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
1337 lines
34 KiB
Markdown
1337 lines
34 KiB
Markdown
# Foxhunt HFT System - Comprehensive Deployment Guide
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## Overview
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This guide provides complete deployment instructions for the Foxhunt HFT trading system in production environments. The system is designed for ultra-low latency trading with sub-50μs execution times and enterprise-grade reliability.
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**Version**: 1.0.0 Production
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**Last Updated**: 2025-09-24
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**Target Environment**: Production HFT Trading
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## Table of Contents
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1. [Prerequisites](#prerequisites)
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2. [Infrastructure Requirements](#infrastructure-requirements)
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3. [Security Setup](#security-setup)
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4. [Database Configuration](#database-configuration)
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5. [Service Deployment](#service-deployment)
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6. [Performance Optimization](#performance-optimization)
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7. [Monitoring & Alerting](#monitoring--alerting)
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8. [Backup & Recovery](#backup--recovery)
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9. [Troubleshooting](#troubleshooting)
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10. [Maintenance Procedures](#maintenance-procedures)
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## Prerequisites
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### Hardware Requirements
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**Minimum Production Configuration:**
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```yaml
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CPU:
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- 2x Intel Xeon Gold 6248R (24 cores each, 3.0GHz base)
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- OR 2x AMD EPYC 7543 (32 cores each, 2.8GHz base)
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Memory:
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- 256GB DDR4-3200 ECC (minimum)
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- 512GB DDR4-3200 ECC (recommended)
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Storage:
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- 2x 2TB NVMe SSD (RAID 1 for OS/applications)
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- 4x 8TB NVMe SSD (RAID 10 for data)
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- Write latency < 100μs (99.9th percentile)
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GPU (for ML Training):
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- 2x NVIDIA A100 80GB (minimum)
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- 4x NVIDIA H100 80GB (recommended)
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Network:
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- 2x 25GbE network interfaces (redundant)
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- Direct market data feeds (dedicated lines)
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- Sub-1ms latency to exchange colocations
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```
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**Recommended Production Configuration:**
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```yaml
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CPU:
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- 2x Intel Xeon Platinum 8380 (40 cores each, 2.3GHz base)
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- L3 Cache: 60MB per socket
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- Support for AVX-512
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Memory:
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- 1TB DDR4-3200 ECC
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- 8-channel memory configuration
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Storage:
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- 2x 4TB Intel Optane SSD (OS/applications)
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- 8x 15TB Samsung PM1743 NVMe (data storage)
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- Write latency < 50μs (99.9th percentile)
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GPU:
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- 8x NVIDIA H100 80GB SXM
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- NVLink interconnect for multi-GPU training
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Network:
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- 2x 100GbE InfiniBand interfaces
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- FPGA-based market data capture cards
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- Direct fiber connections to exchanges
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```
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### Software Prerequisites
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```bash
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# Operating System
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Ubuntu 22.04 LTS Server (kernel 5.15+)
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# OR
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Red Hat Enterprise Linux 9.2
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# System Dependencies
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sudo apt update && sudo apt install -y \
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build-essential \
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cmake \
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pkg-config \
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openssl \
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libssl-dev \
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libpq-dev \
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protobuf-compiler \
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clang \
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llvm \
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libnuma-dev \
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hwloc \
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numactl
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# Rust Toolchain (latest stable)
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curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh
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rustup toolchain install stable
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rustup default stable
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rustup component add clippy rustfmt
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# NVIDIA Drivers & CUDA (for GPU acceleration)
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wget https://developer.download.nvidia.com/compute/cuda/12.3.0/local_installers/cuda-repo-ubuntu2204-12-3-local_12.3.0-545.23.06-1_amd64.deb
