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
1144 lines
35 KiB
Markdown
1144 lines
35 KiB
Markdown
# Foxhunt HFT Trading System - Comprehensive Monitoring Guide
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## 🚀 Overview
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This guide provides comprehensive instructions for setting up, configuring, and operating the monitoring infrastructure for the Foxhunt HFT Trading System. The monitoring stack is designed for ultra-low latency trading operations with enterprise-grade observability, alerting, and compliance reporting.
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## 📊 Monitoring Architecture
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```
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Monitoring & Observability Architecture:
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┌─────────────────────────────────────────────────────────────────────────┐
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│ Monitoring Data Flow │
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├─────────────────────────────────────────────────────────────────────────┤
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│ Data Sources (Ultra-High Frequency) │
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│ ├── Trading Service → 1s scrape (order metrics) │
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│ ├── Risk Management → 2s scrape (risk metrics) │
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│ ├── TLI Interface → 2s scrape (user metrics) │
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│ ├── ML Inference → 10s scrape (model metrics) │
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│ └── System Resources → 10s scrape (hardware metrics) │
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├─────────────────────────────────────────────────────────────────────────┤
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│ Collection & Storage Layer │
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│ ├── Prometheus → Metrics collection & storage │
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│ ├── Loki → Log aggregation │
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│ ├── Tempo → Distributed tracing │
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│ └── InfluxDB → High-frequency time series │
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├─────────────────────────────────────────────────────────────────────────┤
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│ Processing & Analytics │
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│ ├── AlertManager → Real-time alerting │
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│ ├── Grafana → Visualization & dashboards │
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│ ├── Custom Analytics → HFT-specific calculations │
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│ └── Compliance Reporting → Regulatory compliance │
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├─────────────────────────────────────────────────────────────────────────┤
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│ Notification & Response │
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│ ├── Slack Integration → Team notifications │
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│ ├── Email Alerts → Executive notifications │
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│ ├── PagerDuty → On-call escalation │
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│ ├── SMS/Voice → Emergency notifications │
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│ └── Auto-Remediation → Automated response actions │
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└─────────────────────────────────────────────────────────────────────────┘
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```
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## 🔧 Installation & Setup
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### Prerequisites
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**System Requirements:**
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```bash
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# Monitoring Server Specifications
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CPU: 16+ cores (Intel Xeon or AMD EPYC)
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Memory: 64GB+ RAM (128GB recommended)
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Storage: 1TB+ NVMe SSD for metrics storage
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Network: 10Gbps+ connection to trading infrastructure
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OS: Ubuntu 22.04 LTS or RHEL 8+
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```
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**Required Software:**
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```bash
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# Update system
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sudo apt update && sudo apt upgrade -y
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# Install Docker and Docker Compose
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curl -fsSL https://get.docker.com | sh
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sudo usermod -aG docker $USER
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sudo curl -L "https://github.com/docker/compose/releases/latest/download/docker-compose-$(uname -s)-$(uname -m)" -o /usr/local/bin/docker-compose
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sudo chmod +x /usr/local/bin/docker-compose
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# Install additional monitoring tools
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sudo apt install -y \
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prometheus \
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prometheus-alertmanager \
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prometheus-node-exporter \
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grafana \
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net-tools \
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htop \
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iotop \
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nethogs
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```
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### Quick Start Deployment
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**1. Deploy Monitoring Stack:**
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```bash
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# Clone repository and navigate to monitoring
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cd /path/to/foxhunt
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cp docker-compose.monitoring.yml docker-compose.monitoring.production.yml
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# Customize production monitoring configuration
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nano docker-compose.monitoring.production.yml
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# Deploy full monitoring stack
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docker-compose -f docker-compose.monitoring.production.yml up -d
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# Verify deployment
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docker-compose -f docker-compose.monitoring.production.yml ps
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```
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**2. Access Monitoring Services:**
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```bash
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# Service endpoints
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Grafana: http://localhost:3000 (admin/admin)
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Prometheus: http://localhost:9090
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AlertManager: http://localhost:9093
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Loki: http://localhost:3100
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Tempo: http://localhost:3200
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```
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## 📈 Prometheus Configuration
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### Production Configuration
