How to use time-series with Sqlite, with fast time-range queries?

问题

Let's say we log events in a Sqlite database with Unix timestamp column ts:

CREATE TABLE data(ts INTEGER, text TEXT);   -- more columns in reality

and that we want fast lookup for datetime ranges, for example:

SELECT text FROM data WHERE ts BETWEEN 1608710000 and 1608718654;

Like this, EXPLAIN QUERY PLAN gives SCAN TABLE data which is bad, so one obvious solution is to create an index with CREATE INDEX dt_idx ON data(ts).

Then the problem is solved, but it's rather a poor solution to have to maintain an index for an already-increasing sequence / already-sorted column ts for which we could use a B-tree search in O(log n) directly. Internally this will be the index:

ts           rowid
1608000001   1
1608000002   2
1608000012   3
1608000077   4

which is a waste of DB space (and CPU when a query has to look in the index first).

To avoid this:

(1) we could use ts as INTEGER PRIMARY KEY, so ts would be the rowid itself. But this fails because ts is not unique: 2 events can happen at the same second (or even at the same millisecond).

See for example the info given in SQLite Autoincrement.
(2) we could use rowid as timestamp ts concatenated with an increasing number. Example:
```
 16087186540001      
 16087186540002
 [--------][--]
     ts     increasing number 
```
Then rowid is unique and strictly increasing (provided there are less than 10k events per second), and no index would be required. A query WHERE ts BETWEEN a AND b would simply become WHERE rowid BETWEEN a*10000 AND b*10000+9999.

But is there an easy way to ask Sqlite to INSERT an item with a rowid greater than or equal to a given value? Let's say the current timestamp is 1608718654 and two events appear:
```
  CREATE TABLE data(ts_and_incr INTEGER PRIMARY KEY AUTOINCREMENT, text TEXT);
  INSERT INTO data VALUES (NEXT_UNUSED(1608718654), "hello")  #16087186540001 
  INSERT INTO data VALUES (NEXT_UNUSED(1608718654), "hello")  #16087186540002
```

More generally, how to create time-series optimally with Sqlite, to have fast queries WHERE timestamp BETWEEN a AND b?

回答1:

First solution

The method (2) detailed in the question seems to work well. In a benchmark, I obtained:

naive method, without index: 18 MB database, 86 ms query time
naive method, with index: 32 MB database, 12 ms query time
method (2): 18 MB database, 12 ms query time

The key point is here to use dt as an INTEGER PRIMARY KEY, so it will be the row id itself (see also Is an index needed for a primary key in SQLite?), using a B-tree, and there will not be another hidden rowid column. Thus we avoid an extra index which would make a correspondance dt => rowid: here dt is the row id.

We also use AUTOINCREMENT which internally creates a sqlite_sequence table, which keeps track of the last added ID. This is useful when inserting: since it is possible that two events have the same timestamp in seconds (it would be possible even with milliseconds or microseconds timestamps, the OS could truncate the precision), we use the maximum between timestamp*10000 and last_added_ID + 1 to make sure it's unique:

 MAX(?, (SELECT seq FROM sqlite_sequence) + 1)

Code:

import sqlite3, random, time
db = sqlite3.connect('test.db')
db.execute("CREATE TABLE data(dt INTEGER PRIMARY KEY AUTOINCREMENT, label TEXT);")

t = 1600000000
for i in range(1000*1000):
    if random.randint(0, 100) == 0:  # timestamp increases of 1 second with probability 1%
        t += 1
    db.execute("INSERT INTO data(dt, label) VALUES (MAX(?, (SELECT seq FROM sqlite_sequence) + 1), 'hello');", (t*10000, ))
db.commit()

# t will range in a ~ 10 000 seconds window
t1, t2 = 1600005000*10000, 1600005100*10000  # time range of width 100 seconds (i.e. 1%)
start = time.time()
for _ in db.execute("SELECT 1 FROM data WHERE dt BETWEEN ? AND ?", (t1, t2)): 
    pass
print(time.time()-start)

Using a `WITHOUT ROWID` table

Here is another method with WITHOUT ROWID which gives a 8 ms query time. We have to implement an auto-incrementing id ourself, since AUTOINCREMENT is not available when using WITHOUT ROWID.
WITHOUT ROWID is useful when we want to use a PRIMARY KEY(dt, another_column1, another_column2, id) and avoid to have an extra rowid column. Instead of having one B-tree for rowid and one B-tree for (dt, another_column1, ...), we'll have just one.

db.executescript("""
    CREATE TABLE autoinc(num INTEGER); INSERT INTO autoinc(num) VALUES(0);

    CREATE TABLE data(dt INTEGER, id INTEGER, label TEXT, PRIMARY KEY(dt, id)) WITHOUT ROWID;
    
    CREATE TRIGGER insert_trigger BEFORE INSERT ON data BEGIN UPDATE autoinc SET num=num+1; END;
    """)

t = 1600000000
for i in range(1000*1000):
    if random.randint(0, 100) == 0: # timestamp increases of 1 second with probabibly 1%
        t += 1
    db.execute("INSERT INTO data(dt, id, label) VALUES (?, (SELECT num FROM autoinc), ?);", (t, 'hello'))
db.commit()

# t will range in a ~ 10 000 seconds window
t1, t2 = 1600005000, 1600005100  # time range of width 100 seconds (i.e. 1%)
start = time.time()
for _ in db.execute("SELECT 1 FROM data WHERE dt BETWEEN ? AND ?", (t1, t2)): 
    pass
print(time.time()-start)

Roughly-sorted UUID

More generally, the problem is linked to having IDs that are "roughly-sorted" by datetime. More about this:

ULID (Universally Unique Lexicographically Sortable Identifier)
Snowflake
MongoDB ObjectId

All these methods use an ID which is:

[---- timestamp ----][---- random and/or incremental ----]

回答2:

I am not expert in SqlLite, but have worked with databases and time series. I have hade similar situation previously, and I would share my conceptual solution.

You have some how part of the answer in your question, but not the way of doing it.

The way I did it, creating 2 tables, one table (main_logs) will log time in seconds incrementation as date as integer as primary key and the other table logs contain all logs (main_sub_logs) that made in that particular time that in your case can be up to 10000 logs per second in it. The main_sub_logs has reference to main_logs and it contain for each log second and X number of logs belong to that second with own counter id, that starts over again.

This way you limit your time series look up to seconds of event windows instead of all logs in one place.

This way you can join those two tables and when you look up from in first table between 2 specific time you get all logs in between.

So what here is how I created my 2 tables:

CREATE TABLE IF NOT EXISTS main_logs (
  id INTEGER PRIMARY KEY
);

CREATE TABLE IF NOT EXISTS main_sub_logs (
   id INTEGER,
   ref INTEGER,
   log_counter INTEGER,
   log_text text,
   PRIMARY KEY (id), 
   FOREIGN KEY (ref) REFERENCES main_logs(id)
)

I have inserted some dummy data:

Now lets query all logs between 1608718655 and 1608718656

SELECT * FROM main_logs AS A
JOIN main_sub_logs AS B ON A.id == B.Ref
WHERE A.id >= 1608718655 AND A.id <= 1608718656

Will get this result:

来源：https://stackoverflow.com/questions/65422890/how-to-use-time-series-with-sqlite-with-fast-time-range-queries

标签

sql

database

sqlite

time-series

auto-increment