69d435cb52
Replace stub metrics provider with real QuestDBMetricsProvider that queries QuestDB via PostgreSQL wire protocol (port 8812) for rolling model Sharpe, win rates, confidence buckets, and ensemble metrics. - Add QuestDB service to docker-compose.yml (8.2.3, ports 9009/8812/9003) - Create questdb_metrics.rs with 5 SQL queries and graceful fallback - Wire QuestDBMetricsProvider into main.rs (replaces StubMetricsProvider) - Fix unused Instant import in feedback_loop.rs (#[cfg(test)] scope) Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
513 lines
17 KiB
YAML
513 lines
17 KiB
YAML
version: '3.8'
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services:
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# PostgreSQL - Primary database for SQLx compilation and app data
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postgres:
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image: timescale/timescaledb:latest-pg16
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container_name: foxhunt-postgres
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environment:
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POSTGRES_DB: foxhunt
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POSTGRES_USER: foxhunt
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POSTGRES_PASSWORD: foxhunt_dev_password
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ports:
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- "5432:5432"
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volumes:
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- postgres_data:/var/lib/postgresql/data
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healthcheck:
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test: ["CMD-SHELL", "pg_isready -U foxhunt"]
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interval: 10s
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timeout: 5s
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retries: 5
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networks:
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- foxhunt-network
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# Redis - Caching and real-time data
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redis:
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image: redis:7-alpine
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container_name: foxhunt-redis
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command: >
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redis-server
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--maxmemory 2gb
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--maxmemory-policy allkeys-lru
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ports:
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- "6379:6379"
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volumes:
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- redis_data:/data
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healthcheck:
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test: ["CMD", "redis-cli", "ping"]
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interval: 10s
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timeout: 5s
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retries: 5
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networks:
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- foxhunt-network
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# QuestDB - High-performance time-series DB for ML metrics and feedback loop
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questdb:
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image: questdb/questdb:8.2.3
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container_name: foxhunt-questdb
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ports:
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- "9009:9009" # ILP ingestion (Influx Line Protocol)
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- "8812:8812" # PostgreSQL wire protocol (SQL queries)
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- "9003:9003" # HTTP REST API + Web Console
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volumes:
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- questdb_data:/var/lib/questdb
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environment:
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- QDB_PG_ENABLED=true
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- QDB_LINE_TCP_NET_BIND_TO=0.0.0.0:9009
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healthcheck:
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test: ["CMD-SHELL", "wget --no-verbose --tries=1 -O /dev/null http://localhost:9003/exec?query=SELECT%201 || exit 1"]
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interval: 10s
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timeout: 5s
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retries: 5
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networks:
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- foxhunt-network
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# InfluxDB - Time-series data for HFT metrics
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influxdb:
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image: influxdb:2.7-alpine
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container_name: foxhunt-influxdb
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environment:
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DOCKER_INFLUXDB_INIT_MODE: setup
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DOCKER_INFLUXDB_INIT_USERNAME: foxhunt
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DOCKER_INFLUXDB_INIT_PASSWORD: foxhunt_dev_password
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DOCKER_INFLUXDB_INIT_ORG: foxhunt
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DOCKER_INFLUXDB_INIT_BUCKET: trading_metrics
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DOCKER_INFLUXDB_INIT_RETENTION: 30d
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ports:
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- "8086:8086"
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volumes:
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- influxdb_data:/var/lib/influxdb2
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healthcheck:
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test: ["CMD", "influx", "ping"]
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interval: 30s
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timeout: 10s
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retries: 5
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networks:
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- foxhunt-network
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# HashiCorp Vault - Secrets management
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vault:
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image: hashicorp/vault:1.15
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container_name: foxhunt-vault
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environment:
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VAULT_ADDR: http://0.0.0.0:8200
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VAULT_DEV_ROOT_TOKEN_ID: foxhunt-dev-root
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ports:
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- "8200:8200"
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volumes:
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- vault_data:/vault/data
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cap_add:
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- IPC_LOCK
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command: vault server -dev -dev-listen-address=0.0.0.0:8200
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healthcheck:
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test: ["CMD", "vault", "status"]
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interval: 30s
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timeout: 10s
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retries: 5
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networks:
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- foxhunt-network
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# Prometheus - HFT Metrics Collection
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prometheus:
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image: prom/prometheus:latest
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container_name: foxhunt-prometheus
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ports:
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- "9090:9090"
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volumes:
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- prometheus_data:/prometheus
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- ./config/prometheus/prometheus.yml:/etc/prometheus/prometheus.yml:ro
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- ./config/prometheus/rules:/etc/prometheus/rules:ro
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command:
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- '--config.file=/etc/prometheus/prometheus.yml'
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- '--storage.tsdb.path=/prometheus'
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- '--storage.tsdb.retention.time=15d'