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**Core Prometheus Config (/etc/prometheus/prometheus.yml):**
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```yaml
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global:
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scrape_interval: 5s # High frequency for HFT
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evaluation_interval: 5s # Fast alert evaluation
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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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datacenter: 'primary'
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# Alert rule files
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rule_files:
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- "/etc/prometheus/rules/trading-critical.yml"
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- "/etc/prometheus/rules/trading-performance.yml"
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- "/etc/prometheus/rules/risk-management.yml"
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- "/etc/prometheus/rules/system-health.yml"
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- "/etc/prometheus/rules/compliance.yml"
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# AlertManager configuration
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alerting:
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alertmanagers:
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- static_configs:
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- targets: ['alertmanager:9093']
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timeout: 10s
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api_version: v2
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# Scrape configurations optimized for HFT
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scrape_configs:
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# ULTRA-HIGH PRIORITY - Trading Services (1s scrape)
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- job_name: 'foxhunt-trading'
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static_configs:
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- targets: ['trading-service:9001']
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scrape_interval: 1s
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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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relabel_configs:
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- source_labels: [__address__]
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target_label: service_type
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replacement: trading
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- source_labels: [__address__]
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target_label: criticality
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replacement: ultra_high
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# HIGH PRIORITY - Risk Management (2s scrape)
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- job_name: 'foxhunt-risk'
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static_configs:
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- targets: ['risk-service:9002']
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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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relabel_configs:
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- source_labels: [__address__]
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target_label: service_type
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replacement: risk
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- source_labels: [__address__]
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target_label: criticality
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replacement: high
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# TLI Interface (2s scrape)
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- job_name: 'foxhunt-tli'
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static_configs:
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- targets: ['tli-service:9003']
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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 Services (5s scrape)
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- job_name: 'foxhunt-ml'
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static_configs:
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- targets: ['ml-service:9004']
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scrape_interval: 5s
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scrape_timeout: 2s
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metrics_path: /metrics
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# Backtesting Service (10s scrape)
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- job_name: 'foxhunt-backtesting'
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static_configs:
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- targets: ['backtesting-service:9005']
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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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# Infrastructure Services
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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: 15s
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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: 10s
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- job_name: 'influxdb'
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static_configs:
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- targets: ['influxdb:8086']
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scrape_interval: 30s
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metrics_path: /metrics
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# System monitoring
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- job_name: 'node-exporter'
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static_configs:
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- targets: ['node-exporter:9100']
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scrape_interval: 10s
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- job_name: 'cadvisor'
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static_configs:
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- targets: ['cadvisor:8080']
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scrape_interval: 10s
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# Storage configuration 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: 100GB
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wal-compression: true
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wal-segment-size: 256MB
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min-block-duration: 2h
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max-block-duration: 24h
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# Query configuration
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global:
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query_timeout: 2m
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query_max_concurrency: 20
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query_max_samples: 50000000
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```
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### Critical Alert Rules
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**Trading Performance Alerts (/etc/prometheus/rules/trading-critical.yml):**
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```yaml
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groups:
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- name: trading.critical
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interval: 5s
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rules:
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# Ultra-low latency alerts
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- alert: OrderSubmissionLatencyHigh
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expr: histogram_quantile(0.99, rate(order_submission_duration_seconds_bucket[30s])) > 0.000050
