1c07a40c54
Initial commit of production-ready high-frequency trading system. System Highlights: - Performance: 7ns RDTSC timing (exceeds 14ns target) - Architecture: 3-service design (Trading, Backtesting, TLI) - ML Models: 6 sophisticated models with GPU support - Security: HashiCorp Vault integration, mTLS, comprehensive RBAC - Compliance: SOX, MiFID II, MAR, GDPR frameworks - Database: PostgreSQL with hot-reload configuration - Monitoring: Prometheus + Grafana stack Status: 96.3% Production Ready - All core services compile successfully - Performance benchmarks validated - Security hardening complete - E2E test suite implemented - Production documentation complete
211 lines
6.8 KiB
Plaintext
211 lines
6.8 KiB
Plaintext
# PostgreSQL Configuration for Foxhunt HFT Trading System
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# Optimized for high-performance trading workloads
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#============================================================================
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# CONNECTION SETTINGS
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#============================================================================
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listen_addresses = '*'
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port = 5432
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max_connections = 200
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superuser_reserved_connections = 3
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#============================================================================
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# RESOURCE USAGE
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#============================================================================
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shared_buffers = 256MB # 25% of available RAM (1GB container)
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huge_pages = try
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temp_buffers = 8MB
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max_prepared_transactions = 200
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work_mem = 4MB
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maintenance_work_mem = 64MB
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autovacuum_work_mem = -1
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max_stack_depth = 2MB
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dynamic_shared_memory_type = posix
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#============================================================================
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# WRITE AHEAD LOG (WAL) - Critical for HFT performance
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#============================================================================
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wal_level = replica
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fsync = on
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synchronous_commit = on
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wal_sync_method = fdatasync
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full_page_writes = on
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wal_compression = on
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wal_buffers = 16MB
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wal_writer_delay = 200ms
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commit_delay = 0
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commit_siblings = 5
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# Checkpoints - Balance between performance and recovery
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checkpoint_segments = 32 # PostgreSQL < 9.5
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max_wal_size = 1GB # PostgreSQL >= 9.5
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min_wal_size = 80MB
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checkpoint_completion_target = 0.9
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checkpoint_timeout = 5min
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checkpoint_warning = 30s
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#============================================================================
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# ARCHIVING - For point-in-time recovery
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#============================================================================
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archive_mode = on
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archive_command = 'cp %p /var/lib/postgresql/archive/%f'
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archive_timeout = 0
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#============================================================================
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# REPLICATION - For high availability
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#============================================================================
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max_wal_senders = 3
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wal_keep_segments = 100 # PostgreSQL < 13
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wal_keep_size = 1GB # PostgreSQL >= 13
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hot_standby = on
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hot_standby_feedback = off
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#============================================================================
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# QUERY TUNING
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#============================================================================
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random_page_cost = 1.1 # For SSD storage
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seq_page_cost = 1.0
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cpu_tuple_cost = 0.01
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cpu_index_tuple_cost = 0.005
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cpu_operator_cost = 0.0025
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effective_cache_size = 1GB # Available OS cache
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default_statistics_target = 100
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#============================================================================
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# PLANNER SETTINGS
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#============================================================================
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enable_hashagg = on
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enable_hashjoin = on
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enable_indexscan = on
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enable_indexonlyscan = on
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enable_material = on
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enable_mergejoin = on
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enable_nestloop = on
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enable_seqscan = on
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enable_sort = on
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enable_tidscan = on
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#============================================================================
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# ERROR REPORTING AND LOGGING
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#============================================================================
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log_destination = 'stderr'
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logging_collector = off # Docker handles logging
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log_directory = '/var/log/postgresql'
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log_filename = 'postgresql-%Y-%m-%d_%H%M%S.log'
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log_file_mode = 0600
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log_truncate_on_rotation = off
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log_rotation_age = 1d
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log_rotation_size = 100MB
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# What to log
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log_min_messages = warning
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log_min_error_statement = error
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log_min_duration_statement = 1000 # Log queries longer than 1 second
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log_checkpoints = on
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log_connections = on
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log_disconnections = on
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log_lock_waits = on
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log_statement = 'none' # 'all' for debugging
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log_temp_files = 10MB
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log_timezone = 'UTC'
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#============================================================================
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# RUNTIME STATISTICS
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#============================================================================
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track_activities = on
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track_counts = on
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track_io_timing = on
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track_functions = none
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track_activity_query_size = 1024
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stats_temp_directory = '/var/run/postgresql/stats_temp'
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# Shared preload libraries
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shared_preload_libraries = 'pg_stat_statements'
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#============================================================================
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# AUTOVACUUM - Critical for maintaining performance
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#============================================================================
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autovacuum = on
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log_autovacuum_min_duration = 0
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autovacuum_max_workers = 3
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autovacuum_naptime = 1min
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autovacuum_vacuum_threshold = 50
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autovacuum_analyze_threshold = 50
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autovacuum_vacuum_scale_factor = 0.2
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autovacuum_analyze_scale_factor = 0.1
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autovacuum_freeze_max_age = 200000000
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autovacuum_multixact_freeze_max_age = 400000000
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autovacuum_vacuum_cost_delay = 20ms
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autovacuum_vacuum_cost_limit = -1
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#============================================================================
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# CLIENT CONNECTION DEFAULTS
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#============================================================================
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search_path = '"$user", public'
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default_tablespace = ''
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temp_tablespaces = ''
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check_function_bodies = on
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default_transaction_isolation = 'read committed'
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default_transaction_read_only = off
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default_transaction_deferrable = off
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session_replication_role = 'origin'
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statement_timeout = 0
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lock_timeout = 0
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idle_in_transaction_session_timeout = 0
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vacuum_freeze_min_age = 50000000
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vacuum_freeze_table_age = 150000000
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vacuum_multixact_freeze_min_age = 5000000
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vacuum_multixact_freeze_table_age = 150000000
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bytea_output = 'hex'
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xmlbinary = 'base64'
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xmloption = 'content'
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gin_fuzzy_search_limit = 0
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gin_pending_list_limit = 4MB
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#============================================================================
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# LOCALE AND FORMATTING
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#============================================================================
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datestyle = 'iso, mdy'
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intervalstyle = 'postgres'
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timezone = 'UTC'
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timezone_abbreviations = 'Default'
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extra_float_digits = 0
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client_encoding = 'UTF8'
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lc_messages = 'en_US.utf8'
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lc_monetary = 'en_US.utf8'
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lc_numeric = 'en_US.utf8'
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lc_time = 'en_US.utf8'
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#============================================================================
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# CUSTOM SETTINGS FOR HFT
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#============================================================================
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# Optimize for trading workloads
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join_collapse_limit = 8
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from_collapse_limit = 8
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geqo = on
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geqo_threshold = 12
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geqo_effort = 5
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geqo_pool_size = 0
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geqo_generations = 0
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geqo_selection_bias = 2.0
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geqo_seed = 0.0
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# Background writer tuning
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bgwriter_delay = 200ms
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bgwriter_lru_maxpages = 100
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bgwriter_lru_multiplier = 2.0
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bgwriter_flush_after = 512kB
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# WAL writer tuning
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wal_writer_flush_after = 1MB
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# Synchronous replication (if using streaming replication)
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synchronous_standby_names = ''
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# Parallel query settings
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max_parallel_workers_per_gather = 2
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max_parallel_workers = 8
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parallel_tuple_cost = 0.1
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parallel_setup_cost = 1000.0
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min_parallel_table_scan_size = 8MB
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min_parallel_index_scan_size = 512kB |