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using-timeseries-databases

Time-series database implementation for metrics, IoT, financial data, and observability backends. Use when building dashboards, monitoring systems, IoT platforms, or financial applications. Covers TimescaleDB (PostgreSQL), InfluxDB, ClickHouse, QuestDB, continuous aggregates, downsampling (LTTB), and retention policies.

インストール方法を見る

含まれるファイル(15)

  • SKILL.md6.6 KB
  • examples/iot-data-pipeline/main.go6.3 KB
  • examples/iot-data-pipeline/README.md9.2 KB
  • examples/metrics-dashboard-backend/api.py7.8 KB
  • examples/metrics-dashboard-backend/README.md8.8 KB
  • examples/metrics-dashboard-backend/schema.sql3.8 KB
  • outputs.yaml13.5 KB
  • README.md10.0 KB
  • references/clickhouse.md17.7 KB
  • references/downsampling-strategies.md16.6 KB
  • references/influxdb.md13.7 KB
  • references/questdb.md12.3 KB
  • references/timescaledb.md12.4 KB
  • scripts/generate_retention_policy.py8.7 KB
  • scripts/setup_hypertable.py10.8 KB

SKILL.md(原文)

インストールする前に、エージェントに与えられる指示の中身を確認できます。

Time-Series Databases

Implement efficient storage and querying for time-stamped data (metrics, IoT sensors, financial ticks, logs).

Database Selection

Choose based on primary use case:

TimescaleDB - PostgreSQL extension

  • Use when: Already on PostgreSQL, need SQL + JOINs, hybrid workloads
  • Query: Standard SQL
  • Scale: 100K-1M inserts/sec

InfluxDB - Purpose-built TSDB

  • Use when: DevOps metrics, Prometheus integration, Telegraf ecosystem
  • Query: InfluxQL or Flux
  • Scale: 500K-1M points/sec

ClickHouse - Columnar analytics

  • Use when: Fastest aggregations needed, analytics dashboards, log analysis
  • Query: SQL
  • Scale: 1M-10M inserts/sec, 100M-1B rows/sec queries

QuestDB - High-throughput IoT

  • Use when: Highest write performance needed, financial tick data
  • Query: SQL + Line Protocol
  • Scale: 4M+ inserts/sec

Core Patterns

1. Hypertables (TimescaleDB)

Automatic time-based partitioning:

CREATE TABLE sensor_data (
  time        TIMESTAMPTZ NOT NULL,
  sensor_id   INTEGER NOT NULL,
  temperature DOUBLE PRECISION,
  humidity    DOUBLE PRECISION
);

SELECT create_hypertable('sensor_data', 'time');

Benefits:

  • Efficient data expiration (drop old chunks)
  • Parallel query execution
  • Compression on older chunks (10-20x savings)

2. Continuous Aggregates

Pre-computed rollups for fast dashboard queries:

-- TimescaleDB: hourly rollup
CREATE MATERIALIZED VIEW sensor_data_hourly
WITH (timescaledb.continuous) AS
SELECT time_bucket('1 hour', time) AS hour,
       sensor_id,
       AVG(temperature) AS avg_temp,
       MAX(temperature) AS max_temp,
       MIN(temperature) AS min_temp
FROM sensor_data
GROUP BY hour, sensor_id;

-- Auto-refresh policy
SELECT add_continuous_aggregate_policy('sensor_data_hourly',
  start_offset => INTERVAL '3 hours',
  end_offset => INTERVAL '1 hour',
  schedule_interval => INTERVAL '1 hour');

Query strategy:

  • Short range (last hour): Raw data
  • Medium range (last day): 1-minute rollups
  • Long range (last month): 1-hour rollups
  • Very long (last year): Daily rollups

3. Retention Policies

Automatic data expiration:

-- TimescaleDB: delete data older than 90 days
SELECT add_retention_policy('sensor_data', INTERVAL '90 days');

Common patterns:

  • Raw data: 7-90 days
  • Hourly rollups: 1-2 years
  • Daily rollups: Infinite retention

4. Downsampling for Visualization

Use LTTB (Largest-Triangle-Three-Buckets) algorithm to reduce points for charts.

