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
678 lines
24 KiB
Rust
678 lines
24 KiB
Rust
//! Performance impact validation tests for Vault integration
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//!
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//! This module measures and validates the performance impact of Vault integration:
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//! - Baseline performance measurement without Vault
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//! - Certificate generation latency from Vault
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//! - Certificate cache hit/miss performance
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//! - TLS handshake latency with Vault certificates
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//! - Memory usage impact of certificate caching
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//! - CPU usage impact of background certificate rotation
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//! - Network I/O impact of Vault API calls
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//! - HFT requirement validation (sub-microsecond for cached operations)
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use anyhow::{Context, Result};
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use std::collections::HashMap;
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use std::sync::Arc;
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use std::time::{Duration, Instant};
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use tokio::process::Command as AsyncCommand;
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use tokio::sync::RwLock;
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use tokio::time::sleep;
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use tracing::{debug, info, warn, error};
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use crate::{VaultTestConfig, VaultTestResults, PerformanceMetrics};
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/// Performance measurement collector
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pub struct PerformanceMeasurement {
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pub name: String,
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pub measurements: Vec<Duration>,
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pub start_time: Option<Instant>,
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}
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impl PerformanceMeasurement {
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pub fn new(name: String) -> Self {
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Self {
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name,
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measurements: Vec::new(),
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start_time: None,
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}
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}
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pub fn start(&mut self) {
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self.start_time = Some(Instant::now());
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}
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pub fn stop(&mut self) -> Option<Duration> {
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if let Some(start) = self.start_time.take() {
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let duration = start.elapsed();
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self.measurements.push(duration);
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Some(duration)
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} else {
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None
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}
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}
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pub fn average(&self) -> Duration {
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if self.measurements.is_empty() {
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return Duration::ZERO;
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}
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let total: Duration = self.measurements.iter().sum();
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total / self.measurements.len() as u32
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}
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pub fn min(&self) -> Duration {
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self.measurements.iter().min().copied().unwrap_or(Duration::ZERO)
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}
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pub fn max(&self) -> Duration {
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self.measurements.iter().max().copied().unwrap_or(Duration::ZERO)
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}
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pub fn percentile(&self, p: f64) -> Duration {
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if self.measurements.is_empty() {
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return Duration::ZERO;
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}
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let mut sorted = self.measurements.clone();
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sorted.sort();
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let index = ((p / 100.0) * (sorted.len() - 1) as f64) as usize;
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sorted[index]
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}
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}
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/// System resource monitor
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pub struct ResourceMonitor {
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config: VaultTestConfig,
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}
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impl ResourceMonitor {
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pub fn new(config: VaultTestConfig) -> Self {
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Self { config }
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}
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/// Get current memory usage of services
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pub async fn get_memory_usage(&self) -> Result<HashMap<String, f64>> {
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let mut memory_usage = HashMap::new();
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let services = ["tli-service", "trading-service"];
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for service in &services {
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let container_name = format!("foxhunt-{}-test", service);
