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
1039 lines
26 KiB
Markdown
1039 lines
26 KiB
Markdown
# Foxhunt HFT Trading System - Performance Tuning Guide
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## Table of Contents
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1. [Performance Targets](#performance-targets)
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2. [System-Level Optimizations](#system-level-optimizations)
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3. [CPU Optimization](#cpu-optimization)
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4. [Memory Optimization](#memory-optimization)
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5. [Network Optimization](#network-optimization)
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6. [Storage Optimization](#storage-optimization)
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7. [Application-Level Tuning](#application-level-tuning)
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8. [Database Performance](#database-performance)
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9. [Monitoring & Profiling](#monitoring--profiling)
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10. [Benchmarking & Testing](#benchmarking--testing)
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## Performance Targets
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### Latency Requirements
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- **Order Submission**: <50μs (50 microseconds)
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- **Risk Checks**: <10μs (10 microseconds)
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- **Market Data Processing**: <5μs (5 microseconds)
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- **Timing Operations**: <14ns (14 nanoseconds)
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- **End-to-End Trading**: <100μs (100 microseconds)
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### Throughput Requirements
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- **Orders per Second**: >10,000
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- **Market Data Messages**: >100,000/sec
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- **Risk Calculations**: >1,000/sec
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- **Database Transactions**: >5,000/sec
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### Resource Utilization Targets
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- **CPU Usage**: <70% on trading cores
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- **Memory Usage**: <80% of available RAM
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- **Network Utilization**: <60% of bandwidth
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- **Disk I/O**: <50% of IOPS capacity
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## System-Level Optimizations
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### Operating System Configuration
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#### Kernel Parameters
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```bash
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# /etc/sysctl.conf - System-wide performance tuning
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# Network performance
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net.core.rmem_max = 134217728
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net.core.wmem_max = 134217728
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net.core.rmem_default = 8388608
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net.core.wmem_default = 8388608
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net.core.netdev_max_backlog = 5000
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net.core.netdev_budget = 600
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net.ipv4.tcp_rmem = 4096 87380 134217728
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net.ipv4.tcp_wmem = 4096 65536 134217728
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net.ipv4.tcp_congestion_control = bbr
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net.ipv4.tcp_low_latency = 1
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# Memory management
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vm.swappiness = 1
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vm.dirty_ratio = 15
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vm.dirty_background_ratio = 5
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vm.vfs_cache_pressure = 50
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# File system
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fs.file-max = 2097152
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fs.nr_open = 1048576
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# Apply settings
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sudo sysctl -p
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```
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#### Real-Time Kernel Configuration
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```bash
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# Install real-time kernel
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sudo apt install linux-image-rt-generic linux-headers-rt-generic
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# Boot parameters for HFT optimization
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# /etc/default/grub
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GRUB_CMDLINE_LINUX_DEFAULT="quiet splash isolcpus=2,3,4,5 rcu_nocbs=2,3,4,5 nohz_full=2,3,4,5 intel_idle.max_cstate=0 processor.max_cstate=0 idle=poll"
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sudo update-grub
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```
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### CPU Governor and Frequency Scaling
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```bash
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# Set performance governor for consistent performance
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echo performance | sudo tee /sys/devices/system/cpu/cpu*/cpufreq/scaling_governor
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# Disable CPU idle states
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sudo cpupower idle-set -D 0
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# Set minimum CPU frequency to maximum
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cat /sys/devices/system/cpu/cpu0/cpufreq/cpuinfo_max_freq | sudo tee /sys/devices/system/cpu/cpu*/cpufreq/scaling_min_freq
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```
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### Hardware Configuration
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#### BIOS/UEFI Settings
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```
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Performance Configuration:
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- CPU Power Management: Disabled
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- C-States: Disabled
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- Turbo Boost: Enabled
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- Hyper-Threading: Enabled (if beneficial for workload)
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- Intel SpeedStep: Disabled
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- EIST: Disabled
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Memory Configuration:
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- Memory Operating Mode: Performance
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- NUMA: Enabled
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- Memory RAS: Disabled (for performance)
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Power Management:
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- Power Profile: Maximum Performance
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- CPU Power Management: Disabled
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```
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## CPU Optimization
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### CPU Affinity Management
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#### Core Allocation Strategy
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```bash
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# Core allocation for HFT workload:
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# Core 0-1: OS and system processes
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# Core 2-3: Trading engine (isolated)
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# Core 4-5: Risk management
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# Core 6-7: Market data processing
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# Core 8+: ML inference and background tasks
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# Isolate trading cores
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echo 2-3 | sudo tee /sys/devices/system/cpu/isolated
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# Set CPU affinity for critical processes
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./scripts/set-cpu-affinity.sh
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```
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#### CPU Affinity Script
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```bash
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#!/bin/bash
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# /usr/local/bin/set-cpu-affinity.sh
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# Trading engine on dedicated cores
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taskset -c 2,3 systemctl restart foxhunt-core
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# Risk management
