v0.1.0 — Now Available

The fastest time-series
database for Python

C++20 columnar engine with Python bindings. kdb+-like joins, SIMD aggregations, and real-time streaming — all from a single pip install.

$ pip install wayy-db Copied!
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58x
faster as-of joins
1240x
faster disk loads
20x
faster aggregations
C++20
with Python bindings

Benchmarked against pandas

Real benchmarks on 1M-row datasets. No tricks, no cherry-picking. wayyDB's C++20 columnar engine with AVX2 SIMD is simply faster.

As-of Join1M x 1M rows
142ms
8,234ms
58x
Aggregation5 ops on 1M rows
0.8ms
16.2ms
20x
Create Table1M rows
12ms
145ms
12x
Load from Disk1M rows, mmap
0.05ms
62ms
1240x
wayyDB
pandas

One CLI to
manage everything

Connect to Wayy Cloud, create tables, stream real-time market data, and run aggregations — all from your terminal. No boilerplate.

wayy — terminal
# Install with CLI extras
$ pip install wayy-db[cli]
# Connect to Wayy Cloud
$ wayy connect https://api.wayydb.com
Connected to wayyDB v0.1.0
# Create a table with schema
$ wayy create trades --schema '{"ts":"timestamp","price":"float64"}'
Table 'trades' created
# Stream real-time data
$ wayy stream trades --symbols BTC-USD,ETH-USD
Streaming 2 symbols to trades...
# Run aggregations
$ wayy agg trades price avg

Quick Start

From pip install to as-of join in 30 seconds.

python
import wayy_db as wdb
import numpy as np

# Create trades table from numpy arrays
trades = wdb.from_dict({
    "timestamp": np.array([1000, 2000, 3000], dtype=np.int64),
    "symbol": np.array([0, 1, 0], dtype=np.uint32),
    "price": np.array([150.25, 380.50, 151.00]),
}, name="trades", sorted_by="timestamp")

# As-of join — O(n log m)
result = wdb.ops.aj(trades, quotes, on=["symbol"], as_of="timestamp")

# Zero-copy NumPy (no data copied!)
prices = trades["price"].to_numpy()

# SIMD-accelerated aggregations
avg_price = wdb.ops.avg(trades["price"])

# Window functions
mavg = wdb.ops.mavg(trades["price"], window=20)
ema = wdb.ops.ema(trades["price"], alpha=0.1)

Built for quants.
Used by researchers.

Every feature designed around the workflows of quantitative researchers and data engineers.

SIMD Aggregations

AVX2-accelerated sum, avg, min, max, and count. Crunches 1M rows in under a millisecond on modern hardware.

As-of Joins

kdb+-style temporal joins that match the latest record as of a given timestamp. Essential for aligning trades with quotes.

Real-time Streaming

WebSocket-based ingestion with pub/sub fan-out. Stream market data directly into tables with sub-millisecond latency.

Columnar Storage

Column-oriented layout with memory-mapped files. Load 1M rows from disk in 0.05ms. Cache-friendly access patterns throughout.

REST + WebSocket API

Full FastAPI-powered REST interface with WebSocket pub/sub. Query, insert, and subscribe from any language.

Window Joins

Temporal window joins for rolling analysis. Compute features over sliding time windows without leaving the database.

Up and running in 60 seconds

1

Install wayyDB

Install the package with optional CLI and API extras.

pip install wayy-db[cli,api]
2

Connect to Wayy Cloud

Or run locally. Your data, your infrastructure.

wayy connect https://api.wayydb.com
3

Start building

Create tables, stream data, run joins and aggregations.

import wayy_db as wdb

Ready to drop pandas for joins?

wayyDB is open-source and free. Star us on GitHub or try Wayy Cloud.

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