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- '--web.enable-lifecycle'
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- '--query.max-concurrency=50'
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healthcheck:
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test: ["CMD", "wget", "--no-verbose", "--tries=1", "--spider", "http://localhost:9090/-/healthy"]
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interval: 30s
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timeout: 10s
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retries: 5
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networks:
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- foxhunt-network
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# Grafana - HFT Trading Dashboards
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grafana:
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image: grafana/grafana:latest
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container_name: foxhunt-grafana
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ports:
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- "3000:3000"
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volumes:
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- grafana_data:/var/lib/grafana
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- ./config/grafana/dashboards:/var/lib/grafana/dashboards:ro
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- ./config/grafana/provisioning:/etc/grafana/provisioning:ro
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environment:
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- GF_SECURITY_ADMIN_PASSWORD=foxhunt123
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- GF_USERS_ALLOW_SIGN_UP=false
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- GF_DASHBOARDS_DEFAULT_HOME_DASHBOARD_PATH=/var/lib/grafana/dashboards/hft-trading-performance.json
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depends_on:
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prometheus:
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condition: service_healthy
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healthcheck:
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test: ["CMD-SHELL", "wget --no-verbose --tries=1 --spider http://localhost:3000/api/health || exit 1"]
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interval: 30s
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timeout: 10s
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retries: 5
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networks:
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- foxhunt-network
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# MinIO - S3-compatible object storage for model checkpoints and training data
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minio:
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image: minio/minio:latest
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container_name: foxhunt-minio
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ports:
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- "9000:9000" # API endpoint
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- "9001:9001" # Console UI
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environment:
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MINIO_ROOT_USER: foxhunt
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MINIO_ROOT_PASSWORD: foxhunt_dev_password
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MINIO_REGION_NAME: us-east-1
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command: server /data --console-address ":9001"
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volumes:
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- minio_data:/data
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healthcheck:
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test: ["CMD", "mc", "ready", "local"]
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interval: 10s
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timeout: 5s
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retries: 5
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networks:
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- foxhunt-network
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# =========================================================================
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# Application Services (gRPC microservices)
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# =========================================================================
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# Trading Service - Core trading logic (port 50052)
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trading_service:
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build:
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context: .
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dockerfile: services/trading_service/Dockerfile
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container_name: foxhunt-trading-service
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env_file:
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- .env # Load JWT_SECRET and other config from .env (Wave 147)
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ports:
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- "50052:50051" # Map external 50052 to internal 50051
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- "9092:9092" # Metrics
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environment:
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- DATABASE_URL=postgresql://foxhunt:foxhunt_dev_password@postgres:5432/foxhunt
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- REDIS_URL=redis://redis:6379
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- VAULT_ADDR=http://vault:8200
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- VAULT_TOKEN=foxhunt-dev-root
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- JWT_SECRET=${JWT_SECRET:-dev_secret_key_change_in_production}
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- JWT_ISSUER=foxhunt-api-gateway
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- JWT_AUDIENCE=foxhunt-services
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# TLS Configuration - Wave H1 mTLS implementation
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- TLS_ENABLED=${TLS_ENABLED:-false}
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- TLS_PROTOCOL_VERSION=${TLS_PROTOCOL_VERSION:-TLS13}
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- TLS_REQUIRE_CLIENT_CERT=${TLS_REQUIRE_CLIENT_CERT:-true}
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- TLS_CERT_PATH=/tmp/foxhunt/certs/server-cert.pem
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- TLS_KEY_PATH=/tmp/foxhunt/certs/server-key.pem
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- TLS_CA_PATH=/tmp/foxhunt/certs/ca/ca-cert.pem
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# mTLS Validation Options
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- MTLS_ENABLE_REVOCATION_CHECK=${MTLS_ENABLE_REVOCATION_CHECK:-false}
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- MTLS_CRL_URL=${MTLS_CRL_URL:-}
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# QuestDB for ML feedback loop metrics
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- QUESTDB_ILP_HOST=questdb:9009
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- QUESTDB_PG_URL=postgresql://admin:quest@questdb:8812/qdb
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- KILL_SWITCH_SOCKET_PATH=/tmp/kill_switch.sock
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- GRPC_PORT=50051
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- RUST_LOG=info
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- RUST_BACKTRACE=1
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volumes:
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- ./certs:/tmp/foxhunt/certs:ro
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depends_on:
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postgres:
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condition: service_healthy
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redis:
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condition: service_healthy
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vault:
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condition: service_healthy
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healthcheck:
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test: ["CMD", "/usr/local/bin/grpc_health_probe", "-addr=localhost:50051"]
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interval: 10s
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timeout: 5s
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start_period: 30s
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retries: 3
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networks:
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- foxhunt-network
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restart: unless-stopped
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# Backtesting Service - Strategy testing (port 50053)
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backtesting_service:
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build:
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context: .
