Even Better Rate Limiting

You may have read our post from a few years ago implementing a rolling-window rate limiter, where we talked about the implementation of our sliding log rate limiter. That approach has been working well since then, but with increases in traffic, we recently found ourselves rebuilding the rate limiter to improve performance. With some relatively small changes, we were able to improve our redis CPU usage by 40x!

Our requirements haven't really changed too much since that last post. We still want a rolling window. And we still need a distributed solution, which means we're sticking with redis. The final requirement from last time was having a minimum distance between requests; turns out, this hasn't been important for us. However, if that's something you need, do stay tuned until the end!

The Trouble with Sets

The challenge with our rate limiting approach (you can find the details in our previous post) was mainly caused by the expensive set operations that we were doing in redis: zrange and zadd have a time complexity of O(log(n)), which isn't bad, but zremrangebyscore is O(log(N) + M)! This operation removes M number of items from a sorted set, and in our case, we were using it to remove all request records from greater than one interval ago. So, as a user's request rate gets higher, M will get higher as well ... and instead of protecting us, the rate limiter could actually assist a single IP address in executing a successful DoS attack! As it was, our monitoring alerted us before that, but it still resulted in requests queuing up and timing out in our API and upstream in HAProxy.

The nice thing about the sorted-set-based rate limiting is that it has very "high resolution" rate limiting: it's actually tracking request timestamps, and so we can know exactly how many requests have happened in the given time interval. This means that we can know that, say, it's been exactly one interval since your last request, and let your new request go through. However, due to these performance issues, we decided to go with an approach that optimizes performance, while accepting a lower resolution result.

Sliding Windows

The solution we've switched to is called a sliding window, or sliding counter, algorithm. Instead of storing a sorted set in redis with a rateId key, we're storing simple integers in redis with a rateId-interval key.

The rateId is some way to identify or bucket the actions we're trying to limit. If it's a global rate limit, that might be the client IP address. If it's resource specific, it might be both the client IP address and the path, like 1.2.3.4:/api/widgets for example.

In our new approach, here's what happens when a request occurs:

1. Based on the request, we can determine two keys: 1.2.3.4:/api/widgets-T0 for the previous interval and 1.2.3.4:/api/widgets-T1 for the current interval.
2. We GET the 1.2.3.4:/api/widgets-T0 from redis (if it does not exist, we will default to 0).
3. We INCR the 1.2.3.4:/api/widgets-T1 from redis (if it does not exist, redis will default to 0, then increment it, and then return 1).
4. We sum these two counts together, multiplying the previous count by a weight. For example, if we're 42% of the way through the current interval, we'll multiply the previous count by 100% - 42% = 58%, or 0.58. The result is the estimate of the number of actions taken by that user in the last interval.

Essentially, we're using the previous and current interval counts to create a "synthetic" interval. And you can see how this is lower-resolution: we don't know the exact time of past requests, only the interval. This means that a user may have to wait up to 2 whole intervals to be able to max out in new requests.

For example, let's say your limit is 100 requests per 1 minute. And let's say a user made 100 requests in the first 0.25 minutes of an interval, then stopped, and didn't make another request for 1 minute. At 1.25 minutes (0.25 minutes into the second interval) our previous interval count will be 100, and our current interval count will be 1 (because we just incremented it for the current request). So our "number of actions taken in the last interval" will be 1 + (0.75*100) or 76. We would only allow the user to make 24 more requests (and the current one would succeed, so 25 in total).

If the user waited until the 1.75 minutes, the math would be 1 + (0.25*100) and we would allow 74 (plus the 1 current) requests.

1T0                              T1                              T2
2|---|---:-------:-------:-------|-------:-------:-------:-------|
3    |                                   |               | 
4 100 reqs                            25 reqs allowed    75 reqs allowed

Of course, this low resolution can work against us as well. Let's say those initial 100 requests had come in right at the end of the first interval, say, at 0.99 minutes. At 1.25 minutes (only ~16 seconds later), we'd still allow 25 requests.

Is that acceptable? Well, depends on your infrastructure and application. But, there is a way to tweak this.

Tweaking the Resolution

Notice that this produces the lowest possible resolution for a sliding window approach, because we track one counter per interval; this is why our practical interval is twice as long as we actually configure.

We could improve the resolution here by tracking multiple counters per interval. For example, If your limit is 100 requests per 1 minute, you could track intervals of 30 seconds in redis. Then, for a given request, you'll get the current interval (n) and the previous two intervals (n-1 and n-2), and weight the n-2 count in the same way. Try this math with the first example above, and you'll see that at 1.25 minutes, we would allow 50 requests instead of just 25.

Or, in our second example, if those 100 request came in at 0.99 minutes, we would still be blocking all requests at 1.25 minutes.

Basically, the smaller your interval counter, the higher the resolution of your result. It'd be pretty simple to parameterize that counter size to allow custom resolutions per endpoint, client, and so on.

What about minimum distance?

One feature that our previous rate limiter supported—which we dropped here—is enforcing a minimum amount of time between two individual requests from the same client. Since we're no longer tracking timestamps for individual requests, we can't really support that.

Or can we?

Actually, it's pretty simple: just add a second limit! For example, a given endpoint might have limits of 100 requests per minute, and 2 requests per second. By configuring both of these, we can ensure a particular cadence of requests from a given client.

Performance Wins

The performance improvement that we've seen in our redis usage has been pretty amazing. In our staging environment tests (using jmeter), we consistently see ~1% Engine CPU Utilization with the new rate limiter, where the old one sees ~40% with the same load.

It's not hard to see why. GET and INCR are O(1) operations in redis, and will remain fast no matter how much traffic we're seeing.

Performance improvements almost always come with a compromise: sometimes, that's increased complexity or a reduced feature set. In this case, we were willing to sacrifice some accuracy in order to keep our response times snappy, even under load.