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
167 lines
5.3 KiB
YAML
167 lines
5.3 KiB
YAML
groups:
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- name: foxhunt.trading.alerts
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rules:
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# CRITICAL TRADING ALERTS
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- alert: TradingServiceDown
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expr: up{job="foxhunt-trading"} == 0
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for: 5s
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labels:
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severity: critical
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component: trading
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annotations:
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summary: "Trading service is down"
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description: "Foxhunt trading service has been down for more than 5 seconds"
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- alert: HighLatency
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expr: foxhunt_order_latency_ms > 10
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for: 30s
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labels:
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severity: critical
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component: trading
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annotations:
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summary: "Order latency is too high"
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description: "Order processing latency is {{ $value }}ms, exceeding 10ms threshold"
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- alert: MaxPositionSizeExceeded
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expr: foxhunt_current_position_size > 1000000
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for: 0s
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labels:
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severity: critical
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component: trading
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annotations:
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summary: "Maximum position size exceeded"
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description: "Current position size {{ $value }} exceeds maximum allowed (1,000,000)"
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- alert: DailyLossThresholdReached
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expr: foxhunt_daily_pnl < -50000
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for: 0s
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labels:
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severity: critical
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component: trading
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annotations:
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summary: "Daily loss threshold reached"
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description: "Daily P&L is {{ $value }}, reaching loss limit of $50,000"
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- alert: CircuitBreakerTriggered
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expr: foxhunt_circuit_breaker_active == 1
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for: 0s
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labels:
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severity: critical
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component: trading
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annotations:
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summary: "Circuit breaker has been triggered"
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description: "Trading circuit breaker is active, all trading halted"
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- alert: OrderRejectionRateHigh
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expr: rate(foxhunt_orders_rejected_total[1m]) > 0.1
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for: 2m
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labels:
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severity: warning
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component: trading
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annotations:
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summary: "High order rejection rate"
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description: "Order rejection rate is {{ $value | humanizePercentage }} over the last minute"
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- alert: PositionManagerError
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expr: increase(foxhunt_position_manager_errors_total[5m]) > 0
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for: 0s
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labels:
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severity: critical
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component: trading
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annotations:
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summary: "Position manager errors detected"
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description: "{{ $value }} position manager errors in the last 5 minutes"
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# RISK MANAGEMENT ALERTS
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- alert: VaRExceeded
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expr: foxhunt_var_current > foxhunt_var_limit
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for: 0s
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labels:
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severity: critical
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component: risk
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annotations:
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summary: "Value at Risk limit exceeded"
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description: "Current VaR {{ $value }} exceeds limit"
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- alert: DrawdownExcessive
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expr: foxhunt_max_drawdown_percent > 10
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for: 0s
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labels:
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severity: critical
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component: risk
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annotations:
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summary: "Excessive drawdown detected"
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description: "Maximum drawdown is {{ $value }}%, exceeding 10% threshold"
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- alert: RiskServiceDown
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expr: up{job="foxhunt-risk"} == 0
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for: 10s
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labels:
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severity: critical
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component: risk
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annotations:
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summary: "Risk management service is down"
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description: "Risk service has been down for more than 10 seconds"
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# MARKET DATA ALERTS
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- alert: MarketDataStale
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expr: time() - foxhunt_last_market_data_timestamp > 5
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for: 0s
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labels:
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severity: critical
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component: data
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annotations:
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summary: "Market data is stale"
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description: "Last market data update was {{ $value }} seconds ago"
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- alert: DataFeedDisconnected
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expr: foxhunt_data_feed_connected == 0
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for: 5s
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labels:
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severity: critical
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component: data
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annotations:
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summary: "Market data feed disconnected"
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description: "Primary market data feed has been disconnected"
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# BROKER CONNECTION ALERTS
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- alert: BrokerConnectionLost
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expr: foxhunt_broker_connected == 0
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for: 10s
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labels:
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severity: critical
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component: broker
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annotations:
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summary: "Broker connection lost"
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description: "Connection to trading broker has been lost"
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- alert: BrokerLatencyHigh
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expr: foxhunt_broker_latency_ms > 50
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for: 1m
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labels:
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severity: warning
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component: broker
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annotations:
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summary: "High broker latency"
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description: "Broker communication latency is {{ $value }}ms"
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# COMPLIANCE ALERTS
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- alert: AuditTrailFailure
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expr: increase(foxhunt_audit_trail_failures_total[5m]) > 0
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for: 0s
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labels:
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severity: critical
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component: compliance
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annotations:
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summary: "Audit trail logging failure"
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description: "{{ $value }} audit trail failures in the last 5 minutes"
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- alert: BestExecutionViolation
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expr: foxhunt_best_execution_violations_total > 0
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for: 0s
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labels:
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severity: warning
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component: compliance
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annotations:
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summary: "Best execution violation detected"
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description: "{{ $value }} best execution violations detected" |