     marketing and advertising programs                        Steve Ernst, Chief Technology
   • Allows for the management of marketing and advertising    Officer

     programs in real-time
   • Enables immediate response to new trends and internet
     traffic patterns
   • Produces a better product for advertisers

© 2012 SAP AG. All rights reserved.                                                            23
Finance: TURKDEX
   Turkish Derivatives Exchange, Inc.

   CHALLENGE                                                      The combination of
                                                                  simplicity and power
   • Managing market and trading risk effectively
                                                                  provided by the
   • Establish a comprehensive trading system to detect abusive   Continuous Computation
     trading patterns at high-speed market rates                  Language and the rapid
   • Speed the development and deployment of their                integration capabilities of
     surveillance applications.                                   Sybase CEP, gave our
                                                                  developers the critical
   SOLUTION
                                                                  tools to create the
   • Sybase CEP (Complex Event Processing)                        sophisticated applications
   RESULTS                                                        in extremely challenging
                                                                  schedules to meet
   • Creates a reliable, secure trading environment
                                                                  regulatory and corporate
   • Supports the increase in derivative market investments and   needs.
     trading volume                                               Abdullah Akoglu,
   • Delivers simplified surveillance mechanism to identify       Lead Developer

     market abnormalities


© 2012 SAP AG. All rights reserved.                                                      24
Just A Few of Our CEP Customers




© 2012 SAP AG. All rights reserved.   25
Thank you


İletişim Bilgileri
Bulut Altıntaş
Teknik Danışman


bulut.altintas@sybase.com.tr
+90 (0) 212 351 27 30

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Sybase Complex Event Processing

