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
128 lines
7.0 KiB
TOML
128 lines
7.0 KiB
TOML
# HFT-Optimized Database Configuration for Foxhunt Trading System
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# CRITICAL: Sub-millisecond timeouts for high-frequency trading operations
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[production]
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# PostgreSQL HFT Configuration - CRITICAL TIMEOUTS
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postgres_url = "${POSTGRES_URL:-postgresql://foxhunt_prod:${POSTGRES_PASSWORD}@${POSTGRES_HOST:-db-prod.foxhunt.internal}:${POSTGRES_PORT:-5432}/${POSTGRES_DB:-foxhunt_production}?sslmode=require&tcp_nodelay=true}"
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postgres_pool_max = "${POSTGRES_POOL_MAX:-100}"
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postgres_pool_min = "${POSTGRES_POOL_MIN:-20}"
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# CRITICAL: HFT-optimized timeouts in MICROSECONDS
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postgres_query_timeout_micros = "${POSTGRES_QUERY_TIMEOUT_MICROS:-800}" # <1ms for HFT
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postgres_connect_timeout_ms = "${POSTGRES_CONNECT_TIMEOUT_MS:-100}" # Fast connection
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postgres_acquire_timeout_ms = "${POSTGRES_ACQUIRE_TIMEOUT_MS:-50}" # Fast pool acquisition
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postgres_max_lifetime_seconds = "${POSTGRES_MAX_LIFETIME_SECONDS:-3600}" # 1 hour
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postgres_idle_timeout_seconds = "${POSTGRES_IDLE_TIMEOUT_SECONDS:-300}" # 5 minutes
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# Redis HFT Configuration - CRITICAL TIMEOUTS
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redis_url = "${REDIS_URL:-redis://${REDIS_HOST:-cache-prod.foxhunt.internal}:${REDIS_PORT:-6379}?tcp_nodelay=true}"
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redis_pool_size = "${REDIS_POOL_SIZE:-50}"
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redis_min_connections = "${REDIS_MIN_CONNECTIONS:-10}"
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# CRITICAL: HFT-optimized timeouts in MICROSECONDS
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redis_command_timeout_micros = "${REDIS_COMMAND_TIMEOUT_MICROS:-500}" # <1ms for HFT
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redis_connect_timeout_ms = "${REDIS_CONNECT_TIMEOUT_MS:-100}" # Fast connection
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redis_acquire_timeout_ms = "${REDIS_ACQUIRE_TIMEOUT_MS:-50}" # Fast pool acquisition
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# InfluxDB Production Configuration
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influx_url = "${INFLUXDB_URL:-http://${INFLUXDB_HOST:-metrics-prod.foxhunt.internal}:${INFLUXDB_PORT:-8086}}"
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influx_org = "${INFLUXDB_ORG:-foxhunt}"
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influx_bucket = "${INFLUXDB_BUCKET:-market_data_prod}"
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influx_token = "${INFLUXDB_TOKEN}"
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influx_write_timeout_ms = "${INFLUXDB_WRITE_TIMEOUT_MS:-1000}" # 1 second for writes
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influx_query_timeout_ms = "${INFLUXDB_QUERY_TIMEOUT_MS:-5000}" # 5 seconds for queries
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influx_batch_size = "${INFLUXDB_BATCH_SIZE:-1000}"
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influx_flush_interval_ms = "${INFLUXDB_FLUSH_INTERVAL_MS:-100}" # 100ms flush
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# ClickHouse Analytics Configuration (Optional)
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clickhouse_url = "${CLICKHOUSE_URL:-http://${CLICKHOUSE_HOST:-analytics-prod.foxhunt.internal}:${CLICKHOUSE_PORT:-8123}}"
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clickhouse_database = "${CLICKHOUSE_DATABASE:-foxhunt_analytics}"
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clickhouse_username = "${CLICKHOUSE_USERNAME:-default}"
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clickhouse_password = "${CLICKHOUSE_PASSWORD}"
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clickhouse_query_timeout_ms = "${CLICKHOUSE_QUERY_TIMEOUT_MS:-30000}" # 30 seconds for analytics
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clickhouse_insert_timeout_ms = "${CLICKHOUSE_INSERT_TIMEOUT_MS:-10000}" # 10 seconds for inserts
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[staging]
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# PostgreSQL Staging Configuration - Relaxed but still fast
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postgres_url = "${POSTGRES_URL:-postgresql://foxhunt_stage:${POSTGRES_PASSWORD}@${POSTGRES_HOST:-db-stage.foxhunt.internal}:${POSTGRES_PORT:-5432}/${POSTGRES_DB:-foxhunt_staging}}"
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postgres_pool_max = "${POSTGRES_POOL_MAX:-50}"
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postgres_pool_min = "${POSTGRES_POOL_MIN:-10}"
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postgres_query_timeout_micros = "${POSTGRES_QUERY_TIMEOUT_MICROS:-2000}" # 2ms for staging
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postgres_connect_timeout_ms = "${POSTGRES_CONNECT_TIMEOUT_MS:-200}"
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postgres_acquire_timeout_ms = "${POSTGRES_ACQUIRE_TIMEOUT_MS:-100}"
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# Redis Staging Configuration
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redis_url = "${REDIS_URL:-redis://${REDIS_HOST:-cache-stage.foxhunt.internal}:${REDIS_PORT:-6379}}"
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redis_pool_size = "${REDIS_POOL_SIZE:-20}"
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redis_min_connections = "${REDIS_MIN_CONNECTIONS:-5}"
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redis_command_timeout_micros = "${REDIS_COMMAND_TIMEOUT_MICROS:-1000}" # 1ms for staging
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redis_connect_timeout_ms = "${REDIS_CONNECT_TIMEOUT_MS:-200}"
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# InfluxDB Staging Configuration
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influx_url = "${INFLUXDB_URL:-http://${INFLUXDB_HOST:-metrics-stage.foxhunt.internal}:${INFLUXDB_PORT:-8086}}"