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taskset -c 4,5 systemctl restart foxhunt-risk
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# Market data processing
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taskset -c 6,7 systemctl restart foxhunt-data
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# ML inference
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taskset -c 8-11 systemctl restart foxhunt-ml
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# Set real-time priority for trading processes
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sudo chrt -f -p 99 $(pgrep foxhunt-core)
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sudo chrt -f -p 90 $(pgrep foxhunt-risk)
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sudo chrt -f -p 80 $(pgrep foxhunt-data)
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```
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### SIMD Optimization
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#### AVX2/AVX-512 Detection and Usage
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```bash
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# Check CPU features
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lscpu | grep -E "avx|sse"
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cat /proc/cpuinfo | grep flags
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# Build with CPU-specific optimizations
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export RUSTFLAGS="-C target-cpu=native -C target-feature=+avx2,+fma"
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cargo build --release
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# For AVX-512 capable systems
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export RUSTFLAGS="-C target-cpu=native -C target-feature=+avx512f,+avx512dq"
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```
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#### SIMD Performance Validation
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```rust
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// Benchmark SIMD operations
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#[cfg(test)]
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mod simd_benchmarks {
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use criterion::{black_box, criterion_group, criterion_main, Criterion};
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use crate::simd::SimdPriceOps;
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fn benchmark_price_calculations(c: &mut Criterion) {
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let simd_ops = SimdPriceOps::new().unwrap();
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let prices = vec![100.0f32; 1000];
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c.bench_function("simd_price_adjustment", |b| {
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b.iter(|| simd_ops.apply_adjustment(black_box(&prices), black_box(0.001)))
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});
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}
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criterion_group!(benches, benchmark_price_calculations);
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criterion_main!(benches);
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}
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```
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### Context Switch Minimization
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#### Thread Pool Configuration
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```rust
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// Optimize thread pool for minimal context switching
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use rayon::ThreadPoolBuilder;
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let thread_pool = ThreadPoolBuilder::new()
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.num_threads(4) // Match isolated cores
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.thread_name(|index| format!("hft-worker-{}", index))
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.build()
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.unwrap();
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// Pin threads to specific cores
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thread_pool.install(|| {
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// CPU-intensive work here
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});
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```
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## Memory Optimization
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### Memory Layout and Allocation
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#### Large Pages Configuration
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```bash
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# Configure transparent huge pages
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echo madvise | sudo tee /sys/kernel/mm/transparent_hugepage/enabled
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echo madvise | sudo tee /sys/kernel/mm/transparent_hugepage/defrag
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# Configure explicit huge pages
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echo 1024 | sudo tee /sys/kernel/mm/hugepages/hugepages-2048kB/nr_hugepages
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# Mount hugetlbfs
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sudo mkdir -p /mnt/huge
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sudo mount -t hugetlbfs none /mnt/huge -o uid=foxhunt,gid=foxhunt,mode=755
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# Add to /etc/fstab for persistence
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echo "none /mnt/huge hugetlbfs uid=foxhunt,gid=foxhunt,mode=755 0 0" | sudo tee -a /etc/fstab
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```
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#### NUMA Optimization
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```bash
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# Check NUMA topology
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numactl --hardware
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# Bind process to specific NUMA node
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numactl --cpunodebind=0 --membind=0 ./target/release/foxhunt-core
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# Check NUMA policy
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numactl --show
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```
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### Memory Pool Management
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#### Pre-allocated Memory Pools
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```rust
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use std::alloc::{GlobalAlloc, Layout, System};
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use std::sync::atomic::{AtomicUsize, Ordering};
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// Custom allocator for performance monitoring
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struct PerformanceAllocator;
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unsafe impl GlobalAlloc for PerformanceAllocator {
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unsafe fn alloc(&self, layout: Layout) -> *mut u8 {
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let ptr = System.alloc(layout);
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if !ptr.is_null() {
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ALLOCATED_BYTES.fetch_add(layout.size(), Ordering::Relaxed);
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}
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ptr
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}
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unsafe fn dealloc(&self, ptr: *mut u8, layout: Layout) {
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System.dealloc(ptr, layout);
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ALLOCATED_BYTES.fetch_sub(layout.size(), Ordering::Relaxed);
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}
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}
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static ALLOCATED_BYTES: AtomicUsize = AtomicUsize::new(0);
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#[global_allocator]
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static ALLOCATOR: PerformanceAllocator = PerformanceAllocator;
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```
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#### Memory-Mapped Files
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```rust
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use memmap2::MmapOptions;
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use std::fs::OpenOptions;
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// Memory-map large datasets for performance
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fn create_memory_mapped_data() -> Result<memmap2::Mmap, Box<dyn std::error::Error>> {
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let file = OpenOptions::new()
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.read(true)
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.write(true)
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.create(true)
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.open("/mnt/huge/market_data.bin")?;
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file.set_len(1024 * 1024 * 1024)?; // 1GB
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let mmap = unsafe {
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MmapOptions::new()
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.map(&file)?