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sudo dpkg -i cuda-repo-ubuntu2204-12-3-local_12.3.0-545.23.06-1_amd64.deb
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sudo cp /var/cuda-repo-ubuntu2204-12-3-local/cuda-*-keyring.gpg /usr/share/keyrings/
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sudo apt update
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sudo apt install cuda-toolkit-12-3
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# Docker & Docker Compose (for auxiliary services)
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curl -fsSL https://get.docker.com -o get-docker.sh
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sudo sh get-docker.sh
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sudo usermod -aG docker $USER
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```
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## Infrastructure Requirements
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### Network Configuration
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**Low-Latency Network Tuning:**
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```bash
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# Kernel network optimizations
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echo 'net.core.rmem_max = 268435456' >> /etc/sysctl.conf
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echo 'net.core.wmem_max = 268435456' >> /etc/sysctl.conf
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echo 'net.ipv4.tcp_rmem = 4096 131072 268435456' >> /etc/sysctl.conf
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echo 'net.ipv4.tcp_wmem = 4096 65536 268435456' >> /etc/sysctl.conf
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echo 'net.core.netdev_max_backlog = 5000' >> /etc/sysctl.conf
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echo 'net.ipv4.tcp_congestion_control = bbr' >> /etc/sysctl.conf
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sysctl -p
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# Network interface optimization
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sudo ethtool -G eth0 rx 4096 tx 4096
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sudo ethtool -K eth0 gro off gso off tso off
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sudo ethtool -C eth0 adaptive-rx off adaptive-tx off rx-usecs 0 tx-usecs 0
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```
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**CPU and Memory Optimization:**
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```bash
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# CPU frequency scaling
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echo 'performance' | sudo tee /sys/devices/system/cpu/cpu*/cpufreq/scaling_governor
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# Disable CPU idle states
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sudo sed -i 's/GRUB_CMDLINE_LINUX_DEFAULT="[^"]*/& intel_idle.max_cstate=0 processor.max_cstate=1/' /etc/default/grub
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sudo update-grub
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# Huge pages configuration
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echo 'vm.nr_hugepages = 8192' >> /etc/sysctl.conf
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echo 'hugetlbfs /mnt/hugepages hugetlbfs mode=1770,gid=1000 0 0' >> /etc/fstab
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sudo mkdir -p /mnt/hugepages
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sudo mount -t hugetlbfs hugetlbfs /mnt/hugepages
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# Memory optimization
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echo 'vm.swappiness = 1' >> /etc/sysctl.conf
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echo 'vm.dirty_ratio = 5' >> /etc/sysctl.conf
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echo 'vm.dirty_background_ratio = 2' >> /etc/sysctl.conf
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```
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### Real-Time Kernel (Optional but Recommended)
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```bash
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# Install real-time kernel for ultra-low latency
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sudo apt install linux-image-rt-amd64
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sudo sed -i 's/GRUB_DEFAULT=0/GRUB_DEFAULT="1>2"/' /etc/default/grub
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sudo update-grub
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# Reboot required
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```
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## Security Setup
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### Certificate Management
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```bash
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# Generate production certificates
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cd /opt/foxhunt/certs/production
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# Generate CA private key
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openssl genrsa -out ca-key.pem 4096
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# Generate CA certificate
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openssl req -new -x509 -days 3650 -key ca-key.pem -sha256 -out ca-cert.pem -subj \
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"/C=US/ST=NY/L=NYC/O=Foxhunt Trading/OU=HFT Infrastructure/CN=Foxhunt CA"
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# Generate server private key
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openssl genrsa -out foxhunt-key.pem 4096
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# Generate server certificate signing request
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openssl req -subj "/C=US/ST=NY/L=NYC/O=Foxhunt Trading/OU=HFT Infrastructure/CN=foxhunt.trading" \
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-sha256 -new -key foxhunt-key.pem -out foxhunt-csr.pem
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# Generate server certificate
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openssl x509 -req -days 365 -sha256 -in foxhunt-csr.pem -CA ca-cert.pem -CAkey ca-key.pem \
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-out foxhunt-cert.pem -CAcreateserial \
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-extensions v3_req -extfile <(cat <<EOF
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[v3_req]
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basicConstraints = CA:FALSE
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keyUsage = nonRepudiation, digitalSignature, keyEncipherment
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subjectAltName = @alt_names
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[alt_names]
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DNS.1 = foxhunt.trading
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DNS.2 = localhost
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IP.1 = 127.0.0.1
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EOF
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)
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# Set appropriate permissions