  • 1. Complex Event Processing SAP ANALYTICS & INNOVATION FORUM '12 Bulut Altıntaş, Sybase, Teknik Danışman 16.03.2012
  • 2. SYBASE: THE UNWIRED ENTERPRISE INFORMATION Creating Value at the INFORMATION MANAGEMENT Point of Decision MOBILITY Any Application Any Device DECISION-READY INFORMATION Any Server Platform Any Person INTEGRATION COLLABORATION Any Data Source Always Available MANAGE ANALYZE MOBILIZE © 2012 SAP AG. All rights reserved. 2
  • 3. Complex Event Processing Overview What is Complex Event Processing? © 2012 SAP AG. All rights reserved. 3
  • 4. Need For Complex Event Processing © 2012 SAP AG. All rights reserved. 4
  • 5. INSIGHT FROM FAST-MOVING DATA CONTINUOUS INTELLIGENCE™ • Situational Awareness • Immediate Response • Better decision: complete, timely insight © 2012 SAP AG. All rights reserved. 5
  • 6. A Simple CEP Example Music Detected + Event correlation, pattern Truck Approaching Derived result matching + = Children running across street Ice cream truck coming © 2012 SAP AG. All rights reserved. 6
  • 7. CEP is used in four different ways – often in combination Real-time Business Intelligence System Automation Situation Detection Automated response Analyze live event streams for patterns Continuously adjust business which identify business critical situations processes to reflect current conditions Examples: Examples: • Fraud Detection • Automated pricing based on the • Customer Behavior Patterns market  indicate a problem • Real-time Resource allocation Continuous Stream Intelligence Transformation Live dashboards that show actionable Cleanse and enrich live data streams, information for better decision making turning raw data into actionable info Examples: Examples: • Real-time P&L, Limits/Exposure Mgmt • Streaming alternative to ETL • Online marketing and offer performance • Filter and aggregate into summary • System monitoring information © 2012 SAP AG. All rights reserved. 7
  • 8. The SYBASE Event Stream Processor (ESP)  Unlimited number of input streams  Send output to apps, dashboards  Incoming data is processed as it arrives,  Query on demand according to the business logic defined  Interactive analysis using high level authoring tools © 2012 SAP AG. All rights reserved. 8
  • 9. Key Components ESP Server – Manages the run-time components; starts and stops Projects – A “project” is like an application: it contains a set of stream, window, schema and query definitions – ESP server is designed for speed, scalability, and resilience ESP Studio – Eclipse® based environment used to build and test ESP Projects Adapters – Input adapters connect to an external data source and stream the data into an ESP stream or window – Output adapters connect to external consumers and stream ESP output to them Application Programming Interfaces (API) – Available for C/C++, Java and .NET Sybase RAP – Complementary product that integrates seamlessly with CEP engine for data capture, providing long term history that can be used for historical analysis, tick capture, ad-hoc analysis and compliance Panopticon EX Dashboard – Optional real-time dashboard providing visually rich, interactive data analysis across both streaming CEP data and historical data in RAP © 2012 SAP AG. All rights reserved. 9
  • 10. Sybase ESP Architecture Command Interface, Applications, Stream Viewer, Third party clients, Resource Monitor Query Client - Platform management - Ad-hoc queries - Platform monitoring - Alerts via call-out functions C&C Connection Mgmt (ODBC, JDBC) (XML-RPC) SQL Security (PAM, SSL, Audits) Data Streams Stream Processor Data Streams • Multi-threaded I/O Gateway I/O Gateway • 64 bit Security Security Publish • High message rates Subscribe Adapters • High retention capacity Adapters Data Streams • Ultra-low latency Data Streams • Optional persistence Log Store Mem Store Config Authoring Tools © 2012 SAP AG. All rights reserved. 10 10
  • 11. Sybase ESP Engine Performance STAC Certified measurement of throughput and latency Only CEP vendor to publish STAC benchmarks Linear scaling with addition of more cores: − 200,000 messages/sec on 16 cores − 300,000 messages/sec on 24 cores Consistent/predicable low latency. Only minor increase in latency from 20,000 to 300,000 messages/sec: − Mean: 1.296 - 1.568 ms − Medium: 1.177 - 1.502 ms − Std Dev: 0.567 - 1.104 ms Source: STAC Research Sep 08 − Min: 0.091 – 0.115 ms © 2012 SAP AG. All rights reserved. 11
  • 12. ESP STUDIO: Both Visual & Texual Authoring Visual dataflow authoring based on Eclipse® © 2012 SAP AG. All rights reserved. 12
  • 13. Key Concepts Input Streams Derived Streams Receive events from adapters Apply continuous query operators to one or more input streams to produce a new stream Database Analogy Streams can Have State • Streams are like tables • Retention windows define how many or • Events are rows in the table how long events are kept • Fields in an event message are • Opcodes in events can indicate columns in the table insert/update/delete and can be • Continuous Queries produce automatically applied to the window result sets/streams © 2012 SAP AG. All rights reserved. 13
