🔧 Tonic 0.14 Upgrade: Auto-generated and build system changes
Wave 64-65 cleanup: Proto regeneration and build system updates from Tonic 0.12→0.14 upgrade Files updated: - Cargo.lock: Dependency resolution for Tonic 0.14.2 - All build.rs: Updated for tonic-prost-build - Proto files: Regenerated with tonic-prost 0.14 - Examples/tests: Updated for new gRPC API 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
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jgrusewski
318
database/migrations/011_compliance_rules_dynamic.sql
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318
database/migrations/011_compliance_rules_dynamic.sql
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-- 011_compliance_rules_dynamic.sql
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-- Dynamic Compliance Rule Configuration with Hot-Reload Support
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-- Implements database-backed rule configuration for ComplianceValidator
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-- Enable required extensions
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CREATE EXTENSION IF NOT EXISTS "uuid-ossp";
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-- Compliance rule types enumeration
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CREATE TYPE compliance_rule_type AS ENUM (
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'POSITION_LIMIT',
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'MARKET_ABUSE',
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'CLIENT_SUITABILITY',
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'BEST_EXECUTION',
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'CONCENTRATION_RISK',
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'LEVERAGE_LIMIT',
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'CAPITAL_ADEQUACY',
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'REGULATORY_REPORTING',
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'CUSTOM'
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);
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-- Main compliance rules configuration table
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CREATE TABLE compliance_rules (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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rule_id VARCHAR(100) UNIQUE NOT NULL,
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name VARCHAR(255) NOT NULL,
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description TEXT NOT NULL,
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rule_type compliance_rule_type NOT NULL,
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-- Rule activation and versioning
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active BOOLEAN NOT NULL DEFAULT true,
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version INTEGER NOT NULL DEFAULT 1,
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-- Severity and priority
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severity VARCHAR(20) NOT NULL CHECK (severity IN ('Info', 'Low', 'Medium', 'High', 'Critical')),
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priority INTEGER NOT NULL DEFAULT 50, -- 0-100 scale
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-- Flexible rule parameters as JSONB
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-- Examples:
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-- Position limit: {"instrument_id": "BTC-USD", "max_position": 1000000, "max_daily_turnover": 5000000}
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-- Market abuse: {"threshold": 1000000, "window_seconds": 300, "check_volume_spike": true}
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-- Client suitability: {"min_net_worth": 100000, "accredited_only": true}
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parameters JSONB NOT NULL DEFAULT '{}',
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-- Regulatory framework references
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regulatory_framework VARCHAR(50), -- MiFID II, Basel III, Dodd-Frank, etc.
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regulatory_reference TEXT, -- Specific article/section reference
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-- Temporal validity
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effective_date TIMESTAMP WITH TIME ZONE NOT NULL DEFAULT NOW(),
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expiry_date TIMESTAMP WITH TIME ZONE,
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-- Audit trail
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created_at TIMESTAMP WITH TIME ZONE NOT NULL DEFAULT NOW(),
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updated_at TIMESTAMP WITH TIME ZONE NOT NULL DEFAULT NOW(),
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created_by UUID,
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updated_by UUID,
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-- Additional metadata
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metadata JSONB DEFAULT '{}',
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CONSTRAINT valid_priority CHECK (priority >= 0 AND priority <= 100)
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);
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-- Compliance rule version history for audit trail
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CREATE TABLE compliance_rule_versions (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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rule_id VARCHAR(100) NOT NULL,
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version INTEGER NOT NULL,
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-- Snapshot of rule at this version
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name VARCHAR(255) NOT NULL,
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description TEXT NOT NULL,
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rule_type compliance_rule_type NOT NULL,
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active BOOLEAN NOT NULL,
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severity VARCHAR(20) NOT NULL,
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priority INTEGER NOT NULL,
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parameters JSONB NOT NULL,
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regulatory_framework VARCHAR(50),
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regulatory_reference TEXT,
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-- Version metadata
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change_reason TEXT,