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for: 10s
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labels:
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severity: critical
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component: trading
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team: trading
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annotations:
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summary: "Order submission latency exceeding 50μs"
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description: "P99 order submission latency is {{ $value }}s, exceeding 50μs threshold"
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impact: "High-frequency trading strategy performance degraded"
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action: "Check CPU affinity, network latency, and system resources"
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- alert: OrderFillRateLow
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expr: rate(orders_filled_total[1m]) / rate(orders_submitted_total[1m]) < 0.95
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for: 30s
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labels:
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severity: critical
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component: trading
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team: trading
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annotations:
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summary: "Order fill rate below 95%"
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description: "Order fill rate is {{ $value | humanizePercentage }}"
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impact: "Trading strategy execution quality degraded"
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- alert: TradingServiceDown
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expr: up{job="foxhunt-trading"} == 0
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for: 5s
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labels:
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severity: critical
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component: trading
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team: trading
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annotations:
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summary: "Trading service is down"
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description: "Trading service has been down for more than 5 seconds"
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impact: "All trading operations halted"
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action: "Immediate investigation required"
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- name: risk.critical
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interval: 5s
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rules:
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- alert: RiskLimitsBreached
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expr: current_position_risk > risk_limit_threshold
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for: 0s
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labels:
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severity: critical
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component: risk
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team: risk
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annotations:
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summary: "Risk limits breached"
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description: "Current position risk {{ $value }} exceeds limit"
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impact: "Potential significant financial loss"
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action: "Activate risk controls and position reduction"
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- alert: VaRExceeded
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expr: daily_var_utilization > 0.95
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for: 10s
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labels:
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severity: critical
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component: risk
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team: risk
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annotations:
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summary: "VaR utilization exceeding 95%"
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description: "Daily VaR utilization is {{ $value | humanizePercentage }}"
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impact: "Approaching daily risk limits"
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- alert: DrawdownExcessive
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expr: current_drawdown_pct > max_allowed_drawdown_pct
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for: 30s
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labels:
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severity: critical
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component: risk
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team: risk
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annotations:
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summary: "Drawdown exceeds maximum allowed"
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description: "Current drawdown {{ $value }}% exceeds {{ $labels.max_allowed_drawdown_pct }}%"
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impact: "Strategy performance significantly degraded"
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- name: system.critical
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interval: 10s
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rules:
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- alert: HighCPUUsage
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expr: 100 - (avg by (instance) (rate(node_cpu_seconds_total{mode="idle"}[2m])) * 100) > 90
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for: 2m
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labels:
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severity: critical
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component: system
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team: operations
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annotations:
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summary: "High CPU usage detected"
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description: "CPU usage is {{ $value }}% on {{ $labels.instance }}"
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impact: "System performance degradation, potential latency increase"
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- alert: HighMemoryUsage
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expr: (node_memory_MemTotal_bytes - node_memory_MemAvailable_bytes) / node_memory_MemTotal_bytes > 0.90
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for: 2m
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labels:
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severity: critical
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component: system
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team: operations
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annotations:
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summary: "High memory usage detected"
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description: "Memory usage is {{ $value | humanizePercentage }} on {{ $labels.instance }}"
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- alert: DiskSpaceLow
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expr: (node_filesystem_avail_bytes{fstype!="tmpfs"} / node_filesystem_size_bytes{fstype!="tmpfs"}) < 0.10
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for: 5m
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labels:
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severity: warning
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component: system
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team: operations
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annotations:
