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Connecting to a Database

This section explains how to connect to a natively supported Database.

Overall Sequence

To connect to a remote Database using DirectQuery you need to complete these steps:

Configure your remote Database in Atoti FRTB's expected Database format
Set the Atoti FRTB configuration properties
Deploy Atoti FRTB in Horizontal Distribution

Database Schema

Your remote Database must be configured in the same format as Atoti FRTB's in-memory datastores. This means the same Tables and Field Types will need to be replicated. You can do this by defining the Tables as outlined in the Database documentation or by exposing Views on your Database in the same expected Database format.

note

All of the Database Tables must be present either as actual Tables or Views on your connected Database.

Required DirectQuery Properties

The following properties must be configured to get started with DirectQuery.

Maven Profile

The frtb-directquery module is not included in the classpath by default. You will need to enable the direct-query Maven Profile to add the frtb-directquery module into the classpath. This will need to be completed when building the JAR file.

Disable Unsupported IMA Cubes

For this preview implementation, only SA is supported when running with DirectQuery. To disable IMA, add the following property either to the frtb.properties file or as a command-line argument with the prefix -D as shown:

application.properties:

ima.drc.disable=true
ima.plat-backtesting.disable=true
ima.stress-calibration.disable=true

Command-line argument:

-Dima.drc.disable=true
-Dima.plat-backtesting.disable=true
-Dima.stress-calibration.disable=true

Database Configuration

The application.yaml file contains specific properties for enabling and connecting to a remote Database.

# Enable DirectQuery
starter:
  deployment:
    type: direct-query

# ClickHouse Database Connection Parameters
directquery:
  database:
    type: clickhouse
    clickhouse:
      username: CLICKHOUSE_USERNAME
      password: CLICKHOUSE_PASSWORD
      port: PORT
      hostName: HOST
      database: DATABASE
      schema: DATABASE_SCHEMA

The above properties populate the ClickhouseSpringProperties java class.

username

Full property name: directquery.database.clickhouse.username

The username associated with the database.

password

Full property name: directquery.database.clickhouse.password

The password associated with the username.

port

Full property name: directquery.database.clickhouse.port

The port where the ClickHouse instance is located.

hostName

Full property name: directquery.database.clickhouse.hostName

The name of the host where the ClickHouse application is running.

database

Full property name: directquery.database.clickhouse.database

The name of the ClickHouse Database.

schema

Full property name: directquery.database.clickhouse.schema

The name of the ClickHouse Schema to use.

starter:
  deployment:
    type: direct-query
# Databricks Database Connection Parameters
directquery:
  database:
    type: databricks
    databricks:
      timeTravelPolicy: DISABLED/STRICT/LAX/LIGHT
      connectionString: DATABRICKS_CONNECTION_STRING
      heavyLoadConnectionString: DATABRICKS_HEAVY_LOAD_CONNECTION_STRING
      database: DATABRICKS_DATABASE
      schema: DATABRICKS_SCHEMA

The above properties populate the DatabricksSpringProperties java class.

timeTravelPolicy

Full property name: directquery.database.databricks.timeTravelPolicy

The Time Travel Policy in Databricks allows previous versions of the data tables to be queried.

connectionString

Full property name: directquery.database.databricks.connectionString

This is the JDBC Driver connection string which points to the Databricks Database. To get Connection String Details, follow the instructions below:

Login to your Databricks workspace and go to you Databricks cluster under compute.
Click on Advanced Properties and click on the JDBC/ODBC Driver Tab.
Copy the JDBC string and replace the access token for the password.

For more details on how to find your JDBC Connection String, see the Databricks JDBC/ODBC Driver Azure Databricks documentation.

heavyLoadConnectionString

Full property name: directquery.database.databricks.heavyLoadConnectionString

The heavy load connection string is for pre-populating the aggregate providers. If no heavy load connection string is provided, then the connection string will be used by default.

database

Full property name: directquery.database.databricks.database

The Databricks Database we will be connecting to.

schema

Full property name: directquery.database.databricks.schema

The Schema within the specified Database to use. This Schema should match FRTB’s expected Database Structure either by having the same Table structure or through the use of views.

