Awesome

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, 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.

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.

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
`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:

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 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