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I am creating mysql plugin for grabbing "GLOBAL STATUS" data for netdata. It executes one query ("SHOW GLOBAL STATUS") every second which doesn't carry very much data. However I found that your implementation of cursor.execute(query) is sluggish. It takes about 2-3x more time than MySQLdb implementation. After some investigation I think that the main reason behind it is usage of socket.makefile() which has some well known performance issues (https://bugs.python.org/issue18329)
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