# Enable DirectQuery
starter:
  deployment:
    type: direct-query

# Microsoft SQL Database Connection Parameters
directquery:
  database:
    type: mssql
    mssql:
      username: YOUR_USERNAME
      password: YOUR_PASSWORD
      port: PORT_MSSQL_DATABASE_IS_ON
      hostName: HOST_OF_THE_MSSQL_DATABASE
      database: YOUR_DATABASE_NAME
      schema: YOUR_DATABASE_SCHEMA
      encrypt: true/false
      trustServerCertificate: true/false
      connectRetryCount: integer

The above properties populate the MSSQLSpringProperties java class.

hostName

The port of where the MSSQL database is exposed. For example, “1433”.

hostName

Hostname of where the MSSQL database is running. For example, when running locally we can specify “localhost”.

database

Full property name: directquery.database.mssql.database

The Microsoft SQL Database we will be connecting to.

schema

Full property name: directquery.database.mssql.schema

The Schema within the specified Database to use. This Schema should match Atoti FRTB’s expected Database Structure either by having the same Table structure or through the use of views.

# Enable DirectQuery
starter:
  deployment:
    type: direct-query

# Snowflake Database Connection Parameters
directquery:
  database:
    type: snowflake
    snowflake:
      connectionString: YOUR_JDBC_SNOWFLAKE_CONNECTION_STRING
      username: YOUR_USERNAME
      password: YOUR_PASSWORD
      role: ROLE_TO_USE
      warehouse: YOUR_WAREHOUSE
      database: YOUR_DATABASE
      schema: YOUR_SCHEMA

The above properties populate the SnowflakeSpringProperties java class.

connectionString

Full property name: directquery.database.snowflake.connectionString

This is the JDBC Driver connection string which points to the Snowflake Database. for details on how to find your JDBC Connection String, see the JDBC Driver Snowflake documentation.

role

Full property name: directquery.database.snowflake.role

The role you want to grant Atoti FRTB when it runs queries on the remote database.

warehouse

Full property name: directquery.database.snowflake.warehouse

The warehouse is where our queries and aggregation will take place. You can view available warehouses through the SHOW WAREHOUSES command.

database

Full property name: directquery.database.snowflake.database

The Snowflake Database we will be connecting to.

schema

Full property name: directquery.database.snowflake.schema

The Schema within the specified Database to use. This Schema should match FRTB’s expected Database Structure either by having the same Table structure or through the use of views.

Deployment Options

We provide two main options to run with DirectQuery:

Option	How to run Atoti FRTB
Operate with some data loaded in-memory and the rest available through DirectQuery	In Horizontal Distribution with in-memory Database
Run purely on DirectQuery remote data	In a Single JVM on DirectQuery only

Dates to Include Filter Configuration

Given that the data nodes are distributed by AsOfDate, no two data nodes can contain the same Partition - meaning that one AsOfDate cannot be present in another node. So to prevent any issues the directQueryDatesToIncludeFilter bean is used to set which dates to include in the DirectQuery data node.

note

This property must be provided with the same values to both data nodes.

Horizontal Distribution

In Horizontal Distribution you have access to the in-memory tools such as What-If, data updates and Sign-Off for the data loaded in-memory as well as access to a large number of historical dates.

When running in Horizontal Distribution you need to run three Nodes:

Query node
In-memory data node
DirectQuery data node

JVM With Query Node

This JVM consists of the StandardisedApproachCube query node and the CombinedCube query node.

Start the JVM by specifying the following parameters to the Atoti FRTB application, either in a .properties file or through command-line arguments (add -D before each property).

# Disable unsupported IMA cubes
ima:
  drc.disable: true 
  plat-backtesting.disable: true
  stress-calibration.disable: true

# Set Atoti FRTB to run as a query node
starter:
  deployment:
    type: query-node
    transport: netty
activeviam:
  distribution:
    gossip:
      router:
        enable: true
        port: 16484

JVM With In-Memory Data Node

This JVM consists of the in-memory data node only.

Start the JVM by specifying the following parameters to the Atoti FRTB application, either in a .properties file or through command-line arguments (add -D before each property).