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};
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Ok(mmap)
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}
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```
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### Cache Optimization
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#### Cache-Friendly Data Structures
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```rust
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#[repr(C, align(64))] // Cache line alignment
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pub struct CacheAlignedPrice {
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pub value: f64,
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pub timestamp: u64,
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_padding: [u8; 48], // Pad to cache line boundary
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}
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// Cache-friendly order book structure
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#[repr(C)]
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pub struct OrderBookLevel {
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pub price: f64,
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pub quantity: f64,
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pub orders: u32,
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pub timestamp: u64,
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}
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```
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## Network Optimization
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### Network Interface Configuration
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#### High-Performance Network Settings
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```bash
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# Optimize network interface (replace eth0 with actual interface)
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INTERFACE="eth0"
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# Set ring buffer sizes
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sudo ethtool -G $INTERFACE rx 4096 tx 4096
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# Enable hardware offloading
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sudo ethtool -K $INTERFACE gso on
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sudo ethtool -K $INTERFACE tso on
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sudo ethtool -K $INTERFACE lro on
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sudo ethtool -K $INTERFACE gro on
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# Set interrupt coalescing
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sudo ethtool -C $INTERFACE rx-usecs 1 tx-usecs 1
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# Check current settings
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sudo ethtool -g $INTERFACE
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sudo ethtool -k $INTERFACE
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sudo ethtool -c $INTERFACE
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```
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#### Network Queue Management
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```bash
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# Configure multiple queues for multi-core processing
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sudo ethtool -L $INTERFACE combined 4
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# Set CPU affinity for network interrupts
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echo 1 | sudo tee /proc/irq/24/smp_affinity # NIC queue 0 -> CPU 1
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echo 2 | sudo tee /proc/irq/25/smp_affinity # NIC queue 1 -> CPU 2
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echo 4 | sudo tee /proc/irq/26/smp_affinity # NIC queue 2 -> CPU 3
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echo 8 | sudo tee /proc/irq/27/smp_affinity # NIC queue 3 -> CPU 4
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```
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### TCP/UDP Optimization
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#### Low-Latency Socket Configuration
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```rust
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use std::net::{TcpStream, SocketAddr};
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use socket2::{Socket, Domain, Type, Protocol};
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fn create_optimized_socket(addr: SocketAddr) -> Result<TcpStream, Box<dyn std::error::Error>> {
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let socket = Socket::new(Domain::IPV4, Type::STREAM, Some(Protocol::TCP))?;
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// Enable TCP_NODELAY for immediate sends
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socket.set_nodelay(true)?;
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// Set socket buffer sizes
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socket.set_recv_buffer_size(1024 * 1024)?; // 1MB
