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
179 lines
4.3 KiB
YAML
179 lines
4.3 KiB
YAML
# Prometheus Configuration for Foxhunt HFT Trading System - Production
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global:
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scrape_interval: 5s # Balance between frequency and overhead
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evaluation_interval: 5s
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scrape_timeout: 3s
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external_labels:
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cluster: 'foxhunt-production'
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environment: 'production'
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system: 'foxhunt-hft'
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# Load alerting rules
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rule_files:
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- "/etc/prometheus/rules/trading-alerts.yml"
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- "/etc/prometheus/rules/system-alerts.yml"
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- "/etc/prometheus/rules/performance-alerts.yml"
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- "/etc/prometheus/rules/security-alerts.yml"
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# Configure alertmanager
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alerting:
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alertmanagers:
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- static_configs:
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- targets:
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- foxhunt-alertmanager:9093
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timeout: 10s
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api_version: v2
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# Scrape configurations
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scrape_configs:
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# Prometheus self-monitoring
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- job_name: 'prometheus'
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static_configs:
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- targets: ['localhost:9090']
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scrape_interval: 30s
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# CRITICAL PATH - Trading Services (High Frequency)
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- job_name: 'foxhunt-trading'
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static_configs:
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- targets: ['foxhunt-trading:9001']
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scrape_interval: 1s # Critical trading metrics
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scrape_timeout: 500ms
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metrics_path: /metrics
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honor_labels: true
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- job_name: 'foxhunt-tli'
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static_configs:
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- targets: ['foxhunt-tli:9004']
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scrape_interval: 2s
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scrape_timeout: 1s
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metrics_path: /metrics
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# ML Training Service (Medium Frequency)
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- job_name: 'foxhunt-ml'
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static_configs:
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- targets: ['foxhunt-ml-training:9002']
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scrape_interval: 10s
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scrape_timeout: 5s
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metrics_path: /metrics
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# Backtesting Service
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- job_name: 'foxhunt-backtesting'
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static_configs:
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- targets: ['foxhunt-backtesting:9003']
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scrape_interval: 15s
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scrape_timeout: 10s
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metrics_path: /metrics
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# INFRASTRUCTURE SERVICES
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# PostgreSQL
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- job_name: 'postgres'
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static_configs:
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- targets: ['postgres-exporter:9187']
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scrape_interval: 30s
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scrape_timeout: 10s
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# Redis
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- job_name: 'redis'
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static_configs:
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- targets: ['redis-exporter:9121']
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scrape_interval: 15s
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scrape_timeout: 5s
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# InfluxDB
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- job_name: 'influxdb'
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static_configs:
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- targets: ['foxhunt-influxdb:8086']
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scrape_interval: 30s
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scrape_timeout: 10s
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metrics_path: /metrics
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# Vault
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- job_name: 'vault'
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static_configs:
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- targets: ['foxhunt-vault:8200']
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scrape_interval: 60s
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scrape_timeout: 30s
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metrics_path: /v1/sys/metrics
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params:
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format: ['prometheus']
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# SYSTEM MONITORING
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# Node Exporter (System Metrics)
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- job_name: 'node'
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static_configs:
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- targets: ['foxhunt-node-exporter:9100']
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scrape_interval: 10s
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scrape_timeout: 5s
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# cAdvisor (Container Metrics)
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- job_name: 'cadvisor'
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static_configs:
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- targets: ['foxhunt-cadvisor:8080']
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scrape_interval: 10s
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scrape_timeout: 5s
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metrics_path: /metrics
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# OBSERVABILITY STACK
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# Grafana
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- job_name: 'grafana'
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static_configs:
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- targets: ['foxhunt-grafana:3000']
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scrape_interval: 60s
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scrape_timeout: 30s
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metrics_path: /metrics
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# AlertManager
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- job_name: 'alertmanager'
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static_configs:
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- targets: ['foxhunt-alertmanager:9093']
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scrape_interval: 30s
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scrape_timeout: 15s
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# Loki
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- job_name: 'loki'
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static_configs:
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- targets: ['foxhunt-loki:3100']
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scrape_interval: 60s
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scrape_timeout: 30s
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metrics_path: /metrics
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# Tempo
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- job_name: 'tempo'
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static_configs:
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- targets: ['foxhunt-tempo:3200']
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scrape_interval: 60s
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scrape_timeout: 30s
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metrics_path: /metrics
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# Nginx (if nginx-prometheus-exporter is deployed)
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- job_name: 'nginx'
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static_configs:
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- targets: ['nginx-exporter:9113']
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scrape_interval: 30s
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scrape_timeout: 15s
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# Storage configuration optimized for HFT workloads
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storage:
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tsdb:
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retention.time: 30d
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retention.size: 50GB
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wal-compression: true
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wal-segment-size: 128MB
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# Remote write configuration for long-term storage (uncomment if needed)
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# remote_write:
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# - url: "https://your-long-term-storage/api/v1/write"
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# basic_auth:
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# username: "username"
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# password: "password"
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# queue_config:
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# max_samples_per_send: 10000
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# batch_send_deadline: 5s
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# max_shards: 200
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# Global limits to prevent resource exhaustion
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global:
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query_log_file: /prometheus/query.log
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query_timeout: 2m
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query_max_concurrency: 20
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query_max_samples: 50000000 |