Monthly Downloads: 4
Programming language: Haskell
License: BSD 3-clause "New" or "Revised" License
Tags: Finance    
Latest version: v0.1.0.3

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Streaming of Postgres through the binary protocol into Haskell. Uses attoparsec and some hand-written kernels for array extraction. Results are streamed into vectors or batched into serial or parallel Conduit pipelines for stream composition.

Build Status


$ cabal install pg_stream.cabal



Connections to Postgres are established with the connect function yielding the connection object.

connect :: ConnSettings -> IO PQ.Connection

Connections are specified by a ConnSettings.

creds :: ConnSettings
creds = ConnSettings {_host = "localhost", _dbname="invest", _user="dbadmin"}

Connections are pooled per process. Connection pooling is specified by three parameters.

  • Stripes: Stripe count. The number of distinct sub-pools to maintain. The smallest acceptable value is 1.
  • Keep Alive: Amount of time for which an unused resource is kept open. The smallest acceptable value is 0.5 seconds.
  • Affinity: Maximum number of resources to keep open per stripe. The smallest acceptable value is 1.

The default settings are:

defaultPoolSettings :: PoolSettings
defaultPoolSettings = PoolSettings { _stripes = 1, _keepalive = 10, _affinity = 10 }


Queries are executed using query for statements that yield result sets or by execute for queries that return a status code.

query :: (FromRow r, ToSQL a) => PQ.Connection -> Query -> a -> IO [r]
execute :: (ToSQL a) => PQ.Connection -> Query -> a -> IO ()

For example:

run :: IO [Row]
run = do
  conn <- connect creds
  query conn sample args

SQL queries are constructed via quasiquoter ([sql| ... |]) which generates a Query (newtype around a bytestring). Values and SQL fragments can be spliced into this template as arguments.

{-# LANGUAGE QuasiQuotes #-}

sample :: Query
sample = [sql|
      deltas.sid AS sid,
      EXTRACT(EPOCH FROM deltas.day) AS day,
      (ohlcs :: float4[])
    FROM deltas
    INNER JOIN security_groupings ON deltas.sid = security_groupings.sid
    INNER JOIN currentprice ON (
      deltas.sid = currentprice.sid
      AND deltas.DAY = currentprice.DAY
      AND currentprice.val BETWEEN 0 AND 500
    WHERE security_groupings.name = 'SP900'
    ORDER BY deltas.sid,
             deltas.DAY ASC


If the types of arguments are constrained by inference then no annotations are necessary. Otherwise annotations are needed to refine the Num/String instances into concrete types so they can be serialized and sent to Postgres.

args :: (Int, Int, SQL)
args = ( 1335855600 , 1336374000 , "LIMIT 100000")

The conversion from Haskell to Postgres types is defined by the FromField/ToField typeclasses with the mapping given by.

Postgres Haskell
int2 Int16
int4 Int32
int8 Int64
float4 Float
float8 Double
numeric Scientific
uuid UUID
char Char
text Text
date Day
bytea ByteString
bool Bool
int4[] Vector Int32
float4[] Vector Float
money Fixed E3
null a Maybe a

If the result set type is given as Maybe a then any missing value are manifest as Nothing values. And all concrete values are Just. Effectively makes errors from null values used in unchecked logic unrepresentable as any function which consumes a potentially nullable field is forced by the type system to handle both cases.


stream :: (FromRow r, ToSQL a, MonadBaseControl IO m, MonadIO m) =>
     PQ.Connection       -- ^ Connection
  -> Query               -- ^ Query
  -> a                   -- ^ Query arguments
  -> Int                 -- ^ Batch size
  -> C.Source m [r]      -- ^ Source conduit

Parallel streams can be composed together Software Transactional Memory (STM) threads to synchronize the polling.

import Database.PostgreSQL.Stream.Parallel

parallelStream ::
  -> (PQ.Connection -> Source (ResourceT IO) a)  -- Source
  -> Sink a (ResourceT IO) ()                    -- Sink
  -> IO ()


$ cabal sandbox init
$ cabal install --only-dependencies
$ cabal build

To attach to the Elsen compute engine:

$ cabal sandbox add-source path_to_tree


$ cabal haddock


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