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chmod 400 ca-key.pem foxhunt-key.pem
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chmod 444 ca-cert.pem foxhunt-cert.pem
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```
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### JWT Token Configuration
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```bash
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# Generate JWT signing key
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openssl rand -base64 64 > /opt/foxhunt/certs/jwt-secret.key
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chmod 400 /opt/foxhunt/certs/jwt-secret.key
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# Generate encryption key for sensitive data
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openssl rand -hex 32 > /opt/foxhunt/certs/encryption-key.key
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chmod 400 /opt/foxhunt/certs/encryption-key.key
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```
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### Firewall Configuration
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```bash
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# Configure UFW firewall
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sudo ufw --force reset
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sudo ufw default deny incoming
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sudo ufw default allow outgoing
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# Allow SSH (secure port)
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sudo ufw allow 2222/tcp
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# Allow gRPC services (internal network only)
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sudo ufw allow from 10.0.0.0/8 to any port 50051 proto tcp
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sudo ufw allow from 172.16.0.0/12 to any port 50051 proto tcp
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sudo ufw allow from 192.168.0.0/16 to any port 50051 proto tcp
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# Allow monitoring ports (restricted)
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sudo ufw allow from 10.0.0.0/8 to any port 9090 proto tcp # Prometheus
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sudo ufw allow from 10.0.0.0/8 to any port 3000 proto tcp # Grafana
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# Enable firewall
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sudo ufw --force enable
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```
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## Database Configuration
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### PostgreSQL Setup (Primary Database)
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```bash
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# Install PostgreSQL 15
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sudo apt install postgresql-15 postgresql-contrib-15
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# Configure PostgreSQL for HFT workloads
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sudo -u postgres psql <<EOF
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-- Create database and user
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CREATE DATABASE foxhunt_trading;
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CREATE USER foxhunt_user WITH ENCRYPTED PASSWORD 'secure_password_here';
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GRANT ALL PRIVILEGES ON DATABASE foxhunt_trading TO foxhunt_user;
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-- Performance tuning
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ALTER SYSTEM SET shared_buffers = '8GB';
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ALTER SYSTEM SET effective_cache_size = '24GB';
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ALTER SYSTEM SET maintenance_work_mem = '2GB';
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ALTER SYSTEM SET checkpoint_completion_target = 0.9;
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ALTER SYSTEM SET wal_buffers = '64MB';
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ALTER SYSTEM SET default_statistics_target = 100;
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ALTER SYSTEM SET random_page_cost = 1.1;
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ALTER SYSTEM SET effective_io_concurrency = 200;
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ALTER SYSTEM SET work_mem = '256MB';
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ALTER SYSTEM SET min_wal_size = '1GB';
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ALTER SYSTEM SET max_wal_size = '4GB';
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-- HFT-specific optimizations
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ALTER SYSTEM SET synchronous_commit = off;
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ALTER SYSTEM SET full_page_writes = off;
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ALTER SYSTEM SET wal_compression = on;
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ALTER SYSTEM SET wal_init_zero = off;
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ALTER SYSTEM SET wal_recycle = off;
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-- Connection pooling
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ALTER SYSTEM SET max_connections = 200;
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ALTER SYSTEM SET shared_preload_libraries = 'pg_stat_statements';
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SELECT pg_reload_conf();
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EOF
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# Restart PostgreSQL
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sudo systemctl restart postgresql
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```
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### InfluxDB Setup (Time-Series Metrics)
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```bash
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# Install InfluxDB 2.7
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curl -LO https://dl.influxdata.com/influxdb/releases/influxdb2-2.7.0-amd64.deb
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sudo dpkg -i influxdb2-2.7.0-amd64.deb
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# Configure InfluxDB
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sudo mkdir -p /etc/influxdb
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sudo tee /etc/influxdb/config.toml > /dev/null <<EOF
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[meta]
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dir = "/var/lib/influxdb/meta"
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[data]
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dir = "/var/lib/influxdb/data"
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wal-dir = "/var/lib/influxdb/wal"
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# HFT optimizations
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cache-max-memory-size = "2g"
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cache-snapshot-memory-size = "100m"
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cache-snapshot-write-cold-duration = "1h"
