ArqonDB is an open-source agent memory database written in Rust. Give your AI agents persistent, explainable, searchable memory with causal graphs, temporal graphs, vector search, state branching, and distributed KV storage.
Three-tier distributed architecture: stateless Gateway (gRPC :9379, HTTP :9380, Redis :6379) routing to a Metadata Plane (Raft consensus for shard map, column families, node registry) and Data Plane (ShardEngine per node with LSM-tree, HNSW vector index, agent state column families, per-shard Raft). Storage engine components: WAL with CRC32 checksums, MemTable with skip-list MVCC, SST files with bloom filters and compression (Zstd, Snappy, LZ4), sharded LRU block cache, leveled k-way merge compaction.
920+ tests, 64,000+ lines of Rust, 132+ PRs merged.
The AgentStateService provides purpose-built primitives for AI agent memory: Causal Graph records reasoning traces as DAGs with Observe/Think/Act/Tool/Result steps and Triggers/Informs/Branches/Merges edges. Temporal Graph adds time-aware edges with validity intervals, point-in-time traversal (traverse_at), range queries (traverse_in_window), edge expiration, and version history (edge_history). Fork & Branch enables lightweight state branching with copy-on-write overlays for exploring alternate reasoning paths. Reactive State provides CAS writes and prefix watch notifications. Similarity Search uses find_similar_chains for KNN on reasoning step embeddings to let agents learn from past experience.
A production demo (Arqon) showcases ArqonDB's agent memory capabilities in a quantitative trading pipeline. The AgentStateService records the full agent lifecycle: (1) Observe steps for market data ingestion across 6,800+ NASDAQ symbols and news sentiment analysis; (2) Think steps for AI signal generation using 200+ technical indicators and 10,000+ alpha factors; (3) Similarity search on 64-dimensional pattern vectors to find historically similar market conditions; (4) Act steps for trade execution planning; (5) Result steps for portfolio tracking; (6) Fork branches for exploring alternative trading strategies. The causal graph provides complete audit trails and explainability.
Official gRPC clients: Python 3.9+, Rust 1.70+, Go 1.21+, Java 17+, C++ 17+. Redis RESP2 protocol compatible — connect with redis-cli or any Redis client library.
Single Node (cargo run), Docker (multi-stage build), Kubernetes (StatefulSet with 3+ data nodes), macOS launchd.
Open source, Apache 2.0 licensed. View on GitHub.