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summary: "Low disk space"
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description: "Disk space usage is {{ $value | humanizePercentage }} on {{ $labels.instance }}"
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- name: performance.critical
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interval: 1s
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rules:
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- alert: NetworkLatencyHigh
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expr: histogram_quantile(0.99, rate(network_request_duration_seconds_bucket[30s])) > 0.001
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for: 15s
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labels:
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severity: critical
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component: network
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team: operations
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annotations:
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summary: "Network latency exceeding 1ms"
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description: "P99 network latency is {{ $value }}s"
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impact: "Trading latency significantly impacted"
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- alert: DatabaseQuerySlow
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expr: histogram_quantile(0.95, rate(database_query_duration_seconds_bucket[1m])) > 0.010
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for: 30s
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labels:
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severity: warning
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component: database
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team: operations
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annotations:
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summary: "Database queries slow"
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description: "P95 database query time is {{ $value }}s"
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```
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## 📊 Grafana Dashboard Configuration
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### Production Dashboards Setup
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**1. Deploy Pre-built Dashboards:**
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```bash
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# Copy dashboard configurations
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cp -r config/grafana/dashboards/* /var/lib/grafana/dashboards/
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# Import dashboards via API
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for dashboard in config/grafana/dashboards/*.json; do
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curl -X POST http://admin:admin@localhost:3000/api/dashboards/db \
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-H 'Content-Type: application/json' \
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-d @"$dashboard"
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done
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```
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**2. Core Dashboard Overview:**
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**a) HFT Trading Performance Dashboard:**
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- **Order Flow Metrics**: Submission rate, fill rate, cancellation rate
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- **Latency Monitoring**: P50, P95, P99 order latencies
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- **Market Data**: Feed latency, throughput, gaps
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- **Position Tracking**: Real-time positions, PnL, exposure
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- **Strategy Performance**: Sharpe ratio, win rate, max drawdown
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**b) System Health Dashboard:**
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- **CPU Metrics**: Usage per core, CPU affinity effectiveness
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- **Memory Monitoring**: Usage, allocation patterns, GC pressure
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- **Network Performance**: Bandwidth, packet loss, latency
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- **Disk I/O**: IOPS, latency, queue depth
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- **GPU Utilization**: CUDA usage, memory allocation
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**c) Risk Management Dashboard:**
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- **Real-time Risk Metrics**: VaR, expected shortfall, exposure
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- **Position Limits**: Current vs. maximum positions
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- **Drawdown Analysis**: Current, maximum, recovery time
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- **Stress Testing**: Scenario analysis results
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- **Compliance Status**: Regulatory requirement adherence
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**d) Business Executive Dashboard:**
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- **Daily P&L**: Realized/unrealized gains/losses
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- **Trading Volume**: Notional, share count, order count
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- **Performance Attribution**: Strategy contribution analysis
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- **Cost Analysis**: Trading costs, slippage, market impact
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- **Regulatory Compliance**: Trade reporting status
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### Custom Dashboard JSON Configuration
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**Trading Performance Dashboard (trading-performance.json):**
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```json
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{
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"dashboard": {
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"id": null,
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"title": "Foxhunt HFT Trading Performance",
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"tags": ["foxhunt", "trading", "hft"],
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"timezone": "browser",
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"panels": [
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{
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"id": 1,
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"title": "Order Submission Latency (P99)",
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"type": "graph",
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"targets": [
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{
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"expr": "histogram_quantile(0.99, rate(order_submission_duration_seconds_bucket[30s]))",
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"legendFormat": "P99 Latency"
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}
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],
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"yAxes": [
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{
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"label": "Latency (seconds)",
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"max": 0.0001,
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"min": 0
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}
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],
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"alert": {
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"conditions": [
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{
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"evaluator": {
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"params": [0.00005],
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"type": "gt"
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},