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let mut cmd = AsyncCommand::new("docker");
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cmd.args([
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"stats", "--no-stream", "--format",
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"{{.MemUsage}}", &container_name
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]);
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match cmd.output().await {
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Ok(output) => {
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if output.status.success() {
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let mem_str = String::from_utf8_lossy(&output.stdout);
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if let Some(mem_mb) = self.parse_memory_usage(&mem_str) {
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memory_usage.insert(service.to_string(), mem_mb);
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}
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}
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}
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Err(e) => {
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warn!("Failed to get memory usage for {}: {}", service, e);
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}
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}
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}
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Ok(memory_usage)
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}
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/// Get current CPU usage of services
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pub async fn get_cpu_usage(&self) -> Result<HashMap<String, f64>> {
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let mut cpu_usage = HashMap::new();
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let services = ["tli-service", "trading-service"];
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for service in &services {
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let container_name = format!("foxhunt-{}-test", service);
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let mut cmd = AsyncCommand::new("docker");
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cmd.args([
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"stats", "--no-stream", "--format",
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"{{.CPUPerc}}", &container_name
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]);
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match cmd.output().await {
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Ok(output) => {
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if output.status.success() {
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let cpu_str = String::from_utf8_lossy(&output.stdout);
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if let Some(cpu_percent) = self.parse_cpu_usage(&cpu_str) {
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cpu_usage.insert(service.to_string(), cpu_percent);
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}
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}
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}
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Err(e) => {
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warn!("Failed to get CPU usage for {}: {}", service, e);
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}
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}
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}
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Ok(cpu_usage)
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}
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fn parse_memory_usage(&self, mem_str: &str) -> Option<f64> {
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// Parse Docker memory usage format like "123.4MiB / 1.5GiB"
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let parts: Vec<&str> = mem_str.trim().split('/').collect();
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if let Some(used_part) = parts.first() {
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let used_clean = used_part.trim().replace("MiB", "").replace("GiB", "");
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if let Ok(value) = used_clean.parse::<f64>() {
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// Convert GiB to MiB if needed
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if mem_str.contains("GiB") {
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return Some(value * 1024.0);
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} else {
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return Some(value);
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}
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}
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}
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None
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}
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fn parse_cpu_usage(&self, cpu_str: &str) -> Option<f64> {
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// Parse Docker CPU usage format like "12.34%"
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let cpu_clean = cpu_str.trim().replace('%', "");
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cpu_clean.parse::<f64>().ok()
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}
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}
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/// Performance impact tester
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pub struct PerformanceImpactTester {
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config: VaultTestConfig,
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resource_monitor: ResourceMonitor,
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}
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impl PerformanceImpactTester {
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pub fn new(config: VaultTestConfig) -> Self {
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let resource_monitor = ResourceMonitor::new(config.clone());
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Self { config, resource_monitor }
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}
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/// Measure baseline performance without Vault integration
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pub async fn measure_baseline_performance(
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&self,
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results: &Arc<RwLock<VaultTestResults>>,
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) -> Result<()> {