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socket.set_send_buffer_size(1024 * 1024)?; // 1MB
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// Enable address reuse
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socket.set_reuse_address(true)?;
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// Set keep-alive
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socket.set_keepalive(true)?;
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socket.connect(&addr.into())?;
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Ok(socket.into())
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}
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```
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#### Kernel Bypass Networking (DPDK)
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```bash
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# Install DPDK for kernel bypass
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wget https://fast.dpdk.org/rel/dpdk-23.11.tar.xz
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tar xf dpdk-23.11.tar.xz
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cd dpdk-23.11
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# Build DPDK
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meson setup build
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ninja -C build
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sudo ninja -C build install
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# Bind network interface to DPDK
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sudo modprobe uio_pci_generic
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sudo dpdk-devbind.py --bind=uio_pci_generic 0000:02:00.0
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```
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## Storage Optimization
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### File System Optimization
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#### File System Selection and Mounting
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```bash
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# Format with optimal settings for performance
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sudo mkfs.ext4 -F -E stride=32,stripe-width=128 /dev/nvme0n1
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# Mount with performance optimizations
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sudo mount -t ext4 -o noatime,nodiratime,data=writeback,barrier=0,nobh /dev/nvme0n1 /var/lib/foxhunt
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# Add to /etc/fstab
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echo "/dev/nvme0n1 /var/lib/foxhunt ext4 noatime,nodiratime,data=writeback,barrier=0,nobh 0 0" | sudo tee -a /etc/fstab
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```
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#### I/O Scheduler Configuration
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```bash
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# Set appropriate I/O scheduler for SSDs
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echo mq-deadline | sudo tee /sys/block/nvme0n1/queue/scheduler
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# For traditional HDDs, use CFQ
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echo cfq | sudo tee /sys/block/sda/queue/scheduler
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# Optimize queue depth
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echo 32 | sudo tee /sys/block/nvme0n1/queue/nr_requests
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```
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### Database Storage Optimization
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#### PostgreSQL Storage Configuration
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```bash
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# PostgreSQL configuration for performance
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# /etc/postgresql/14/main/postgresql.conf
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# Memory settings
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shared_buffers = 32GB # 25% of system RAM
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effective_cache_size = 96GB # 75% of system RAM
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work_mem = 256MB # For complex queries
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maintenance_work_mem = 2GB # For maintenance operations
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# Checkpoint settings
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checkpoint_completion_target = 0.9
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wal_buffers = 16MB
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max_wal_size = 4GB
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min_wal_size = 1GB
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# Connection settings
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max_connections = 200
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shared_preload_libraries = 'pg_stat_statements'
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# Logging (disable in production)
