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
205 lines
6.3 KiB
YAML
205 lines
6.3 KiB
YAML
groups:
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- name: foxhunt-hft-critical
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interval: 1s
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rules:
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# Ultra-critical latency alert
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- alert: CriticalLatencyBreach
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expr: foxhunt_order_latency_microseconds > 30
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for: 1s
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labels:
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severity: critical
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component: core
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impact: trading
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annotations:
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summary: "CRITICAL: Order latency exceeded 30μs threshold"
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description: "Current latency: {{ $value }}μs. Immediate action required."
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runbook_url: "https://docs.foxhunt.io/runbooks/latency-breach"
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- alert: TradingSystemDown
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expr: up{job="foxhunt-core"} == 0
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for: 5s
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labels:
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severity: critical
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component: core
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impact: trading
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annotations:
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summary: "CRITICAL: Core trading system is down"
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description: "The core trading service is not responding"
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runbook_url: "https://docs.foxhunt.io/runbooks/system-down"
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- alert: TLISystemDown
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expr: up{job="foxhunt-tli"} == 0
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for: 10s
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labels:
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severity: critical
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component: tli
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impact: trading
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annotations:
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summary: "CRITICAL: Trading Layer Interface is down"
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description: "TLI service is not responding - trading operations halted"
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- alert: PerformanceDegradation
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expr: rate(foxhunt_orders_processed_total[1m]) < 1000
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for: 30s
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labels:
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severity: warning
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component: core
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impact: performance
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annotations:
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summary: "Order processing rate below threshold"
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description: "Current rate: {{ $value }} orders/min, threshold: 1000"
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- alert: HighErrorRate
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expr: rate(foxhunt_orders_failed_total[1m]) / rate(foxhunt_orders_total[1m]) > 0.01
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for: 15s
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labels:
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severity: critical
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component: core
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impact: trading
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annotations:
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summary: "High order failure rate detected"
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description: "Error rate: {{ $value | humanizePercentage }}"
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- name: foxhunt-risk-management
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interval: 5s
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rules:
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- alert: RiskLimitBreach
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expr: foxhunt_position_risk_ratio > 0.8
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for: 10s
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labels:
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severity: critical
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component: risk
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impact: compliance
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annotations:
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summary: "Risk limit approaching breach"
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description: "Current risk ratio: {{ $value }}"
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- alert: VaRExceeded
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expr: foxhunt_portfolio_var_ratio > 1.0
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for: 5s
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labels:
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severity: critical
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component: risk
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impact: compliance
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annotations:
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summary: "Value at Risk exceeded"
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description: "VaR ratio: {{ $value }}"
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- alert: RiskServiceDown
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expr: up{job="foxhunt-risk"} == 0
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for: 30s
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labels:
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severity: high
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component: risk
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impact: compliance
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annotations:
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summary: "Risk management service is down"
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description: "Risk calculations are not available"
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- name: foxhunt-ml-services
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interval: 10s
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rules:
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- alert: MLModelDegraded
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expr: foxhunt_ml_model_accuracy < 0.85
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for: 60s
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labels:
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severity: warning
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component: ml
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impact: strategy
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annotations:
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summary: "ML model accuracy degraded"
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description: "Model accuracy: {{ $value }}"
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- alert: GPUUtilizationLow
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expr: foxhunt_gpu_utilization < 0.3
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for: 300s
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labels:
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severity: info
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component: ml
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impact: efficiency
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annotations:
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summary: "Low GPU utilization detected"
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description: "GPU utilization: {{ $value | humanizePercentage }}"
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- alert: MLServiceDown
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expr: up{job="foxhunt-ml"} == 0
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for: 60s
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labels:
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severity: high
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component: ml
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impact: strategy
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annotations:
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summary: "ML service is down"
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description: "Machine learning predictions are not available"
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- name: foxhunt-data-connectivity
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interval: 5s
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rules:
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- alert: DataFeedDisconnected
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expr: foxhunt_data_feed_connected == 0
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for: 15s
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labels:
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severity: critical
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component: data
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impact: trading
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annotations:
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summary: "Market data feed disconnected"
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description: "Data feed status: disconnected"
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- alert: DataLatencyHigh
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expr: foxhunt_data_latency_milliseconds > 100
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for: 30s
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labels:
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severity: warning
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component: data
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impact: performance
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annotations:
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summary: "High data latency detected"
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description: "Data latency: {{ $value }}ms"
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- alert: DataServiceDown
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expr: up{job="foxhunt-data"} == 0
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for: 30s
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labels:
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severity: high
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component: data
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impact: trading
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annotations:
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summary: "Data service is down"
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description: "Market data ingestion is not available"
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- name: foxhunt-system-resources
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interval: 15s
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rules:
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- alert: HighMemoryUsage
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expr: process_resident_memory_bytes{job=~"foxhunt-.*"} > 4e9
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for: 60s
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labels:
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severity: warning
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component: system
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impact: performance
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annotations:
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summary: "High memory usage detected"
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description: "Memory usage: {{ $value | humanizeBytes }} on {{ $labels.job }}"
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- alert: CPUAffinityLost
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expr: foxhunt_cpu_affinity_configured == 0
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for: 30s
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labels:
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severity: high
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component: system
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impact: performance
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annotations:
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summary: "CPU affinity configuration lost"
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description: "Service is not bound to designated CPU cores"
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- alert: DiskSpaceLow
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expr: node_filesystem_avail_bytes{mountpoint="/opt/foxhunt"} / node_filesystem_size_bytes{mountpoint="/opt/foxhunt"} < 0.1
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for: 60s
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labels:
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severity: critical
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component: system
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impact: operations
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annotations:
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summary: "Low disk space on Foxhunt directory"
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description: "Available space: {{ $value | humanizePercentage }}" |