102 lines
2.7 KiB
Markdown
102 lines
2.7 KiB
Markdown
# QuestDB Client Library
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A comprehensive QuestDB client library for the Stock Bot trading platform, optimized for time-series data, market analytics, and high-performance queries.
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## Features
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- **Time-Series Optimized**: Built specifically for time-series data patterns
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- **Dual Protocol Support**: HTTP REST API and PostgreSQL wire protocol
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- **InfluxDB Line Protocol**: High-performance data ingestion
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- **SQL Analytics**: Full SQL support for complex analytics
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- **Schema Management**: Automatic table creation and partitioning
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- **Performance Monitoring**: Query performance tracking and optimization
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- **Health Monitoring**: Connection health monitoring and metrics
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## Usage
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```typescript
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import { QuestDBClient } from '@stock-bot/questdb-client';
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// Initialize client
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const questClient = new QuestDBClient();
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await questClient.connect();
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// Insert market data using InfluxDB Line Protocol
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await questClient.insert('ohlcv', {
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symbol: 'AAPL',
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open: 150.00,
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high: 152.00,
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low: 149.50,
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close: 151.50,
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volume: 1000000,
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timestamp: new Date()
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});
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// Query with SQL
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const prices = await questClient.query(`
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SELECT symbol, close, timestamp
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FROM ohlcv
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WHERE symbol = 'AAPL'
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AND timestamp > dateadd('d', -1, now())
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ORDER BY timestamp DESC
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`);
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// Time-series aggregations
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const dailyStats = await questClient.aggregate('ohlcv')
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.select(['symbol', 'avg(close) as avg_price'])
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.where('symbol = ?', ['AAPL'])
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.groupBy('symbol')
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.sampleBy('1d', 'timestamp')
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.execute();
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```
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## Data Types
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The client provides typed access to the following time-series data:
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- **ohlcv**: OHLCV candlestick data
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- **trades**: Individual trade executions
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- **quotes**: Bid/ask quote data
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- **indicators**: Technical indicator values
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- **performance**: Portfolio performance metrics
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- **risk_metrics**: Risk calculation results
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## Configuration
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Configure using environment variables:
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```env
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QUESTDB_HOST=localhost
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QUESTDB_HTTP_PORT=9000
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QUESTDB_PG_PORT=8812
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QUESTDB_INFLUX_PORT=9009
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```
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## Time-Series Features
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QuestDB excels at:
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- **High-frequency data**: Millions of data points per second
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- **Time-based partitioning**: Automatic partitioning by time
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- **ASOF JOINs**: Time-series specific joins
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- **SAMPLE BY**: Time-based aggregations
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- **LATEST BY**: Get latest values by key
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## Performance
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The client includes performance optimizations:
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- Connection pooling for HTTP and PostgreSQL protocols
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- Batch insertions for high throughput
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- Compressed data transfer
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- Query result caching
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- Automatic schema optimization
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## Health Monitoring
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Built-in health monitoring:
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```typescript
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const health = await questClient.getHealth();
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console.log(health.status); // 'healthy' | 'degraded' | 'unhealthy'
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```
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