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Asset management
Need to support one or more of:
Algorithmic trading • High volume
Financial Services
• Continuous streaming
Transportation &
Logistics
Telecommunications &
• Sub-millisecond
Services latency
‘Negative Working
Manufacturing
• Disparate sources Capital’ inventory
management
Insurance
• Time window processing
Public Sector & Military
• Intrusion detection systems • Complex pattern matching
• Military asset allocation
Reponses to calamities –
earthquake, flooding
Oracle EDA Suite
Complete Suite for Industrial Event Processing
BAM CEP
REAL-TIME Alerts
Business Monitoring
VISIBILITY
&
PROCESSING Business Event Feeds
Rules Data Streams
Java-based Event
Oracle Service Bus Server
ROUTING &
DATA Routing Transform
SERVICES
Mediation
Adapters
CONNECTIVITY Socket DB File JMS Industry Specific
Coherence Cache
Messaging J2EE Application Server JRockit VM & RT
(Oracle AS, WebLogic, WebSphere, JBoss)
EDA Core: A Complex Event Processor
Process Static Data, Events, and Streams
Streams
BA BOEING D 77.575 800 20080305 10:03:02:78
CAT
DO
CATERPILLAR
DUPONT
D
D
22.5
41.575
600
3000
20080305 10:03:03:46
20080305 10:03:04:12
systems
AA ALCOA INC D 20.125 1000 20080305 10:03:01:55
Processor
Rule Listener
Query - POJO
Processor
Event Source Adapter Rule
Processor Query
Query
Query
Processor Processor
Rule Listener
Rule
Query Query - ALSB
Query
Query
What Is Complex Event Processing?
In-Memory, Continuous Queries
Event Processing Output
Filtering CAT
DO
CATERPILLAR
DUPONT
D
D
22.5
41.575
600
3000
20080305 10:03:03:46
20080305 10:03:04:12
New stream filtered for specific criteria, AA ALCOA INC D 20.125 1000 20080305 10:03:01:55
minutes
1 9 12 19
Common Concepts
minutes
1 9 12 19
Pattern Matching
Defined as regular
expressions
Pattern Matching Example
Stock Trading “W” Pattern
Z
Y
W
X
days
1 9 12 19
SELECT FIRST(x.time), LAST(z.time)
FROM ticker MATCH_RECOGNIZE (ONE ROW PER MATCH PARTITION BY name
PATTERN (X+ Y+ W+ Z+)
DEFINE X AS (price < PREV(price))
Y AS (price > PREV(price))
W AS (price < PREV(price))
Z AS (price > PREV(price)))
EDA Foundation: A Specialized Server for CEP
Low Latency, Extreme High Throughput, and Java-based
80
70
60
Average Latency
(m icroseconds)
50
40
30
20
10
0
0 200000 400000 600000 800000 1000000 1200000
Injection Rate (events/second)
Event
Core
Core Infrastructure
Event
Event Infrastructure
Infrastructure Event Processing infrastructure
CEP Engine
Latency Analyzer
Oracle Event
Stream
Stream Stream Event
Complex
Complex Event Real
RealTime
Real Time
Time
Management
ManagementProcessor
Processing
Processor Kernel
Kernel
Kernel Event Processing programming constructs and
services
Extended Event Infrastructure Time-critical streaming
Eclipse-based tooling
Foundation Services
Foundation Services
Plugins for EDA Application Development
Coherence
Config/ Config/ Logging &
Security Logging
Data
AdminCache Admin Administration Multiple-choice JVM
JRockit or WebLogic Real Time
JRockit – Real Time/ Real Time - DGC Unique JVM Tools
Select New Features Delivered in Oracle CEP 10.3
• Instantaneous In-Memory Data Manipulation
• Programmatic access to local caches
• Pre-built integration with Coherence cache for distributed caching
• Integrate cache with EPN components
• Enterprise Server Topology High Availability
• Managed Oracle CEP Cluster
• Web2.0 Web Client push-based infrastructure
• Event server components can subscribe to and publish to channels,
send and receive asynchronous messages over HTTP
• Historical Event Management
• Persist Events, Record/Playback Event activity
• Next Generation Eclipse-based EDA tooling
• Visual EPL and EPN Editing
• Visualizer for Event Data and application Monitoring
Oracle CEP Server Architecture
MODULES
Event Processor Applications
Service Framework
(Spring DM)
Module Framework
( OSGi)
• Event-driven components
• Adapter
• Event source– JMS, File,
Socket, etc.