# Disable unsupported IMA cubes
ima:
  drc.disable: true 
  plat-backtesting.disable: true
  stress-calibration.disable: true

# Set Atoti FRTB to run as a query node and data node
starter:
  deployment:
    type: in-memory
    transport: netty

# Use a different port than the other JVMs
server:
  port: 8081

# Use an in-memory Content Server for this JVM
content-service:
  db:
    url: jdbc:h2:mem:content_service;DB_CLOSE_DELAY=-1
    hibernate:
      hbm2ddl:
        auto: create

JVM With DirectQuery Data Node

Once the JVM with the query and in-memory data node is running, you can start a second JVM with the DirectQuery data node with the following configuration properties either in a .properties file or through command-line arguments (add -D before each property).

# Disable unsupported IMA cubes
ima:
  drc.disable: true 
  plat-backtesting.disable: true
  stress-calibration.disable: true

# Set Atoti FRTB to run as a data node and to connect to the second JVM
starter:
  deployment:
    type: direct-query
    transport: netty

# Use a different port than the other JVMs
server:
  port: 8082

# Use an in-memory Content Server for this JVM
content-service:
  db:
    url: jdbc:h2:mem:content_service;DB_CLOSE_DELAY=-1
    hibernate:
      hbm2ddl:
        auto: create

# Enable and configure the ClickHouse DirectQuery Database
directquery:
  database:
    type: clickhouse
    clickhouse:
      username: database_username
      password: database_password
      port: port
      hostName: host_name
      database: database
      schema: database_schema

# Disable unsupported IMA cubes
ima:
  drc.disable: true
  plat-backtesting.disable: true
  stress-calibration.disable: true

# Set Atoti FRTB to run as a data node and to connect to the second JVM
starter:
  deployment:
    type: direct-query
    transport: netty

# Use a different port than the other JVMs
server:
  port: 8082

# Use an in-memory Content Server for this JVM
content-service:
  db:
    url: jdbc:h2:mem:content_service;DB_CLOSE_DELAY=-1
    hibernate:
      hbm2ddl:
        auto: create

# Enable and configure the Databricks DirectQuery Database
directquery:
  database:
    type: databricks
    databricks:
      timeTravelPolicy: DISABLED/STRICT/LAX/LIGHT
      connectionString: databricks_connection_string
      heavyLoadingConnectionString: databricks_connection_string
      database: databricks_database
      schema: databricks_database_schema

# Disable unsupported IMA cubes
ima:
  drc.disable: true
  plat-backtesting.disable: true
  stress-calibration.disable: true

# Set Atoti FRTB to run as a data node and to connect to the second JVM
starter:
  deployment:
    type: direct-query
    transport: netty

# Use a different port than the other JVMs
server:
  port: 8082

# Use an in-memory Content Server for this JVM
content-service:
  db:
    url: jdbc:h2:mem:content_service;DB_CLOSE_DELAY=-1
    hibernate:
      hbm2ddl:
        auto: create

# Enable and configure the Microsoft SQL DirectQuery Database
directquery:
  database:
    type: mssql
    mssql:
      username: YOUR_USERNAME
      password: YOUR_PASSWORD
      port: PORT_MSSQL_DATABASE_IS_ON
      hostName: HOST_OF_THE_MSSQL_DATABASE
      database: YOUR_DATABASE_NAME
      schema: YOUR_DATABASE_SCHEMA
      encrypt: true/false
      trustServerCertificate: true/false
      connectRetryCount: integer

# Disable unsupported IMA cubes
ima:
  drc.disable: true
  plat-backtesting.disable: true
  stress-calibration.disable: true

# Set Atoti FRTB to run as a data node and to connect to the second JVM
starter:
  deployment:
    type: direct-query
    transport: netty

# Use a different port than the other JVMs
server:
  port: 8082

# Use an in-memory Content Server for this JVM
content-service:
  db:
    url: jdbc:h2:mem:content_service;DB_CLOSE_DELAY=-1
    hibernate:
      hbm2ddl:
        auto: create

# Enable and configure the Snowflake DirectQuery Database
directquery:
  database:
    type: snowflake
    snowflake:
      username: database_username
      password: database_password
      role: role_app_will_use
      connectionString: connection_string
      warehouse: snowflake_warehouse
      database: snowflake_database
      schema: snowflake_database_schema
      arrayAggWrapperFunctionName: specific_array_aggregation_function

Single JVM

You can run a single JVM consisting of only DirectQuery.

