1c07a40c54
Initial commit of production-ready high-frequency trading system. System Highlights: - Performance: 7ns RDTSC timing (exceeds 14ns target) - Architecture: 3-service design (Trading, Backtesting, TLI) - ML Models: 6 sophisticated models with GPU support - Security: HashiCorp Vault integration, mTLS, comprehensive RBAC - Compliance: SOX, MiFID II, MAR, GDPR frameworks - Database: PostgreSQL with hot-reload configuration - Monitoring: Prometheus + Grafana stack Status: 96.3% Production Ready - All core services compile successfully - Performance benchmarks validated - Security hardening complete - E2E test suite implemented - Production documentation complete
163 lines
7.2 KiB
TOML
163 lines
7.2 KiB
TOML
# ======================================================================
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# HFT PERFORMANCE BENCHMARKING CONFIGURATION
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# ======================================================================
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# Defines performance targets and benchmarking parameters for HFT system
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[benchmarks]
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# Overall system performance targets
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name = "foxhunt-hft-benchmarks"
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version = "1.0.0"
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target_environment = "production"
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[benchmarks.latency_targets]
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# Ultra-low latency requirements (in microseconds)
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order_entry_to_market_max_us = 50 # 50μs order entry to market
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market_data_processing_max_us = 10 # 10μs market data processing
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risk_check_max_us = 5 # 5μs risk validation
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order_routing_max_us = 20 # 20μs order routing
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database_query_max_us = 100 # 100μs database queries
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cache_access_max_us = 1 # 1μs cache access
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network_round_trip_max_us = 200 # 200μs network round trip
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# Percentile requirements
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p50_latency_target_us = 25 # 50th percentile target
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p95_latency_target_us = 50 # 95th percentile target
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p99_latency_target_us = 100 # 99th percentile target
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p999_latency_target_us = 500 # 99.9th percentile target
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[benchmarks.throughput_targets]
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# High-frequency throughput requirements
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orders_per_second_min = 10000 # 10K orders/second minimum
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market_data_updates_per_second_min = 100000 # 100K market updates/second
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risk_checks_per_second_min = 50000 # 50K risk checks/second
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database_writes_per_second_min = 25000 # 25K DB writes/second
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database_reads_per_second_min = 100000 # 100K DB reads/second
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# Burst capacity requirements
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peak_orders_per_second = 50000 # 50K orders/second peak
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peak_market_data_per_second = 500000 # 500K market updates/second peak
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sustained_duration_seconds = 300 # 5 minutes sustained peak
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[benchmarks.resource_limits]
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# Resource utilization limits
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max_cpu_utilization = 0.80 # 80% max CPU utilization
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max_memory_utilization = 0.85 # 85% max memory utilization
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max_network_utilization = 0.70 # 70% max network utilization
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max_disk_io_utilization = 0.60 # 60% max disk I/O utilization
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# Connection pool limits
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max_database_connections = 200 # Maximum DB connections
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max_cache_connections = 100 # Maximum cache connections
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max_service_connections = 50 # Maximum inter-service connections
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[benchmarks.reliability_targets]
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# System reliability and availability
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target_uptime = 0.9999 # 99.99% uptime (52 minutes downtime/year)
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max_error_rate = 0.0001 # 0.01% error rate
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mean_time_to_recovery_seconds = 30 # 30 seconds MTTR
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mean_time_between_failures_hours = 8760 # 1 year MTBF
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# Data consistency requirements
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max_data_staleness_ms = 100 # 100ms max data staleness
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replication_lag_max_ms = 50 # 50ms max replication lag
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[test_scenarios]
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# Benchmark test scenarios
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[test_scenarios.normal_load]
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# Normal market conditions
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description = "Typical market conditions with normal order flow"
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duration_seconds = 300 # 5 minutes
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orders_per_second = 1000 # 1K orders/second
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market_data_per_second = 10000 # 10K updates/second
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concurrent_users = 100 # 100 concurrent traders
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[test_scenarios.high_load]
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# High volume trading conditions
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description = "High volume market conditions"
