tectonicdb

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

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, istrade, isbid, 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.

• Binaries

Binaries are available for download. Make sure to put the path to the binary into your PATH. Currently only build is for Linux x8664.

• Crates

cargo install tectonicdb

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

• 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 | | TDBDTFFOLDER | 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. | | TDBFLUSHINTERVAL | 1000 | Every interval inserts, if autoflush is enabled, DTF files will be written from memory to disk. | | TDB_GRANULARITY | 0 | Record history granularity level | | TDBLOGFILE_NAME | tdb.log | Filename of the log file for the database | | TDBQCAPACITY | 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], [istrade], [isbid], [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 <influxloginterval>    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={COUNTDISK},size={COUNTMEM} 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:

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

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

Logging

Log file defaults to tdb.log.

Testing

export RUSTTESTTHREADS=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:

• [x] TypeScript

• [x] Rust

• [x] Python

• [x] JavaScript

Additional Features

• [x] Usage statistics like Cloud SQL

• [x] Commandline inspection tool for dtf file format

• [x] Logging

• [x] 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