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compact-full-write-cold-duration = "24h"
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max-series-per-database = 10000000
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max-values-per-tag = 1000000
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[coordinator]
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write-timeout = "10s"
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max-concurrent-queries = 0
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query-timeout = "0s"
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log-queries-after = "0s"
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max-select-point = 0
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max-select-series = 0
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max-select-buckets = 0
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[retention]
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enabled = true
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check-interval = "30m"
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[shard-precreation]
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enabled = true
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check-interval = "10m"
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advance-period = "30m"
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[admin]
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enabled = true
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bind-address = ":8086"
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https-enabled = false
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[http]
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enabled = true
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bind-address = ":8086"
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auth-enabled = true
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log-enabled = true
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write-tracing = false
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pprof-enabled = false
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https-enabled = false
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max-row-limit = 10000
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max-connection-limit = 0
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shared-secret = "foxhunt_influx_secret"
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realm = "InfluxDB"
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[logging]
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format = "auto"
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level = "info"
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EOF
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# Start InfluxDB
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sudo systemctl enable influxdb
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sudo systemctl start influxdb
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# Initialize InfluxDB
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influx setup \
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--username admin \
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--password secure_admin_password \
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--org foxhunt-trading \
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--bucket trading-metrics \
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--force
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```
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### Redis Setup (High-Performance Cache)
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```bash
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# Install Redis 7.0
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curl -LO http://download.redis.io/redis-stable.tar.gz
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tar xzf redis-stable.tar.gz
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cd redis-stable
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make && sudo make install
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# Configure Redis for HFT
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sudo tee /etc/redis/redis.conf > /dev/null <<EOF
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# Network configuration
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bind 127.0.0.1
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port 6379
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protected-mode yes
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timeout 300
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tcp-keepalive 300
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# Memory configuration
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maxmemory 16gb
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maxmemory-policy allkeys-lru
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save ""
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# Performance optimizations
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stop-writes-on-bgsave-error no
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rdbcompression yes
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rdbchecksum yes
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dbfilename dump.rdb
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dir /var/lib/redis
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# Logging
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loglevel notice
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logfile /var/log/redis/redis-server.log
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# Security
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requirepass secure_redis_password
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# Advanced configuration
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hash-max-ziplist-entries 512
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hash-max-ziplist-value 64
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list-max-ziplist-size -2
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list-compress-depth 0
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set-max-intset-entries 512
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zset-max-ziplist-entries 128
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zset-max-ziplist-value 64
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hll-sparse-max-bytes 3000
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stream-node-max-bytes 4096
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stream-node-max-entries 100
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activerehashing yes
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client-output-buffer-limit normal 0 0 0
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client-output-buffer-limit replica 256mb 64mb 60
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client-output-buffer-limit pubsub 32mb 8mb 60
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hz 10
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dynamic-hz yes
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aof-rewrite-incremental-fsync yes
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rdb-save-incremental-fsync yes
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EOF