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info!("Measuring baseline performance without Vault");
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let test_start = Instant::now();
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// Measure basic service response times
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let mut response_times = PerformanceMeasurement::new("baseline_response".to_string());
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for _ in 0..self.config.perf_iterations {
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response_times.start();
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// Simple health check without Vault dependency
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let mut cmd = AsyncCommand::new("curl");
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cmd.args(["-s", "-f", "--max-time", "1", "http://localhost:3000/"]);
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let output = cmd.output().await;
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if let Some(duration) = response_times.stop() {
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if output.is_err() || !output.unwrap().status.success() {
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debug!("Baseline request failed, but continuing measurement");
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}
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}
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}
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let baseline_duration = test_start.elapsed();
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let avg_response = response_times.average();
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{
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let mut test_results = results.write().await;
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test_results.add_success("baseline_performance", baseline_duration);
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test_results.add_metadata("baseline_avg_response".to_string(), format!("{:?}", avg_response));
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test_results.add_metadata("baseline_min_response".to_string(), format!("{:?}", response_times.min()));
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test_results.add_metadata("baseline_max_response".to_string(), format!("{:?}", response_times.max()));
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test_results.add_metadata("baseline_p95_response".to_string(), format!("{:?}", response_times.percentile(95.0)));
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}
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info!("Baseline performance measured: avg={:?}, p95={:?}",
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avg_response, response_times.percentile(95.0));
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Ok(())
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}
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/// Measure certificate generation latency from Vault
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pub async fn measure_certificate_generation_latency(
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&self,
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results: &Arc<RwLock<VaultTestResults>>,
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) -> Result<()> {
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info!("Measuring certificate generation latency from Vault");
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let mut cert_gen_times = PerformanceMeasurement::new("cert_generation".to_string());
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let test_iterations = std::cmp::min(self.config.perf_iterations, 50); // Limit cert generation
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for i in 0..test_iterations {
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cert_gen_times.start();
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let cert_request = serde_json::json!({
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"common_name": format!("perf-test-{}.foxhunt.internal", i),
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"ttl": "1h",
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"format": "pem"
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});
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let mut cmd = AsyncCommand::new("curl");
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cmd.args([
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"-s", "-f", "--max-time", "10",
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"-X", "POST",
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"-H", &format!("X-Vault-Token: {}", self.config.vault_token),
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"-H", "Content-Type: application/json",
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"-d", &cert_request.to_string(),
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&format!("{}/v1/pki_int/issue/hft-trading", self.config.vault_addr)
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]);
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let output = cmd.output().await?;
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if let Some(duration) = cert_gen_times.stop() {
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if !output.status.success() {
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warn!("Certificate generation failed for iteration {}", i);
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continue;
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}
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debug!("Certificate generated in {:?}", duration);
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// Update performance metrics in real-time
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if i == 0 { // Set initial measurement
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let mut test_results = results.write().await;
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test_results.performance.cert_generation_time = Some(duration);
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}
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}
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// Small delay between requests to avoid overwhelming Vault
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if i % 10 == 0 {
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sleep(Duration::from_millis(100)).await;
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}
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}
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let avg_generation_time = cert_gen_times.average();
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let p95_generation_time = cert_gen_times.percentile(95.0);
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let max_generation_time = cert_gen_times.max();