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changed_by UUID,
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changed_at TIMESTAMP WITH TIME ZONE NOT NULL DEFAULT NOW(),
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-- Link to current rule
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current_rule_id UUID REFERENCES compliance_rules(id) ON DELETE CASCADE,
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UNIQUE(rule_id, version)
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);
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-- Compliance rule execution audit (tracks rule evaluations)
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CREATE TABLE compliance_rule_executions (
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id UUID PRIMARY KEY DEFAULT uuid_generate_v4(),
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rule_id VARCHAR(100) NOT NULL,
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-- Execution context
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order_id VARCHAR(100),
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instrument_id VARCHAR(50),
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portfolio_id VARCHAR(100),
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client_id VARCHAR(100),
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-- Execution result
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result VARCHAR(20) NOT NULL CHECK (result IN ('PASS', 'WARN', 'FAIL', 'ERROR')),
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violation_detected BOOLEAN NOT NULL DEFAULT false,
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warning_generated BOOLEAN NOT NULL DEFAULT false,
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-- Evaluation details
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evaluated_value JSONB, -- The values that were evaluated
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threshold_value JSONB, -- The threshold that was checked against
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breach_amount DECIMAL(20, 8),
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-- Timing
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execution_timestamp TIMESTAMP WITH TIME ZONE NOT NULL DEFAULT NOW(),
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execution_duration_ms INTEGER,
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-- Additional context
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details JSONB DEFAULT '{}'
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);
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-- Indexes for performance
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CREATE INDEX idx_compliance_rules_active ON compliance_rules(active, rule_type);
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CREATE INDEX idx_compliance_rules_type ON compliance_rules(rule_type);
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CREATE INDEX idx_compliance_rules_effective ON compliance_rules(effective_date, expiry_date)
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WHERE active = true;
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CREATE INDEX idx_compliance_rules_framework ON compliance_rules(regulatory_framework);
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CREATE INDEX idx_compliance_rule_versions_rule ON compliance_rule_versions(rule_id, version DESC);
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CREATE INDEX idx_compliance_rule_versions_changed ON compliance_rule_versions(changed_at DESC);
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CREATE INDEX idx_compliance_rule_executions_rule ON compliance_rule_executions(rule_id, execution_timestamp DESC);
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CREATE INDEX idx_compliance_rule_executions_result ON compliance_rule_executions(result, execution_timestamp DESC);
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CREATE INDEX idx_compliance_rule_executions_instrument ON compliance_rule_executions(instrument_id, execution_timestamp DESC);
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-- Function to archive rule version on update
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CREATE OR REPLACE FUNCTION archive_compliance_rule_version()
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RETURNS TRIGGER AS $$
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BEGIN
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-- Only archive if this is an actual update (not insert)
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IF TG_OP = 'UPDATE' THEN
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INSERT INTO compliance_rule_versions (
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rule_id, version, name, description, rule_type, active,
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severity, priority, parameters, regulatory_framework,
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regulatory_reference, change_reason, changed_by, current_rule_id
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) VALUES (
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OLD.rule_id, OLD.version, OLD.name, OLD.description, OLD.rule_type,
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OLD.active, OLD.severity, OLD.priority, OLD.parameters,
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OLD.regulatory_framework, OLD.regulatory_reference,
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COALESCE(NEW.metadata->>'change_reason', 'Rule updated'),
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NEW.updated_by, NEW.id
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);
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-- Increment version on the new row
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NEW.version := OLD.version + 1;
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NEW.updated_at := NOW();
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END IF;
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RETURN NEW;
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END;
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$$ LANGUAGE plpgsql;
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CREATE TRIGGER compliance_rule_version_trigger
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BEFORE UPDATE ON compliance_rules
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FOR EACH ROW
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EXECUTE FUNCTION archive_compliance_rule_version();
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-- Function to notify on rule changes (for hot-reload)
