WCKD
12/21/2022, 9:36 AMjavier ramirez
12/21/2022, 9:40 AMWCKD
12/21/2022, 9:42 AMdef get_query_base(timeframe: Timeframe):
if timeframe is Timeframe.SECOND:
return "SELECT pair, price, cast(ts/1000 as long) FROM 'klines_1s' WHERE ts >= '{}' AND ts < '{}'"
elif timeframe is Timeframe.MINUTE:
return "SELECT pair, open, high, low, close, volume, cast(ts/1000 as long) FROM 'klines_1m' WHERE ts >= '{}' AND ts < '{}'"
DB_TABLE = "klines_1s" if INTERVAL_TYPE is IntervalType.SECOND else "klines_1m"
PARTITION = "DAY" if INTERVAL_TYPE is IntervalType.SECOND else "MONTH"
SYMBOL_CAPACITY = 512
CONNECTION = "<postgresql://admin:quest@127.0.0.1:8812/qdb>"
CREATE_TABLE_QUERY = (
f"""CREATE TABLE IF NOT EXISTS {DB_TABLE} (
pair SYMBOL CAPACITY {SYMBOL_CAPACITY} CACHE,
price DOUBLE,
ts TIMESTAMP)
timestamp(ts)
PARTITION BY {PARTITION}
;"""
if INTERVAL_TYPE is IntervalType.SECOND
else f"""CREATE TABLE IF NOT EXISTS {DB_TABLE} (
pair SYMBOL CAPACITY {SYMBOL_CAPACITY} CACHE,
open DOUBLE,
high DOUBLE,
low DOUBLE,
close DOUBLE,
volume DOUBLE,
ts TIMESTAMP)
timestamp(ts)
PARTITION BY {PARTITION}
;"""
)
javier ramirez
12/21/2022, 9:46 AMWCKD
12/21/2022, 9:46 AMjavier ramirez
12/21/2022, 9:48 AMWCKD
12/21/2022, 9:49 AMjavier ramirez
12/21/2022, 9:53 AM'exp'
endpoint, rather than 'exec'
?WCKD
12/21/2022, 9:54 AMhost = "<http://127.0.0.1:9000/exp>"
javier ramirez
12/21/2022, 9:55 AMWCKD
12/21/2022, 9:56 AMAlex Pelagenko
12/21/2022, 10:26 AMWCKD
12/21/2022, 10:27 AMjavier ramirez
12/21/2022, 10:28 AMWCKD
12/21/2022, 10:29 AMAlex Pelagenko
12/21/2022, 10:29 AMWCKD
12/21/2022, 10:29 AMAlex Pelagenko
12/21/2022, 10:29 AMWCKD
12/21/2022, 10:30 AMAlex Pelagenko
12/21/2022, 10:36 AMWCKD
12/21/2022, 10:37 AMjavier ramirez
12/21/2022, 11:01 AMAndrey Pechkurov
12/21/2022, 12:25 PMIt seems noticeably slower in 6.6.1Fluctuations within 10ms can be explained with some specifics of our threading model
WCKD
12/21/2022, 12:26 PMBolek Ziobrowski
12/21/2022, 12:36 PMWCKD
12/21/2022, 12:38 PMAndrey Pechkurov
12/21/2022, 4:59 PMWCKD
12/21/2022, 7:06 PMAndrey Pechkurov
12/22/2022, 8:13 AMWCKD
12/22/2022, 9:30 AMAndrey Pechkurov
12/22/2022, 9:54 AMselect * from t where int_col != 42
WCKD
12/22/2022, 9:55 AMAndrey Pechkurov
12/22/2022, 10:20 AMWCKD
12/22/2022, 10:21 AM