Repository: feast-dev/feast
Issue category: Performance Issue

DynamoDB batch retrieval does slow sequential gets (online_read)
The current DynamoDB implementation does sequential gets (https://github.com/feast-dev/feast/blob/master/sdk/python/feast/infra/online_stores/dynamodb.py#L163)

## Possible Solution
A better approach is to do some multi-get operation or at least run these queries in parallel and collect the results.



Functions to edit:
sdk/python/feast/infra/online_stores/dynamodb.py:DynamoDBOnlineStoreConfig
sdk/python/feast/infra/online_stores/dynamodb.py:DynamoDBOnlineStore.online_read
Functions added: sdk/python/feast/infra/online_stores/dynamodb.py:DynamoDBOnlineStore._sort_dynamodb_response

Patch:
diff --git a/sdk/python/feast/infra/online_stores/dynamodb.py b/sdk/python/feast/infra/online_stores/dynamodb.py
index 86a96239bb..c161a5b955 100644
--- a/sdk/python/feast/infra/online_stores/dynamodb.py
+++ b/sdk/python/feast/infra/online_stores/dynamodb.py
@@ -11,6 +11,7 @@
 # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 # See the License for the specific language governing permissions and
 # limitations under the License.
+import itertools
 import logging
 from datetime import datetime
 from typing import Any, Callable, Dict, List, Optional, Sequence, Tuple
@@ -50,10 +51,16 @@ class DynamoDBOnlineStoreConfig(FeastConfigBaseModel):
     """Online store type selector"""
 
     region: StrictStr
-    """ AWS Region Name """
+    """AWS Region Name"""
 
     table_name_template: StrictStr = "{project}.{table_name}"
-    """ DynamoDB table name template """
+    """DynamoDB table name template"""
+
+    sort_response: bool = True
+    """Whether or not to sort BatchGetItem response."""
+
+    batch_size: int = 40
+    """Number of items to retrieve in a DynamoDB BatchGetItem call."""
 
 
 class DynamoDBOnlineStore(OnlineStore):
@@ -211,26 +218,46 @@ def online_read(
         online_config = config.online_store
         assert isinstance(online_config, DynamoDBOnlineStoreConfig)
         dynamodb_resource = self._get_dynamodb_resource(online_config.region)
+        table_instance = dynamodb_resource.Table(
+            _get_table_name(online_config, config, table)
+        )
 
         result: List[Tuple[Optional[datetime], Optional[Dict[str, ValueProto]]]] = []
-        for entity_key in entity_keys:
-            table_instance = dynamodb_resource.Table(
-                _get_table_name(online_config, config, table)
-            )
-            entity_id = compute_entity_id(entity_key)
+        entity_ids = [compute_entity_id(entity_key) for entity_key in entity_keys]
+        batch_size = online_config.batch_size
+        sort_response = online_config.sort_response
+        entity_ids_iter = iter(entity_ids)
+        while True:
+            batch = list(itertools.islice(entity_ids_iter, batch_size))
+            # No more items to insert
+            if len(batch) == 0:
+                break
+            batch_entity_ids = {
+                table_instance.name: {
+                    "Keys": [{"entity_id": entity_id} for entity_id in batch]
+                }
+            }
             with tracing_span(name="remote_call"):
-                response = table_instance.get_item(Key={"entity_id": entity_id})
-            value = response.get("Item")
-
-            if value is not None:
-                res = {}
-                for feature_name, value_bin in value["values"].items():
-                    val = ValueProto()
-                    val.ParseFromString(value_bin.value)
-                    res[feature_name] = val
-                result.append((datetime.fromisoformat(value["event_ts"]), res))
+                response = dynamodb_resource.batch_get_item(
+                    RequestItems=batch_entity_ids
+                )
+            response = response.get("Responses")
+            table_responses = response.get(table_instance.name)
+            if table_responses:
+                if sort_response:
+                    table_responses = self._sort_dynamodb_response(
+                        table_responses, entity_ids
+                    )
+                for tbl_res in table_responses:
+                    res = {}
+                    for feature_name, value_bin in tbl_res["values"].items():
+                        val = ValueProto()
+                        val.ParseFromString(value_bin.value)
+                        res[feature_name] = val
+                    result.append((datetime.fromisoformat(tbl_res["event_ts"]), res))
             else:
-                result.append((None, None))
+                batch_size_nones = ((None, None),) * len(batch)
+                result.extend(batch_size_nones)
         return result
 
     def _get_dynamodb_client(self, region: str):
@@ -243,6 +270,20 @@ def _get_dynamodb_resource(self, region: str):
             self._dynamodb_resource = _initialize_dynamodb_resource(region)
         return self._dynamodb_resource
 
+    def _sort_dynamodb_response(self, responses: list, order: list):
+        """DynamoDB Batch Get Item doesn't return items in a particular order."""
+        # Assign an index to order
+        order_with_index = {value: idx for idx, value in enumerate(order)}
+        # Sort table responses by index
+        table_responses_ordered = [
+            (order_with_index[tbl_res["entity_id"]], tbl_res) for tbl_res in responses
+        ]
+        table_responses_ordered = sorted(
+            table_responses_ordered, key=lambda tup: tup[0]
+        )
+        _, table_responses_ordered = zip(*table_responses_ordered)
+        return table_responses_ordered
+
 
 def _initialize_dynamodb_client(region: str):
     return boto3.client("dynamodb", region_name=region)

