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
292 lines
8.0 KiB
Markdown
292 lines
8.0 KiB
Markdown
# Foxhunt Chaos Engineering Framework
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A comprehensive chaos engineering framework specifically designed for high-frequency trading (HFT) systems with sub-100ms recovery requirements.
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## 🎯 Overview
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This framework provides systematic failure injection and recovery validation for the Foxhunt HFT trading system, focusing on:
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- **MLTrainingService Resilience**: Kill/restart scenarios with checkpoint recovery
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- **Performance Validation**: Sub-100ms recovery time requirements
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- **Failure Injection**: Network, memory, GPU, disk, and database failures
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- **Automated Testing**: Nightly chaos job scheduling with reporting
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- **HFT-Specific Requirements**: Ultra-low latency validation and monitoring
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## 🏗️ Architecture
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```
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tests/chaos/
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├── chaos_framework.rs # Core chaos orchestration engine
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├── ml_training_chaos.rs # ML-specific chaos tests
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├── nightly_chaos_runner.rs # Automated scheduling and execution
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├── chaos_cli.rs # Command-line interface
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├── examples/
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│ ├── usage_examples.rs # Comprehensive usage examples
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│ └── chaos_config.toml # Configuration template
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└── README.md # This file
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```
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## 🚀 Quick Start
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### 1. Basic ML Service Kill Test
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```rust
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use foxhunt_tests::chaos::*;
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#[tokio::main]
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async fn main() -> Result<()> {
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// Initialize chaos framework
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let runner = initialize_foxhunt_chaos().await?;
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// Run quick ML service resilience test
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let results = run_quick_chaos_test().await?;
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println!("Chaos test results: {:?}", results);
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Ok(())
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}
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```
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### 2. Command Line Usage
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```bash
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# Run a single process kill experiment
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cargo run --bin foxhunt-chaos run --experiment-type process-kill --service ml_training_service
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# Run comprehensive ML test suite
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cargo run --bin foxhunt-chaos ml-suite --endpoint http://localhost:8080 --generate-report
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# Start nightly scheduler
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cargo run --bin foxhunt-chaos schedule --time 02:00 --exclude-weekends --webhook https://hooks.slack.com/...
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# Validate system readiness
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cargo run --bin foxhunt-chaos validate --check-ml-service --check-database
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```
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### 3. Configuration File
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```toml
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# chaos_config.toml
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[general]
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enabled = true
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schedule_time = "02:00"
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max_duration_hours = 3
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[ml_chaos_config]
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ml_service_endpoint = "http://localhost:8080"
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max_recovery_time_ms = 100 # HFT requirement
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model_types = ["tlob", "dqn", "mamba2"]
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```
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## 🧪 Supported Failure Types
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### Process Failures
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- **SIGTERM/SIGKILL**: Graceful and forceful process termination
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- **Service Restart**: Automatic restart with configurable delays
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### Resource Exhaustion
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- **Memory Pressure**: Configurable memory consumption (2GB-8GB)
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- **GPU Exhaustion**: GPU memory filling (80%-95% capacity)
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- **CPU Throttling**: CPU limit enforcement (25%-75%)
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### Infrastructure Failures
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- **Network Partitions**: Port-specific network isolation
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- **Disk I/O Failures**: File system failure injection
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- **Database Disconnections**: Connection pool exhaustion
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## 📊 ML Model Support
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The framework supports chaos testing across all Foxhunt ML models:
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| Model | Type | Recovery Target | Checkpoint Interval |
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|-------|------|----------------|-------------------|
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| **TLOB** | Transformer | 25ms | 30s |
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| **MAMBA-2** | State Space | 40ms | 60s |
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| **DQN** | Deep Q-Learning | 80ms | 120s |
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| **PPO** | Policy Optimization | 60ms | 90s |
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| **Liquid** | Neural Network | 35ms | 45s |
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| **TFT** | Temporal Fusion | 95ms | 180s |
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## 🕒 Nightly Automation
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### Scheduling Features
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- **Configurable Time**: Any time zone and schedule
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- **Weekend Exclusion**: Skip weekends for production safety
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- **Retry Logic**: Automatic retry on failure with exponential backoff
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- **Notification Integration**: Slack/Teams webhooks for alerts
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### Alert Thresholds
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- **Critical**: SLA violations (>100ms recovery)
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- **Warning**: Checkpoint failures or performance regressions
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- **Info**: Successful completion notifications
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## 📈 Performance Requirements
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### HFT Latency Targets
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- **Order Processing**: <50μs end-to-end
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- **Market Data**: <30μs ingestion latency
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- **Risk Calculation**: <25μs computation
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- **Recovery Time**: <100ms system restoration
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### Validation Metrics
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- **P50/P95/P99 Latency**: Histogram tracking
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- **Recovery Time Distribution**: Statistical analysis
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- **Checkpoint Integrity**: Binary validation
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- **Performance Regression**: Pre/post comparison
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## 🔧 Integration
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### Test Infrastructure Integration
