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
88 lines
2.2 KiB
YAML
88 lines
2.2 KiB
YAML
global:
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scrape_interval: 1s # High frequency for HFT
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evaluation_interval: 1s
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external_labels:
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environment: 'production'
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system: 'foxhunt-hft'
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rule_files:
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- "alerts/hft-alerts.yml"
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- "alerts/system-alerts.yml"
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scrape_configs:
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# Foxhunt Core Service - Critical Path
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- job_name: 'foxhunt-core'
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static_configs:
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- targets: ['localhost:8080']
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scrape_interval: 100ms # Ultra-high frequency for core trading
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scrape_timeout: 50ms
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metrics_path: '/metrics'
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honor_labels: true
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# Foxhunt TLI - Trading Layer Interface
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- job_name: 'foxhunt-tli'
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static_configs:
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- targets: ['localhost:8081']
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scrape_interval: 100ms
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scrape_timeout: 50ms
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metrics_path: '/metrics'
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# Foxhunt ML Services
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- job_name: 'foxhunt-ml'
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static_configs:
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- targets: ['localhost:8082']
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scrape_interval: 500ms # Less frequent for ML models
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scrape_timeout: 200ms
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metrics_path: '/metrics'
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# Foxhunt Risk Management
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- job_name: 'foxhunt-risk'
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static_configs:
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- targets: ['localhost:8083']
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scrape_interval: 200ms # Critical for risk monitoring
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scrape_timeout: 100ms
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metrics_path: '/metrics'
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# Foxhunt Data Service
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- job_name: 'foxhunt-data'
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static_configs:
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- targets: ['localhost:8084']
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scrape_interval: 1s
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scrape_timeout: 500ms
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metrics_path: '/metrics'
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# System Metrics
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- job_name: 'node-exporter'
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static_configs:
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- targets: ['localhost:9100']
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scrape_interval: 1s
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scrape_timeout: 500ms
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# Process Metrics
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- job_name: 'process-exporter'
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static_configs:
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- targets: ['localhost:9256']
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scrape_interval: 2s
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scrape_timeout: 1s
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alertmanager:
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alertmanagers:
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- static_configs:
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- targets: ['localhost:9093']
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timeout: 10s
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api_version: v2
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# Storage configuration for high-frequency data
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storage:
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tsdb:
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retention.time: 7d
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retention.size: 50GB
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wal-compression: true
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# Remote write for long-term storage (optional)
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# remote_write:
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# - url: "http://victoriametrics:8428/api/v1/write"
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# queue_config:
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# max_samples_per_send: 10000
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# batch_send_deadline: 5s
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# max_shards: 200 |