
Real-Time Fraud Detection: Latency, Features & Scale
6/10/2026
This post introduces the concept of real-time fraud detection as a latency-bound problem, detailing the critical time constraints imposed by payment authorization flows. It explains the role of feature stores in providing necessary context for fraud models, contrasting the needs of training and inference data stores and addressing the training-serving skew problem. The post specifically highlights the use of Redis for the online inference layer and discusses the application of sliding-window data structures (sorted sets, Bloom filters, HyperLogLog, Count-Min Sketch) for calculating velocity features and other signals efficiently at scale.