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
160 lines
7.2 KiB
TOML
160 lines
7.2 KiB
TOML
# ======================================================================
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# DATABASE OPTIMIZATION CONFIGURATION FOR HFT SYSTEMS
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# ======================================================================
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# Optimized connection pools and performance settings for ultra-low latency
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[postgresql]
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# Primary transactional database optimized for HFT
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# Connection Pool Optimization
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pool_size = 50 # Optimal for high-throughput trading
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min_pool_size = 20 # Always keep warm connections
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max_pool_size = 100 # Scale under heavy load
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connection_timeout_seconds = 2 # Fast fail for HFT requirements
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idle_timeout_seconds = 300 # 5 minutes idle timeout
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max_lifetime_seconds = 3600 # 1 hour connection lifetime
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# Query Performance Optimization
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query_timeout_ms = 1000 # 1ms timeout for HFT queries
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statement_timeout_ms = 5000 # 5ms for complex queries
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prepared_statement_cache_size = 2000 # Cache prepared statements
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enable_query_plan_cache = true # Enable plan caching
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max_prepared_statements = 1000 # Limit prepared statements
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# HFT-Specific Optimizations
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enable_synchronous_commit = false # Async commit for speed (risk vs performance)
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wal_buffers_mb = 64 # Large WAL buffers
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shared_buffers_mb = 2048 # 2GB shared buffers
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work_mem_mb = 256 # 256MB work memory
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maintenance_work_mem_mb = 512 # 512MB maintenance memory
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# Connection Pool Behavior
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pool_pre_ping = true # Validate connections before use
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pool_recycle_seconds = 3600 # Recycle connections hourly
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enable_pool_overflow = true # Allow temporary overflow
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overflow_size = 20 # Additional overflow connections
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[redis]
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# High-speed cache optimized for sub-millisecond access
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# Connection Pool
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pool_size = 30 # Sufficient for high-frequency access
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min_pool_size = 10 # Minimum warm connections
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max_pool_size = 50 # Scale for burst traffic
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connection_timeout_ms = 500 # 0.5ms connection timeout
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socket_timeout_ms = 100 # 0.1ms socket timeout
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# Performance Settings
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enable_pipelining = true # Batch Redis commands
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pipeline_buffer_size = 1000 # Large pipeline buffer
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max_connections_per_pool = 10 # Connections per pool instance
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enable_connection_multiplexing = true # Share connections efficiently
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# Memory Optimization
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enable_compression = false # Disable compression for speed
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memory_policy = "allkeys-lru" # LRU eviction policy
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max_memory_mb = 8192 # 8GB memory limit
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# Clustering (if enabled)
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enable_cluster_mode = false # Single instance for low latency
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cluster_retry_attempts = 3 # Retry attempts for cluster
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cluster_retry_delay_ms = 10 # Fast retry delay
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[influxdb]
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# Time-series database for market data and analytics
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# Connection Settings
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pool_size = 20 # Moderate pool for time-series writes
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connection_timeout_seconds = 3 # 3 second timeout
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request_timeout_seconds = 10 # 10 second request timeout
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# Write Optimization
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batch_size = 10000 # Large batch sizes for efficiency
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flush_interval_ms = 100 # 100ms flush interval for real-time
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max_retries = 3 # Retry failed writes
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retry_interval_ms = 100 # 100ms retry interval
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# Query Performance
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enable_chunked_responses = true # Handle large result sets
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chunk_size = 10000 # Chunk size for large queries
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max_series_per_request = 1000 # Limit series per request
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# Retention and Compression
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default_retention_policy = "30d" # 30 days retention
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enable_compression = true # Enable compression for storage
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compression_level = 6 # Moderate compression
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[clickhouse]
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# Analytics database for complex queries and reporting
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# Connection Pool
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pool_size = 15 # Moderate pool for analytics queries
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max_pool_size = 30 # Allow scaling for complex queries
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connection_timeout_seconds = 5 # 5 second connection timeout
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query_timeout_seconds = 60 # 60 second query timeout
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# Query Optimization
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max_memory_usage_mb = 4096 # 4GB memory per query
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max_threads = 8 # 8 threads per query
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max_execution_time_seconds = 300 # 5 minute max execution
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enable_distributed_queries = true # Enable distributed processing
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# Insert Performance
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max_insert_block_size = 1048576 # 1MB insert blocks
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min_insert_block_size_rows = 1000 # Minimum rows per block
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enable_async_insert = true # Asynchronous inserts
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async_insert_timeout_ms = 1000 # 1 second async timeout
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# Compression and Storage
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enable_compression = true # Enable compression
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compression_method = "lz4" # Fast LZ4 compression
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enable_ttl = true # Enable TTL for data lifecycle
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# HFT-Specific Database Configurations
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[hft_optimizations]
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# Ultra-low latency optimizations
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enable_connection_warming = true # Pre-warm connections on startup
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connection_validation_query = "SELECT 1" # Fast validation query
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enable_connection_health_checks = true # Monitor connection health
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health_check_interval_seconds = 30 # Health check frequency
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# Memory Management
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enable_huge_pages = true # Use huge pages for performance
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buffer_pool_size_ratio = 0.8 # 80% of RAM for buffer pools
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enable_numa_awareness = true # NUMA-aware memory allocation
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# Network Optimization
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tcp_keepalive_time = 600 # 10 minutes keepalive
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tcp_keepalive_interval = 60 # 1 minute keepalive interval
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tcp_keepalive_probes = 3 # 3 keepalive probes
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enable_tcp_nodelay = true # Disable Nagle's algorithm
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# Monitoring and Observability
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[monitoring]
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enable_connection_pool_metrics = true # Monitor pool statistics
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enable_query_performance_tracking = true # Track query performance
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enable_slow_query_logging = true # Log slow queries
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slow_query_threshold_ms = 100 # 100ms slow query threshold
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# Pool Statistics Collection
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pool_stats_collection_interval_seconds = 10 # Collect stats every 10 seconds
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enable_connection_lifecycle_tracking = true # Track connection lifecycle
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enable_deadlock_detection = true # Monitor for deadlocks
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# Environment-Specific Overrides
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[environments.production]
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# Production-specific overrides
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postgresql.pool_size = 100 # Larger pool for production
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redis.pool_size = 50 # More Redis connections
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influxdb.batch_size = 20000 # Larger batches in production
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clickhouse.pool_size = 25 # More analytics connections
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[environments.development]
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# Development-specific settings (smaller pools)
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postgresql.pool_size = 10
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redis.pool_size = 5
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influxdb.batch_size = 1000
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clickhouse.pool_size = 5
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[environments.testing]
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# Testing environment settings
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postgresql.pool_size = 5
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redis.pool_size = 3
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influxdb.batch_size = 100
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clickhouse.pool_size = 2 |