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
126 lines
4.9 KiB
TOML
126 lines
4.9 KiB
TOML
# FOXHUNT HFT CIRCUIT BREAKER CONFIGURATION
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# Production-grade protection for real money trading
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# Generated for critical deployment
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[circuit_breaker]
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enabled = true
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fail_fast = true
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auto_recovery = true
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# CRITICAL LATENCY PROTECTION
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[circuit_breaker.latency]
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# Microsecond thresholds for HFT operations
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warning_threshold_nanos = 50_000 # 50μs warning
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critical_threshold_nanos = 100_000 # 100μs critical - immediate halt
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evaluation_window_ms = 1000 # 1 second evaluation window
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min_requests_threshold = 100 # Minimum requests before evaluation
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failure_ratio_threshold = 0.05 # 5% failure rate triggers circuit breaker
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# Recovery settings
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recovery_timeout_ms = 5000 # 5 second recovery timeout
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half_open_max_calls = 10 # Max calls in half-open state
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half_open_success_threshold = 8 # Required successes to close
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# FINANCIAL RISK LIMITS
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[circuit_breaker.risk]
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# Daily loss limits (USD)
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daily_loss_warning = 10_000.0 # $10K warning
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daily_loss_critical = 50_000.0 # $50K critical - trading halt
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hourly_loss_limit = 5_000.0 # $5K per hour limit
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# Position size limits (USD)
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max_position_size = 1_000_000.0 # $1M maximum position
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position_warning_threshold = 0.95 # 95% of limit warning
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position_critical_threshold = 1.0 # 100% of limit - block new orders
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# Order rate limiting
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max_orders_per_second = 1000 # 1000 orders/sec maximum
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burst_allowance = 1500 # 1500 orders burst capacity
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rate_limit_window_ms = 1000 # 1 second rate limit window
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# MARKET VOLATILITY PROTECTION
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[circuit_breaker.market]
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# Volatility spike detection
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volatility_warning_percent = 2.0 # 2% price movement warning
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volatility_critical_percent = 5.0 # 5% price movement halt
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volatility_window_minutes = 1 # 1 minute evaluation window
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# Market data quality
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max_data_gap_ms = 100 # 100ms max gap in market data
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min_update_frequency_hz = 100 # 100Hz minimum update frequency
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stale_data_timeout_ms = 500 # 500ms stale data timeout
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# SYSTEM HEALTH MONITORING
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[circuit_breaker.system]
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# CPU and memory thresholds
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cpu_warning_percent = 80.0 # 80% CPU warning
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cpu_critical_percent = 95.0 # 95% CPU critical
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memory_warning_percent = 70.0 # 70% memory warning
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memory_critical_percent = 90.0 # 90% memory critical
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# GC pause monitoring
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max_gc_pause_ms = 10.0 # 10ms max GC pause
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gc_frequency_warning_per_min = 60 # 60 GCs/minute warning
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# Thread pool monitoring
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thread_pool_warning_percent = 80.0 # 80% utilization warning
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thread_pool_critical_percent = 95.0 # 95% utilization critical
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# EXCHANGE CONNECTIVITY
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[circuit_breaker.connectivity]
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# Connection monitoring
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max_disconnect_duration_sec = 5 # 5 seconds max disconnect
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connection_retry_interval_ms = 100 # 100ms retry interval
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max_retry_attempts = 50 # 50 retry attempts before halt
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# Latency monitoring per exchange
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[circuit_breaker.connectivity.binance]
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max_latency_ms = 50.0 # 50ms max latency to Binance
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timeout_ms = 1000 # 1 second timeout
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[circuit_breaker.connectivity.coinbase]
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max_latency_ms = 100.0 # 100ms max latency to Coinbase
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timeout_ms = 2000 # 2 second timeout
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[circuit_breaker.connectivity.kraken]
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max_latency_ms = 200.0 # 200ms max latency to Kraken
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timeout_ms = 3000 # 3 second timeout
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# ALERTING CONFIGURATION
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[circuit_breaker.alerts]
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# Notification channels
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slack_webhook = "https://hooks.slack.com/services/YOUR/SLACK/WEBHOOK"
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email_recipients = ["trading@foxhunt.io", "risk@foxhunt.io"]
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pagerduty_service_key = "YOUR_PAGERDUTY_SERVICE_KEY"
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# Alert thresholds
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critical_alert_delay_ms = 100 # 100ms max delay for critical alerts
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warning_alert_delay_ms = 1000 # 1 second max delay for warnings
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max_alerts_per_minute = 10 # Rate limit alerts
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# Alert deduplication
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deduplication_window_minutes = 5 # 5 minutes deduplication window
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escalation_timeout_minutes = 10 # 10 minutes escalation timeout
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# LOGGING AND METRICS
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[circuit_breaker.monitoring]
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log_level = "INFO" # Log level (DEBUG, INFO, WARN, ERROR)
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metrics_export_interval_ms = 1000 # 1 second metrics export
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detailed_metrics = true # Enable detailed metrics collection
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# Prometheus metrics configuration
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prometheus_endpoint = "/metrics"
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prometheus_namespace = "foxhunt_circuit_breaker"
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# RECOVERY AND TESTING
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[circuit_breaker.recovery]
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# Graceful degradation
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enable_graceful_degradation = true
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reduced_capacity_percent = 50.0 # 50% capacity during recovery
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gradual_recovery_steps = 5 # 5 steps to full recovery
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recovery_step_interval_minutes = 2 # 2 minutes between recovery steps
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# Testing mode (disable for production)
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test_mode = false # Set to true for testing only
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simulation_mode = false # Set to true for simulation only
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override_all_limits = false # DANGER: Only for emergency override |