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# Create Redis systemd service
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sudo tee /etc/systemd/system/redis.service > /dev/null <<EOF
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[Unit]
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Description=Advanced key-value store
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After=network.target
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[Service]
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Type=forking
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User=redis
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Group=redis
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ExecStart=/usr/local/bin/redis-server /etc/redis/redis.conf
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PIDFile=/var/run/redis/redis-server.pid
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TimeoutStopSec=0
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Restart=always
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[Install]
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WantedBy=multi-user.target
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EOF
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# Start Redis
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sudo systemctl enable redis
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sudo systemctl start redis
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```
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### ClickHouse Setup (OLAP Analytics)
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```bash
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# Install ClickHouse
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curl https://clickhouse.com/install.sh | sh
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sudo ./clickhouse install
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# Configure ClickHouse for HFT analytics
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sudo tee /etc/clickhouse-server/config.d/foxhunt.xml > /dev/null <<EOF
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<clickhouse>
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<max_connections>4096</max_connections>
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<keep_alive_timeout>3</keep_alive_timeout>
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<max_concurrent_queries>100</max_concurrent_queries>
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<uncompressed_cache_size>8589934592</uncompressed_cache_size>
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<mark_cache_size>5368709120</mark_cache_size>
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<builtin_dictionaries_reload_interval>3600</builtin_dictionaries_reload_interval>
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<max_session_timeout>3600</max_session_timeout>
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<default_session_timeout>60</default_session_timeout>
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<!-- Memory optimizations -->
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<max_memory_usage>32000000000</max_memory_usage>
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<max_bytes_before_external_group_by>16000000000</max_bytes_before_external_group_by>
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<!-- Performance settings -->
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<background_pool_size>16</background_pool_size>
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<background_merges_mutations_concurrency_ratio>2</background_merges_mutations_concurrency_ratio>
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<!-- Logging -->
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<logger>
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<level>information</level>
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<log>/var/log/clickhouse-server/clickhouse-server.log</log>
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<errorlog>/var/log/clickhouse-server/clickhouse-server.err.log</errorlog>
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<size>1000M</size>
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<count>10</count>
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</logger>
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</clickhouse>
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EOF
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# Start ClickHouse
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sudo systemctl enable clickhouse-server
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sudo systemctl start clickhouse-server
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```
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## Service Deployment
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### Environment Configuration
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```bash
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# Create production environment file
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sudo mkdir -p /opt/foxhunt/config/environments
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sudo tee /opt/foxhunt/config/environments/.env.production > /dev/null <<EOF
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# Production Environment Configuration
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ENVIRONMENT=production
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LOG_LEVEL=info
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RUST_LOG=info
|
|
|
|
# Database Connections
|
|
DATABASE_URL="postgresql://foxhunt_user:secure_password_here@localhost:5432/foxhunt_trading"
|
|
INFLUXDB_URL="http://localhost:8086"
|
|
INFLUXDB_TOKEN="your_influxdb_token_here"
|
|
INFLUXDB_ORG="foxhunt-trading"
|
|
INFLUXDB_BUCKET="trading-metrics"
|
|
REDIS_URL="redis://:secure_redis_password@localhost:6379"
|
|
CLICKHOUSE_URL="http://localhost:8123"
|
|
|
|
# Security Configuration
|
|
JWT_SECRET_PATH="/opt/foxhunt/certs/jwt-secret.key"
|
|
ENCRYPTION_KEY_PATH="/opt/foxhunt/certs/encryption-key.key"
|
|
TLS_CERT_PATH="/opt/foxhunt/certs/production/foxhunt-cert.pem"
|
|
TLS_KEY_PATH="/opt/foxhunt/certs/production/foxhunt-key.pem"
|
|
TLS_CA_PATH="/opt/foxhunt/certs/production/ca-cert.pem"
|
|
|
|
# Performance Configuration
|
|
MAX_CRITICAL_LATENCY_US=50
|
|
MAX_TIMING_LATENCY_NS=14
|
|
ENABLE_SIMD=true
|
|
ENABLE_AVX2=true
|
|
ENABLE_GPU=true
|
|
|
|
# Trading Configuration
|
|
ENABLE_PAPER_TRADING=false
|
|
MAX_POSITION_SIZE=1000000
|
|
MAX_DAILY_LOSS=50000
|
|
RISK_CHECK_INTERVAL_MS=100
|
|
|
|
# Monitoring
|
|
PROMETHEUS_PORT=9090
|
|
METRICS_ENABLED=true
|
|
HEALTH_CHECK_INTERVAL_S=5
|
|
|
|
# Market Data
|
|
POLYGON_API_KEY="your_polygon_api_key"
|
|
ENABLE_REAL_TIME_DATA=true
|
|
DATA_RETENTION_DAYS=90
|
|
|
|
# Broker Configuration
|
|
ICMARKETS_DEMO=false
|
|
ICMARKETS_SERVER="live.icmarkets.com"
|
|
IB_TWS_PORT=7496
|
|
IB_GATEWAY_PORT=4001
|
|
EOF
|
|
|
|
# Set secure permissions
|
|
sudo chmod 600 /opt/foxhunt/config/environments/.env.production
|
|
```
|
|
|
|
### Service Compilation and Installation
|
|
|
|
```bash
|
|
# Clone and build Foxhunt
|
|
cd /opt
|
|
sudo git clone https://github.com/your-org/foxhunt.git
|
|
sudo chown -R foxhunt:foxhunt /opt/foxhunt
|
|
cd /opt/foxhunt
|
|
|
|