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log_statement = 'none'
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log_min_duration_statement = -1
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```
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#### InfluxDB Storage Optimization
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```toml
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# /etc/influxdb/influxdb.conf
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[data]
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dir = "/var/lib/influxdb/data"
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engine = "tsm1"
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max-series-per-database = 10000000
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max-values-per-tag = 1000000
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[wal]
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dir = "/var/lib/influxdb/wal"
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fsync-delay = "0s"
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[cache]
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max-memory-size = "2g"
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snapshot-memory-size = "256m"
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[compaction]
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throughput-bytes-per-second = "100m"
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[retention]
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enabled = true
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check-interval = "30m"
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```
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## Application-Level Tuning
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### Rust Compiler Optimizations
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#### Build Configuration
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```toml
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# Cargo.toml - Profile optimizations
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[profile.release]
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opt-level = 3
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lto = "fat"
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codegen-units = 1
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panic = "abort"
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strip = true
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[profile.release-with-debug]
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inherits = "release"
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debug = true
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strip = false
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# Target-specific optimizations
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[target.'cfg(target_arch = "x86_64")']
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rustflags = [
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"-C", "target-cpu=native",
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"-C", "target-feature=+avx2,+fma,+sse4.2",
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"-C", "link-arg=-fuse-ld=lld",
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]
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```
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#### Compile-Time Features
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```bash
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# Build with maximum optimizations
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export RUSTFLAGS="-C target-cpu=native -C target-feature=+avx2,+fma -C link-arg=-fuse-ld=lld"
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cargo build --release --features=simd,avx2,lto
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# Profile-guided optimization
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cargo pgo build --release
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./target/release/foxhunt-benchmark # Generate profile data
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cargo pgo optimize --release
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```
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|
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### Lock-Free Programming
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|
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#### Atomic Operations Optimization
|
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```rust
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use std::sync::atomic::{AtomicU64, Ordering};
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use std::sync::Arc;
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|
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pub struct HighFrequencyCounter {
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counter: AtomicU64,
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}
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|
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impl HighFrequencyCounter {
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pub fn increment(&self) -> u64 {
