What's the best way to update the state manually in Apache Flink?

3
votes

I'm using Apache Flink in a stock market project to calculate the current price change. The formula is 

 price_change = (current_price - previous_close_price) / previous_close_price

previous_close_price is a security's closing price on the preceding day of trading. Everyday before the market opens, I need to update previous_close_price.

Now I've come up with several solutions but I don't know which one is the best.

  1. Store previous_close_price in redis and fetch the price in every calculation. It's easy and flexible to update the price but this solution could kill the performance.

  2. Set the TTL of state to 1 day. Get the new state when the old state is expired. But it's not flexible as the TTL is hardcoded.

  3. Broadcast State Pattern. I'm not sure if this solution works.

  4. Send a special message to flink. When flink receives the message, it updates the previous_close_price.

Any suggestions are appreicated.

1
javaapache-flinkflink-streaming

1 Answers

4
votes

I suggest a variant on #4:

Have two sources, one used only for the closing prices, and the other for the stream of trades. Key both streams by the security, and connect them with a CoProcessFunction. Store the previous_close_price in keyed state, within the CoProcessFunction.

Every day, before the market opens, stream in the updated closing prices.

This could be done with a RichCoFlatMap, but I'm suggesting a CoProcessFunction because you might want to use a side output to report errors (e.g. securities where the previous_close_price is missing).

As for the other approaches:

  1. I don't see any advantage to keeping the previous_close_price data in an external data store.
  2. I don't think this works very well. There's no hook available for triggering the loading of the new data, and moreover, the state will only be cleared when it's accessed.
  3. This doesn't feel like a good use case for broadcast state, unless there's a need for everyone in the cluster to know the closing prices for all securities.