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December 2016

HDF5 for In-Memory Circular Buffers: Reuse Schema in RAM

The Original Ask (David Schneider, Dec 10 2016)

David from SLAC/LCLS posed this neat challenge:

“Is it possible to implement an in‑memory circular buffer using HDF5? We'd like both offline (on‑disk append) and online (shared‑memory overwrite) access via the same HDF5 schema and API, possibly using SWMR for shared-memory consumption.” :contentReference[oaicite:1]{index=1} Basically, a single schema that works both for archival and real-time consumption—elegant.

1. Werner's Insight: The Virtual File Driver

Werner dropped the elegant solution:

“There is a virtual file driver that operates on a memory image of an HDF5 file. It should be no problem to have this one also operate on shared memory.” :contentReference[oaicite:2]{index=2}

That’s referencing HDF5’s core VFD—you can treat a pointer to memory (including shared memory via mmap or shm_open) as if it were an HDF5 file. The same dataset API (H5Dcreate, H5Dwrite, etc.) applies, so you can reuse your schema seamlessly.

2. Steve’s Real‑World Twist (HFT-inspired)

Steve Varga chimed with a production-grade twist:

“Boost’s circular/ring buffer handles one-writer-many-readers; tail flushing can be channeled to the writer or fault‑tolerant hosts. Combine with ZeroMQ + Protocol Buffers or Thrift.”
“For experiments—where failure isn't critical—you can just access HDF5 locally on cluster nodes using MPI + Grid Engine + serial HDF5.” :contentReference[oaicite:3]{index=3}

So if you're doing industrial-strength durability, go ring buffer + messaging middleware. For HPC experiments where speed and simplicity triump, stick with HDF5+MPI.

Quick API Sketch (Julia‑Flavored)

```julia using HDF5, SharedMemory # hypothetical module?

fid = h5open_sharedmem(shm_address, mode="r+")

Use HDF5 API as if working on a real file

dset = d_create(fid, "/buffer", datatype=Float64, dims=(N,), maxdims=(HDF5.UNLIMITED,)) write(dset, new_chunk) close(fid) ````

Summary Table

Scenario Approach Notes
On-disk appendable buffer HDF5 datasets (append mode) Standard functionality
In-memory circular buffer HDF5 via core VFD over a memory region Shared schema/API in RAM
High‑throughput, production-grade Boost ring buffer + messaging (ZeroMQ, ProtoBuf) More robust, fault-tolerant
Experimental/distributed HPC HDF5 per node + MPI/Scheduler (serial HDF5) Simple, performance-focused

Using HDF5 as an In-Memory Circular Buffer

Context

The HDF5 library is a powerful solution for structured data storage, but its default usage assumes durable file-backed I/O. What if we want to use the same layout and tooling for in-memory circular buffers, especially across multiple processes?

This idea came up in a mailing list thread posted by David Schneider in 2016. The question was simple but practical:

“Can I use HDF5 like a circular buffer in memory, with live updates and multiple consumers, using the same schema we already use for on-disk archival?”

That hit close to home—we’d solved a similar problem in our trading systems.

Perspective

We faced the same challenges in building real-time market data pipelines. We needed: - A buffer of recent events in memory (circular structure) - Multi-process access (writer + readers) - A clean way to flush or archive data to disk - The same schema shared across both memory and persistent storage

Instead of twisting HDF5 into a fully-fledged circular buffer, we used HDF5’s virtual file driver (VFD) to great effect.

Solution

1. Boost Ring Buffer + IPC

In systems where latency and determinism matter, we use:

  • Boost's circular_buffer for the in-memory structure
  • ZeroMQ + Protocol Buffers (or Thrift) for pub/sub messaging
  • A fallback mechanism that flushes the buffer’s tail into disk-backed HDF5 for audit or recovery

This gives us: - One writer, many readers (process-safe) - Fault tolerance (via tail-dump or WAL-like shadowing) - Interop with Python, Julia, R via schema-consistent I/O

2. Experimental Mode: One HDF5 File Per Node

In distributed computation (e.g., HPC or large-scale simulations), I skip shared memory entirely: - Run each task independently using serial HDF5 - Use MPI + grid engine orchestration - Merge or reduce results later

The simplicity here avoids shared memory complexity and works well for experimental setups or large batch jobs.

Could You Do It In Pure HDF5?

Yes—using H5Pset_fapl_core() you can instruct HDF5 to treat a memory region as the backing store. In theory, you could:

  1. mmap or shm_open() a fixed-size region
  2. Initialize an HDF5 file layout in that region
  3. Write with wrap-around logic (circular overwrite)
  4. Map other readers to the same memory block

But beware: - HDF5 won’t enforce concurrency guarantees - You must handle locking or versioning externally - Reader/writer separation needs care

Summary

You can use HDF5 as part of a circular buffer system, especially by leveraging the core virtual file driver with a shared memory mapping. But in practice:

Feature Viable with HDF5?
In-memory datasets ✅ (core VFD)
Shared memory usage ✅ with mmap/IPC
Circular overwrite ❌ manual logic
Multi-process safety ⚠️ external sync
Schema reuse ✅ seamless

For production pipelines, I prefer: - Boost + ZMQ + Protobuf/Thrift for live data - HDF5 for archival and structured persistence

The two worlds meet cleanly if you manage the boundary carefully.

— Steven Varga