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Building Pinterest Realtime Ads
Platform Using Kafka Streams
Liquan Pei, Boyang Chen
Kafka Summit SF 2018
Liquan Pei
liquanpei@pinterest.com
Boyang Chen
bychen@pinterest.com
Visual Discovery Engine
250M MAU
100B Pins created by people
10B Recommendations per day
A great platform for ads
Building Pinterest Real-Time Ads Platform Using Kafka Streams
Ads Platform
Ads Platform
● A recommendation system
○ Machine learning models
● More than a recommendation system
○ Budgeting
○ New Ads Exploration
Ads Platform
Ads Platform
Budgeting
Budgeting
Stream-Stream Windowed Join
Joiner Topology
Insertion
store
Action
store
ad_insertion user_action
Join status
Joiner Algorithm
Join
Status
1
Join
Status
Action
Store
4
Join
Status
2
Join
Status
Action
Store
3
Join
Join
Status
Action
Store
5
Insertion
Store
Joiner Algorithm
Join
Status 1
Join
Status
2
Join
Status
3
Insertion
Store
Join
4
Join
Status
Insertion
Store
Join
Status
Action
Store
5
Insertion
Store
Realtime Spend Joiner
● Large state: TB data.
○ 24-hour join window
● Window store operations
○ Put/Get
○ Commit
● Requirements
○ Sub second latency
○ Fast recovery
○ Fast scale up/down
● num.rolling.segments = number of RocksDB instances.
● A RocksDB is dropped when expired.
Window Store Internal
Window Store Operations
● Read/write performance
○ Use point query for fast lookup
■ fetch(key, timeFrom, timeTo);
■ fetch(key, windowStartTime); [ >=Kafka 2.0.0 ]
○ Increase block cache size
○ Reduce action state store size
How to achieve sub-second latency?
Window Store Operations
● Each commit triggers RocksDB flush to ensure data is persistent on disk.
● Each RocksDB flush creates SST.
● Accumulated number of SST files will trigger compaction.
● Tune commit.interval.ms.
Kafka Streams Commit
Fast recovery
● State rebalance
Fast recovery
● Rolling restart could trigger multiple rebalances.
● State shuffling is expensive.
Approaches:
● Recover faster:
○ increase max.poll.records for restore consumer (KIP-276)
○ RocksDB window store batch recovery (KAFKA-7023)
● Single rebalance:
○ Wait for all members to be ready = increase session.timeout.ms.
○ Restore faster: static membership (KIP-345)
Fast scale down/up
● Save state in remote storage.
○ S3
○ HDFS
Budgeting
Windowed Aggregation
Aggregator
● Utilize Stream DSL API
● Requirements
○ End to end sub second latency. User action to ads serving.
○ Thousands of ads serving machines needs to consume this data.
Output to a compacted topic
Cons:
○ High fanout, broker saturation.
○ Replay could be long.
Pros:
○ Fast correction.
○ Logic simplicity.
Cons:
○ Event based: no way to reset.
○ Time based: expensive batch
operation.
Pros:
○ Very small volume.
○ Logic consolidation.
Output to a signal topic
Streaming in budget change
Pros:
○ Unblock signal reset without
batch update.
Cons:
○ Consistency guarantee.
○ Strong ordering guarantee.
Budgeting Summary
● Low level metrics are critical, especially storage layer.
● Large state shuffling is bad.
● Compacted topic as partitioned key-value store.
● Unified solution for serving stream output.
New Ads Exploration
● A new ad is created, however, the Ads Platform doesn’t know about the user
engagement with this ad on different surfaces.
● The faster the Ads Platform knows about the performance of the newly
created ad, the better value we provide to the user.
● Balance between exploiting good ads and exploring new ads.
● Solution: Add a boosting factor to new ads to increase the probability of
winning auction.
New Ads Exploration
New Ads Exploration
● Need to compute <ad id, past X day impressions>.
● The result published to S3 for serving.
● Backfilling is needed.
○ Exactly same logic as the normal processing.
Backfilling
Backfilling
Backfilling
Stream Processing Patterns
Streaming Processing Patterns
Stream Processing Patterns
Stream Platform
● Usability
○ User should only focus on business logic.
○ Support for more state store backends.
○ Type system for easier code sharing.
● Scalability
○ Applications should be able to handle more QPS with more machines.
● Fault Tolerance
○ Application should recover within X minutes.
○ Application should support code and state rollback.
● Developer Velocity
○ The platform should provide standard ways of backfilling.
● Debuggability
○ The platform should provide standard ways of exposing debug information to be queryable.
Contributions
● KIP-91 Adding delivery.timeout.ms to Kafka producer.
● KIP-245 Replace StreamsConfig with Properties
● KIP-276 Add config prefix for different consumers
● KIP-300 (ongoing) Add windowed KTable API
● KIP-345 (ongoing) Reduce consumer rebalances through static membership
● KAFKA-6896 Export producer and consumer metrics in Kafka Streams
● KAFKA-7023 Move prepareForBulkLoad() call after customized RocksDBConfigSetter
● KAFKA-7103 Use bulkloading for RocksDBSegmentedBytesStore during init
● RocksDB Metrics Lib
Acknowledgements
Guozhang and Matthias from Confluent
Yu Yang, Zack Drach and Shawn Nguyen from Pinterest
The Ads Realtime Team
Citations
● Search ads on Pinterest: https://business.pinterest.com/en/blog/introducing-
search-ads-on-pinterest
● Ads demo: https://bn.co/pinterest-promoted-pin-campaign/
● Strencils source: https://stenciltown.omnigroup.com/categories/all/
● RocksDB tuning: https://github.com/facebook/rocksdb/wiki/RocksDB-Tuning-
Guide
● “Compact, delete” topic:https://issues.apache.org/jira/browse/KAFKA-4015
● Monitoring your Kafka Streams Application:
https://docs.confluent.io/current/streams/monitoring.html
● Join Support in Kafka streams:
https://docs.confluent.io/current/streams/developer-guide/dsl-
api.html#streams-developer-guide-dsl-joins

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