Fsion - 0. Introduction

Fsion is an EAVT (Entity, Attribute, Value, Time) time-series database for F#.

The main idea is by storing value updates as compressed data series, an embedded in memory bitemporal database can be created that is orders of magnitude smaller and faster than traditional database solutions. A functional in memory database can also be made more type-safe with a simpler API. Other key ideas can be found here.

Fsion has been designed with the finance domain in mind but could be equally applicable to domains that requires a degree of time-series, historic query or audit functionality.

This series of blogs and the repo have been submitted for the Applied F# Challenge in the category of F# in your domain (finance).

The following sections outline the main Fsion components.

SetSlim and MapSlim

SetSlim.fs / SetSlimTests.fs / MapSlim.fs / MapSlimTests.fs

SetSlim<T> and MapSlim<K,V> are low memory, high performance replacements for the mutable collections HashSet<T> and Dictionary<K,V>. A previous post covers their design and ~50% performance improvement.

An important additional feature of these collections is that they do not need to be locked for read while updates are being applied. This combined with IO will hopefully result in a completely lock-free multi-threaded read model for Fsion.

DataSeries

DataSeries.fs / DataSeriesTests.fs

DataSeries is an immutable collection representing an ordered table of Reporting Date, Transaction Id and int64 encoded Values with the latest values at the top. This forms a bitemporal representation of each value in the database.

The next post Fsion - 1. Size demonstrates the compression that can be achieved using this data structure.

DateSeries also naturally support sets with add and remove operations. This is much easier than managing foreign keys sets in traditional databases and will come in handy when automatic indexes are added.

Transactor

Transactor.fs / TransactorTests.fs

The Transactor is responsible for making concurrent transactions consistent before persisting and notifying subscribed Selectors.

Transactions are created from a Selector Store with any new Entity Ids and Transaction Id following on from the Stores Ids. The Transactor if necessary (due to concurrent transactions) corrects these. Any corrected transactions have transaction_based_on set to the original Transaction Id. Other processes would need to resolve data conflicts based on required business logic.

Transactions are themselves first class Entities in the database so any context data such as time, user, process or source can be added.

Selector

Selector.fs / SelectorTests.fs

Selector is responsible for applying Transactions to a Store, saving and loading a snapshot and has an API for selecting data.

The Selector takes the Transaction Id in all API functions and can be performed at any past Transaction Id. The same results will be returned for the same parameters any time in the future. This means Selection API calls are pure.

Transaction Id represents a consistent point in time. Long running processes can make several calls using the same Transaction Id. Consistency of data in database or cache system design is often overlooked.

View

WIP

Views are functions that can be passed to the Selector API to make selection easier and more type-safe.

Store -> Tx -> Entity -> Result<T,ValidationErrors>

They can be thought of as both the schema definition (when run with an empty store) and validation function. Multiple views can be defined for the same Entity Type for different areas of the business logic.

Why F#

Conclusion

Traditional databases are not efficient as highly normalised stores with full history. A compressed in memory store is smaller, faster and offers simpler functionality with no 'mapping'.

The design is flexible and can scale with the Transactor and Selector as separate processes. The Selector Store can be based on FASTER if the size of the database when compressed is larger than memory. Multiple Selector Stores can be run and filtered as a cache on the client.

The project continues to be work in progress. Next steps are to make the API as type-safe as possible in terms of Attributes, Transactions and Selection with schema being defined in code. Work will also be done to make sure the API is resilient and performance optimised. The roadmap can be found here.

Ultimately the aim is to provide a functional fully type-safe database and cache functionality with a set of best practice meta data driven satellite projects.

Next, we will look at database size in Fsion - 1. Size.