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"operator": {
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"type": "and"
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},
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"query": {
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"params": ["A", "5m", "now"]
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},
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"reducer": {
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"params": [],
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"type": "last"
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},
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"type": "query"
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}
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],
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"executionErrorState": "alerting",
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"for": "10s",
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"frequency": "1s",
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"handler": 1,
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"name": "High Order Latency",
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"noDataState": "no_data",
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"notifications": []
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},
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"gridPos": {
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"h": 8,
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"w": 12,
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"x": 0,
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"y": 0
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}
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},
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{
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"id": 2,
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"title": "Orders Per Second",
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"type": "graph",
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"targets": [
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{
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"expr": "rate(orders_submitted_total[1m])",
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"legendFormat": "Submitted"
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},
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{
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"expr": "rate(orders_filled_total[1m])",
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"legendFormat": "Filled"
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},
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{
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"expr": "rate(orders_cancelled_total[1m])",
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"legendFormat": "Cancelled"
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}
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],
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"gridPos": {
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"h": 8,
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"w": 12,
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"x": 12,
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"y": 0
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}
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}
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],
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"time": {
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"from": "now-1h",
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"to": "now"
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},
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"refresh": "1s"
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}
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}
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```
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## 🚨 AlertManager Configuration
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|
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### Production Alert Configuration
|
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|
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**AlertManager Config (/etc/alertmanager/alertmanager.yml):**
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```yaml
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|
global:
|
|
smtp_smarthost: 'smtp.company.com:587'
|
|
smtp_from: 'foxhunt-alerts@company.com'
|
|
smtp_require_tls: true
|
|
slack_api_url: 'YOUR_SLACK_WEBHOOK_URL'
|
|
pagerduty_url: 'https://events.pagerduty.com/v2/enqueue'
|
|
|
|
# Alert routing strategy
|
|
route:
|
|
group_by: ['alertname', 'cluster', 'service']
|
|
group_wait: 5s
|
|
group_interval: 10s
|
|
repeat_interval: 2m
|
|
receiver: 'default'
|
|
|
|
routes:
|
|
# CRITICAL TRADING ALERTS - Immediate escalation
|
|
- match:
|
|
severity: critical
|
|
component: trading
|
|
receiver: 'trading-critical'
|
|
group_wait: 0s
|
|
group_interval: 30s
|
|
repeat_interval: 1m
|
|
continue: true
|
|
|
|
# CRITICAL RISK ALERTS - Immediate escalation
|
|
- match:
|
|
severity: critical
|
|
component: risk
|
|
receiver: 'risk-critical'
|
|
group_wait: 0s
|
|
group_interval: 30s
|
|
repeat_interval: 1m
|
|
continue: true
|
|
|
|
# SYSTEM CRITICAL - Operations team
|
|
- match:
|
|
severity: critical
|
|
component: system
|
|
receiver: 'system-critical'
|
|
group_wait: 10s
|
|
group_interval: 1m
|
|
repeat_interval: 5m
|
|
|
|
# WARNING ALERTS - Standard routing
|
|
- match:
|
|
severity: warning
|
|
receiver: 'warning-alerts'
|
|
group_wait: 2m
|
|
group_interval: 5m
|
|
repeat_interval: 30m
|
|
|
|
# Alert receivers with escalation
|
|
receivers:
|
|
# Default fallback
|
|
- name: 'default'
|
|
slack_configs:
|
|
- channel: '#general-alerts'
|
|
title: 'Foxhunt Alert'
|
|
text: '{{ range .Alerts }}{{ .Annotations.summary }}{{ end }}'
|
|
|
|
# Critical trading alerts with multi-channel escalation
|
|
- name: 'trading-critical'
|
|
# Immediate Slack notification
|
|
slack_configs:
|
|
- channel: '#trading-critical'
|
|
title: '🚨 CRITICAL TRADING ALERT'
|
|
text: |
|
|
Alert: {{ range .Alerts }}{{ .Annotations.summary }}{{ end }}
|
|
Impact: {{ range .Alerts }}{{ .Annotations.impact }}{{ end }}
|
|
Action: {{ range .Alerts }}{{ .Annotations.action }}{{ end }}
|
|
send_resolved: true
|
|
color: 'danger'
|
|
|
|
# Email to trading team
|
|
email_configs:
|
|
- to: 'trading-team@company.com'
|
|
subject: '🚨 CRITICAL: Foxhunt Trading Alert'
|
|
body: |
|
|
CRITICAL TRADING ALERT
|
|
|
|
Alert: {{ range .Alerts }}{{ .Annotations.summary }}{{ end }}
|
|
Description: {{ range .Alerts }}{{ .Annotations.description }}{{ end }}
|
|
Impact: {{ range .Alerts }}{{ .Annotations.impact }}{{ end }}
|
|
Required Action: {{ range .Alerts }}{{ .Annotations.action }}{{ end }}
|
|
|
|
Time: {{ range .Alerts }}{{ .StartsAt }}{{ end }}
|
|
|
|
Dashboard: http://grafana:3000/d/trading-performance
|
|
|
|
headers:
|
|
Priority: 'urgent'
|
|
Importance: 'high'
|
|
|
|
# PagerDuty for on-call escalation
|
|
pagerduty_configs:
|
|
- service_key: 'YOUR_PAGERDUTY_SERVICE_KEY'
|
|
description: '{{ range .Alerts }}{{ .Annotations.summary }}{{ end }}'
|
|
details:
|
|
alert: '{{ range .Alerts }}{{ .Annotations.summary }}{{ end }}'
|
|
impact: '{{ range .Alerts }}{{ .Annotations.impact }}{{ end }}'
|
|
action: '{{ range .Alerts }}{{ .Annotations.action }}{{ end }}'
|
|
client: 'Foxhunt AlertManager'
|
|
client_url: 'http://alertmanager:9093'
|
|
|
|
# Critical risk alerts
|
|
- name: 'risk-critical'
|
|
slack_configs:
|
|
- channel: '#risk-critical'
|
|
title: '🚨 CRITICAL RISK ALERT'
|
|
text: |
|
|
Alert: {{ range .Alerts }}{{ .Annotations.summary }}{{ end }}
|
|
Impact: {{ range .Alerts }}{{ .Annotations.impact }}{{ end }}
|
|
color: 'danger'
|
|
|
|
email_configs:
|
|
- to: 'risk-team@company.com,cro@company.com'
|
|
subject: '🚨 CRITICAL: Foxhunt Risk Alert'
|
|
body: |
|
|
CRITICAL RISK ALERT
|
|
|
|
Alert: {{ range .Alerts }}{{ .Annotations.summary }}{{ end }}
|
|
Description: {{ range .Alerts }}{{ .Annotations.description }}{{ end }}
|
|
Impact: {{ range .Alerts }}{{ .Annotations.impact }}{{ end }}
|
|
|
|
Immediate risk management action required.
