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
111 lines
2.8 KiB
YAML
111 lines
2.8 KiB
YAML
# Prometheus configuration for Foxhunt HFT Trading System
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global:
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scrape_interval: 15s
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evaluation_interval: 15s
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external_labels:
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monitor: 'foxhunt-monitor'
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environment: 'production'
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# Alertmanager configuration
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alerting:
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alertmanagers:
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- static_configs:
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- targets:
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# - alertmanager:9093
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# Load rules once and periodically evaluate them according to the global 'evaluation_interval'.
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rule_files:
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- "rules/*.yml"
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# A scrape configuration containing exactly one endpoint to scrape:
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scrape_configs:
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# Prometheus itself
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- job_name: 'prometheus'
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static_configs:
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- targets: ['localhost:9090']
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scrape_interval: 5s
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metrics_path: /metrics
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# Node Exporter - System metrics
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- job_name: 'node-exporter'
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static_configs:
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- targets: ['node-exporter:9100']
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scrape_interval: 5s
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metrics_path: /metrics
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# cAdvisor - Container metrics
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- job_name: 'cadvisor'
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static_configs:
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- targets: ['cadvisor:8080']
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scrape_interval: 5s
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metrics_path: /metrics
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# PostgreSQL Exporter
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- job_name: 'postgres'
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static_configs:
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- targets: ['postgres:5432']
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scrape_interval: 10s
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metrics_path: /metrics
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# Redis Exporter
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- job_name: 'redis'
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static_configs:
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- targets: ['redis:6379']
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scrape_interval: 10s
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metrics_path: /metrics
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# InfluxDB metrics
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- job_name: 'influxdb'
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static_configs:
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- targets: ['influxdb:8086']
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scrape_interval: 10s
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metrics_path: /metrics
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# TLI Application metrics
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- job_name: 'foxhunt-tli'
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static_configs:
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- targets: ['host.docker.internal:8001']
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scrape_interval: 1s # High frequency for trading metrics
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metrics_path: /metrics
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scrape_timeout: 500ms
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# Backtesting Service metrics
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- job_name: 'foxhunt-backtesting'
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static_configs:
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- targets: ['host.docker.internal:8002']
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scrape_interval: 5s
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metrics_path: /metrics
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# Trading Engine metrics (if exposed)
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- job_name: 'foxhunt-trading-engine'
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static_configs:
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- targets: ['host.docker.internal:50052']
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scrape_interval: 1s # High frequency for trading metrics
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metrics_path: /metrics
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scrape_timeout: 500ms
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# Risk Management metrics
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- job_name: 'foxhunt-risk-management'
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static_configs:
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- targets: ['host.docker.internal:50053']
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scrape_interval: 2s
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metrics_path: /metrics
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# Market Data metrics
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- job_name: 'foxhunt-market-data'
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static_configs:
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- targets: ['host.docker.internal:50055']
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scrape_interval: 1s
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metrics_path: /metrics
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scrape_timeout: 500ms
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# ML Signals metrics
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- job_name: 'foxhunt-ml-signals'
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static_configs:
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- targets: ['host.docker.internal:50054']
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scrape_interval: 5s
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metrics_path: /metrics
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# Remote write configuration for long-term storage (optional)
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# remote_write:
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# - url: "http://influxdb:8086/api/v1/prom/write?db=prometheus" |