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I used to work in a managed investment department of a large investing company in midwest. We used MongoDB as a single source of truth for daily market analysis

I used to work in a managed investment department of a large investing company in midwest. We used MongoDB as a single source of truth for daily market analysis data. We used C# .NET Core. I loved working with mongo, although it gets slow overtime but it was enjoyable. One thing I really hated was the C# driver. I just hated it. It fails translating complex LINQ expressions into mongo query and its BSON implementation is extremely slow. We literally wrote the data-access-layer in python wrapped it as an API and we got a 10x speed boost. Eventually, we replaced it with Postgres and utilized its JSON columns, and retired MongoDB. Good memories learning its query syntax and investigating where the slowness was coming from.

tandr 6y ago
- Why did you move to Postgres? - What was perf impact/improvement after moving to Postgres? Thank you in advance!
- amir734jj 6y ago
  "Relational" databases are much cheaper comparing to MongoDB atlas.I mean $50k per month cheaper. Also AWS documentdb doesnt natively support 128 bit decimal ... The performance boost was at least 10x and even more with complex LINQ queries all thanks to entity framework. At that job, we did a lot of risk analysis, bucketing bonds and creating a composites. Entity framework core and it's LINQ to SQL was a key in performance boost. Not to mention entity framework provides multiple layers cache which we used as our risk analysis algorithms were basically custom version of bin-packing ...
  - tandr 6y ago
    Thank you very much for sharing this. Our experience was about the same - both cost- and perf-wise. It just that our perf boost number was order of magnitude bigger on some tasks :).
mola 6y ago
So what did you enjoy?
- amir734jj 6y ago
  I enjoyed debugging mongo db C# driver, sending patches for performance boost and better LINQ to query feature. Debugging expression trees in C# peaked my interest and now I am a third year PhD student in compilers.
  - mola 6y ago
    Oh that's really cool :)

tandr 6y ago

- Why did you move to Postgres? - What was perf impact/improvement after moving to Postgres? Thank you in advance!

amir734jj 6y ago
"Relational" databases are much cheaper comparing to MongoDB atlas.I mean $50k per month cheaper. Also AWS documentdb doesnt natively support 128 bit decimal ... The performance boost was at least 10x and even more with complex LINQ queries all thanks to entity framework. At that job, we did a lot of risk analysis, bucketing bonds and creating a composites. Entity framework core and it's LINQ to SQL was a key in performance boost. Not to mention entity framework provides multiple layers cache which we used as our risk analysis algorithms were basically custom version of bin-packing ...
- tandr 6y ago
  Thank you very much for sharing this. Our experience was about the same - both cost- and perf-wise. It just that our perf boost number was order of magnitude bigger on some tasks :).

mola 6y ago

So what did you enjoy?

amir734jj 6y ago
I enjoyed debugging mongo db C# driver, sending patches for performance boost and better LINQ to query feature. Debugging expression trees in C# peaked my interest and now I am a third year PhD student in compilers.
- mola 6y ago
  Oh that's really cool :)