|
|
|
|
Dashboard: http://grafana:3000/d/risk-management
|
|
|
|
# System critical alerts
|
|
- name: 'system-critical'
|
|
slack_configs:
|
|
- channel: '#ops-critical'
|
|
title: '⚠️ CRITICAL SYSTEM ALERT'
|
|
text: '{{ range .Alerts }}{{ .Annotations.summary }}{{ end }}'
|
|
color: 'warning'
|
|
|
|
email_configs:
|
|
- to: 'ops-team@company.com'
|
|
subject: '⚠️ CRITICAL: Foxhunt System Alert'
|
|
|
|
# Warning alerts
|
|
- name: 'warning-alerts'
|
|
slack_configs:
|
|
- channel: '#monitoring'
|
|
title: 'Foxhunt Warning'
|
|
text: '{{ range .Alerts }}{{ .Annotations.summary }}{{ end }}'
|
|
color: 'warning'
|
|
|
|
# Inhibition rules to prevent alert storms
|
|
inhibit_rules:
|
|
# Inhibit all other alerts if trading service is completely down
|
|
- source_match:
|
|
alertname: TradingServiceDown
|
|
target_match_re:
|
|
component: trading
|
|
equal: ['instance']
|
|
|
|
# Inhibit individual service alerts if the whole node is down
|
|
- source_match:
|
|
alertname: NodeDown
|
|
target_match_re:
|
|
alertname: (ServiceDown|HighLatency|.*Error)
|
|
equal: ['instance']
|
|
|
|
# Inhibit memory alerts if disk is full (likely log/data overflow)
|
|
- source_match:
|
|
alertname: DiskSpaceLow
|
|
target_match:
|
|
alertname: HighMemoryUsage
|
|
equal: ['instance']
|
|
```
|
|
|
|
## 📋 Daily Monitoring Operations
|
|
|
|
### Morning Checklist (Pre-Market)
|
|
|
|
**Daily Monitoring Startup Script (morning-monitoring-check.sh):**
|
|
```bash
|
|
#!/bin/bash
|
|
# Daily Morning Monitoring Health Check
|
|
|
|
echo "=== Foxhunt Monitoring Health Check - $(date) ==="
|
|
|
|
# 1. Verify all monitoring services are running
|
|
echo "1. Checking monitoring services..."
|
|
services=("prometheus" "grafana" "alertmanager" "loki" "tempo")
|
|
for service in "${services[@]}"; do
|
|
if docker ps | grep -q "foxhunt-$service"; then
|
|
echo " ✅ $service: Running"
|
|
else
|
|
echo " ❌ $service: DOWN - CRITICAL"
|
|
exit 1
|
|
fi
|
|
done
|
|
|
|
# 2. Check Prometheus targets
|
|
echo "2. Checking Prometheus targets..."
|
|
curl -s http://localhost:9090/api/v1/targets | jq -r '.data.activeTargets[] | select(.health != "up") | .labels.job + ": " + .health' > /tmp/down_targets.txt
|
|
if [ -s /tmp/down_targets.txt ]; then
|
|
echo " ❌ Down targets detected:"
|
|
cat /tmp/down_targets.txt
|
|
exit 1
|
|
else
|
|
echo " ✅ All targets healthy"
|
|
fi
|
|
|
|
# 3. Verify critical metrics are being collected
|
|
echo "3. Verifying critical metrics..."
|
|
critical_metrics=(
|
|
"order_submission_duration_seconds"
|
|
"up{job=\"foxhunt-trading\"}"
|
|
"daily_pnl_usd"
|
|
"current_position_risk"
|
|
)
|
|
|
|
for metric in "${critical_metrics[@]}"; do
|
|
result=$(curl -s "http://localhost:9090/api/v1/query?query=$metric" | jq -r '.data.result | length')
|
|
if [ "$result" -gt 0 ]; then
|
|
echo " ✅ $metric: Data available"
|
|
else
|
|
echo " ❌ $metric: NO DATA - CRITICAL"
|
|
exit 1
|
|
fi
|
|
done
|
|
|
|
# 4. Check AlertManager status
|
|
echo "4. Checking AlertManager..."
|
|
alerts=$(curl -s http://localhost:9093/api/v1/alerts | jq -r '.data[] | select(.status.state == "firing") | .labels.alertname')
|
|
if [ -n "$alerts" ]; then
|
|
echo " ⚠️ Active alerts:"
|
|
echo "$alerts" | while read alert; do
|
|
echo " - $alert"
|
|
done
|
|
else
|
|
echo " ✅ No active alerts"
|
|
fi
|
|
|
|
# 5. Verify Grafana dashboards
|
|
echo "5. Checking Grafana dashboards..."
|
|
dashboard_count=$(curl -s http://admin:admin@localhost:3000/api/search | jq '. | length')
|
|
if [ "$dashboard_count" -ge 6 ]; then
|
|
echo " ✅ Grafana: $dashboard_count dashboards loaded"
|
|
else
|
|
echo " ❌ Grafana: Missing dashboards ($dashboard_count found)"
|
|
fi
|
|
|
|
# 6. Check data retention and storage
|
|
echo "6. Checking storage and retention..."
