JAVA How to build a sql query with JOOQ step by step

You have many options.

Stick with the DSL API

... and assign the intermediate types to a local variable:

DSLContext request = DSL.using(sqlConnection, SQLDialect.MYSQL);
InsertValuesStep2<?, Object, Object> step = request.insertInto(
    DSL.table("MyTable"), DSL.field("MyColumn1"), DSL.field("MyColumn2"));

// ... some code ...

step = step.values("hello", 98);

// ... some code ...

step = values("world", 67);

// ... some code ...

step.execute();

Use the model API instead

... This kind of dynamic SQL is probably easier to implement using the model API (see also http://www.jooq.org/doc/latest/manual/sql-building/sql-statements/dsl-and-non-dsl)

DSLContext request = DSL.using(sqlConnection, SQLDialect.MYSQL);
InsertQuery<?> insert = request.insertQuery(DSL.table("MyTable"));

// ... some code ...

insert.addValue(DSL.field("MyColumn1", String.class), "hello"))
insert.addValue(DSL.field("MyColumn1", Integer.class), 98))

// ... some code ...

insert.newRecord();
insert.addValue(DSL.field("MyColumn1", String.class), "world"))
insert.addValue(DSL.field("MyColumn1", Integer.class), 67))

// ... some code ...

insert.execute();

Use a batch statement

An alternative would be to send a batch of multiple individual statements to the server by using the batch API (http://www.jooq.org/doc/latest/manual/sql-execution/batch-execution). For example:

request.batch(DSL.insertInto(
                    DSL.table("MyTable"), DSL.field("MyColumn1"), DSL.field("MyColumn2"))
                 .values((String) null, null))
       .bind("hello", 98)
       .bind("world", 67)
       .execute();

... or, in a more dynamic form:

List<Object[]> values = new ArrayList<>();

// ... some code ...
values.add(new Object[] { "hello", 98 });

// ... some code ...
values.add(new Object[] { "world", 67});

request.batch(DSL.insertInto(
                    DSL.table("MyTable"), DSL.field("MyColumn1"), DSL.field("MyColumn2"))
                 .values((String) null, null))
       .bind(values.toArray(new Object[list.size()][]))
       .execute();