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Michael Armbrust authored
This PR adds a new method `withWatermark` to the `Dataset` API, which can be used specify an _event time watermark_.  An event time watermark allows the streaming engine to reason about the point in time after which we no longer expect to see late data.  This PR also has augmented `StreamExecution` to use this watermark for several purposes:
  - To know when a given time window aggregation is finalized and thus results can be emitted when using output modes that do not allow updates (e.g. `Append` mode).
  - To minimize the amount of state that we need to keep for on-going aggregations, by evicting state for groups that are no longer expected to change.  Although, we do still maintain all state if the query requires (i.e. if the event time is not present in the `groupBy` or when running in `Complete` mode).

An example that emits windowed counts of records, waiting up to 5 minutes for late data to arrive.
```scala
df.withWatermark("eventTime", "5 minutes")
  .groupBy(window($"eventTime", "1 minute") as 'window)
  .count()
  .writeStream
  .format("console")
  .mode("append") // In append mode, we only output finalized aggregations.
  .start()
```

### Calculating the watermark.
The current event time is computed by looking at the `MAX(eventTime)` seen this epoch across all of the partitions in the query minus some user defined _delayThreshold_.  An additional constraint is that the watermark must increase monotonically.

Note that since we must coordinate this value across partitions occasionally, the actual watermark used is only guaranteed to be at least `delay` behind the actual event time.  In some cases we may still process records that arrive more than delay late.

This mechanism was chosen for the initial implementation over processing time for two reasons:
  - it is robust to downtime that could affect processing delay
  - it does not require syncing of time or timezones between the producer and the processing engine.

### Other notable implementation details
 - A new trigger metric `eventTimeWatermark` outputs the current value of the watermark.
 - We mark the event time column in the `Attribute` metadata using the key `spark.watermarkDelay`.  This allows downstream operations to know which column holds the event time.  Operations like `window` propagate this metadata.
 - `explain()` marks the watermark with a suffix of `-T${delayMs}` to ease debugging of how this information is propagated.
 - Currently, we don't filter out late records, but instead rely on the state store to avoid emitting records that are both added and filtered in the same epoch.

### Remaining in this PR
 - [ ] The test for recovery is currently failing as we don't record the watermark used in the offset log.  We will need to do so to ensure determinism, but this is deferred until #15626 is merged.

### Other follow-ups
There are some natural additional features that we should consider for future work:
 - Ability to write records that arrive too late to some external store in case any out-of-band remediation is required.
 - `Update` mode so you can get partial results before a group is evicted.
 - Other mechanisms for calculating the watermark.  In particular a watermark based on quantiles would be more robust to outliers.

Author: Michael Armbrust <michael@databricks.com>

Closes #15702 from marmbrus/watermarks.
c0718782
History

Apache Spark

Spark is a fast and general cluster computing system for Big Data. It provides high-level APIs in Scala, Java, Python, and R, and an optimized engine that supports general computation graphs for data analysis. It also supports a rich set of higher-level tools including Spark SQL for SQL and DataFrames, MLlib for machine learning, GraphX for graph processing, and Spark Streaming for stream processing.

http://spark.apache.org/

Online Documentation

You can find the latest Spark documentation, including a programming guide, on the project web page and project wiki. This README file only contains basic setup instructions.

Building Spark

Spark is built using Apache Maven. To build Spark and its example programs, run:

build/mvn -DskipTests clean package

(You do not need to do this if you downloaded a pre-built package.)

You can build Spark using more than one thread by using the -T option with Maven, see "Parallel builds in Maven 3". More detailed documentation is available from the project site, at "Building Spark". For developing Spark using an IDE, see Eclipse and IntelliJ.

Interactive Scala Shell

The easiest way to start using Spark is through the Scala shell:

./bin/spark-shell

Try the following command, which should return 1000:

scala> sc.parallelize(1 to 1000).count()

Interactive Python Shell

Alternatively, if you prefer Python, you can use the Python shell:

./bin/pyspark

And run the following command, which should also return 1000:

>>> sc.parallelize(range(1000)).count()

Example Programs

Spark also comes with several sample programs in the examples directory. To run one of them, use ./bin/run-example <class> [params]. For example:

./bin/run-example SparkPi

will run the Pi example locally.

You can set the MASTER environment variable when running examples to submit examples to a cluster. This can be a mesos:// or spark:// URL, "yarn" to run on YARN, and "local" to run locally with one thread, or "local[N]" to run locally with N threads. You can also use an abbreviated class name if the class is in the examples package. For instance:

MASTER=spark://host:7077 ./bin/run-example SparkPi

Many of the example programs print usage help if no params are given.

Running Tests

Testing first requires building Spark. Once Spark is built, tests can be run using:

./dev/run-tests

Please see the guidance on how to run tests for a module, or individual tests.

A Note About Hadoop Versions

Spark uses the Hadoop core library to talk to HDFS and other Hadoop-supported storage systems. Because the protocols have changed in different versions of Hadoop, you must build Spark against the same version that your cluster runs.

Please refer to the build documentation at "Specifying the Hadoop Version" for detailed guidance on building for a particular distribution of Hadoop, including building for particular Hive and Hive Thriftserver distributions.

Configuration

Please refer to the Configuration Guide in the online documentation for an overview on how to configure Spark.

## Contributing

Please review the Contribution to Spark wiki for information on how to get started contributing to the project.