5 ms·

A serverless architecture for high performance financial modelling

92 points by kiyanwang 4y ago

zo1 4y ago
Personally, I'm moving more and more away from anything AWS. Too many foot guns and its just not worth it.
- game_the0ry 4y ago
  I found migrating to AWS serverless and managed services to not be so bad - that approach has some merit, especially when it comes to minimizing admin overhead. Could you elaborate on your experience?
  - ignoramous 4y ago
    OP said "personally", and I feel what they mean is, for an individual developer or a small tech shop, AWS makes for a less enticing proposition. I concur. As for me, several reasons: 1. Novelty: It is no longer cool, shiny, hip. 2. Paradox of choice: Just too many things. Though, I prefer AWS Lightsail and do use its services. 3. DevEx: Prefer easier tooling and simpler billing. 4. Realisation: Boring tech works: https://archive.is/sXPN9 https://archive.is/sXPN9 (https://twitter.com/jeanqasaur/status/1455589141299675139 https://twitter.com/jeanqasaur/status/1455589141299675139)
    - ldoughty 4y ago
      I really think it comes down to what you already know, and what you want to do. Sure, I can run my personal website on a Pi, but then I have to do the hoops to try and serve it off port 80/443 since my ISP blocks it. I could spend an extra $100/month for business class, but why do that if I can get a $5 VM on lightsail that can host half a dozen small WordPress sites and a DB.. And I know S3 and CloudFront, so I can cut the costs lower and serve the static page for pennies... I'd pay AWS $0.10/month to avoid the hassles of my ISP and Dynamic DNS..
      - PaywallBuster 4y ago
        plot twist: Static website hosted in Netlify, Github/Gitlab pages or Cloudflare. No point using AWS - 1000 pound gorilla with dozens of services and features PLUS _unbounded_ billing - if you have only a basic use case such as static page
        messe 4y ago
        > PLUS _unbounded_ billing Disclaimer: I work at AWS, but not involved in billing. The below is my personal experience having dealt with AWS outside of my current role there. I agree its not worth it if you're just hosting a static page, but if you're using it for other development it can be worthwhile. (I have to admit that Cloudflare/R2 is looking promising for static hosting, although workers seem a bit more limited than lambda. Definitely an interesting ecosystem to keep an eye on) Even thought it has unbounded billing, in the case of mistakes or unexpected surges, they're often willing to assist and even nix charges. Ultimately, they'd rather you continue using the service and pay future bills than have you quit while they try to collect on a bill you can't pay. On my personal account, I have billing alerts configured low, and its billed via SEPA from a separate bank account that I use just for cloud providers (N26 makes it easy to configure a separate account with a distinct IBAN). In the unlikely event goes over the amount I have in that account, it'll fail to charge me and I can look into disputing the charges.
        PaywallBuster 4y ago
        I'm sure billing is not a problem 99% of times but if aws support decides not to help, or won't clear as much as expected you'd have a credit to AWS which they could possibly try to collect by other means besides direct debit, such as debt collection
    - willsmith72 4y ago
      Aren't #1 and #4 at odds? I like that these days it's not cool and hip, which means kind of akin to something like Spring Boot, everything's been done before and there's way less custom fiddling. The paradox of choice doesn't apply here, you don't have to choose between every service offered. You can pick the one or few that work for you and reuse, reuse, reuse. I find it great for small operations; free tiers for really tiny projects, and the choice of managed services for a higher fee but way less maintenance - especially handy for small businesses who don't have the people to be worrying about architecture every day.
      - ignoramous 4y ago
        > Aren't #1 and #4 at odds? They are at odds (but I allow myself to use a few shiny, new things that I like [0]), but they are also part of the reason I don't use AWS. > The paradox of choice doesn't apply here, you don't have to choose between every service offered. Well: https://nitter.net/QuinnyPig/status/1504118950019284995 https://nitter.net/QuinnyPig/status/1504118950019284995 [0] https://news.ycombinator.com/item?id=9291215 https://news.ycombinator.com/item?id=9291215
- francis-io 4y ago