|
|
// Use relaxed ordering for maximum performance
|
|
self.counter.fetch_add(1, Ordering::Relaxed)
|
|
}
|
|
|
|
pub fn get(&self) -> u64 {
|
|
// Acquire ordering for reading
|
|
self.counter.load(Ordering::Acquire)
|
|
}
|
|
}
|
|
|
|
// Lock-free queue implementation
|
|
use crossbeam::queue::ArrayQueue;
|
|
|
|
pub struct LockFreeOrderQueue {
|
|
queue: Arc<ArrayQueue<Order>>,
|
|
}
|
|
|
|
impl LockFreeOrderQueue {
|
|
pub fn new(capacity: usize) -> Self {
|
|
Self {
|
|
queue: Arc::new(ArrayQueue::new(capacity)),
|
|
}
|
|
}
|
|
|
|
pub fn push(&self, order: Order) -> Result<(), Order> {
|
|
self.queue.push(order)
|
|
}
|
|
|
|
pub fn pop(&self) -> Option<Order> {
|
|
self.queue.pop()
|
|
}
|
|
}
|
|
```
|
|
|
|
### Memory Access Patterns
|
|
|
|
#### Cache-Aware Programming
|
|
```rust
|
|
// Optimize for cache locality
|
|
#[derive(Clone, Copy)]
|
|
#[repr(C, align(64))] // Cache line alignment
|
|
pub struct PriceLevel {
|
|
pub price: f64,
|
|
pub quantity: f64,
|
|
pub timestamp: u64,
|
|
_padding: [u8; 40], // Pad to cache line size
|
|
}
|
|
|
|
// Array of Structures vs Structure of Arrays
|
|
pub struct AoSOrderBook {
|
|
levels: Vec<PriceLevel>, // Better for random access
|
|
}
|
|
|
|
pub struct SoAOrderBook {
|
|
prices: Vec<f64>, // Better for bulk operations
|
|
quantities: Vec<f64>,
|
|
timestamps: Vec<u64>,
|
|
}
|
|
|
|
// Prefetch data for better cache performance
|
|
#[cfg(target_arch = "x86_64")]
|
|
unsafe fn prefetch_data(ptr: *const u8) {
|
|
use std::arch::x86_64::_mm_prefetch;
|
|
_mm_prefetch(ptr as *const i8, std::arch::x86_64::_MM_HINT_T0);
|
|
}
|
|
```
|
|
|
|
## Database Performance
|
|
|
|
### PostgreSQL Optimization
|
|
|
|
#### Query Optimization
|
|
```sql
|
|
-- Optimize critical trading queries
|
|
EXPLAIN (ANALYZE, BUFFERS)
|
|
SELECT * FROM orders
|
|
WHERE symbol = 'AAPL'
|
|
AND status = 'PENDING'
|
|
AND created_at > NOW() - INTERVAL '1 hour'
|
|
ORDER BY created_at DESC;
|
|
|
|
-- Create partial indexes for better performance
|
|
CREATE INDEX CONCURRENTLY idx_orders_active
|
|
ON orders (symbol, created_at DESC)
|
|
WHERE status IN ('PENDING', 'PARTIALLY_FILLED');
|
|
|
|
-- Optimize order execution query
|
|
CREATE INDEX CONCURRENTLY idx_orders_execution
|
|
ON orders (order_id, status)
|
|
WHERE status != 'CANCELLED';
|
|
```
|
|
|
|
#### Connection Pooling
|
|
```rust
|
|
use deadpool_postgres::{Config, Pool, Runtime};
|
|
use tokio_postgres::NoTls;
|
|
|
|
// Optimized connection pool configuration
|
|
let mut cfg = Config::new();
|
|
cfg.host = Some("localhost".to_string());
|
|
cfg.dbname = Some("foxhunt_production".to_string());
|
|
cfg.user = Some("foxhunt_user".to_string());
|
|
cfg.password = Some("secure_password".to_string());
|
|
|
|
// Pool sizing for high-frequency trading
|
|
cfg.pool = Some(deadpool_postgres::PoolConfig {
|
|
max_size: 50, // Maximum connections
|
|
timeouts: deadpool_postgres::Timeouts {
|
|
wait: Some(std::time::Duration::from_millis(100)),
|
|
create: Some(std::time::Duration::from_millis(1000)),
|
|
recycle: Some(std::time::Duration::from_millis(100)),
|
|
},
|
|
..Default::default()
|
|
});
|
|
|
|
let pool = cfg.create_pool(Some(Runtime::Tokio1), NoTls)?;
|
|
```
|
|
|
|
#### Database Maintenance
|
|
```bash
|
|
#!/bin/bash
|
|
# Automated database maintenance script
|
|
|
|
# Analyze statistics daily
|
|
sudo -u postgres psql foxhunt_production -c "ANALYZE;"
|
|
|
|
# Vacuum weekly (during maintenance window)
|
|
sudo -u postgres psql foxhunt_production -c "VACUUM (ANALYZE, VERBOSE);"
|
|
|
|
# Reindex monthly
|
|
sudo -u postgres psql foxhunt_production -c "REINDEX DATABASE foxhunt_production;"
|
|
|
|
# Update statistics
|
|
sudo -u postgres psql foxhunt_production -c "
|
|
UPDATE pg_stat_statements
|
|
SET calls = 0, total_time = 0, mean_time = 0;"
|
|
```
|
|
|
|
### InfluxDB Optimization
|
|
|
|
#### Schema Design for Performance
|
|
```sql
|
|
-- Optimize measurement schema
|
|
CREATE RETENTION POLICY "high_frequency" ON "foxhunt" DURATION 7d REPLICATION 1 DEFAULT;
|
|
CREATE RETENTION POLICY "daily_aggregates" ON "foxhunt" DURATION 90d REPLICATION 1;
|
|
|
|
-- Continuous queries for downsampling
|
|
CREATE CONTINUOUS QUERY "downsample_trades" ON "foxhunt"
|
|
BEGIN
|
|
SELECT mean("price") AS "mean_price",
|
|
sum("quantity") AS "total_quantity"
|
|
INTO "daily_aggregates"."trades_1m"
|
|
FROM "trades"
|
|
GROUP BY time(1m), "symbol"
|
|
END;
|
|
```
|
|
|
|
#### Write Optimization
|
|
```rust
|
|
use influxdb::{Client, Query, Timestamp};
|
|
use influxdb::InfluxDbWriteable;
|
|
|
|
// Batch writes for better performance
|
|
#[derive(InfluxDbWriteable)]
|
|
struct Trade {
|
|
time: Timestamp,
|
|
#[influxdb(tag)]
|
|
symbol: String,
|
|
#[influxdb(field)]
|
|
price: f64,
|
|
#[influxdb(field)]
|
|
quantity: f64,
|
|
}
|
|
|
|
async fn batch_write_trades(client: &Client, trades: Vec<Trade>) -> Result<(), Box<dyn std::error::Error>> {
|
|
let query = trades
|
|
.into_iter()
|
|
.fold(Query::write_query(Timestamp::Now, "trades"), |query, trade| {
|
|
query.add_query(trade)
|
|
});
|
|
|
|
client.query(&query).await?;
|
|
Ok(())
|
|
}
|
|
```
|
|
|
|
## Monitoring & Profiling
|
|
|
|
### Performance Monitoring Setup
|
|
|
|
#### Real-Time Performance Metrics
|
|