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CREATE OR REPLACE FUNCTION notify_compliance_rule_change()
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RETURNS TRIGGER AS $$
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DECLARE
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notification_payload TEXT;
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BEGIN
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-- Build notification payload
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notification_payload := json_build_object(
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'operation', TG_OP,
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'rule_id', COALESCE(NEW.rule_id, OLD.rule_id),
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'rule_type', COALESCE(NEW.rule_type::text, OLD.rule_type::text),
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'active', COALESCE(NEW.active, false),
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'timestamp', extract(epoch from now())
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)::text;
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-- Send notification on compliance_rules_changed channel
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PERFORM pg_notify('compliance_rules_changed', notification_payload);
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RETURN COALESCE(NEW, OLD);
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END;
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$$ LANGUAGE plpgsql;
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CREATE TRIGGER compliance_rule_change_notify_trigger
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AFTER INSERT OR UPDATE OR DELETE ON compliance_rules
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FOR EACH ROW
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EXECUTE FUNCTION notify_compliance_rule_change();
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-- Function to load active compliance rules
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CREATE OR REPLACE FUNCTION get_active_compliance_rules()
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RETURNS TABLE (
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id UUID,
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rule_id VARCHAR(100),
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name VARCHAR(255),
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description TEXT,
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rule_type compliance_rule_type,
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active BOOLEAN,
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version INTEGER,
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severity VARCHAR(20),
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priority INTEGER,
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parameters JSONB,
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regulatory_framework VARCHAR(50),
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regulatory_reference TEXT,
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effective_date TIMESTAMP WITH TIME ZONE,
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expiry_date TIMESTAMP WITH TIME ZONE
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) AS $$
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BEGIN
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RETURN QUERY
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SELECT
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cr.id, cr.rule_id, cr.name, cr.description, cr.rule_type,
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cr.active, cr.version, cr.severity, cr.priority, cr.parameters,
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cr.regulatory_framework, cr.regulatory_reference,
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cr.effective_date, cr.expiry_date
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FROM compliance_rules cr
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WHERE cr.active = true
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AND cr.effective_date <= NOW()
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AND (cr.expiry_date IS NULL OR cr.expiry_date > NOW())
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ORDER BY cr.priority DESC, cr.created_at ASC;
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END;
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$$ LANGUAGE plpgsql STABLE;
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-- Function to get rules by type
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CREATE OR REPLACE FUNCTION get_compliance_rules_by_type(p_rule_type compliance_rule_type)
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RETURNS TABLE (
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id UUID,
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rule_id VARCHAR(100),
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name VARCHAR(255),
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parameters JSONB,
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severity VARCHAR(20)
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) AS $$
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BEGIN
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RETURN QUERY
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SELECT cr.id, cr.rule_id, cr.name, cr.parameters, cr.severity
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FROM compliance_rules cr
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WHERE cr.active = true
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AND cr.rule_type = p_rule_type
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AND cr.effective_date <= NOW()
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AND (cr.expiry_date IS NULL OR cr.expiry_date > NOW())
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ORDER BY cr.priority DESC;
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END;
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$$ LANGUAGE plpgsql STABLE;
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-- Function to record rule execution
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CREATE OR REPLACE FUNCTION record_compliance_rule_execution(
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p_rule_id VARCHAR(100),
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p_result VARCHAR(20),
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p_violation_detected BOOLEAN DEFAULT false,
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p_order_id VARCHAR(100) DEFAULT NULL,