# Build in release mode with optimizations
|
|
export RUSTFLAGS="-C target-cpu=native -C opt-level=3 -C lto=fat"
|
|
cargo build --release --workspace
|
|
|
|
# Install systemd services
|
|
sudo cp deployment/systemd/*.service /etc/systemd/system/
|
|
sudo systemctl daemon-reload
|
|
|
|
# Create service user
|
|
sudo useradd -r -s /bin/false -d /opt/foxhunt foxhunt
|
|
sudo chown -R foxhunt:foxhunt /opt/foxhunt
|
|
```
|
|
|
|
### Service Startup Scripts
|
|
|
|
**Core Service:**
|
|
```bash
|
|
sudo tee /etc/systemd/system/foxhunt-core.service > /dev/null <<EOF
|
|
[Unit]
|
|
Description=Foxhunt Core Performance Infrastructure
|
|
After=network.target postgresql.service redis.service
|
|
Requires=postgresql.service redis.service
|
|
|
|
[Service]
|
|
Type=simple
|
|
User=foxhunt
|
|
Group=foxhunt
|
|
WorkingDirectory=/opt/foxhunt
|
|
Environment=RUST_LOG=info
|
|
EnvironmentFile=/opt/foxhunt/config/environments/.env.production
|
|
ExecStart=/opt/foxhunt/target/release/foxhunt-core
|
|
Restart=always
|
|
RestartSec=5
|
|
TimeoutStartSec=60
|
|
TimeoutStopSec=30
|
|
|
|
# Performance optimizations
|
|
Nice=-10
|
|
IOSchedulingClass=1
|
|
IOSchedulingPriority=4
|
|
CPUSchedulingPolicy=1
|
|
CPUSchedulingPriority=50
|
|
|
|
# Security
|
|
NoNewPrivileges=true
|
|
PrivateTmp=true
|
|
ProtectSystem=strict
|
|
ProtectHome=true
|
|
ReadWritePaths=/opt/foxhunt/logs /opt/foxhunt/data
|
|
|
|
# Resource limits
|
|
LimitNOFILE=65536
|
|
LimitMEMLOCK=infinity
|
|
|
|
[Install]
|
|
WantedBy=multi-user.target
|
|
EOF
|
|
```
|
|
|
|
**TLI Service:**
|
|
```bash
|
|
sudo tee /etc/systemd/system/foxhunt-tli.service > /dev/null <<EOF
|
|
[Unit]
|
|
Description=Foxhunt Terminal Interface (TLI)
|
|
After=network.target foxhunt-core.service
|
|
Requires=foxhunt-core.service
|
|
|
|
[Service]
|
|
Type=simple
|
|
User=foxhunt
|
|
Group=foxhunt
|
|
WorkingDirectory=/opt/foxhunt
|
|
Environment=RUST_LOG=info
|
|
EnvironmentFile=/opt/foxhunt/config/environments/.env.production
|
|
ExecStart=/opt/foxhunt/target/release/tli
|
|
Restart=always
|
|
RestartSec=5
|
|
TimeoutStartSec=30
|
|
TimeoutStopSec=15
|
|
|
|
# Security
|
|
NoNewPrivileges=true
|
|
PrivateTmp=true
|
|
ProtectSystem=strict
|
|
ProtectHome=true
|
|
ReadWritePaths=/opt/foxhunt/logs
|
|
|
|
# Resource limits
|
|
LimitNOFILE=8192
|
|
|
|
[Install]
|
|
WantedBy=multi-user.target
|
|
EOF
|
|
```
|
|
|
|
**ML Training Service:**
|
|
```bash
|
|
sudo tee /etc/systemd/system/foxhunt-ml.service > /dev/null <<EOF
|
|
[Unit]
|
|
Description=Foxhunt ML Training Service
|
|
After=network.target foxhunt-core.service
|
|
Requires=foxhunt-core.service
|
|
|
|
[Service]
|
|
Type=simple
|
|
User=foxhunt
|
|
Group=foxhunt
|
|
WorkingDirectory=/opt/foxhunt
|
|
Environment=RUST_LOG=info
|
|
Environment=CUDA_VISIBLE_DEVICES=0,1
|
|
EnvironmentFile=/opt/foxhunt/config/environments/.env.production
|
|
ExecStart=/opt/foxhunt/target/release/ml-training-service
|
|
Restart=always
|
|
RestartSec=10
|
|
TimeoutStartSec=120
|
|
TimeoutStopSec=30
|
|
|
|
# GPU access
|
|
DeviceAllow=/dev/nvidia0 rw
|
|
DeviceAllow=/dev/nvidia1 rw
|
|
DeviceAllow=/dev/nvidiactl rw
|
|
DeviceAllow=/dev/nvidia-modeset rw
|
|
DeviceAllow=/dev/nvidia-uvm rw
|
|
DeviceAllow=/dev/nvidia-uvm-tools rw
|
|
|
|
# Security
|
|
NoNewPrivileges=true
|
|
PrivateTmp=true
|
|
ProtectSystem=strict
|
|
ProtectHome=true
|
|
ReadWritePaths=/opt/foxhunt/logs /opt/foxhunt/models /tmp
|
|
|
|
# Resource limits
|
|
LimitNOFILE=16384
|
|
LimitMEMLOCK=infinity
|
|
MemoryMax=64G
|
|
|
|
[Install]
|
|
WantedBy=multi-user.target
|
|
EOF
|
|
```
|
|
|
|
### Service Startup and Validation
|
|
|
|
```bash
|
|
# Enable and start all services
|
|
sudo systemctl enable foxhunt-core foxhunt-tli foxhunt-ml foxhunt-risk foxhunt-data
|
|
sudo systemctl start foxhunt-core
|
|
sleep 10
|
|
sudo systemctl start foxhunt-tli foxhunt-ml foxhunt-risk foxhunt-data
|
|
|
|
# Verify service status
|
|
sudo systemctl status foxhunt-core foxhunt-tli foxhunt-ml foxhunt-risk foxhunt-data
|
|
|
|
# Check service logs
|
|
sudo journalctl -u foxhunt-core -f --no-pager
|
|
sudo journalctl -u foxhunt-tli -f --no-pager
|
|
|
|
# Validate gRPC endpoints
|
|
grpcurl -plaintext localhost:50051 foxhunt.health.HealthService/Check
|
|
grpcurl -plaintext localhost:50051 foxhunt.trading.TradingService/GetSystemStatus
|
|
```
|
|
|
|
## Performance Optimization
|
|
|
|
### CPU Optimization
|
|
|
|
```bash
|
|
# Set CPU affinity for critical services
|
|
sudo tee /opt/foxhunt/scripts/set-affinity.sh > /dev/null <<'EOF'
|
|
#!/bin/bash
|
|
|
|
# Get core service PID
|
|
CORE_PID=$(systemctl show --property MainPID --value foxhunt-core)
|
|
TLI_PID=$(systemctl show --property MainPID --value foxhunt-tli)
|
|
|
|
# Assign cores (cores 0-7 for core service, 8-15 for TLI)
|
|
if [ "$CORE_PID" != "0" ]; then
|
|
sudo taskset -cp 0-7 $CORE_PID
|
|
echo "Core service (PID $CORE_PID) assigned to cores 0-7"
|
|
fi
|
|
|
|
if [ "$TLI_PID" != "0" ]; then
|
|
sudo taskset -cp 8-15 $TLI_PID
|
|
echo "TLI service (PID $TLI_PID) assigned to cores 8-15"
|
|
fi
|
|
|
|
# Set real-time priority for core service
|
|
if [ "$CORE_PID" != "0" ]; then
|
|
sudo chrt -p -f 50 $CORE_PID
|
|
echo "Core service set to real-time priority 50"
|
|
fi
|
|
EOF
|
|
|
|
chmod +x /opt/foxhunt/scripts/set-affinity.sh
|
|
sudo /opt/foxhunt/scripts/set-affinity.sh
|
|
```
|
|
|
|
### Memory Optimization
|
|
|
|
```bash
|
|
# Configure transparent huge pages
|
|
echo 'always' | sudo tee /sys/kernel/mm/transparent_hugepage/enabled
|
|
echo 'always' | sudo tee /sys/kernel/mm/transparent_hugepage/defrag
|
|
|
|
# NUMA optimization
|
|
sudo tee /opt/foxhunt/scripts/numa-optimize.sh > /dev/null <<'EOF'
|
|
#!/bin/bash
|
|
|
|
# Bind services to NUMA nodes
|
|
CORE_PID=$(systemctl show --property MainPID --value foxhunt-core)
|
|
ML_PID=$(systemctl show --property MainPID --value foxhunt-ml)
|
|
|
|
if [ "$CORE_PID" != "0" ]; then
|
|
sudo numactl --cpunodebind=0 --membind=0 --pid=$CORE_PID
|
|
fi
|
|
|
|
if [ "$ML_PID" != "0" ]; then
|
|
sudo numactl --cpunodebind=1 --membind=1 --pid=$ML_PID
|
|
fi
|
|
EOF
|
|
|
|
chmod +x /opt/foxhunt/scripts/numa-optimize.sh
|
|
sudo /opt/foxhunt/scripts/numa-optimize.sh
|
|
```
|
|
|
|
### Network Optimization
|
|
|
|
```bash
|
|
# Network interface optimization script
|
|
sudo tee /opt/foxhunt/scripts/network-optimize.sh > /dev/null <<'EOF'
|
|
#!/bin/bash
|
|
|
|
INTERFACE="eth0" # Change to your primary interface
|
|
|
|
# Disable network features that add latency
|
|
sudo ethtool -K $INTERFACE gro off
|
|
sudo ethtool -K $INTERFACE gso off
|
|
sudo ethtool -K $INTERFACE tso off
|
|
sudo ethtool -K $INTERFACE ufo off
|
|
sudo ethtool -K $INTERFACE sg off
|
|
sudo ethtool -K $INTERFACE tx off
|
|
sudo ethtool -K $INTERFACE rx off
|
|
|
|
# Set interrupt coalescing to minimum
|
|
sudo ethtool -C $INTERFACE adaptive-rx off adaptive-tx off
|
|
sudo ethtool -C $INTERFACE rx-usecs 0 tx-usecs 0
|
|
|
|
# Increase ring buffer sizes
|
|
sudo ethtool -G $INTERFACE rx 4096 tx 4096
|
|
|
|
# Set network IRQ affinity
|
|
IRQ=$(cat /proc/interrupts | grep $INTERFACE | awk '{print $1}' | tr -d ':')
|
|
if [ ! -z "$IRQ" ]; then
|
|
echo "2" | sudo tee /proc/irq/$IRQ/smp_affinity > /dev/null
|
|
echo "Network IRQ $IRQ bound to CPU 1"
|
|
fi
|
|
EOF
|
|
|
|
chmod +x /opt/foxhunt/scripts/network-optimize.sh
|
|
sudo /opt/foxhunt/scripts/network-optimize.sh
|
|
```
|
|
|
|
## Monitoring & Alerting
|
|
|
|