  Yea, as I get better educated and more experienced at my job, I'm thinking more and more that the lessons of the past 5-10 years are less "serverless is the future" an more "the real gains are things like immutability for deployments and reproducibility". As a general rule, I try to reduce as many "moving parts" as possible.
- fibonacc 4y ago
  You don't really need AWS for personal weekend type of projects or small startups but for large companies, they seem to be accelerating their dependence on AWS and its not a bad thing imho, it means a standard is emerging and companies are voting with their money. kubernetes on the other hand....think will be replaced by fargate/ecs, I still struggle to know why startups with a dozen container services need kubernetes. Not having opinionated standard creates so much complexity with endless amount of configurations.
  - cheriot 4y ago
    AWS: proprietary APIs implemented by one vendor K8S: many vendors collaborating on a API they all implement I'd call kubernetes the emerging standard.
  - gfarah 4y ago
    Companies (even small startups) working in regulated spaces can benefit from using the public cloud for the compliance aspect. More than once I've had a regulator ask me for X or Y security certifications, very easy to point to the list that ECS has, much harder to do if running on IaaS or in bare metal.
    - fibonacc 4y ago
      exactly, yes you have to pay the piper but there are real contractual liability shift away from the operator by going with aws
pdhborges 4y ago
> While it would certainly have been possible to lift and shift this workload to EC2 Unfortunately I think that the article doesn't make a good case of why this was discarded right off the bat. In particular it is not clear why this wasn't a lift and shift with the NAS storage replaced by S3 and Celery workers placed under an autoscale policy. Looking at the conclusions the first two are consequences of having on demand compute power while the third one is just surpring (was 70% of the code dedicated to celery infrastructure?).
- diroussel 4y ago
  I suppose the authors assumed the reader is familiar with the benefits of the serverless model. When running functions as a service, you don't have to administer the OS, you just request the computation, provide an input event, and wait for the results to be computed. If you use EC2 you need to handle the work submission, the scaling and registration of the workers, and the security and life-cycle of the OS yourself. It seems to me they didn't get all the benefits of serverless, because they had to write thier own custom workload management code. But probably it would still be simpler than managing the workload across thousands of EC2 instances.
  - arinlen 4y ago
    > When running functions as a service, you don't have to administer the OS, you just request the computation, provide an input event, and wait for the results to be computed. You don't have to administer any OS when you run them with a container orchestration system as a short-lived job. It's also perplexing how suddenly "managing an OS" is depicted as such a blocker, specially in a time when treating servers as cattle is the norm.
    - diroussel 4y ago
      Yes that’s what serverless is. It’s running compute jobs via a scheduling layer. That’s all it is.
      - 4y ago
rshm 4y ago
Does anyone know the equivalent of lambda without the 15 mins restriction. Firecracker would fit the bill if it didn't have the bare metal requirements.
- by_the_bay 4y ago
  Yep you’re looking for https://aws.amazon.com/fargate/ https://aws.amazon.com/fargate/
  - fibonacc 4y ago
    The problem with Fargate is the cold startup time and lack of support for GPUs. It's also quite new and there's all sorts of issues with it but hopefully will get resolved. I think ECS is a better fit if you require GPU or you can do with not scaling to zero. Obviously once Fargate catches up and polishes its kinks it would stand on its own but given the way Cognito is, I have very little faith that things will improve quickly (theres an open ticket in cognito that is over 3 years old).
    - maxbond 4y ago
      Cold start would be just as much of a problem on lambda, no? Which is to say, it would or wouldn't be a problem depending on your needs modulo language/runtime choice. If we expect to compute for >15 minutes, cold start is probably not a big deal.
      - fibonacc 4y ago
        you get 0.5~1+ second delay when you use containers in lambda, think its worse on Fargate unless somebody can update with real data here recently. if you dont use containers in lambda, its super fast unless you start using C#/Java
- PaywallBuster 4y ago
  maybe Google App Engine or AWS Beanstalk unless you're ok to build your own docker images, then fargate already mentioned should be good