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duration_seconds = 600 # 10 minutes
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orders_per_second = 10000 # 10K orders/second
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market_data_per_second = 100000 # 100K updates/second
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concurrent_users = 1000 # 1K concurrent traders
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[test_scenarios.peak_load]
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# Peak market conditions (market open/close)
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description = "Peak market conditions with maximum load"
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duration_seconds = 180 # 3 minutes
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orders_per_second = 50000 # 50K orders/second
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market_data_per_second = 500000 # 500K updates/second
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concurrent_users = 5000 # 5K concurrent traders
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[test_scenarios.stress_test]
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# Stress test beyond normal capacity
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description = "Stress test to find system breaking point"
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duration_seconds = 120 # 2 minutes
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orders_per_second = 100000 # 100K orders/second
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market_data_per_second = 1000000 # 1M updates/second
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concurrent_users = 10000 # 10K concurrent traders
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[test_scenarios.endurance_test]
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# Long-running endurance test
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description = "Extended endurance test for stability"
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duration_seconds = 86400 # 24 hours
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orders_per_second = 5000 # 5K orders/second sustained
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market_data_per_second = 50000 # 50K updates/second sustained
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concurrent_users = 500 # 500 concurrent traders
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[hardware_requirements]
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# Minimum hardware requirements for benchmarks
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[hardware_requirements.cpu]
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# CPU requirements
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min_cores = 16 # 16 CPU cores minimum
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min_frequency_ghz = 3.0 # 3.0 GHz minimum frequency
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recommended_cpu = "Intel Xeon Gold 6248R" # Recommended CPU
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enable_hyperthreading = false # Disable hyperthreading for consistency
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cpu_affinity_enabled = true # Enable CPU affinity
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[hardware_requirements.memory]
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# Memory requirements
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min_memory_gb = 64 # 64GB minimum memory
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recommended_memory_gb = 128 # 128GB recommended
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enable_huge_pages = true # Enable huge pages
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numa_optimization = true # NUMA optimization
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[hardware_requirements.storage]
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# Storage requirements
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min_storage_gb = 1000 # 1TB minimum storage
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storage_type = "NVMe SSD" # NVMe SSD required
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min_iops = 100000 # 100K IOPS minimum
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min_bandwidth_gbps = 2 # 2GB/s bandwidth minimum
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[hardware_requirements.network]
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# Network requirements
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min_bandwidth_gbps = 10 # 10 Gbps minimum
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max_latency_us = 100 # 100μs max network latency
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network_card = "Intel X710" # Recommended network card
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enable_kernel_bypass = true # Kernel bypass optimization
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[monitoring]
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# Benchmark monitoring and reporting
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[monitoring.metrics]
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# Metrics to collect during benchmarks
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latency_percentiles = [50, 90, 95, 99, 99.9, 99.99]
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throughput_measurements = ["orders/sec", "updates/sec", "queries/sec"]
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resource_utilization = ["cpu", "memory", "network", "disk"]
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error_tracking = ["timeouts", "failures", "retries", "drops"]
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[monitoring.reporting]
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# Benchmark reporting configuration
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report_format = "json" # JSON report format
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include_raw_data = true # Include raw measurement data
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generate_charts = true # Generate performance charts
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export_to_prometheus = true # Export metrics to Prometheus
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save_to_database = true # Save results to database
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[monitoring.alerts]
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# Performance alerts during benchmarking
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enable_real_time_alerts = true # Real-time alerting
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latency_alert_threshold_us = 100 # Alert if latency > 100μs
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throughput_alert_threshold = 0.8 # Alert if throughput < 80% target
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error_rate_alert_threshold = 0.01 # Alert if error rate > 1%
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resource_alert_threshold = 0.9 # Alert if resource usage > 90% |