Test patch: diff --git a/sdk/python/tests/unit/online_store/test_dynamodb_online_store.py b/sdk/python/tests/unit/online_store/test_dynamodb_online_store.py
new file mode 100644
index 0000000000..0f42230ef5
--- /dev/null
+++ b/sdk/python/tests/unit/online_store/test_dynamodb_online_store.py
@@ -0,0 +1,57 @@
+from dataclasses import dataclass
+
+import pytest
+from moto import mock_dynamodb2
+
+from feast.infra.offline_stores.file import FileOfflineStoreConfig
+from feast.infra.online_stores.dynamodb import (
+    DynamoDBOnlineStore,
+    DynamoDBOnlineStoreConfig,
+)
+from feast.repo_config import RepoConfig
+from tests.utils.online_store_utils import (
+    _create_n_customer_test_samples,
+    _create_test_table,
+    _insert_data_test_table,
+)
+
+REGISTRY = "s3://test_registry/registry.db"
+PROJECT = "test_aws"
+PROVIDER = "aws"
+TABLE_NAME = "dynamodb_online_store"
+REGION = "us-west-2"
+
+
+@dataclass
+class MockFeatureView:
+    name: str
+
+
+@pytest.fixture
+def repo_config():
+    return RepoConfig(
+        registry=REGISTRY,
+        project=PROJECT,
+        provider=PROVIDER,
+        online_store=DynamoDBOnlineStoreConfig(region=REGION),
+        offline_store=FileOfflineStoreConfig(),
+    )
+
+
+@mock_dynamodb2
+@pytest.mark.parametrize("n_samples", [5, 50, 100])
+def test_online_read(repo_config, n_samples):
+    """Test DynamoDBOnlineStore online_read method."""
+    _create_test_table(PROJECT, f"{TABLE_NAME}_{n_samples}", REGION)
+    data = _create_n_customer_test_samples(n=n_samples)
+    _insert_data_test_table(data, PROJECT, f"{TABLE_NAME}_{n_samples}", REGION)
+
+    entity_keys, features = zip(*data)
+    dynamodb_store = DynamoDBOnlineStore()
+    returned_items = dynamodb_store.online_read(
+        config=repo_config,
+        table=MockFeatureView(name=f"{TABLE_NAME}_{n_samples}"),
+        entity_keys=entity_keys,
+    )
+    assert len(returned_items) == len(data)
+    assert [item[1] for item in returned_items] == list(features)
diff --git a/sdk/python/tests/utils/online_store_utils.py b/sdk/python/tests/utils/online_store_utils.py
new file mode 100644
index 0000000000..ee90c2a542
--- /dev/null
+++ b/sdk/python/tests/utils/online_store_utils.py
@@ -0,0 +1,54 @@
+from datetime import datetime
+
+import boto3
+
+from feast import utils
+from feast.infra.online_stores.helpers import compute_entity_id
+from feast.protos.feast.types.EntityKey_pb2 import EntityKey as EntityKeyProto
+from feast.protos.feast.types.Value_pb2 import Value as ValueProto
+
+
+def _create_n_customer_test_samples(n=10):
+    return [
+        (
+            EntityKeyProto(
+                join_keys=["customer"], entity_values=[ValueProto(string_val=str(i))]
+            ),
+            {
+                "avg_orders_day": ValueProto(float_val=1.0),
+                "name": ValueProto(string_val="John"),
+                "age": ValueProto(int64_val=3),
+            },
+        )
+        for i in range(n)
+    ]
+
+
+def _create_test_table(project, tbl_name, region):
+    client = boto3.client("dynamodb", region_name=region)
+    client.create_table(
+        TableName=f"{project}.{tbl_name}",
+        KeySchema=[{"AttributeName": "entity_id", "KeyType": "HASH"}],
+        AttributeDefinitions=[{"AttributeName": "entity_id", "AttributeType": "S"}],
+        BillingMode="PAY_PER_REQUEST",
+    )
+
+
+def _delete_test_table(project, tbl_name, region):
+    client = boto3.client("dynamodb", region_name=region)
+    client.delete_table(TableName=f"{project}.{tbl_name}")
+
+
+def _insert_data_test_table(data, project, tbl_name, region):
+    dynamodb_resource = boto3.resource("dynamodb", region_name=region)
+    table_instance = dynamodb_resource.Table(f"{project}.{tbl_name}")
+    for entity_key, features in data:
+        entity_id = compute_entity_id(entity_key)
+        with table_instance.batch_writer() as batch:
+            batch.put_item(
+                Item={
+                    "entity_id": entity_id,
+                    "event_ts": str(utils.make_tzaware(datetime.utcnow())),
+                    "values": {k: v.SerializeToString() for k, v in features.items()},
+                }
+            )