### Prometheus Configuration
|
|
|
|
```yaml
|
|
# /opt/foxhunt/config/monitoring/prometheus.yml
|
|
global:
|
|
scrape_interval: 1s
|
|
evaluation_interval: 1s
|
|
external_labels:
|
|
cluster: 'foxhunt-production'
|
|
environment: 'prod'
|
|
|
|
rule_files:
|
|
- "hft-alerts.yml"
|
|
|
|
alerting:
|
|
alertmanagers:
|
|
- static_configs:
|
|
- targets:
|
|
- alertmanager:9093
|
|
|
|
scrape_configs:
|
|
- job_name: 'foxhunt-core'
|
|
static_configs:
|
|
- targets: ['localhost:9091']
|
|
scrape_interval: 100ms # High frequency for HFT
|
|
|
|
- job_name: 'foxhunt-tli'
|
|
static_configs:
|
|
- targets: ['localhost:9092']
|
|
scrape_interval: 1s
|
|
|
|
- job_name: 'foxhunt-ml'
|
|
static_configs:
|
|
- targets: ['localhost:9093']
|
|
scrape_interval: 5s
|
|
|
|
- job_name: 'system-metrics'
|
|
static_configs:
|
|
- targets: ['localhost:9100']
|
|
scrape_interval: 1s
|
|
|
|
- job_name: 'postgresql'
|
|
static_configs:
|
|
- targets: ['localhost:9187']
|
|
|
|
- job_name: 'redis'
|
|
static_configs:
|
|
- targets: ['localhost:9121']
|
|
```
|
|
|
|
### Critical Alerts Configuration
|
|
|
|
```yaml
|
|
# /opt/foxhunt/config/monitoring/hft-alerts.yml
|
|
groups:
|
|
- name: trading.rules
|
|
rules:
|
|
- alert: HighLatency
|
|
expr: trading_order_latency_microseconds > 50
|
|
for: 1s
|
|
labels:
|
|
severity: critical
|
|
service: trading
|
|
annotations:
|
|
summary: "Trading latency exceeded 50μs threshold"
|
|
description: "Order execution latency is {{ $value }}μs"
|
|
|
|
- alert: TimingSystemFailure
|
|
expr: timing_tsc_reliability < 0.99
|
|
for: 5s
|
|
labels:
|
|
severity: critical
|
|
service: core
|
|
annotations:
|
|
summary: "TSC timing system unreliable"
|
|
description: "TSC reliability dropped to {{ $value }}"
|
|
|
|
- alert: CircuitBreakerTripped
|
|
expr: risk_circuit_breaker_active == 1
|
|
for: 0s
|
|
labels:
|
|
severity: critical
|
|
service: risk
|
|
annotations:
|
|
summary: "Trading circuit breaker activated"
|
|
description: "Emergency trading halt in effect"
|
|
|
|
- alert: PositionLimitExceeded
|
|
expr: risk_position_utilization > 0.95
|
|
for: 30s
|
|
labels:
|
|
severity: warning
|
|
service: risk
|
|
annotations:
|
|
summary: "Position limit near maximum"
|
|
description: "Position utilization at {{ $value }}%"
|
|
|
|
- alert: DatabaseConnectionFailure
|
|
expr: database_connections_active == 0
|
|
for: 10s
|
|
labels:
|
|
severity: critical
|
|
service: persistence
|
|
annotations:
|
|
summary: "Database connection lost"
|
|
description: "No active database connections"
|
|
|
|
- alert: GPUUtilizationLow
|
|
expr: ml_gpu_utilization < 0.1
|
|
for: 300s
|
|
labels:
|
|
severity: warning
|
|
service: ml
|
|
annotations:
|
|
summary: "GPU underutilized"
|
|
description: "GPU utilization at {{ $value }}%"
|
|
|
|
- alert: MemoryUsageHigh
|
|
expr: system_memory_usage > 0.9
|
|
for: 60s
|
|
labels:
|
|
severity: warning
|
|
service: system
|
|
annotations:
|
|
summary: "High memory usage"
|
|
description: "Memory usage at {{ $value }}%"
|
|
|
|
- alert: NetworkLatencyHigh
|
|
expr: network_roundtrip_latency_microseconds > 1000
|
|
for: 30s
|
|
labels:
|
|
severity: warning
|
|
service: network
|
|
annotations:
|
|
summary: "Network latency degraded"
|
|
description: "Network roundtrip latency {{ $value }}μs"
|
|
```
|
|
|
|
### Grafana Dashboard Setup
|
|
|
|
```bash
|
|
# Install Grafana
|
|
sudo apt-get install -y software-properties-common
|
|
sudo add-apt-repository "deb https://packages.grafana.com/oss/deb stable main"
|
|
wget -q -O - https://packages.grafana.com/gpg.key | sudo apt-key add -
|
|
sudo apt-get update
|
|
sudo apt-get install grafana
|
|
|
|
# Configure Grafana
|
|
sudo tee /etc/grafana/grafana.ini > /dev/null <<EOF
|
|
[server]
|
|
http_port = 3000
|
|
domain = localhost
|
|
|
|
[security]
|
|
admin_user = admin
|
|
admin_password = secure_grafana_password
|
|
|
|
[dashboards]
|
|
default_home_dashboard_path = /etc/grafana/dashboards/foxhunt-overview.json
|
|
EOF
|
|
|
|
# Start Grafana
|
|
sudo systemctl enable grafana-server
|
|
sudo systemctl start grafana-server
|
|
```
|
|
|
|
## Backup & Recovery
|
|
|
|
### Database Backup Strategy
|
|
|
|
```bash
|
|
# PostgreSQL backup script
|
|
sudo tee /opt/foxhunt/scripts/backup-postgresql.sh > /dev/null <<'EOF'
|
|
#!/bin/bash
|
|
|
|
BACKUP_DIR="/opt/foxhunt/backups/postgresql"
|
|
DATE=$(date +%Y%m%d_%H%M%S)
|
|
DB_NAME="foxhunt_trading"
|
|
|
|
mkdir -p $BACKUP_DIR
|
|
|
|
# Full backup
|
|
pg_dump -h localhost -U foxhunt_user -d $DB_NAME \
|
|
--format=custom --compress=9 \
|
|
--file=$BACKUP_DIR/foxhunt_full_$DATE.dump
|
|
|
|
# Incremental WAL backup
|
|
pg_basebackup -h localhost -U foxhunt_user -D $BACKUP_DIR/wal_$DATE \
|
|
--format=tar --gzip --progress --verbose
|
|
|
|
# Cleanup old backups (keep 7 days)
|
|
find $BACKUP_DIR -name "*.dump" -mtime +7 -delete
|
|
find $BACKUP_DIR -name "wal_*" -mtime +7 -exec rm -rf {} \;
|
|
|
|
echo "Backup completed: $BACKUP_DIR/foxhunt_full_$DATE.dump"
|
|
EOF
|
|
|
|
chmod +x /opt/foxhunt/scripts/backup-postgresql.sh
|
|
|
|
# Schedule backups
|
|
echo "0 2 * * * /opt/foxhunt/scripts/backup-postgresql.sh" | sudo crontab -u foxhunt -
|
|
```
|
|
|
|
### System Configuration Backup
|
|
|
|
```bash
|
|
# Configuration backup script
|
|
sudo tee /opt/foxhunt/scripts/backup-config.sh > /dev/null <<'EOF'
|
|
#!/bin/bash
|
|
|
|
BACKUP_DIR="/opt/foxhunt/backups/config"
|
|
DATE=$(date +%Y%m%d_%H%M%S)
|
|
|
|
mkdir -p $BACKUP_DIR
|
|
|
|
# Create configuration archive
|
|
tar -czf $BACKUP_DIR/config_$DATE.tar.gz \
|
|
/opt/foxhunt/config \
|
|
/opt/foxhunt/certs \
|
|
/etc/systemd/system/foxhunt-*.service \
|
|
/etc/sysctl.conf \
|
|
/etc/security/limits.conf
|
|
|
|
echo "Configuration backup completed: $BACKUP_DIR/config_$DATE.tar.gz"
|
|
EOF
|
|
|
|
chmod +x /opt/foxhunt/scripts/backup-config.sh
|
|
```
|
|
|
|
### Disaster Recovery Procedures
|
|
|
|
```bash
|
|
# Recovery script template
|
|
sudo tee /opt/foxhunt/scripts/disaster-recovery.sh > /dev/null <<'EOF'
|
|
#!/bin/bash
|
|
|
|
echo "Foxhunt Disaster Recovery Procedure"
|
|
echo "==================================="
|
|
|
|
# 1. Stop all services
|
|
echo "Stopping all Foxhunt services..."
|
|
sudo systemctl stop foxhunt-*
|
|
|
|
# 2. Restore database
|
|
echo "Restoring PostgreSQL database..."
|
|
LATEST_BACKUP=$(ls -t /opt/foxhunt/backups/postgresql/*.dump | head -1)
|
|
if [ -f "$LATEST_BACKUP" ]; then
|
|
sudo -u postgres dropdb foxhunt_trading
|
|
sudo -u postgres createdb foxhunt_trading
|
|
pg_restore -h localhost -U foxhunt_user -d foxhunt_trading $LATEST_BACKUP
|
|
echo "Database restored from: $LATEST_BACKUP"
|
|
else
|
|
echo "ERROR: No database backup found!"
|
|
exit 1
|
|
fi
|
|
|
|
# 3. Restore configuration
|
|
echo "Restoring configuration..."
|
|
LATEST_CONFIG=$(ls -t /opt/foxhunt/backups/config/*.tar.gz | head -1)
|
|
if [ -f "$LATEST_CONFIG" ]; then
|
|
tar -xzf $LATEST_CONFIG -C /
|
|
echo "Configuration restored from: $LATEST_CONFIG"
|
|
else
|
|
echo "WARNING: No configuration backup found!"
|
|
fi
|
|
|
|
# 4. Restart services
|
|
echo "Starting services in order..."
|
|
sudo systemctl start foxhunt-core
|
|
sleep 10
|
|
sudo systemctl start foxhunt-tli foxhunt-ml foxhunt-risk foxhunt-data
|
|
|
|
# 5. Verify system health
|
|
echo "Verifying system health..."
|
|
sleep 30
|
|
grpcurl -plaintext localhost:50051 foxhunt.health.HealthService/Check
|
|
|
|
echo "Disaster recovery completed!"