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```rust
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// In your tests/lib.rs
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pub mod chaos;
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#[tokio::test]
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async fn test_ml_service_resilience() {
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use crate::chaos::*;
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let results = run_quick_chaos_test().await.unwrap();
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assert!(!results.is_empty());
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}
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```
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### CI/CD Integration
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```yaml
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# .github/workflows/chaos.yml
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name: Chaos Engineering
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on:
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schedule:
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- cron: '0 2 * * *' # Run at 2 AM daily
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jobs:
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chaos-tests:
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v3
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- name: Run Chaos Tests
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run: cargo test --test chaos_integration
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```
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## 📋 Example Scenarios
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### 1. ML Training Kill/Restart
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```rust
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let experiment = ChaosExperiment {
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name: "TLOB Training Kill Test".to_string(),
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target_service: "ml_training_service".to_string(),
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failure_type: FailureType::ProcessKill {
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signal: Signal::SIGTERM,
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delay_before_restart_ms: 2000,
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},
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max_recovery_time_ms: 25, // TLOB target
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// ...
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};
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```
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### 2. GPU Memory Exhaustion
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```rust
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let experiment = ChaosExperiment {
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name: "GPU Memory Pressure Test".to_string(),
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failure_type: FailureType::GpuResourceExhaustion {
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memory_fill_percent: 95,
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duration_ms: 20000,
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},
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max_recovery_time_ms: 150, // Relaxed for GPU
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// ...
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};
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```
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### 3. Network Partition
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```rust
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let experiment = ChaosExperiment {
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name: "Database Partition Test".to_string(),
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failure_type: FailureType::NetworkPartition {
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target_ports: vec![5432, 6379], // PostgreSQL, Redis
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duration_ms: 15000,
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},
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// ...
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};
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```
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## 🛡️ Safety Features
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### Production Safeguards
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- **Weekend Exclusion**: Automatic weekend skipping
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- **Duration Limits**: Maximum 3-hour chaos windows
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- **Recovery Timeouts**: Automatic experiment termination
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- **Checkpoint Validation**: Pre/post integrity checks
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### Monitoring Integration
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- **Real-time Alerting**: Immediate notification of failures
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- **Performance Tracking**: Latency histogram recording
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- **Report Generation**: Automated markdown reports
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- **Event Streaming**: Live experiment status updates
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## 📊 Reporting
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### Automated Reports
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```markdown
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# ML Training Chaos Engineering Report
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**Generated:** 2025-01-21 02:30:00 UTC
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**Total Tests:** 18
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## Summary
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- ✅ **Successful:** 16 (88.9%)
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- ❌ **Failed:** 2 (11.1%)
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- 📊 **Success Rate:** 88.9%
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## Results by Model Type
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- **tlob:** 6/6 (100.0%)
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- **dqn:** 5/6 (83.3%)
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- **mamba2:** 5/6 (83.3%)
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## Performance Analysis
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- ✅ **No Performance Regressions Detected**
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- **Average Recovery Time:** 45.2ms
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- **Max Recovery Time:** 78ms
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```
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## 🔍 Troubleshooting
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### Common Issues
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1. **Service Not Found**
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```bash
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# Check service status
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systemctl status ml_training_service
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```
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2. **GPU Not Available**
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```bash
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# Verify GPU access
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nvidia-smi
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```
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3. **Permission Errors**
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```bash
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# Check chaos framework permissions
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sudo usermod -a -G docker $USER
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```
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### Debug Mode
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```bash
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# Enable verbose logging
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cargo run --bin foxhunt-chaos --verbose run --experiment-type process-kill
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```
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## 🤝 Contributing
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1. **Add New Failure Types**: Extend `FailureType` enum
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2. **ML Model Support**: Add new models to `ModelType`
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3. **Monitoring Integration**: Extend metrics collection
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4. **Custom Experiments**: Create domain-specific tests
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## 📝 License
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This chaos engineering framework is part of the Foxhunt HFT trading system and follows the same licensing terms.
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---
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**⚠️ Important**: This framework is designed specifically for HFT systems with sub-100ms recovery requirements. Always test in non-production environments first and ensure proper safeguards are in place. |