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p_instrument_id VARCHAR(50) DEFAULT NULL,
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p_evaluated_value JSONB DEFAULT NULL,
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p_threshold_value JSONB DEFAULT NULL,
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p_breach_amount DECIMAL DEFAULT NULL
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) RETURNS UUID AS $$
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DECLARE
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v_execution_id UUID;
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BEGIN
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v_execution_id := uuid_generate_v4();
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INSERT INTO compliance_rule_executions (
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id, rule_id, result, violation_detected,
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order_id, instrument_id, evaluated_value,
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threshold_value, breach_amount
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) VALUES (
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v_execution_id, p_rule_id, p_result, p_violation_detected,
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p_order_id, p_instrument_id, p_evaluated_value,
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p_threshold_value, p_breach_amount
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);
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RETURN v_execution_id;
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END;
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$$ LANGUAGE plpgsql SECURITY DEFINER;
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-- Insert default compliance rules
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INSERT INTO compliance_rules (rule_id, name, description, rule_type, severity, priority, parameters, regulatory_framework, regulatory_reference) VALUES
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('position_limit_default', 'Default Position Limit', 'Default maximum position size for instruments without specific limits', 'POSITION_LIMIT', 'High', 90,
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'{"max_position_size": 1000000, "max_daily_turnover": 5000000, "concentration_limit": 0.1}'::jsonb,
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'Basel III', 'Capital Requirements'),
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('market_abuse_large_order', 'Large Order Market Abuse Detection', 'Detect potentially manipulative large orders', 'MARKET_ABUSE', 'Critical', 95,
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'{"threshold": 1000000, "window_seconds": 300, "volume_spike_multiplier": 3.0}'::jsonb,
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'MAR', 'Market Abuse Regulation Article 15'),
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('client_suitability_conservative', 'Conservative Client Suitability', 'Suitability checks for conservative risk profile clients', 'CLIENT_SUITABILITY', 'Medium', 70,
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'{"max_order_value": 10000, "max_leverage": 2.0, "complex_products_allowed": false}'::jsonb,
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'MiFID II', 'Article 25 - Suitability Assessment'),
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('best_execution_monitoring', 'Best Execution Monitoring', 'Monitor best execution requirements', 'BEST_EXECUTION', 'High', 85,
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'{"min_execution_quality_score": 0.70, "max_price_improvement_deviation": 0.05, "venue_analysis_required": true}'::jsonb,
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'MiFID II', 'Article 27 - Best Execution'),
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('capital_adequacy_basel', 'Basel III Capital Adequacy', 'Monitor capital adequacy ratios', 'CAPITAL_ADEQUACY', 'Critical', 100,
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'{"min_capital_adequacy_ratio": 0.08, "min_leverage_ratio": 0.03, "tier1_minimum": 0.06}'::jsonb,
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'Basel III', 'Capital Adequacy Requirements'),
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('concentration_risk_limit', 'Portfolio Concentration Limit', 'Maximum concentration in single instrument', 'CONCENTRATION_RISK', 'High', 80,
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'{"max_concentration_pct": 0.15, "max_sector_concentration": 0.30}'::jsonb,
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'Internal Risk', 'Risk Management Policy Section 4.2');
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-- Grant permissions
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GRANT SELECT ON compliance_rules TO authenticated_users;
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GRANT SELECT ON compliance_rule_versions TO authenticated_users;
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GRANT INSERT ON compliance_rule_executions TO authenticated_users;
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GRANT EXECUTE ON FUNCTION get_active_compliance_rules TO authenticated_users;
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GRANT EXECUTE ON FUNCTION get_compliance_rules_by_type TO authenticated_users;
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GRANT EXECUTE ON FUNCTION record_compliance_rule_execution TO authenticated_users;
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-- Comments for documentation
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COMMENT ON TABLE compliance_rules IS 'Dynamic compliance rules with hot-reload support via PostgreSQL NOTIFY/LISTEN';
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COMMENT ON TABLE compliance_rule_versions IS 'Version history for compliance rule changes - full audit trail';
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COMMENT ON TABLE compliance_rule_executions IS 'Audit trail of compliance rule evaluations';
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COMMENT ON FUNCTION notify_compliance_rule_change IS 'Triggers PostgreSQL NOTIFY on compliance rule changes for hot-reload';
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COMMENT ON FUNCTION get_active_compliance_rules IS 'Returns all currently active compliance rules';
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COMMENT ON FUNCTION get_compliance_rules_by_type IS 'Returns active rules filtered by type';
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