By running in a single JVM with DirectQuery only, you can now see the DirectQuery data in the StandardisedApproachCube.

Properties

To run the Single JVM node we will only need to configure the Database Properties and Disable Unsupported IMA Cubes and run the application as normal. There are no distributed nodes to configure when running in a single JVM.

Here is an example of the properties to use:

# Disable unsupported IMA cubes
ima:
  drc.disable: true 
  plat-backtesting.disable: true
  stress-calibration.disable: true

# Set Atoti FRTB to run as a data node and to connect to the second JVM
starter:
  deployment:
    type: direct-query
    transport: local

# Enable and configure the ClickHouse DirectQuery Database
directquery:
  database:
    type: clickhouse
    clickhouse:
      username: database_username
      password: database_password
      port: port
      hostName: host_name
      database: database
      schema: database_schema

# Disable unsupported IMA cubes
ima:
  drc.disable: true
  plat-backtesting.disable: true
  stress-calibration.disable: true

# Set Atoti FRTB to run as a data node and to connect to the second JVM
starter:
  deployment:
    type: direct-query
    transport: local

# Enable and configure the Databricks DirectQuery Database
directquery:
  database:
    type: databricks
    databricks:
      timeTravelPolicy: time_travel_policy
      connectionString: connection_string
      heavyLoadingConnectionString: heavy_loading_connection_string
      database: databricks_database
      schema: databricks_schema

# Disable unsupported IMA cubes
ima:
  drc.disable: true 
  plat-backtesting.disable: true
  stress-calibration.disable: true

# Set Atoti FRTB to run as a data node and to connect to the second JVM
starter:
  deployment:
    type: direct-query
    transport: local

# Enable and configure the Microsoft SQL DirectQuery Database
directquery:
  database:
    type: mssql
    mssql:
      username: YOUR_USERNAME
      password: YOUR_PASSWORD
      port: PORT_MSSQL_DATABASE_IS_ON
      hostName: HOST_OF_THE_MSSQL_DATABASE
      database: YOUR_DATABASE_NAME
      schema: YOUR_DATABASE_SCHEMA
      encrypt: true/false
      trustServerCertificate: true/false
      connectRetryCount: integer

# Disable unsupported IMA cubes
ima:
  drc.disable: true 
  plat-backtesting.disable: true
  stress-calibration.disable: true

# Set Atoti FRTB to run as a data node and to connect to the second JVM
starter:
  deployment:
    type: direct-query
    transport: local

# Enable and configure the Snowflake DirectQuery Database
directquery:
  database:
    type: snowflake
    snowflake:
      username: database_username
      password: database_password
      role: role_app_will_use
      connectionString: connection_string
      warehouse: snowflake_warehouse
      database: snowflake_database
      schema: snowflake_database_schema
      arrayAggWrapperFunctionName: specific_array_aggregation_function

Single JVM Limitations

By running with a single JVM we will be running purely on DirectQuery. This will come at the compromise of query performance of Trade level queries while also not having access to in-memory only tools such as WhatIf and SignOff.

note

Running both an in-memory data node and DirectQuery data node under a single JVM is not currently supported.

Reference Database

Atoti FRTB ships with an example ClickHouse database that can be used for testing. This database runs inside a docker container. It is located within the directory: frtb-directquery/src/test/resources/databases/clickhouse/clickhouse_docker_container/.

You can run the docker container using the utility scripts located in the directory: /scripts/.

Atoti FRTB ships with the SQL and data needed to initialize a Databricks database that can be used for testing. The SQL scripts and reference data are located within the directory: frtb-directquery/src/test/resources/databases/databricks/.

Atoti FRTB ships with an example MSSQL database that can be used for testing. This database runs inside a docker container. It is located within the directory: frtb-directquery/src/test/resources/databases/mssql/mssql_docker_container/.

You can run the docker container using the utility scripts located in the directory: /scripts/.

Atoti FRTB ships with the SQL and data needed to initialize a Snowflake database that can be used for testing. The SQL scripts and reference data are located within the directory: frtb-directquery/src/test/resources/databases/snowflake/.