86f7f1fa76
Codebase audit identified 23 findings across 4 dimensions (production safety, code health, deployment readiness, test quality). This commit fixes all of them. Broker execution layer (was entirely stubbed): - Real IBKR TWS client via ibapi crate (950+ lines, feature-gated) - ICMarkets ctrader-openapi now always-on (removed feature flag) - Real broker routing with health monitoring and exponential backoff reconnect - Validated against live IB Gateway Docker (6/6 connectivity tests pass) Deployment blockers: - Fixed 6 broken Dockerfiles (removed COPY foxhunt-deploy) - Created foxhunt K8s namespace, secret templates, migration job - Added liveness probes to all 7 K8s services - IB Gateway manifest (ghcr.io/gnzsnz/ib-gateway:stable) - IBKR credentials in Scaleway Secret Manager via Terragrunt - Fixed port collisions and mismatches across services Production safety (9 critical + 6 high/medium fixes): - Asset-class-specific VaR volatility (not flat 2%) - Real parametric VaR with z-score 95th percentile - Kyle's lambda regression (100-bar rolling window) - Per-feature running statistics from historical data - VWAP-based slippage reference, regime duration tracking - Real Databento JSON parsing for OHLCV/Trade/Quote Code health: - Removed #![allow(dead_code)] from ml, data, config - Fixed log:: → tracing:: in 4 production files - Removed dead workspace deps (ratatui, crossterm) Verified: cargo check --workspace (0 errors), trading_engine 330 tests pass. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
131 lines
4.5 KiB
Docker
131 lines
4.5 KiB
Docker
# Multi-stage build for Foxhunt ML Training Service
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# Wave 112 Agent 18: CUDA-enabled production Docker image
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# =============================================================================
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# Builder Stage with CUDA Support
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# =============================================================================
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FROM nvidia/cuda:12.3.0-devel-ubuntu22.04 AS builder
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# Install Rust
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RUN apt-get update && apt-get install -y \
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curl \
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build-essential \
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&& curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh -s -- -y \
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&& . $HOME/.cargo/env \
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&& rustup default stable \
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&& rustup component add rustfmt clippy
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ENV PATH="/root/.cargo/bin:${PATH}"
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# Install build dependencies including CUDA toolkit
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# Note: protobuf-compiler from Ubuntu 22.04 is v3.12 which lacks proto3 optional support.
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# Install protoc v25 from GitHub releases instead.
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RUN apt-get update && apt-get install -y \
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pkg-config \
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libssl-dev \
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nvidia-cuda-toolkit \
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unzip \
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&& rm -rf /var/lib/apt/lists/* \
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&& curl -sSL https://github.com/protocolbuffers/protobuf/releases/download/v25.1/protoc-25.1-linux-x86_64.zip \
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-o /tmp/protoc.zip \
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&& unzip -q /tmp/protoc.zip -d /usr/local bin/protoc 'include/*' \
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&& rm /tmp/protoc.zip \
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&& chmod +x /usr/local/bin/protoc
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# Set working directory
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WORKDIR /build
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# Set CUDA environment variables to skip GPU detection during build
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# CUDA 13.0 matches development environment, RTX 3050 Ti = compute capability 8.6
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ENV CUDARC_CUDA_VERSION=13000
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ENV CUDA_COMPUTE_CAP=86
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# Copy workspace manifests
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COPY Cargo.toml Cargo.lock ./
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# Copy sqlx offline cache for compile-time query verification
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COPY .sqlx ./.sqlx
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# Copy workspace members to satisfy manifest dependencies
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COPY trading_engine ./trading_engine
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COPY risk ./risk
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COPY risk-data ./risk-data
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COPY trading-data ./trading-data
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COPY fxt ./fxt
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COPY ml ./ml
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COPY ml-data ./ml-data
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COPY data ./data
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COPY backtesting ./backtesting
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COPY adaptive-strategy ./adaptive-strategy
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COPY common ./common
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COPY storage ./storage
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COPY model_loader ./model_loader
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COPY market-data ./market-data
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COPY database ./database
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COPY config ./config
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COPY web-gateway ./web-gateway
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COPY ctrader-openapi ./ctrader-openapi
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COPY services/backtesting_service ./services/backtesting_service
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COPY services/broker_gateway_service ./services/broker_gateway_service
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COPY services/trading_service ./services/trading_service
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COPY services/ml_training_service ./services/ml_training_service
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COPY services/api_gateway ./services/api_gateway
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COPY services/load_tests ./services/load_tests
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COPY services/stress_tests ./services/stress_tests
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COPY services/integration_tests ./services/integration_tests
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COPY services/data_acquisition_service ./services/data_acquisition_service
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COPY services/trading_agent_service ./services/trading_agent_service
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COPY tests ./tests
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# Enable sqlx offline mode to use cached query metadata
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ENV SQLX_OFFLINE=true
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# Build the application (CUDA available at runtime via nvidia/cuda base image)
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RUN cargo build --release -p ml_training_service
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# =============================================================================
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# Runtime Stage with CUDA Runtime
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# =============================================================================
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FROM nvidia/cuda:12.3.0-runtime-ubuntu22.04
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# Install runtime dependencies
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RUN apt-get update && apt-get install -y \
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ca-certificates \
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libssl3 \
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curl \
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&& rm -rf /var/lib/apt/lists/*
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# Download and install grpc_health_probe
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RUN curl -sSL https://github.com/grpc-ecosystem/grpc-health-probe/releases/download/v0.4.25/grpc_health_probe-linux-amd64 \
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-o /usr/local/bin/grpc_health_probe && \
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chmod +x /usr/local/bin/grpc_health_probe
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# Create non-root user
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RUN groupadd --system --gid 1000 foxhunt && \
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useradd --system --uid 1000 --gid foxhunt --shell /bin/bash foxhunt
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# Create application directories
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RUN mkdir -p /app/config /app/logs /app/models /app/checkpoints && \
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chown -R foxhunt:foxhunt /app
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# Set working directory
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WORKDIR /app
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# Copy binary from builder
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COPY --from=builder /build/target/release/ml_training_service ./ml_training_service
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RUN chmod +x ./ml_training_service
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# Switch to non-root user
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USER foxhunt
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# Expose gRPC, metrics, and health ports
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EXPOSE 50053 9094 8080
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# Health check using HTTP endpoint (no TLS required)
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HEALTHCHECK --interval=10s --timeout=5s --start-period=30s --retries=3 \
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CMD curl -f http://localhost:8080/health || exit 1
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# Run the application with default serve command
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ENTRYPOINT ["./ml_training_service"]
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CMD ["serve"]
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