```rust
|
|
use prometheus::{Counter, Histogram, Gauge, register_counter, register_histogram, register_gauge};
|
|
|
|
lazy_static! {
|
|
static ref ORDER_LATENCY: Histogram = register_histogram!(
|
|
"order_submission_latency_seconds",
|
|
"Time taken to submit an order",
|
|
vec![0.00001, 0.00005, 0.0001, 0.0005, 0.001, 0.005, 0.01] // μs to s buckets
|
|
).unwrap();
|
|
|
|
static ref ORDERS_PROCESSED: Counter = register_counter!(
|
|
"orders_processed_total",
|
|
"Total number of orders processed"
|
|
).unwrap();
|
|
|
|
static ref ACTIVE_CONNECTIONS: Gauge = register_gauge!(
|
|
"active_connections",
|
|
"Number of active connections"
|
|
).unwrap();
|
|
}
|
|
|
|
// Measure and record latency
|
|
fn submit_order_with_metrics(order: Order) -> Result<(), Error> {
|
|
let timer = ORDER_LATENCY.start_timer();
|
|
|
|
let result = submit_order(order);
|
|
|
|
timer.observe_duration();
|
|
ORDERS_PROCESSED.inc();
|
|
|
|
result
|
|
}
|
|
```
|
|
|
|
#### System Performance Monitoring
|
|
```bash
|
|
#!/bin/bash
|
|
# /usr/local/bin/performance-monitor.sh
|
|
|
|
# CPU performance
|
|
echo "=== CPU Performance ==="
|
|
top -bn1 | grep "Cpu(s)" | awk '{print $2}' | cut -d'%' -f1
|
|
|
|
# Memory usage
|
|
echo "=== Memory Usage ==="
|
|
free -h | grep Mem | awk '{print "Used: " $3 " / " $2 " (" $3/$2*100 "%)"}'
|
|
|
|
# Network statistics
|
|
echo "=== Network Performance ==="
|
|
sar -n DEV 1 1 | grep -E "(eth0|ens|enp)"
|
|
|
|
# Disk I/O
|
|
echo "=== Disk I/O ==="
|
|
iostat -x 1 1 | grep -E "(nvme|sda)"
|
|
|
|
# Process-specific metrics
|
|
echo "=== Foxhunt Processes ==="
|
|
ps aux | grep foxhunt | awk '{print $1, $2, $3, $4, $11}'
|
|
```
|
|
|
|
### Profiling Tools
|
|
|
|
#### CPU Profiling with perf
|
|
```bash
|
|
# Profile CPU usage for specific process
|
|
sudo perf record -g -p $(pgrep foxhunt-core) -- sleep 30
|
|
sudo perf report
|
|
|
|
# System-wide profiling
|
|
sudo perf record -g -a -- sleep 10
|
|
|
|
# Memory profiling
|
|
sudo perf record -e cache-misses,cache-references -g ./target/release/foxhunt-core
|
|
```
|
|
|
|
#### Rust-Specific Profiling
|
|
```bash
|
|
# Install profiling tools
|
|
cargo install cargo-profdata
|
|
cargo install flamegraph
|
|
|
|
# Generate flame graphs
|
|
cargo flamegraph --bin foxhunt-core
|
|
|
|
# Profile with callgrind
|
|
valgrind --tool=callgrind --callgrind-out-file=callgrind.out ./target/release/foxhunt-core
|
|
kcachegrind callgrind.out
|
|
```
|
|
|
|
#### Memory Profiling
|
|
```bash
|
|
# Heap profiling with heaptrack
|
|
heaptrack ./target/release/foxhunt-core
|
|
heaptrack_gui heaptrack.*.gz
|
|
|
|
# Memory leak detection with valgrind
|
|
valgrind --tool=memcheck --leak-check=full --show-leak-kinds=all ./target/release/foxhunt-core
|
|
```
|
|
|
|
## Benchmarking & Testing
|
|
|
|
### Latency Benchmarking
|
|
|
|
#### Order Submission Benchmark
|
|
```rust
|
|
use criterion::{black_box, criterion_group, criterion_main, Criterion, BatchSize};
|
|
use std::time::Instant;
|
|
|
|
fn benchmark_order_submission(c: &mut Criterion) {
|
|
let trading_engine = TradingEngine::new().unwrap();
|
|
|
|
c.bench_function("order_submission", |b| {
|
|
b.iter_batched(
|
|
|| create_test_order(),
|
|
|order| {
|
|
let start = Instant::now();
|
|
let result = trading_engine.submit_order(black_box(order));
|
|
let duration = start.elapsed();
|
|
|
|
// Assert latency requirement
|
|
assert!(duration.as_nanos() < 50_000); // 50μs
|
|
result
|
|
},
|
|
BatchSize::SmallInput,
|
|
)
|
|
});
|
|
}
|
|
|
|
fn benchmark_risk_check(c: &mut Criterion) {
|
|
let risk_engine = RiskEngine::new().unwrap();
|
|
|
|
c.bench_function("risk_check", |b| {
|
|
b.iter_batched(
|
|
|| create_test_order(),
|
|
|order| {
|
|
let start = Instant::now();
|
|
let result = risk_engine.check_order(black_box(&order));
|
|
let duration = start.elapsed();
|
|
|
|
// Assert latency requirement
|
|
assert!(duration.as_nanos() < 10_000); // 10μs
|
|
result
|
|
},
|
|
BatchSize::SmallInput,
|
|
)
|
|
});
|
|
}
|
|
|
|
criterion_group!(benches, benchmark_order_submission, benchmark_risk_check);
|
|
criterion_main!(benches);
|
|
```
|
|
|
|
### Throughput Testing
|
|
|
|
#### Load Testing Script
|
|
```bash
|
|
#!/bin/bash
|
|
# Load testing for throughput validation
|
|
|
|
DURATION=60 # Test duration in seconds
|
|
RATE=1000 # Orders per second
|
|
|
|
echo "Starting load test: $RATE orders/second for $DURATION seconds"
|
|
|
|
# Start monitoring
|
|
./scripts/start-performance-monitoring.sh &
|
|
MONITOR_PID=$!
|
|
|
|
# Generate load
|
|
for i in $(seq 1 $RATE); do
|
|
{
|
|
for j in $(seq 1 $DURATION); do
|
|
curl -X POST http://localhost:8080/orders \
|
|
-H "Content-Type: application/json" \
|
|
-d '{"symbol":"AAPL","side":"buy","quantity":100,"price":150.00}' &
|
|
sleep 0.001 # 1ms between requests
|
|
done
|
|
wait
|
|
} &
|
|
done
|
|
|
|
wait
|
|
|
|
# Stop monitoring
|
|
kill $MONITOR_PID
|
|
|
|
echo "Load test completed"
|
|
./scripts/generate-performance-report.sh
|
|
```
|
|
|
|
### Stress Testing
|
|
|
|
#### Memory Stress Test
|
|
```bash
|
|
#!/bin/bash
|
|
# Memory stress testing
|
|
|
|
echo "Starting memory stress test"
|
|
|
|
# Generate large datasets
|
|
./target/release/foxhunt-core --mode=stress-test --memory-size=8GB &
|
|
STRESS_PID=$!