Problem: Browsers can't smoothly render 1M points Solution: Downsample to 500-1000 points preserving visual fidelity

-- TimescaleDB toolkit LTTB
SELECT time, value
FROM lttb(
  'SELECT time, temperature FROM sensor_data WHERE sensor_id = 1',
  1000  -- target number of points
);

Thresholds:

  • < 1,000 points: No downsampling
  • 1,000-10,000 points: LTTB to 1,000 points
  • 10,000+ points: LTTB to 500 points or use pre-aggregated data

Dashboard Integration

Time-series databases are the primary data source for real-time dashboards.

Query patterns by component:

ComponentQuery PatternExample
KPI CardLatest valueSELECT temperature FROM sensors ORDER BY time DESC LIMIT 1
Trend ChartTime-bucketed avgSELECT time_bucket('5m', time), AVG(cpu) GROUP BY 1
HeatmapMulti-metric windowSELECT hour, AVG(cpu), AVG(memory) GROUP BY hour
AlertThreshold checkSELECT COUNT(*) WHERE cpu > 80 AND time > NOW() - '5m'

Data flow:

  1. Ingest metrics (Prometheus, MQTT, application events)
  2. Store in time-series DB with continuous aggregates
  3. Apply retention policies (raw: 30d, rollups: 1y)
  4. Query layer downsamples to optimal points (LTTB)
  5. Frontend renders with Recharts/visx

Auto-refresh intervals:

  • Critical alerts: 1-5 seconds (WebSocket)
  • Operations dashboard: 10-30 seconds (polling)
  • Analytics dashboard: 1-5 minutes (cached)
  • Historical reports: On-demand only

Database-Specific Details

For implementation guides, see:

  • references/timescaledb.md - Setup, tuning, compression
  • references/influxdb.md - InfluxQL/Flux, retention policies
  • references/clickhouse.md - MergeTree engines, clustering
  • references/questdb.md - Line Protocol, SIMD optimization

For downsampling implementation:

  • references/downsampling-strategies.md - LTTB algorithm, aggregation methods

For examples:

  • examples/metrics-dashboard-backend/ - TimescaleDB + FastAPI
  • examples/iot-data-pipeline/ - InfluxDB + Go for IoT

For scripts:

  • scripts/setup_hypertable.py - Create TimescaleDB hypertables
  • scripts/generate_retention_policy.py - Generate retention policies

Performance Optimization

Write Optimization

Batch inserts:

DatabaseBatch SizeExpected Throughput
TimescaleDB1,000-10,000100K-1M rows/sec
InfluxDB5,000+500K-1M points/sec
ClickHouse10,000-100,0001M-10M rows/sec
QuestDB10,000+4M+ rows/sec

Query Optimization

Rule 1: Always filter by time first (indexed)

-- BAD: Full table scan
SELECT * FROM metrics WHERE metric_name = 'cpu';

-- GOOD: Time index used
SELECT * FROM metrics
WHERE time > NOW() - INTERVAL '1 hour'
  AND metric_name = 'cpu';

Rule 2: Use continuous aggregates for dashboard queries

-- BAD: Aggregate 1B rows every dashboard load
SELECT time_bucket('1 hour', time), AVG(cpu)
FROM metrics
WHERE time > NOW() - INTERVAL '30 days'
GROUP BY 1;

-- GOOD: Query pre-computed rollup
SELECT hour, avg_cpu
FROM metrics_hourly
WHERE hour > NOW() - INTERVAL '30 days';

Rule 3: Downsample for visualization

// Request optimal point count
const points = Math.min(1000, chartWidth);
const query = `/api/metrics?start=${start}&end=${end}&points=${points}`;

Use Cases

DevOps Monitoring → InfluxDB or TimescaleDB

  • Prometheus metrics, application traces, infrastructure

IoT Sensor Data → QuestDB or TimescaleDB

  • Millions of devices, high write throughput

Financial Tick Data → QuestDB or ClickHouse

  • Sub-millisecond queries, OHLC aggregates

User Analytics → ClickHouse

  • Event tracking, daily active users, funnel analysis

Real-time Dashboards → Any TSDB + Continuous Aggregates

  • Pre-computed rollups, WebSocket streaming, LTTB downsampling

レビュー

まだレビューはありません。使ってみた感想をお寄せください。

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