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influx_org = "${INFLUXDB_ORG:-foxhunt}"
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influx_bucket = "${INFLUXDB_BUCKET:-market_data_stage}"
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influx_token = "${INFLUXDB_TOKEN}"
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[development]
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# PostgreSQL Development Configuration - Reasonable timeouts for development
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postgres_url = "${POSTGRES_URL:-postgresql://foxhunt_dev:${POSTGRES_PASSWORD:-foxhunt_dev_pass}@${POSTGRES_HOST:-localhost}:${POSTGRES_PORT:-5432}/${POSTGRES_DB:-foxhunt_dev}}"
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postgres_pool_max = "${POSTGRES_POOL_MAX:-20}"
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postgres_pool_min = "${POSTGRES_POOL_MIN:-5}"
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postgres_query_timeout_micros = "${POSTGRES_QUERY_TIMEOUT_MICROS:-10000}" # 10ms for development
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postgres_connect_timeout_ms = "${POSTGRES_CONNECT_TIMEOUT_MS:-1000}" # 1 second
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postgres_acquire_timeout_ms = "${POSTGRES_ACQUIRE_TIMEOUT_MS:-500}" # 500ms
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# Redis Development Configuration
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redis_url = "${REDIS_URL:-redis://${REDIS_HOST:-localhost}:${REDIS_PORT:-6379}}"
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redis_pool_size = "${REDIS_POOL_SIZE:-10}"
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redis_min_connections = "${REDIS_MIN_CONNECTIONS:-2}"
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redis_command_timeout_micros = "${REDIS_COMMAND_TIMEOUT_MICROS:-5000}" # 5ms for development
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redis_connect_timeout_ms = "${REDIS_CONNECT_TIMEOUT_MS:-1000}"
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# InfluxDB Development Configuration
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influx_url = "${INFLUXDB_URL:-http://${INFLUXDB_HOST:-localhost}:${INFLUXDB_PORT:-8086}}"
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influx_org = "${INFLUXDB_ORG:-foxhunt}"
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influx_bucket = "${INFLUXDB_BUCKET:-market_data_dev}"
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influx_token = "${INFLUXDB_TOKEN:-dev-token}"
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[testing]
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# PostgreSQL Testing Configuration - Fast but not HFT-level
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postgres_url = "${TEST_POSTGRES_URL:-postgresql://foxhunt_test:${TEST_POSTGRES_PASSWORD:-test_pass}@${TEST_POSTGRES_HOST:-localhost}:${TEST_POSTGRES_PORT:-5433}/${TEST_POSTGRES_DB:-foxhunt_test}}"
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postgres_pool_max = "${TEST_POSTGRES_POOL_MAX:-10}"
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postgres_pool_min = "${TEST_POSTGRES_POOL_MIN:-2}"
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postgres_query_timeout_micros = "${TEST_POSTGRES_QUERY_TIMEOUT_MICROS:-5000}" # 5ms for tests
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postgres_connect_timeout_ms = "${TEST_POSTGRES_CONNECT_TIMEOUT_MS:-2000}"
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# Redis Testing Configuration
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redis_url = "${TEST_REDIS_URL:-redis://${TEST_REDIS_HOST:-localhost}:${TEST_REDIS_PORT:-6380}}"
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redis_pool_size = "${TEST_REDIS_POOL_SIZE:-5}"
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redis_command_timeout_micros = "${TEST_REDIS_COMMAND_TIMEOUT_MICROS:-2000}" # 2ms for tests
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redis_connect_timeout_ms = "${TEST_REDIS_CONNECT_TIMEOUT_MS:-1000}"
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# InfluxDB Testing Configuration
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influx_url = "${TEST_INFLUXDB_URL:-http://${TEST_INFLUXDB_HOST:-localhost}:${TEST_INFLUXDB_PORT:-8087}}"
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influx_org = "${TEST_INFLUXDB_ORG:-foxhunt_test}"
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influx_bucket = "${TEST_INFLUXDB_BUCKET:-market_data_test}"
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influx_token = "${TEST_INFLUXDB_TOKEN:-test-token}"
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# Global Performance Settings
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[performance]
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# Maximum allowed query latency for HFT operations (microseconds)
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max_query_latency_micros = 800
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# Enable detailed query logging for performance analysis
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enable_query_logging = true
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# Enable connection pool monitoring
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enable_pool_monitoring = true
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# Enable automatic health checks
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enable_health_checks = true
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# Health check interval in seconds
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health_check_interval_seconds = 30
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# Backup Configuration
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[backup]
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backup_directory = "/var/backups/foxhunt"
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enable_compression = true
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enable_encryption = true
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retention_days = 30
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verify_backups = true
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include_timeseries = false # Usually too large for regular backups
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include_analytics = false # Usually too large for regular backups |