Continuous Query-based Data Trading

Jin Cheng, Ningning Ding, John C. S. Lui, Jianwei Huang

Abstract: In the era of big data, traditional data trading methods designed for one-time queries on static databases fail to meet the demands of continuous query-based trading on streaming data, often resulting in repeated and inaccurate charges due to neglecting computation sharing in continuous query execution. To address this, we introduce CQTrade, the first trading framework tailored for continuous queries, which incorporates computation sharing across different time windows and queries, enhancing integration with existing trading systems. Our contributions include a theoretical analysis of computation-sharing techniques, the development of a general optimization problem to maximize seller revenue adaptable to various techniques, and the proposal of a branch-and-price algorithm to handle the problem's complexity. Our evaluation shows that the proposed framework improves the success rate of data trading by 12.8% and boosts the seller's revenue by an average of 28.7%, compared to the one-time query-based data trading methods used in the current data market.