• Complex Event Processor
• Stream
• Continuous Query Language
• Sink
• Complex event output– POJO
listener, JMS, etc.
• Event types
• Event objects are instances of
event types
• Implemented as Beans, Maps,
or ‘Tuples’
Eclipse plug-ins extend WTP, support OSGI
development
Oracle CEP Visualizer
Simplified Administration and Deployment Management,
Oracle CEP Visualizer
Advanced EDA Event Processing Network Performance Tuning
Oracle CEP Visualizer
Dynamic Event Processing Language Injection
CEP Performance Enhanced by JRockit
JRockit Real-Time Provides High Throughput, Low Latency JVM
250000
200000
SPECjbb2005 bops
150000
Sun JVM
JRockit JVM
100000
50000
0
2P Opteron 2220 4P Opteron 885 2P Intel X5355
JRockit Real Time Mission Control
Streams
CEP BAM
event
n s
e latio c V iew
rr s lyti
Co dow a
Applications
win An BAM Dashboards
rn
event a tte ing
P tch
Ma oss n
Databases acr me els e p tio
c
- ti ann Ex rts
event - ch Ae
l
xt t BAM Alerts
onte hmen
C ric d
BPM Processes En g rate
e
Int tions
A c
BPEL Processes
JMS
Messaging
close loop
Oracle Business Activity Monitoring
Event Correlation for Business Users
• Action Framework
• Business users can access web services integration for actions directly from their
dashboards/alerts
• Scalability
• Supports thousands of events per second and hundreds of users on a 4x4 box
Market Validation of Oracle CEP: Awards
The first time a CEP category has been defined and the first
time this award has been given in the Financial Services
Industry
Market Validation of Oracle CEP: Customer
Testimonials
http://finance.yahoo.com/news/Oracle-Unveils-New-prnews-13604303.html
Event-Driven Architecture Customers
Select Customer List
Finance/ Banking Telecom High Tech
FXall
• Oi
• Largest Brazilian telecommunications company
• Monitor payment processing in real-time with Oracle BAM
• Large throughput with 30,000 event updates per minute
• Australian Vintage
• Second largest vineyard owner and manager in Australia
• Monitor order fulfillment process in real-time with Oracle BAM
• Oracle BAM was the first component in a SOA implementation
• Tradeweb
• Over 2,000 buy-side institutions use for fixed income and derviatives services
• Manage Indication of Interest communications with Oracle CEP/ Event Server
• Process feeds from 200 per second to over 100,000 per second with latencies of under
10 milliseconds
• FXAll
• Leading provider of automated trading and workflow solutions for foreign exchange and
treasury products
• Provide real-time VWAP service to customers with Oracle CEP/ Event Server
Real World Oracle CEP Deployment
Tradeweb
Tradeweb is a leader in the over-the-counter multi-asset class online
marketplace and a pioneer in the development of pre-trade liquidity
discovery, electronic trading and trade processing. In 2008, strategic
partnership between Thompson and 10 leading global broker dealers
Requirements
• When brokers send out IOIs (Indication Of Interest) identify who may
try to take advantage of that information and attempt engaging in
arbitrage, to the detriment of the originating broker and restrict
accordingly.
• Monitor the Thompson orders feed
• Identify what parties are interested in an IOI for a particular security
• Respond by routing the IOI to only specific parties
• Feed Through-put, Performance
• Filter feed at rate over 100,000/Sec to 200/sec for large IOI’s,
latencies < 10ms
Deployment
• Event Server: IBM 335s with 2 Xeons at 2.8 GHz and 4 GB RAM,
running 32-bit RedHat ES 4.0
Smart IOI
Oracle CEP
Order Message Feed Distributed
Processing
Cache
• Event Processing Application Server
• Business Logic Manager
Application Server
Message Server
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