|
|
EOF
|
|
|
|
chmod +x /opt/foxhunt/scripts/disaster-recovery.sh
|
|
```
|
|
|
|
## Troubleshooting
|
|
|
|
### Common Issues and Solutions
|
|
|
|
**Issue: High Latency (>50μs)**
|
|
```bash
|
|
# Check CPU frequency scaling
|
|
cat /sys/devices/system/cpu/cpu*/cpufreq/scaling_governor
|
|
|
|
# Verify real-time kernel
|
|
uname -r | grep rt
|
|
|
|
# Check network interface optimization
|
|
ethtool -k eth0 | grep -E "(gro|gso|tso)"
|
|
|
|
# Monitor CPU utilization
|
|
top -p $(pgrep foxhunt-core)
|
|
```
|
|
|
|
**Issue: Database Connection Errors**
|
|
```bash
|
|
# Check PostgreSQL status
|
|
sudo systemctl status postgresql
|
|
sudo -u postgres psql -c "SELECT version();"
|
|
|
|
# Check connection limits
|
|
sudo -u postgres psql -c "SHOW max_connections;"
|
|
sudo -u postgres psql -c "SELECT count(*) FROM pg_stat_activity;"
|
|
|
|
# Verify network connectivity
|
|
nc -zv localhost 5432
|
|
```
|
|
|
|
**Issue: GPU Not Detected**
|
|
```bash
|
|
# Check NVIDIA driver
|
|
nvidia-smi
|
|
|
|
# Verify CUDA installation
|
|
nvcc --version
|
|
|
|
# Check GPU permissions
|
|
ls -la /dev/nvidia*
|
|
|
|
# Verify systemd service configuration
|
|
sudo systemctl cat foxhunt-ml | grep -A5 "DeviceAllow"
|
|
```
|
|
|
|
**Issue: Memory Allocation Errors**
|
|
```bash
|
|
# Check huge pages
|
|
cat /proc/meminfo | grep Huge
|
|
|
|
# Verify memory limits
|
|
systemctl show foxhunt-core | grep Memory
|
|
|
|
# Check for memory leaks
|
|
valgrind --tool=massif ./target/release/foxhunt-core
|
|
```
|
|
|
|
### Log Analysis
|
|
|
|
```bash
|
|
# Aggregate log analysis
|
|
sudo journalctl -u foxhunt-* --since="1 hour ago" | grep -i error
|
|
|
|
# Performance log analysis
|
|
sudo journalctl -u foxhunt-core | grep "latency_us" | tail -100
|
|
|
|
# Real-time log monitoring
|
|
sudo journalctl -u foxhunt-core -f | grep -E "(ERROR|WARN|latency_us)"
|
|
```
|
|
|
|
### Performance Debugging
|
|
|
|
```bash
|
|
# CPU profiling
|
|
sudo perf record -g -p $(pgrep foxhunt-core)
|
|
sudo perf report
|
|
|
|
# Memory profiling
|
|
sudo valgrind --tool=massif --detailed-freq=1 ./target/release/foxhunt-core
|
|
|
|
# Network analysis
|
|
sudo tcpdump -i eth0 -n host exchange.com
|
|
|
|
# Latency measurement
|
|
sudo trace-cmd record -p function_graph -g do_IRQ -P $(pgrep foxhunt-core)
|
|
```
|
|
|
|
## Maintenance Procedures
|
|
|
|
### Regular Maintenance Tasks
|
|
|
|
**Daily:**
|
|
```bash
|
|
# Check service health
|
|
sudo systemctl is-active foxhunt-*
|
|
|
|
# Monitor disk usage
|
|
df -h | grep -E "(foxhunt|opt)"
|
|
|
|
# Check log rotation
|
|
sudo logrotate -f /etc/logrotate.d/foxhunt
|
|
|
|
# Verify backup completion
|
|
ls -la /opt/foxhunt/backups/postgresql/ | tail -5
|
|
```
|
|
|
|
**Weekly:**
|
|
```bash
|
|
# Update system packages
|
|
sudo apt update && sudo apt upgrade
|
|
|
|
# Rebuild indexes
|
|
sudo -u postgres psql foxhunt_trading -c "REINDEX DATABASE foxhunt_trading;"
|
|
|
|
# Clean old logs
|
|
find /opt/foxhunt/logs -name "*.log" -mtime +30 -delete
|
|
|
|
# Performance benchmarking
|
|
cd /opt/foxhunt && cargo bench
|
|
```
|
|
|
|
**Monthly:**
|
|
```bash
|
|
# Security updates
|
|
sudo unattended-upgrades
|
|
|
|
# Certificate renewal check
|
|
openssl x509 -in /opt/foxhunt/certs/production/foxhunt-cert.pem -noout -dates
|
|
|
|
# Database maintenance
|
|
sudo -u postgres psql foxhunt_trading -c "VACUUM ANALYZE;"
|
|
|
|
# System performance review
|
|
iostat -x 1 10
|
|
sar -u 1 10
|
|
```
|
|
|
|
### Update Procedures
|
|
|
|
```bash
|
|
# Production update script
|
|
sudo tee /opt/foxhunt/scripts/production-update.sh > /dev/null <<'EOF'
|
|
#!/bin/bash
|
|
|
|
echo "Foxhunt Production Update Procedure"
|
|
echo "=================================="
|
|
|
|
# 1. Pre-update backup
|
|
echo "Creating pre-update backup..."
|
|
/opt/foxhunt/scripts/backup-postgresql.sh
|
|
/opt/foxhunt/scripts/backup-config.sh
|
|
|
|
# 2. Stop services (graceful)
|
|
echo "Stopping services gracefully..."
|
|
sudo systemctl stop foxhunt-tli foxhunt-ml foxhunt-risk foxhunt-data
|
|
sleep 10
|
|
sudo systemctl stop foxhunt-core
|
|
|
|
# 3. Update code
|
|
echo "Updating codebase..."
|
|
cd /opt/foxhunt
|
|
git fetch origin
|
|
git checkout production
|
|
git pull origin production
|
|
|
|
# 4. Build new version
|
|
echo "Building updated version..."
|
|
cargo build --release --workspace
|
|
|
|
# 5. Run database migrations
|
|
echo "Running database migrations..."
|
|
./target/release/migration-tool migrate
|
|
|
|
# 6. Start services
|
|
echo "Starting services..."
|
|
sudo systemctl start foxhunt-core
|
|
sleep 15
|
|
sudo systemctl start foxhunt-tli foxhunt-ml foxhunt-risk foxhunt-data
|
|
|
|
# 7. Health verification
|
|
echo "Verifying system health..."
|
|
sleep 30
|
|
grpcurl -plaintext localhost:50051 foxhunt.health.HealthService/Check
|
|
|
|
# 8. Performance validation
|
|
echo "Running performance validation..."
|
|
timeout 60s ./target/release/performance-test --quick
|
|
|
|
echo "Update completed successfully!"
|
|
EOF
|
|
|
|
chmod +x /opt/foxhunt/scripts/production-update.sh
|
|
```
|
|
|
|
---
|
|
|
|
## Conclusion
|
|
|
|
This comprehensive deployment guide provides all necessary steps to deploy the Foxhunt HFT system in a production environment. The configuration emphasizes ultra-low latency performance, enterprise-grade security, and operational reliability suitable for high-frequency trading operations.
|
|
|
|
**Key Points:**
|
|
- Hardware requirements ensure sub-50μs latency capabilities
|
|
- Security configuration provides defense-in-depth protection
|
|
- Database setup optimized for HFT workloads
|
|
- Monitoring provides real-time visibility into system performance
|
|
- Backup and recovery procedures ensure business continuity
|
|
- Maintenance procedures keep the system running optimally
|
|
|
|
For additional support, refer to:
|
|
- [TLI Operations Manual](./TLI_OPERATIONS_MANUAL.md)
|
|
- [Performance Tuning Guide](./PERFORMANCE_TUNING.md)
|
|
- [Security Documentation](./SECURITY.md)
|
|
- [Disaster Recovery Plan](./DISASTER_RECOVERY.md) |