Downsampling, Time Series, and PostgreSQL

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1. Time Series, Downsampling, and PostgreSQL Preetam Jinka GoSV March 2019
2. What are time series? series := []struct{ timestamp time.Time, value int, }{...}
3. Two ways to speed up time series queries Speeding up queries means doing less work at query time. 1. Filter out data early TimescaleDB: time and column based partitioning Open-source PostgreSQL extension 2. Precompute some work Downsampling — What this talk is about!
4. Time series are immutable • Observations don’t change. • Written once, queried rarely in aggregate, never updated
5. Downsampling Downsampling takes high resolution data and aggregates it into low resolution data. e.g. 1s points to 1m points Downsampling takes advantage of immutability to precompute.
6. Two ways to downsample • Streaming • Raw events -> 2s, 1m, 5m • Batch • 5m -> 1h, 1d Each granularity gets its own table: metrics_raw, metrics_1m, metrics_5m, ... PostgreSQL Downsample Downsample
7. Metrics tables schema example Column | Type | Collation | Nullable | Default ---------------+--------------------------+-----------+----------+--------- partition_col | text | | not null | metric_id | text | | not null | time | timestamp with time zone | | not null | count_val | integer | | not null |
8. Keeping track of what to downsample Downsampling status table: -[ RECORD 1 ]-----------------+------------------------------ granularity | 1h time_bucket | 2018-08-17 14:00:00+00 last_processed_time | 2018-08-17 18:16:20.939407+00 last_processed_duration | 00:00:00.398403 data_last_added_to_time_range | 2018-08-17 14:40:30.188875+00 PostgreSQL Downsample
9. Querying downsampled data 1m granularity data 1h granularity ~2 hours
10. Example of a query SELECT sp_id, occurrence_id, Sum(occ_count) AS occ_count FROM ( ( SELECT sp_id, occurrence_id, Sum(occ_count) AS occ_count FROM metrics_5m WHERE (( sp_id = $1 AND occurrence_id IN (...))) AND time >= $244 AND time < $245 GROUP BY sp_id, occurrence_id) UNION ( SELECT sp_id, occurrence_id, sum(occ_count) AS occ_count FROM metrics_1h WHERE (( sp_id = $246 AND occurrence_id IN (...))) AND time >= $489 AND time < $490 GROUP BY sp_id, occurrence_id) UNION ( SELECT sp_id, occurrence_id, sum(occ_count) AS occ_count FROM metrics_1d WHERE (( sp_id = $491 AND occurrence_id IN (...))) AND time >= $734 AND time < $735 GROUP BY sp_id, occurrence_id) UNION ( SELECT sp_id, occurrence_id, sum(occ_count) AS occ_count FROM metrics_1h WHERE (( sp_id = $736 AND occurrence_id IN (...))) AND time >= $979 AND time < $980 GROUP BY sp_id, occurrence_id) UNION ( SELECT sp_id, occurrence_id, sum(occ_count) AS occ_count FROM metrics_5m WHERE (( sp_id = $981 AND occurrence_id IN (...))) AND time >= $1224 AND time < $1225 GROUP BY sp_id, occurrence_id) UNION ( SELECT sp_id, occurrence_id, sum(occ_count) AS occ_count FROM metrics_1m WHERE (( sp_id = $1226 AND occurrence_id IN (...))) AND time >= $1469 AND time < $1470 GROUP BY sp_id, occurrence_id))
11. Scalability • Writes: everything is aggregated before reaching the DB • Reads: multiple granularities, read replicas PostgreSQL Downsample Downsample
12. What this means in practice • Not too difficult to implement • Keep queries fast, storage costs low • Scales easily
13. Monitoring Query Latencies
14. Questions? Read more on “Time Series at ShiftLeft” https://blog.shiftleft.io/time-series-at-shiftleft-e1f98196909b Reach out via Twitter: @PreetamJinka