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dockerfile: services/backtesting_service/Dockerfile
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container_name: foxhunt-backtesting-service
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env_file:
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- .env # Load JWT_SECRET and other config from .env (Wave 147)
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ports:
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- "50053:50053" # Map external 50053 to internal 50053
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- "9093:9093" # Metrics
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- "8083:8082" # Health check endpoint
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environment:
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- DATABASE_URL=postgresql://foxhunt:foxhunt_dev_password@postgres:5432/foxhunt
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- REDIS_URL=redis://redis:6379
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- VAULT_ADDR=http://vault:8200
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- VAULT_TOKEN=foxhunt-dev-root
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- JWT_SECRET=${JWT_SECRET:-dev_secret_key_change_in_production}
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- JWT_ISSUER=foxhunt-api-gateway
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- JWT_AUDIENCE=foxhunt-services
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- BENZINGA_API_KEY=${BENZINGA_API_KEY:-demo_key_please_replace}
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# DBN Data Configuration - Wave 153 Real Data Integration
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- USE_DBN_DATA=${USE_DBN_DATA:-false}
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- DBN_SYMBOL_MAPPINGS=${DBN_SYMBOL_MAPPINGS:-ES.FUT:/workspace/test_data/real/databento/ES.FUT_ohlcv-1m_2024-01-02.dbn}
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- DBN_SYMBOL_MAP=${DBN_SYMBOL_MAP:-BTC/USD:ES.FUT,ETH/USD:ES.FUT}
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# TLS Configuration - Wave H1 mTLS implementation (updated)
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- TLS_ENABLED=${TLS_ENABLED:-false}
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- TLS_PROTOCOL_VERSION=${TLS_PROTOCOL_VERSION:-TLS13}
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- TLS_REQUIRE_CLIENT_CERT=${TLS_REQUIRE_CLIENT_CERT:-true}
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- TLS_CERT_PATH=/tmp/foxhunt/certs/server-cert.pem
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- TLS_KEY_PATH=/tmp/foxhunt/certs/server-key.pem
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- TLS_CA_PATH=/tmp/foxhunt/certs/ca/ca-cert.pem
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# mTLS Validation Options
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- MTLS_ENABLE_REVOCATION_CHECK=${MTLS_ENABLE_REVOCATION_CHECK:-false}
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- MTLS_CRL_URL=${MTLS_CRL_URL:-}
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- RUST_LOG=info
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- RUST_BACKTRACE=1
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volumes:
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- ./certs:/tmp/foxhunt/certs:ro
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- ./test_data:/workspace/test_data:ro
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depends_on:
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postgres:
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condition: service_healthy
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redis:
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condition: service_healthy
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vault:
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condition: service_healthy
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healthcheck:
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test: ["CMD", "curl", "-f", "http://localhost:8082/health"]
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interval: 10s
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timeout: 5s
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start_period: 30s
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retries: 3
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networks:
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- foxhunt-network
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restart: unless-stopped
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# ML Training Service - Model training with GPU acceleration (port 50054)
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ml_training_service:
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build:
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context: .