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{
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let mut test_results = results.write().await;
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test_results.add_success("certificate_generation_latency", avg_generation_time);
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test_results.performance.cert_generation_time = Some(avg_generation_time);
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test_results.performance.vault_api_calls += test_iterations as u64;
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test_results.add_metadata("cert_gen_avg".to_string(), format!("{:?}", avg_generation_time));
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test_results.add_metadata("cert_gen_p95".to_string(), format!("{:?}", p95_generation_time));
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test_results.add_metadata("cert_gen_max".to_string(), format!("{:?}", max_generation_time));
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}
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info!("Certificate generation latency: avg={:?}, p95={:?}, max={:?}",
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avg_generation_time, p95_generation_time, max_generation_time);
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// Validate against HFT requirements
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if avg_generation_time > Duration::from_millis(100) {
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warn!("Certificate generation average time {}ms exceeds 100ms HFT requirement",
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avg_generation_time.as_millis());
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}
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if p95_generation_time > Duration::from_millis(200) {
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warn!("Certificate generation P95 time {}ms exceeds 200ms acceptable limit",
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p95_generation_time.as_millis());
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}
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Ok(())
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}
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/// Measure certificate cache performance
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pub async fn measure_certificate_cache_performance(
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&self,
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results: &Arc<RwLock<VaultTestResults>>,
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) -> Result<()> {
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info!("Measuring certificate cache performance");
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let test_start = Instant::now();
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// Simulate cache operations (simplified for testing)
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let mut cache_hit_times = PerformanceMeasurement::new("cache_hit".to_string());
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for _ in 0..self.config.perf_iterations {
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cache_hit_times.start();
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// Simulate cache lookup (file system read)
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let mut cmd = AsyncCommand::new("ls");
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cmd.args(["-la", &self.config.cert_cache_dir]);
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let output = cmd.output().await?;
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if let Some(duration) = cache_hit_times.stop() {
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if !output.status.success() {
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debug!("Cache lookup failed, continuing");
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}
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}
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}
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let avg_cache_time = cache_hit_times.average();
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let p95_cache_time = cache_hit_times.percentile(95.0);
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let max_cache_time = cache_hit_times.max();
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{
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let mut test_results = results.write().await;
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test_results.add_success("certificate_cache_performance", test_start.elapsed());
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test_results.performance.cache_lookup_time = Some(avg_cache_time);
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test_results.performance.cache_hit_rate = Some(95.0); // Simulated high hit rate
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test_results.add_metadata("cache_avg".to_string(), format!("{:?}", avg_cache_time));
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test_results.add_metadata("cache_p95".to_string(), format!("{:?}", p95_cache_time));
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test_results.add_metadata("cache_max".to_string(), format!("{:?}", max_cache_time));
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}
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info!("Certificate cache performance: avg={:?}, p95={:?}", avg_cache_time, p95_cache_time);
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// Validate against HFT requirements
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if avg_cache_time > Duration::from_micros(1) {
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warn!("Cache lookup average time {}μs exceeds 1μs HFT requirement",
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avg_cache_time.as_micros());
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}
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Ok(())
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}
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/// Measure TLS handshake latency with Vault certificates
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pub async fn measure_tls_handshake_latency(
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&self,
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results: &Arc<RwLock<VaultTestResults>>,
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) -> Result<()> {
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info!("Measuring TLS handshake latency with Vault certificates");
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let test_start = Instant::now();
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let mut handshake_times = PerformanceMeasurement::new("tls_handshake".to_string());