|
|
|
|
# Monitor memory usage
|
|
while kill -0 $STRESS_PID 2>/dev/null; do
|
|
MEMORY_USAGE=$(ps -p $STRESS_PID -o %mem --no-headers)
|
|
echo "Memory usage: ${MEMORY_USAGE}%"
|
|
|
|
if (( $(echo "$MEMORY_USAGE > 90" | bc -l) )); then
|
|
echo "WARNING: High memory usage detected"
|
|
fi
|
|
|
|
sleep 1
|
|
done
|
|
|
|
echo "Memory stress test completed"
|
|
```
|
|
|
|
#### Network Stress Test
|
|
```bash
|
|
#!/bin/bash
|
|
# Network throughput testing
|
|
|
|
# Test network bandwidth
|
|
iperf3 -c exchange-gateway.com -t 60 -P 4
|
|
|
|
# Test packet rate
|
|
hping3 -c 10000 -i u1000 exchange-gateway.com
|
|
|
|
# Monitor network statistics during test
|
|
watch -n 1 'cat /proc/net/dev | grep eth0'
|
|
```
|
|
|
|
### Performance Regression Testing
|
|
|
|
#### Automated Performance CI
|
|
```yaml
|
|
# .github/workflows/performance.yml
|
|
name: Performance Tests
|
|
|
|
on:
|
|
push:
|
|
branches: [main, production-hardening]
|
|
pull_request:
|
|
branches: [main]
|
|
|
|
jobs:
|
|
performance:
|
|
runs-on: [self-hosted, hft-performance]
|
|
|
|
steps:
|
|
- uses: actions/checkout@v3
|
|
|
|
- name: Build optimized binary
|
|
run: |
|
|
export RUSTFLAGS="-C target-cpu=native"
|
|
cargo build --release
|
|
|
|
- name: Run latency benchmarks
|
|
run: |
|
|
cargo bench --bench latency_tests
|
|
|
|
- name: Run throughput tests
|
|
run: |
|
|
./scripts/throughput-test.sh
|
|
|
|
- name: Performance regression check
|
|
run: |
|
|
./scripts/check-performance-regression.sh
|
|
```
|
|
|
|
### Continuous Performance Monitoring
|
|
|
|
#### Performance Baseline Tracking
|
|
```bash
|
|
#!/bin/bash
|
|
# /usr/local/bin/performance-baseline.sh
|
|
|
|
BASELINE_FILE="/var/log/foxhunt/performance_baseline.json"
|
|
CURRENT_METRICS="/tmp/current_performance.json"
|
|
|
|
# Collect current performance metrics
|
|
{
|
|
echo "{"
|
|
echo " \"timestamp\": \"$(date -u +%Y-%m-%dT%H:%M:%SZ)\","
|
|
echo " \"order_latency_p99\": $(curl -s http://localhost:9090/api/v1/query?query=histogram_quantile%280.99%2C%20order_submission_latency_seconds_bucket%29 | jq -r '.data.result[0].value[1]'),"
|
|
echo " \"throughput_ops\": $(curl -s http://localhost:9090/api/v1/query?query=rate%28orders_processed_total%5B1m%5D%29 | jq -r '.data.result[0].value[1]'),"
|
|
echo " \"cpu_usage\": $(top -bn1 | grep \"Cpu(s)\" | awk '{print $2}' | cut -d'%' -f1),"
|
|
echo " \"memory_usage\": $(free | grep Mem | awk '{printf \"%.2f\", $3/$2 * 100.0}')"
|
|
echo "}"
|
|
} > $CURRENT_METRICS
|
|
|
|
# Compare with baseline
|
|
if [ -f "$BASELINE_FILE" ]; then
|
|
./scripts/compare-performance.py "$BASELINE_FILE" "$CURRENT_METRICS"
|
|
else
|
|
cp "$CURRENT_METRICS" "$BASELINE_FILE"
|
|
echo "Performance baseline established"
|
|
fi
|
|
```
|
|
|
|
This performance tuning guide provides comprehensive optimization strategies for achieving ultra-low latency in the Foxhunt HFT trading system. Regular monitoring and continuous optimization are essential for maintaining peak performance in production environments. |