92 points by kiyanwang 4y ago

zo1 4y ago

Personally, I'm moving more and more away from anything AWS. Too many foot guns and its just not worth it.

game_the0ry 4y ago
I found migrating to AWS serverless and managed services to not be so bad - that approach has some merit, especially when it comes to minimizing admin overhead. Could you elaborate on your experience?
- ignoramous 4y ago
  OP said "personally", and I feel what they mean is, for an individual developer or a small tech shop, AWS makes for a less enticing proposition. I concur. As for me, several reasons: 1. Novelty: It is no longer cool, shiny, hip. 2. Paradox of choice: Just too many things. Though, I prefer AWS Lightsail and do use its services. 3. DevEx: Prefer easier tooling and simpler billing. 4. Realisation: Boring tech works: https://archive.is/sXPN9 https://archive.is/sXPN9 (https://twitter.com/jeanqasaur/status/1455589141299675139 https://twitter.com/jeanqasaur/status/1455589141299675139)
  - ldoughty 4y ago
    I really think it comes down to what you already know, and what you want to do. Sure, I can run my personal website on a Pi, but then I have to do the hoops to try and serve it off port 80/443 since my ISP blocks it. I could spend an extra $100/month for business class, but why do that if I can get a $5 VM on lightsail that can host half a dozen small WordPress sites and a DB.. And I know S3 and CloudFront, so I can cut the costs lower and serve the static page for pennies... I'd pay AWS $0.10/month to avoid the hassles of my ISP and Dynamic DNS..
    - PaywallBuster 4y ago
      plot twist: Static website hosted in Netlify, Github/Gitlab pages or Cloudflare. No point using AWS - 1000 pound gorilla with dozens of services and features PLUS _unbounded_ billing - if you have only a basic use case such as static page
      - messe 4y ago
        > PLUS _unbounded_ billing Disclaimer: I work at AWS, but not involved in billing. The below is my personal experience having dealt with AWS outside of my current role there. I agree its not worth it if you're just hosting a static page, but if you're using it for other development it can be worthwhile. (I have to admit that Cloudflare/R2 is looking promising for static hosting, although workers seem a bit more limited than lambda. Definitely an interesting ecosystem to keep an eye on) Even thought it has unbounded billing, in the case of mistakes or unexpected surges, they're often willing to assist and even nix charges. Ultimately, they'd rather you continue using the service and pay future bills than have you quit while they try to collect on a bill you can't pay. On my personal account, I have billing alerts configured low, and its billed via SEPA from a separate bank account that I use just for cloud providers (N26 makes it easy to configure a separate account with a distinct IBAN). In the unlikely event goes over the amount I have in that account, it'll fail to charge me and I can look into disputing the charges.
        PaywallBuster 4y ago
        I'm sure billing is not a problem 99% of times but if aws support decides not to help, or won't clear as much as expected you'd have a credit to AWS which they could possibly try to collect by other means besides direct debit, such as debt collection
  - willsmith72 4y ago
    Aren't #1 and #4 at odds? I like that these days it's not cool and hip, which means kind of akin to something like Spring Boot, everything's been done before and there's way less custom fiddling. The paradox of choice doesn't apply here, you don't have to choose between every service offered. You can pick the one or few that work for you and reuse, reuse, reuse. I find it great for small operations; free tiers for really tiny projects, and the choice of managed services for a higher fee but way less maintenance - especially handy for small businesses who don't have the people to be worrying about architecture every day.
    - ignoramous 4y ago
      > Aren't #1 and #4 at odds? They are at odds (but I allow myself to use a few shiny, new things that I like [0]), but they are also part of the reason I don't use AWS. > The paradox of choice doesn't apply here, you don't have to choose between every service offered. Well: https://nitter.net/QuinnyPig/status/1504118950019284995 https://nitter.net/QuinnyPig/status/1504118950019284995 [0] https://news.ycombinator.com/item?id=9291215 https://news.ycombinator.com/item?id=9291215
francis-io 4y ago
Yea, as I get better educated and more experienced at my job, I'm thinking more and more that the lessons of the past 5-10 years are less "serverless is the future" an more "the real gains are things like immutability for deployments and reproducibility". As a general rule, I try to reduce as many "moving parts" as possible.
fibonacc 4y ago
You don't really need AWS for personal weekend type of projects or small startups but for large companies, they seem to be accelerating their dependence on AWS and its not a bad thing imho, it means a standard is emerging and companies are voting with their money. kubernetes on the other hand....think will be replaced by fargate/ecs, I still struggle to know why startups with a dozen container services need kubernetes. Not having opinionated standard creates so much complexity with endless amount of configurations.
- cheriot 4y ago
  AWS: proprietary APIs implemented by one vendor K8S: many vendors collaborating on a API they all implement I'd call kubernetes the emerging standard.
- gfarah 4y ago
  Companies (even small startups) working in regulated spaces can benefit from using the public cloud for the compliance aspect. More than once I've had a regulator ask me for X or Y security certifications, very easy to point to the list that ECS has, much harder to do if running on IaaS or in bare metal.
  - fibonacc 4y ago
    exactly, yes you have to pay the piper but there are real contractual liability shift away from the operator by going with aws