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dockerfile: services/ml_training_service/Dockerfile
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container_name: foxhunt-ml-training-service
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runtime: nvidia
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env_file:
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- .env # Load JWT_SECRET and other config from .env (Wave 147)
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ports:
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- "50054:50053" # Map external 50054 to internal 50053
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- "9094:9094" # Metrics
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- "8095:8080" # Health endpoint (unique host port)
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environment:
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- DATABASE_URL=postgresql://foxhunt:foxhunt_dev_password@postgres:5432/foxhunt
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- REDIS_URL=redis://redis:6379
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- VAULT_ADDR=http://vault:8200
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- VAULT_TOKEN=foxhunt-dev-root
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- JWT_SECRET=${JWT_SECRET:-dev_secret_key_change_in_production}
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- JWT_ISSUER=foxhunt-api-gateway
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- JWT_AUDIENCE=foxhunt-services
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# GPU Configuration
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- NVIDIA_VISIBLE_DEVICES=all
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- NVIDIA_DRIVER_CAPABILITIES=compute,utility
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- CUDA_VISIBLE_DEVICES=0
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# MinIO Configuration for Model Storage
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- S3_ENDPOINT=http://minio:9000
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- S3_ACCESS_KEY=foxhunt
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- S3_SECRET_KEY=foxhunt_dev_password
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- S3_BUCKET=ml-models
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- S3_REGION=us-east-1
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# Hyperparameter Tuning Configuration
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- OPTUNA_STORAGE=postgresql://foxhunt:foxhunt_dev_password@postgres:5432/foxhunt
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- OPTUNA_STUDY_NAME=${OPTUNA_STUDY_NAME:-foxhunt-hpt}
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- OPTUNA_N_TRIALS=${OPTUNA_N_TRIALS:-100}
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# TLS Configuration - Wave H1 mTLS implementation (updated)
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- TLS_ENABLED=${TLS_ENABLED:-false}
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- TLS_PROTOCOL_VERSION=${TLS_PROTOCOL_VERSION:-TLS13}
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- TLS_REQUIRE_CLIENT_CERT=${TLS_REQUIRE_CLIENT_CERT:-true}
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- TLS_CERT_PATH=/tmp/foxhunt/certs/server-cert.pem
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- TLS_KEY_PATH=/tmp/foxhunt/certs/server-key.pem
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- TLS_CA_PATH=/tmp/foxhunt/certs/ca/ca-cert.pem
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# mTLS Validation Options
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- MTLS_ENABLE_REVOCATION_CHECK=${MTLS_ENABLE_REVOCATION_CHECK:-false}
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- MTLS_CRL_URL=${MTLS_CRL_URL:-}
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# Logging
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- RUST_LOG=info
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- RUST_BACKTRACE=1
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volumes:
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- ./certs:/tmp/foxhunt/certs:ro
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- ./models:/tmp/foxhunt/models
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- ./checkpoints:/tmp/foxhunt/checkpoints
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# Training data mounts
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- ./test_data/real/databento/ml_training:/data/training:ro
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- ./tuning_config.yaml:/app/tuning_config.yaml:ro
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- ./optuna_studies:/app/optuna_studies
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deploy:
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resources:
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reservations:
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devices:
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- driver: nvidia
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count: 1
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capabilities: [gpu]
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depends_on:
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postgres:
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condition: service_healthy
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redis:
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condition: service_healthy
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vault:
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condition: service_healthy
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minio:
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condition: service_healthy
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healthcheck:
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test: ["CMD", "curl", "-f", "http://localhost:8080/health"]
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interval: 10s
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timeout: 5s
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start_period: 30s
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retries: 3
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networks:
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- foxhunt-network
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restart: unless-stopped
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# Trading Agent Service - Portfolio management (port 50055)
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trading_agent_service:
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build:
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context: .
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dockerfile: services/trading_agent_service/Dockerfile
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container_name: foxhunt-trading-agent-service
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env_file:
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- .env
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ports:
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- "50055:50055" # gRPC
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- "8084:8083" # Health (external 8084 -> internal 8083)
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- "9095:9095" # Metrics
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environment:
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- DATABASE_URL=postgresql://foxhunt:foxhunt_dev_password@postgres:5432/foxhunt
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- REDIS_URL=redis://redis:6379
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- VAULT_ADDR=http://vault:8200
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- VAULT_TOKEN=foxhunt-dev-root
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- JWT_SECRET=${JWT_SECRET:-dev_secret_key_change_in_production}
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# TLS Configuration - Wave H1 mTLS implementation
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- TLS_ENABLED=${TLS_ENABLED:-false}
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- TLS_PROTOCOL_VERSION=${TLS_PROTOCOL_VERSION:-TLS13}
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- TLS_REQUIRE_CLIENT_CERT=${TLS_REQUIRE_CLIENT_CERT:-true}
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- TLS_CERT_PATH=/tmp/foxhunt/certs/server-cert.pem
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- TLS_KEY_PATH=/tmp/foxhunt/certs/server-key.pem
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- TLS_CA_PATH=/tmp/foxhunt/certs/ca/ca-cert.pem
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# mTLS Validation Options
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- MTLS_ENABLE_REVOCATION_CHECK=${MTLS_ENABLE_REVOCATION_CHECK:-false}
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- MTLS_CRL_URL=${MTLS_CRL_URL:-}
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- RUST_LOG=info
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- RUST_BACKTRACE=1
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volumes:
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- ./certs:/tmp/foxhunt/certs:ro
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depends_on:
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postgres:
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condition: service_healthy
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redis:
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condition: service_healthy
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vault:
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condition: service_healthy
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healthcheck:
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test: ["CMD", "curl", "-f", "http://localhost:8083/health"]
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interval: 10s
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timeout: 5s
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start_period: 30s
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retries: 3
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networks:
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- foxhunt-network
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restart: unless-stopped
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# API Gateway - Auth + routing (port 50051)
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api_gateway:
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build:
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context: .
