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QuestDB

Tick storage for the engine: ingest writes, run/analysis read, live reads for OHLC/range-bar warm-up (see the runtime-services table in REQUIREMENTS.md).

Install & launch

The command below is the author's setup — a local install under $HOME/dev/questdb with Apple-Silicon Homebrew OpenJDK 17:

JAVA_HOME="/opt/homebrew/opt/openjdk@17" sh $HOME/dev/questdb/questdb.sh start -d $HOME/dev/questdb/data

On a fresh machine any stock QuestDB works: brew install questdb, the release tarball, or Docker (docker run -p 9000:9000 -p 8812:8812 questdb/questdb).

Ports & credentials

  • Writes: ILP-over-HTTP on 9000 ($QUESTDB_ILP_PORT) — the ingest command (source/ingest/ingestCommand.cppm), batched by source/ingest/questdbIngestClient.hpp.
  • Reads: pgwire on 8812 ($QUESTDB_PORT) — source/shared/questdb/connectionFactory.cppm builds the connection from the environment with the stock QuestDB credentials: dbname qdb, user admin, password quest.

Host comes from $QUESTDB_HOST (the run command can also take it as an argument) — see ENVIRONMENT.md for all three variables.

Schema contract

One table per symbol, table name == symbol (EURUSD, ...):

  • ask, bid — scaled fixed-point INT32 "points", not floats: the real price times the symbol's multiplier (FX majors ×100000, JPY pairs & metals ×1000, indices/commodities ×100 — source/shared/models/priceData.cppm, source/shared/utilities/symbolScale.cppm). e.g. EURUSD 1.10001 is stored as 110001.
  • designated timestamp — written in nanoseconds, the QuestDB HTTP default precision.

The write side emits ILP lines of the form {symbol} ask={..}i,bid={..}i {tsNanos} (ingestCommand.cppm). The read side names columns explicitly and parses positionally as (symbol, ask, bid, timestamp) (source/shared/questdb/sqlManager.cppm), so tables must serve exactly those columns.

Symbols are whitelisted: SqlManager throws std::invalid_argument for any symbol not in the symbolScale table, so a table named outside the whitelist is unreadable by the engine.

Reachability

scripts/ingest.sh probes http://$QUESTDB_HOST:$QUESTDB_ILP_PORT/exec?query=SELECT%201 before starting — non-fatal, since the ingest writer buffers (and eventually sheds) while QuestDB is down.