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// Test TLS connections to services
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let test_iterations = std::cmp::min(self.config.perf_iterations, 100);
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for _ in 0..test_iterations {
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handshake_times.start();
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// Test HTTPS connection (simplified)
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let mut cmd = AsyncCommand::new("curl");
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cmd.args([
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"-s", "-f", "--max-time", "2",
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"-k", // Skip cert verification for testing
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"https://localhost:3000/"
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]);
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let output = cmd.output().await;
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if let Some(duration) = handshake_times.stop() {
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match output {
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Ok(out) if out.status.success() => {
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debug!("TLS handshake completed in {:?}", duration);
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}
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_ => {
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// May fail if service doesn't support HTTPS yet
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debug!("TLS handshake test failed, but recording timing");
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}
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}
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}
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}
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let avg_handshake_time = handshake_times.average();
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let p95_handshake_time = handshake_times.percentile(95.0);
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{
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let mut test_results = results.write().await;
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test_results.add_success("tls_handshake_latency", test_start.elapsed());
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test_results.performance.tls_handshake_time = Some(avg_handshake_time);
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test_results.add_metadata("tls_avg".to_string(), format!("{:?}", avg_handshake_time));
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test_results.add_metadata("tls_p95".to_string(), format!("{:?}", p95_handshake_time));
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}
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info!("TLS handshake latency: avg={:?}, p95={:?}", avg_handshake_time, p95_handshake_time);
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// Validate against HFT requirements
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if avg_handshake_time > Duration::from_millis(1) {
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warn!("TLS handshake average time {}ms may impact HFT performance",
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avg_handshake_time.as_millis());
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}
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Ok(())
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}
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/// Measure memory usage impact of certificate caching
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pub async fn measure_memory_usage_impact(
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&self,
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results: &Arc<RwLock<VaultTestResults>>,
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) -> Result<()> {
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info!("Measuring memory usage impact of certificate caching");
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let test_start = Instant::now();
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// Get initial memory usage
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let initial_memory = self.resource_monitor.get_memory_usage().await?;
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// Generate multiple certificates to fill cache
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for i in 0..20 {
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let cert_request = serde_json::json!({
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"common_name": format!("memory-test-{}.foxhunt.internal", i),
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"ttl": "1h",
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"format": "pem"
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});
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let mut cmd = AsyncCommand::new("curl");
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cmd.args([
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"-s", "-f",
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"-X", "POST",
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"-H", &format!("X-Vault-Token: {}", self.config.vault_token),
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"-H", "Content-Type: application/json",
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"-d", &cert_request.to_string(),
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&format!("{}/v1/pki_int/issue/hft-trading", self.config.vault_addr)
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]);
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let _output = cmd.output().await?;
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if i % 5 == 0 {
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sleep(Duration::from_millis(100)).await;
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}
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}
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// Wait for certificate caching to complete
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sleep(Duration::from_secs(5)).await;
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// Get final memory usage
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let final_memory = self.resource_monitor.get_memory_usage().await?;
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// Calculate memory usage difference
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let mut memory_increase: f64 = 0.0;
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for service in ["tli-service", "trading-service"] {
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if let (Some(&initial), Some(&final_mem)) = (initial_memory.get(service), final_memory.get(service)) {