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dockerfile: services/api_gateway/Dockerfile
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container_name: foxhunt-api-gateway
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env_file:
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- .env # Load JWT_SECRET and other config from .env (Wave 147)
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ports:
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- "50051:50050" # Map external 50051 to internal 50050
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- "9091:9091" # Metrics
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environment:
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- GATEWAY_BIND_ADDR=0.0.0.0:50050
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- DATABASE_URL=postgresql://foxhunt:foxhunt_dev_password@postgres:5432/foxhunt
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- REDIS_URL=redis://redis:6379
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- VAULT_ADDR=http://vault:8200
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- VAULT_TOKEN=foxhunt-dev-root
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- TRADING_SERVICE_URL=http://trading_service:50051
|
|
- BACKTESTING_SERVICE_URL=https://backtesting_service:50053
|
|
- ML_TRAINING_SERVICE_URL=https://ml_training_service:50053
|
|
- JWT_SECRET=${JWT_SECRET:-dev_secret_key_change_in_production}
|
|
- JWT_ISSUER=foxhunt-api-gateway
|
|
- JWT_AUDIENCE=foxhunt-services
|
|
# TLS Certificate Configuration for Backtesting Service (mTLS)
|
|
# Using dev CA-signed certificates (matching Backtesting Service CA)
|
|
- BACKTESTING_TLS_CA_CERT=/tmp/foxhunt/certs/ca/ca-cert.pem
|
|
- BACKTESTING_TLS_CLIENT_CERT=/tmp/foxhunt/certs/client-cert.pem
|
|
- BACKTESTING_TLS_CLIENT_KEY=/tmp/foxhunt/certs/client-key.pem
|
|
# TLS Certificate Configuration for ML Training Service (mTLS)
|
|
# Using dev CA-signed certificates (matching ML Training Service CA)
|
|
- ML_TRAINING_TLS_CA_CERT=/tmp/foxhunt/certs/ca/ca-cert.pem
|
|
- ML_TRAINING_TLS_CLIENT_CERT=/tmp/foxhunt/certs/client-cert.pem
|
|
- ML_TRAINING_TLS_CLIENT_KEY=/tmp/foxhunt/certs/client-key.pem
|
|
# TLS Server Configuration - Wave H1 mTLS implementation
|
|
- TLS_ENABLED=${TLS_ENABLED:-false}
|
|
- TLS_PROTOCOL_VERSION=${TLS_PROTOCOL_VERSION:-TLS13}
|
|
- TLS_REQUIRE_CLIENT_CERT=${TLS_REQUIRE_CLIENT_CERT:-true}
|
|
- TLS_CERT_PATH=/tmp/foxhunt/certs/server-cert.pem
|
|
- TLS_KEY_PATH=/tmp/foxhunt/certs/server-key.pem
|
|
- TLS_CA_PATH=/tmp/foxhunt/certs/ca/ca-cert.pem
|
|
# mTLS Validation Options
|
|
- MTLS_ENABLE_REVOCATION_CHECK=${MTLS_ENABLE_REVOCATION_CHECK:-false}
|
|
- MTLS_CRL_URL=${MTLS_CRL_URL:-}
|
|
# Service Configuration
|
|
- RATE_LIMIT_RPS=100
|
|
- ENABLE_AUDIT_LOGGING=true
|
|
- RUST_LOG=info
|
|
- RUST_BACKTRACE=1
|
|
volumes:
|
|
- ./certs:/tmp/foxhunt/certs:ro
|
|
depends_on:
|
|
postgres:
|
|
condition: service_healthy
|
|
redis:
|
|
condition: service_healthy
|
|
vault:
|
|
condition: service_healthy
|
|
trading_service:
|
|
condition: service_healthy
|
|
backtesting_service:
|
|
condition: service_healthy
|
|
ml_training_service:
|
|
condition: service_healthy
|
|
healthcheck:
|
|
test: ["CMD", "/usr/local/bin/grpc_health_probe", "-addr=localhost:50050"]
|
|
interval: 10s
|
|
timeout: 5s
|
|
start_period: 30s
|
|
retries: 3
|
|
networks:
|
|
- foxhunt-network
|
|
restart: unless-stopped
|
|
|
|
volumes:
|
|
postgres_data:
|
|
redis_data:
|
|
questdb_data:
|
|
influxdb_data:
|
|
vault_data:
|
|
prometheus_data:
|
|
grafana_data:
|
|
minio_data:
|
|
|
|
networks:
|
|
foxhunt-network:
|
|
driver: bridge |