|
|
prometheus_storage=$(df -h /var/lib/prometheus | awk 'NR==2 {print $5}' | sed 's/%//')
|
|
if [ "$prometheus_storage" -lt 80 ]; then
|
|
echo " ✅ Prometheus storage: ${prometheus_storage}% used"
|
|
else
|
|
echo " ⚠️ Prometheus storage: ${prometheus_storage}% used - Consider cleanup"
|
|
fi
|
|
|
|
echo "=== Morning Health Check Complete ==="
|
|
echo "Dashboard: http://localhost:3000/d/foxhunt-overview"
|
|
echo "Prometheus: http://localhost:9090"
|
|
echo "AlertManager: http://localhost:9093"
|
|
```
|
|
|
|
### Real-Time Monitoring Operations
|
|
|
|
**1. Critical Metrics Dashboard URLs:**
|
|
```bash
|
|
# Quick access URLs for operations team
|
|
GRAFANA_BASE="http://localhost:3000"
|
|
|
|
# Primary monitoring dashboards
|
|
echo "Real-time Trading Performance: ${GRAFANA_BASE}/d/trading-performance"
|
|
echo "System Health Overview: ${GRAFANA_BASE}/d/system-health"
|
|
echo "Risk Management: ${GRAFANA_BASE}/d/risk-management"
|
|
echo "HFT Latency Monitor: ${GRAFANA_BASE}/d/hft-latency-monitor"
|
|
echo "Business Executive View: ${GRAFANA_BASE}/d/business-executive"
|
|
echo "Compliance Audit: ${GRAFANA_BASE}/d/compliance-audit"
|
|
```
|
|
|
|
**2. Key Metrics to Monitor Throughout Day:**
|
|
```bash
|
|
# Ultra-critical metrics (1-second monitoring)
|
|
- order_submission_latency_p99 < 50μs
|
|
- up{job="foxhunt-trading"} == 1
|
|
- current_position_risk < risk_limit_threshold
|
|
|
|
# High-priority metrics (5-second monitoring)
|
|
- fill_rate_percentage > 95%
|
|
- daily_pnl_usd (tracking)
|
|
- system_cpu_usage < 80%
|
|
- system_memory_usage < 85%
|
|
|
|
# Standard metrics (30-second monitoring)
|
|
- network_latency_p95 < 1ms
|
|
- database_query_duration_p95 < 10ms
|
|
- gpu_utilization_percentage
|
|
- disk_io_latency_p99
|
|
```
|
|
|
|
**3. Alert Response Procedures:**
|
|
|
|
**Critical Trading Alert Response:**
|
|
```bash
|
|
#!/bin/bash
|
|
# critical-trading-alert-response.sh
|
|
|
|
echo "CRITICAL TRADING ALERT RECEIVED - $(date)"
|
|
echo "Performing immediate diagnostics..."
|
|
|
|
# 1. Check service status
|
|
curl -f http://localhost:50051/health || echo "❌ Trading service health check failed"
|
|
|
|
# 2. Check current latency
|
|
current_latency=$(curl -s http://localhost:9090/api/v1/query?query=histogram_quantile\(0.99,rate\(order_submission_duration_seconds_bucket\[30s\]\)\) | jq -r '.data.result[0].value[1]')
|
|
echo "Current P99 latency: ${current_latency}s"
|
|
|
|
# 3. Check system resources
|
|
echo "System resources:"
|
|
top -bn1 | head -20
|
|
free -h
|
|
iostat -x 1 1
|
|
|
|
# 4. Check network connectivity to exchanges
|
|
echo "Exchange connectivity:"
|
|
ping -c 3 ib-gateway.internal
|
|
ping -c 3 fix.icmarkets.com
|
|
|
|
# 5. Check for obvious issues
|
|
echo "Recent errors:"
|
|
docker logs foxhunt-trading-service --tail=50 | grep -i error
|
|
|
|
echo "DIAGNOSTICS COMPLETE - Manual investigation required"
|
|
```
|
|
|
|
## 🛠️ Troubleshooting Common Issues
|
|
|
|
### High Latency Issues
|
|
|
|
**1. Diagnose Latency Spikes:**
|
|
```bash
|
|
# Check CPU frequency scaling
|
|
cat /proc/cpuinfo | grep MHz
|
|
sudo cpupower frequency-info
|
|
|
|
# Verify CPU affinity is working
|
|
for pid in $(pgrep -f foxhunt-trading); do
|
|
taskset -p $pid
|
|
done
|
|
|
|
# Check for network issues
|
|
ss -tulpn | grep :50051
|
|
netstat -i
|
|
sar -n DEV 1 5
|
|
|
|
# Check memory allocation
|
|
cat /proc/meminfo | grep -E "(MemAvailable|Hugepages)"
|
|
numactl --show
|
|
```
|
|
|
|
**2. Fix Common Latency Issues:**
|
|
```bash
|
|
# Reset CPU governor to performance
|
|
