Write-ahead Log

How write-ahead logging works

Write-ahead logging follows a simple but powerful principle: before any modification is made to the database proper, a record of that change must first be written to a sequential log file. This "write-ahead" process ensures that even if the system crashes during a modification, the database can recover its state by replaying the log.

Key components and operations

Log records

Each WAL entry typically contains:

• A unique sequence number
• The modification type (insert, update, delete)
• The before and after values
• Timestamp information
• Transaction identifiers

Checkpointing

Periodic checkpoints flush pending changes to the main database files, allowing older WAL segments to be archived or removed. This process prevents unlimited log growth while maintaining recovery capabilities.

Performance implications

Write optimization

The WAL provides several performance benefits:

• Sequential writes are faster than random I/O
• Multiple modifications can be batched into single log writes
• In-memory operations can proceed after logging but before main file updates

Recovery time

Recovery speed depends on:

• WAL size since last checkpoint
• Storage system performance
• Complexity of recorded operations

For time-series databases like QuestDB, WAL is particularly important for handling high-frequency data ingestion while maintaining durability guarantees.

Example WAL configuration focusing on performance:

# Pseudocode for WAL configuration
wal_config = {
    'segment_size': '64MB',
    'sync_method': 'group_commit',
    'checkpoint_interval': '5min',
    'retention_period': '24h'
}

Applications in financial systems

In financial applications, WAL serves several critical functions:

1. Transaction logging: Maintaining audit trails for regulatory compliance
2. Trade reconstruction: Enabling exact replay of market events
3. Disaster recovery: Ensuring business continuity after system failures

The WAL's ability to provide precise historical records is especially valuable for:

• Trade Reconstruction Requirements
• Trade Lifecycle Management
• Real-time Analytics

Best practices

1. Sizing considerations

   • Allocate sufficient storage for peak write volumes
   • Monitor WAL growth rate
   • Set appropriate retention policies

2. Performance tuning

   • Balance checkpoint frequency with recovery time objectives
   • Configure appropriate sync levels for durability requirements
   • Monitor WAL-related I/O patterns

3. Monitoring and maintenance

   • Track WAL space usage
   • Monitor checkpoint completion times
   • Verify backup integrity