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0.2.3 Jan 14, 2019
0.2.1 Mar 4, 2018
0.1.6 Nov 8, 2017

#19 in Database interfaces

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tectonicdb

build crate.io doc.rs Minimum Rust version Rust stable

crate docs.rs crate.io
tectonicdb doc.rs crate.io
tdb-core doc.rs crate.io
tdb-server-core doc.rs crate.io
tdb-cli doc.rs crate.io

tectonicdb is a fast, highly compressed standalone database and streaming protocol for order book ticks.

Why

  • Uses a simple and efficient binary file format: Dense Tick Format(DTF)

  • Stores order book tick data tuple of shape: (timestamp, seq, is_trade, is_bid, price, size).

  • Sorted by timestamp + seq

  • 12 bytes per orderbook event

  • 600,000 inserts per thread second

Installation

There are several ways to install tectonicdb.

  1. Binaries

Binaries are available for download. Make sure to put the path to the binary into your PATH. Currently only build is for Linux x86_64.

  1. Crates
cargo install tectonicdb

This command will download tdb, tdb-server, dtftools binaries from crates.io and build locally.

  1. GitHub

To contribute you will need the copy of the source code on your local machine.

git clone https://github.com/0b01/tectonicdb
cd tectonicdb
cargo build --release
cargo run --release tdb-server

The binaries can be found under target/release.

How to use

It's very easy to setup.

./tdb-server --help

For example:

./tdb-server -vv -a -i 10000
# run the server on INFO verbosity
# turn on autoflush for every 10000 inserts per orderbook

Configuration

To config the Google Cloud Storage and Data Collection Backend integration, the following environment variables are used:

Variable Name Default Description
TDB_HOST 0.0.0.0 The host to which the database will bind
TDB_PORT 9001 The port that the database will listen on
TDB_DTF_FOLDER db Name of the directory in which DTF files will be stored
TDB_AUTOFLUSH false If true, recorded orderbook data will automatically be flushed to DTF files every interval inserts.
TDB_FLUSH_INTERVAL 1000 Every interval inserts, if autoflush is enabled, DTF files will be written from memory to disk.
TDB_GRANULARITY 0 Record history granularity level
TDB_LOG_FILE_NAME tdb.log Filename of the log file for the database
TDB_Q_CAPACITY 300 Capacity of the circular queue for recording history

Client API

Command Description
HELP Prints help
PING Responds PONG
INFO Returns info about table schemas
PERF Returns the answercount of items over time
LOAD [orderbook] Load orderbook from disk to memory
USE [orderbook] Switch the current orderbook
CREATE [orderbook] Create orderbook
GET [n] FROM [orderbook] Returns items
GET [n] Returns n items from current orderbook
COUNT Count of items in current orderbook
COUNT ALL Returns total count from all orderbooks
CLEAR Deletes everything in current orderbook
CLEAR ALL Drops everything in memory
FLUSH Flush current orderbook to "Howdisk can
FLUSHALL Flush everything from memory to disk
SUBSCRIBE [orderbook] Subscribe to updates from orderbook
EXISTS [orderbook] Checks if orderbook exists
SUBSCRIBE [orderbook] Subscribe to orderbook

Data commands

USE [dbname]
ADD [ts], [seq], [is_trade], [is_bid], [price], [size];
INSERT 1505177459.685, 139010, t, f, 0.0703620, 7.65064240; INTO dbname

Monitoring

TectonicDB supports monitoring/alerting by periodically sending its usage info to an InfluxDB instance:

    --influx-db <influx_db>                        influxdb db
    --influx-host <influx_host>                    influxdb host
    --influx-log-interval <influx_log_interval>    influxdb log interval in seconds (default is 60)

As a concrete example,

...
$ influx
> CREATE DATABASE market_data;
> ^D
$ tdb --influx-db market_data --influx-host http://localhost:8086 --influx-log-interval 20
...

TectonicDB will send field values disk={COUNT_DISK},size={COUNT_MEM} with tag ob={ORDERBOOK} to market_data measurement which is the same as the dbname.

Additionally, you can query usage information directly with INFO and PERF commands:

  1. INFO reports the current tick count in memory and on disk.

  2. PERF returns recorded tick count history whose granularity can be configured.

Logging

Log file defaults to tdb.log.

Testing

export RUST_TEST_THREADS=1
cargo test

Tests must be run sequentially because some tests depend on dtf files that other tests generate.

Benchmark

tdb client comes with a benchmark mode. This command inserts 1M records into the tdb.

tdb -b 1000000

Using dtf files

Tectonic comes with a commandline tool dtfcat to inspect the file metadata and all the stored events into either JSON or CSV.

Options:

USAGE:
    dtfcat [FLAGS] --input <INPUT>

FLAGS:
    -c, --csv         output csv
    -h, --help        Prints help information
    -m, --metadata    read only the metadata
    -V, --version     Prints version information

OPTIONS:
    -i, --input <INPUT>    file to read

As a library

It is possible to use the Dense Tick Format streaming protocol / file format in a different application. Works nicely with any buffer implementing the Write trait.

Requirements

TectonicDB is a standalone service.

  • Linux

  • macOS

Language bindings:

  • TypeScript

  • Rust

  • Python

  • JavaScript

Additional Features

  • Usage statistics like Cloud SQL

  • Commandline inspection tool for dtf file format

  • Logging

  • Query by timestamp

Changelog

  • 0.5.0: InfluxDB monitoring plugin and improved command line arguments
  • 0.4.0: iterator-based APIs for handling DTF files and various quality of life improvements
  • 0.3.0: Refactor to async

Dependencies

~16MB
~304K SLoC