pdhborges 4y ago

> While it would certainly have been possible to lift and shift this workload to EC2 Unfortunately I think that the article doesn't make a good case of why this was discarded right off the bat. In particular it is not clear why this wasn't a lift and shift with the NAS storage replaced by S3 and Celery workers placed under an autoscale policy. Looking at the conclusions the first two are consequences of having on demand compute power while the third one is just surpring (was 70% of the code dedicated to celery infrastructure?).

diroussel 4y ago
I suppose the authors assumed the reader is familiar with the benefits of the serverless model. When running functions as a service, you don't have to administer the OS, you just request the computation, provide an input event, and wait for the results to be computed. If you use EC2 you need to handle the work submission, the scaling and registration of the workers, and the security and life-cycle of the OS yourself. It seems to me they didn't get all the benefits of serverless, because they had to write thier own custom workload management code. But probably it would still be simpler than managing the workload across thousands of EC2 instances.
- arinlen 4y ago
  > When running functions as a service, you don't have to administer the OS, you just request the computation, provide an input event, and wait for the results to be computed. You don't have to administer any OS when you run them with a container orchestration system as a short-lived job. It's also perplexing how suddenly "managing an OS" is depicted as such a blocker, specially in a time when treating servers as cattle is the norm.
  - diroussel 4y ago
    Yes that’s what serverless is. It’s running compute jobs via a scheduling layer. That’s all it is.
    - 4y ago

rshm 4y ago

Does anyone know the equivalent of lambda without the 15 mins restriction. Firecracker would fit the bill if it didn't have the bare metal requirements.

by_the_bay 4y ago
Yep you’re looking for https://aws.amazon.com/fargate/ https://aws.amazon.com/fargate/
- fibonacc 4y ago
  The problem with Fargate is the cold startup time and lack of support for GPUs. It's also quite new and there's all sorts of issues with it but hopefully will get resolved. I think ECS is a better fit if you require GPU or you can do with not scaling to zero. Obviously once Fargate catches up and polishes its kinks it would stand on its own but given the way Cognito is, I have very little faith that things will improve quickly (theres an open ticket in cognito that is over 3 years old).
  - maxbond 4y ago
    Cold start would be just as much of a problem on lambda, no? Which is to say, it would or wouldn't be a problem depending on your needs modulo language/runtime choice. If we expect to compute for >15 minutes, cold start is probably not a big deal.
    - fibonacc 4y ago
      you get 0.5~1+ second delay when you use containers in lambda, think its worse on Fargate unless somebody can update with real data here recently. if you dont use containers in lambda, its super fast unless you start using C#/Java
PaywallBuster 4y ago
maybe Google App Engine or AWS Beanstalk unless you're ok to build your own docker images, then fargate already mentioned should be good