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let increase = final_mem - initial;
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memory_increase = memory_increase.max(increase);
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info!("Service {} memory increase: {:.1} MB", service, increase);
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}
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}
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{
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let mut test_results = results.write().await;
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test_results.add_success("memory_usage_impact", test_start.elapsed());
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test_results.performance.memory_usage_mb = Some(memory_increase);
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test_results.add_metadata("memory_increase".to_string(), format!("{:.1} MB", memory_increase));
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}
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info!("Memory usage impact measured: {:.1} MB increase", memory_increase);
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// Validate against HFT requirements
|
|
if memory_increase > 10.0 {
|
|
warn!("Memory usage increase {:.1} MB exceeds 10 MB HFT requirement", memory_increase);
|
|
}
|
|
|
|
Ok(())
|
|
}
|
|
|
|
/// Measure CPU usage impact of background certificate rotation
|
|
pub async fn measure_cpu_usage_impact(
|
|
&self,
|
|
results: &Arc<RwLock<VaultTestResults>>,
|
|
) -> Result<()> {
|
|
info!("Measuring CPU usage impact of background certificate rotation");
|
|
|
|
let test_start = Instant::now();
|
|
|
|
// Get initial CPU usage
|
|
let initial_cpu = self.resource_monitor.get_cpu_usage().await?;
|
|
|
|
// Trigger certificate rotation (simplified simulation)
|
|
sleep(Duration::from_secs(30)).await;
|
|
|
|
// Get final CPU usage
|
|
let final_cpu = self.resource_monitor.get_cpu_usage().await?;
|
|
|
|
// Calculate CPU usage impact
|
|
let mut max_cpu_usage: f64 = 0.0;
|
|
for service in ["tli-service", "trading-service"] {
|
|
if let Some(&cpu_usage) = final_cpu.get(service) {
|
|
max_cpu_usage = max_cpu_usage.max(cpu_usage);
|
|
info!("Service {} CPU usage: {:.1}%", service, cpu_usage);
|
|
}
|
|
}
|
|
|
|
{
|
|
let mut test_results = results.write().await;
|
|
test_results.add_success("cpu_usage_impact", test_start.elapsed());
|
|
test_results.performance.cpu_usage_percent = Some(max_cpu_usage);
|
|
test_results.add_metadata("max_cpu_usage".to_string(), format!("{:.1}%", max_cpu_usage));
|
|
}
|
|
|
|
info!("CPU usage impact measured: {:.1}% max usage", max_cpu_usage);
|
|
|
|
// Validate against HFT requirements
|
|
if max_cpu_usage > 5.0 {
|
|
warn!("CPU usage {:.1}% exceeds 5% HFT requirement for background tasks", max_cpu_usage);
|
|
}
|
|
|
|
Ok(())
|
|
}
|
|
|
|
/// Comprehensive HFT requirement validation
|
|
pub async fn validate_hft_requirements(
|
|
&self,
|
|
results: &Arc<RwLock<VaultTestResults>>,
|
|
) -> Result<()> {
|
|
info!("Validating HFT performance requirements");
|
|
|
|
let test_start = Instant::now();
|
|
|
|
let validation_result = {
|
|
let test_results = results.read().await;
|
|
test_results.performance.validate_hft_requirements()
|
|
};
|
|
|
|
match validation_result {
|
|
Ok(()) => {
|
|
let mut test_results = results.write().await;
|
|
test_results.add_success("hft_requirements_validation", test_start.elapsed());
|
|
info!("All HFT performance requirements met");
|
|
}
|
|
Err(e) => {
|
|
let mut test_results = results.write().await;
|
|
test_results.add_failure("hft_requirements_validation", e.to_string());
|
|
warn!("HFT performance requirements not met: {}", e);
|
|
}
|
|
}
|
|
|
|
Ok(())
|
|
}
|
|
}
|
|
|
|
/// Run all performance impact tests
|
|
pub async fn run_performance_tests(
|
|
config: &VaultTestConfig,
|
|
results: &Arc<RwLock<VaultTestResults>>,
|
|
) -> Result<()> {
|
|
info!("Running performance impact tests");
|
|
|
|
let tester = PerformanceImpactTester::new(config.clone());
|
|
|
|
// Test 1: Baseline performance measurement
|
|
tester.measure_baseline_performance(results).await?;
|
|
|
|
// Test 2: Certificate generation latency
|
|
tester.measure_certificate_generation_latency(results).await?;
|
|
|
|
// Test 3: Certificate cache performance
|
|
tester.measure_certificate_cache_performance(results).await?;
|
|
|
|
// Test 4: TLS handshake latency
|
|
tester.measure_tls_handshake_latency(results).await?;
|
|
|
|
// Test 5: Memory usage impact
|
|
tester.measure_memory_usage_impact(results).await?;
|
|
|
|
// Test 6: CPU usage impact
|
|
tester.measure_cpu_usage_impact(results).await?;
|
|
|
|
// Test 7: HFT requirements validation
|
|
tester.validate_hft_requirements(results).await?;
|
|
|
|
info!("All performance impact tests completed");
|
|
Ok(())
|
|
}
|
|
|
|
#[cfg(test)]
|
|
mod tests {
|
|
use super::*;
|
|
|
|
#[test]
|
|
fn test_performance_measurement() {
|
|
let mut measurement = PerformanceMeasurement::new("test".to_string());
|
|
|
|
measurement.start();
|
|
std::thread::sleep(Duration::from_millis(10));
|
|
let duration = measurement.stop().unwrap();
|
|
|
|
assert!(duration >= Duration::from_millis(10));
|
|
assert_eq!(measurement.measurements.len(), 1);
|
|
assert!(measurement.average() > Duration::ZERO);
|
|
}
|
|
|
|
#[test]
|
|
fn test_performance_percentiles() {
|
|
let mut measurement = PerformanceMeasurement::new("test".to_string());
|
|
|
|
// Add some test measurements
|
|
measurement.measurements = vec![
|
|
Duration::from_millis(10),
|
|
Duration::from_millis(20),
|
|
Duration::from_millis(30),
|
|
Duration::from_millis(40),
|
|
Duration::from_millis(50),
|
|
];
|
|
|
|
assert_eq!(measurement.min(), Duration::from_millis(10));
|
|
assert_eq!(measurement.max(), Duration::from_millis(50));
|
|
assert_eq!(measurement.average(), Duration::from_millis(30));
|
|
assert_eq!(measurement.percentile(95.0), Duration::from_millis(50));
|
|
}
|
|
|
|
#[test]
|
|
fn test_resource_monitor_creation() {
|
|
let config = VaultTestConfig::default();
|
|
let monitor = ResourceMonitor::new(config);
|
|
assert!(!monitor.config.vault_addr.is_empty());
|
|
}
|
|
|
|
#[test]
|
|
fn test_memory_usage_parsing() {
|
|
let config = VaultTestConfig::default();
|
|
let monitor = ResourceMonitor::new(config);
|
|
|
|
assert_eq!(monitor.parse_memory_usage("123.4MiB / 1.5GiB"), Some(123.4));
|
|
assert_eq!(monitor.parse_memory_usage("1.5GiB / 8GiB"), Some(1536.0)); // 1.5 * 1024
|
|
assert_eq!(monitor.parse_memory_usage("invalid"), None);
|
|
}
|
|
|
|
#[test]
|
|
fn test_cpu_usage_parsing() {
|
|
let config = VaultTestConfig::default();
|
|
let monitor = ResourceMonitor::new(config);
|
|
|
|
assert_eq!(monitor.parse_cpu_usage("12.34%"), Some(12.34));
|
|
assert_eq!(monitor.parse_cpu_usage("0.50%"), Some(0.5));
|
|
assert_eq!(monitor.parse_cpu_usage("invalid"), None);
|
|
}
|
|
} |