  • 14. CCL: CONTINUOUS COMPUTATION LANGUAGE SQL-BASED EVENT PROCESSING LANGUAGE • Leverage familiarity and simplicity of SQL • Instead of ‘snapshot’ queries, continuous queries Filter (WHERE), Aggregate (GROUP BY), Join, Compute • Extension for event stream Windows Patterns © 2012 SAP AG. All rights reserved. 14
  • 15. Adapters - Rich Integration Options © 2012 SAP AG. All rights reserved. 15
  • 16. Panopticon: Real Time Data Analysis © 2012 SAP AG. All rights reserved. 16
  • 17. DATA MOVEMENT COMPONENTS Replicate Sybase ASE Sybase IQ Oracle Primary Catalog/Control DB Sybase ASE Oracle Replication RSSD MS SQL Server IBM DB2/OS390 IBM DB2/UDB Rep Agent Route Change Detection RepConnector SYBASE Replication ESP Server/ECO ECDA Gateway Rules Engine MS SQL Queues IBM DB2 Stable Devices Any ODBC Message Repository Sybase Control Center Monitoring © 2012 SAP AG. All rights reserved. 17
  • 18. CEP Industry Mapping CEP Industry Mapping Capital Banking Retail Government Energy Telecom Markets Defense/Aerospace Algorithmic Trading Smart Order Routing Fraud Detection Energy Grid Management Real-time Profit and Loss Market Data Enrichment Retail – Online Commerce Intrusion Detection/Network Monitoring Real-time Risk Analysis Real-time Surveillance/ Customer Management Real-time Data Management Compliance © 2012 SAP AG. All rights reserved. 18
  • 19. Using CEP and RAP together © 2012 SAP AG. All rights reserved. 19
  • 20. Capital Markets Data Management WHERE WE PARTICIPATE… Sources Visualization & Reporting Market Data Connectivity • Competitive Time Series + Financial In-Memory Database Historical Repository Trading & Risk Apps Mathematical Tools trading strategy Event Processing Analytics Exchanges & IBM DB2 Consolidators • Real time risk management Microsoft Message Bus SQL Server Ticker Plants CEP RAP Oracle MATH TOOLS VISUALIZATION DATA & LIBRARIES TIBCO RV Panopticon Sybase ASE RogueWave IBM MQ Series MS Excel Microsoft MSMQ Reuters RMDS WOMBAT Bloomberg Sybase Products Partner Products © 2012 SAP AG. All rights reserved. 20
  • 21. National Security Rules (Authoring) Input Streams Geographic Dashboards Data Vessel / Vehicle Location ? Reporting Tools Events Alerts Historical Profile © 2012 SAP AG. All rights reserved. 21
  • 22. Telecom: BICS BICS is a joint-venture between Belgacom, Swisscom and MTN CHALLENGE The gain in storage space generated by Sybase • Act proactively on possible future events that would CEP’s data aggregation threaten their customers’ quality of service saves us from having to • Immediate visibility into service problems make substantial • Flexible real-time aggregation of data investments in additional servers, CPU, power, a SOLUTION more extensive database • Sybase CEP (Complex Event Processing) infrastructure, making RESULTS major investments that weren’t very future-proof • Quality guarantee thanks to real-time, proactive response would have meant going to emergency signals in periods of peak traffic through the same process • Real-time voice network monitoring and analytics for high again a few years later. QoS Laurent Missa, OSS Manager at BICS • Comprehensive network monitoring and visibility • Rapid, flexible analysis of real-time data on demand © 2012 SAP AG. All rights reserved. 22
  • 23. Finance: BANKS.COM BANKS.com, Inc. - financial services portal CHALLENGE The Sybase Aleri CEP • Gain real-time insight on customer activity and traffic engine will allow us to monitor user behavior, trends threaten their customers’ quality of service traffic, and trends in real- • improve everyday business operations and marketing time, allowing us to campaigns provide a more targeted SOLUTION approach to our marketing and advertising • Sybase CEP (Complex Event Processing) programs in order to RESULTS provide a more unique • Reduces costs by enabling more effective and targeted experience. marketing and advertising programs Steve Ernst, Chief Technology • Allows for the management of marketing and advertising Officer programs in real-time • Enables immediate response to new trends and internet traffic patterns • Produces a better product for advertisers © 2012 SAP AG. All rights reserved. 23
  • 24. Finance: TURKDEX Turkish Derivatives Exchange, Inc. CHALLENGE The combination of simplicity and power • Managing market and trading risk effectively provided by the • Establish a comprehensive trading system to detect abusive Continuous Computation trading patterns at high-speed market rates Language and the rapid • Speed the development and deployment of their integration capabilities of surveillance applications. Sybase CEP, gave our developers the critical SOLUTION tools to create the • Sybase CEP (Complex Event Processing) sophisticated applications RESULTS in extremely challenging schedules to meet • Creates a reliable, secure trading environment regulatory and corporate • Supports the increase in derivative market investments and needs. trading volume Abdullah Akoglu, • Delivers simplified surveillance mechanism to identify Lead Developer market abnormalities © 2012 SAP AG. All rights reserved. 24
  • 25. Just A Few of Our CEP Customers © 2012 SAP AG. All rights reserved. 25
  • 26. Thank you İletişim Bilgileri Bulut Altıntaş Teknik Danışman [email protected] +90 (0) 212 351 27 30