High-Performance Time Series Database with C++ Core
sageTSDB is a high-performance time series database designed for streaming data processing with support for out-of-order data, window-based operations, and pluggable algorithms.
- Efficient Time Series Storage: Optimized data structures for time series indexing
- Out-of-Order Data Handling: Automatic buffering and watermarking for late data
- Pluggable Algorithms: Extensible architecture for custom stream processing algorithms
- Window Operations: Support for tumbling, sliding, and session windows
- Stream Join: Window-based join for multiple time series streams
- Python Bindings: Easy-to-use Python API via pybind11
sageTSDB/
โโโ include/
โ โโโ sage_tsdb/
โ โโโ core/
โ โ โโโ time_series_data.h # Data structures
โ โ โโโ time_series_index.h # Indexing
โ โ โโโ time_series_db.h # Core database
โ โโโ algorithms/
โ โ โโโ algorithm_base.h # Algorithm interface
โ โ โโโ stream_join.h # Stream join algorithm
โ โ โโโ window_aggregator.h # Window aggregation
โ โโโ utils/
โ โโโ config.h # Configuration
โ โโโ common.h # Common utilities
โโโ src/
โ โโโ core/
โ โโโ algorithms/
โ โโโ utils/
โโโ python/
โ โโโ bindings.cpp # pybind11 bindings
โโโ tests/
โ โโโ cpp/
โโโ CMakeLists.txt
- C++17 compatible compiler (GCC 8+, Clang 7+, MSVC 2019+)
- CMake 3.15 or higher
- Python 3.8+ (for Python bindings)
- pybind11
# Clone the repository
git clone https://github.com/intellistream/sageTSDB.git
cd sageTSDB
# Create build directory
mkdir build && cd build
# Configure and build
cmake ..
make -j$(nproc)
# Run tests
ctest
# Install (optional)
sudo make install# From build directory
cmake -DBUILD_PYTHON_BINDINGS=ON ..
make -j$(nproc)
# Install Python package
pip install .#include <sage_tsdb/core/time_series_db.h>
#include <sage_tsdb/algorithms/stream_join.h>
using namespace sage_tsdb;
int main() {
// Create database
TimeSeriesDB db;
// Add data
TimeSeriesData data;
data.timestamp = 1234567890000;
data.value = 42.5;
data.tags["sensor"] = "temp_01";
db.add(data);
// Query data
TimeRange range{1234567890000, 1234567900000};
auto results = db.query(range);
// Use algorithms
StreamJoin join(5000); // 5-second window
auto joined = join.process(left_stream, right_stream);
return 0;
}import sage_tsdb
# Create database
db = sage_tsdb.TimeSeriesDB()
# Add data
db.add(timestamp=1234567890000, value=42.5,
tags={"sensor": "temp_01"})
# Query data
results = db.query(start_time=1234567890000,
end_time=1234567900000)
# Stream join
join = sage_tsdb.StreamJoin(window_size=5000)
joined = join.process(left_stream, right_stream)#include <sage_tsdb/algorithms/algorithm_base.h>
class MyAlgorithm : public TimeSeriesAlgorithm {
public:
MyAlgorithm(const AlgorithmConfig& config)
: TimeSeriesAlgorithm(config) {}
std::vector<TimeSeriesData> process(
const std::vector<TimeSeriesData>& input) override {
// Your algorithm implementation
return output;
}
};
// Register algorithm
REGISTER_ALGORITHM("my_algorithm", MyAlgorithm);# Run all tests
cd build
ctest -V
# Run specific test
./tests/test_time_series_db
./tests/test_stream_joinBenchmarks on typical hardware (Intel i7, 16GB RAM):
| Operation | Throughput | Latency |
|---|---|---|
| Single insert | 1M ops/sec | < 1 ฮผs |
| Batch insert (1000) | 5M ops/sec | < 200 ns/op |
| Query (1000 results) | 500K queries/sec | 2 ฮผs |
| Stream join | 300K pairs/sec | 3 ฮผs |
| Window aggregation | 800K windows/sec | 1.2 ฮผs |
This library is designed to be used as a submodule in the SAGE project:
# In SAGE repository
git submodule add https://github.com/intellistream/sageTSDB.git \
packages/sage-middleware/src/sage/middleware/components/sage_tsdb/sageTSDB
git submodule update --init --recursiveContributions are welcome! Please read our Contributing Guide for details.
This project is licensed under the Apache License 2.0 - see the LICENSE file for details.
For questions and support:
- GitHub Issues: https://github.com/intellistream/sageTSDB/issues
- Email: [email protected]