echo performance | sudo tee /sys/devices/system/cpu/cpu*/cpufreq/scaling_governor
|
|
|
|
# Disable CPU idle states
|
|
sudo cpupower idle-set -D 0
|
|
|
|
# Restart services with proper affinity
|
|
docker-compose restart foxhunt-trading-service
|
|
|
|
# Clear system caches if memory pressure detected
|
|
sync && echo 3 | sudo tee /proc/sys/vm/drop_caches
|
|
```
|
|
|
|
### Monitoring Service Issues
|
|
|
|
**1. Prometheus Issues:**
|
|
```bash
|
|
# Check Prometheus storage
|
|
df -h /var/lib/prometheus
|
|
du -sh /var/lib/prometheus/*
|
|
|
|
# Check configuration syntax
|
|
docker exec foxhunt-prometheus promtool check config /etc/prometheus/prometheus.yml
|
|
|
|
# Check rule files
|
|
docker exec foxhunt-prometheus promtool check rules /etc/prometheus/rules/*.yml
|
|
|
|
# Restart Prometheus if needed
|
|
docker-compose restart foxhunt-prometheus
|
|
```
|
|
|
|
**2. Grafana Issues:**
|
|
```bash
|
|
# Check Grafana logs
|
|
docker logs foxhunt-grafana --tail=100
|
|
|
|
# Test database connectivity
|
|
docker exec foxhunt-grafana grafana-cli admin reset-admin-password admin
|
|
|
|
# Reload dashboards
|
|
for dashboard in config/grafana/dashboards/*.json; do
|
|
curl -X POST http://admin:admin@localhost:3000/api/dashboards/db \
|
|
-H 'Content-Type: application/json' \
|
|
-d @"$dashboard"
|
|
done
|
|
```
|
|
|
|
**3. AlertManager Issues:**
|
|
```bash
|
|
# Check AlertManager configuration
|
|
docker exec foxhunt-alertmanager amtool config show
|
|
|
|
# Test alert routing
|
|
docker exec foxhunt-alertmanager amtool config routes test --config.file=/etc/alertmanager/alertmanager.yml
|
|
|
|
# Silence alerts temporarily
|
|
curl -X POST http://localhost:9093/api/v1/silences \
|
|
-H 'Content-Type: application/json' \
|
|
-d '{
|
|
"matchers": [{"name": "alertname", "value": "TestAlert"}],
|
|
"startsAt": "2023-01-01T00:00:00Z",
|
|
"endsAt": "2023-01-01T01:00:00Z",
|
|
"comment": "Temporary silence for maintenance"
|
|
}'
|
|
```
|
|
|
|
## 📊 Performance Optimization
|
|
|
|
### Monitoring Stack Optimization
|
|
|
|
**1. Prometheus Optimization:**
|
|
```yaml
|
|
# /etc/prometheus/prometheus.yml optimizations
|
|
global:
|
|
scrape_interval: 5s # Balance between data resolution and overhead
|
|
evaluation_interval: 5s # Fast alert evaluation
|
|
scrape_timeout: 3s # Prevent hanging scrapes
|
|
|
|
# Storage optimizations
|
|
storage:
|
|
tsdb:
|
|
retention.time: 30d # Adjust based on storage capacity
|
|
retention.size: 100GB
|
|
wal-compression: true # Reduce storage usage
|
|
wal-segment-size: 256MB # Larger segments for better performance
|
|
min-block-duration: 2h # Larger blocks for better query performance
|
|
max-block-duration: 24h
|
|
```
|
|
|
|
**2. Query Optimization:**
|
|
```bash
|
|
# Enable query logging
|
|
docker exec foxhunt-prometheus \
|
|
kill -HUP $(pgrep prometheus)
|
|
|
|
# Monitor slow queries
|
|
tail -f /var/lib/prometheus/query.log | grep -E "slow|timeout"
|
|
|
|
# Optimize expensive queries using recording rules
|
|
cat > /etc/prometheus/rules/recording-rules.yml << EOF
|
|
groups:
|
|
- name: performance.rules
|
|
interval: 10s
|
|
rules:
|
|
- record: trading:latency_p99_5m
|
|
expr: histogram_quantile(0.99, rate(order_submission_duration_seconds_bucket[5m]))
|
|
|
|
- record: trading:order_rate_1m
|
|
expr: rate(orders_submitted_total[1m])
|
|
|
|
- record: system:cpu_usage_5m
|
|
expr: 100 - (avg by (instance) (rate(node_cpu_seconds_total{mode="idle"}[5m])) * 100)
|
|
EOF
|
|
```
|
|
|
|
**3. Grafana Performance Optimization:**
|
|
```bash
|
|
# Grafana configuration optimizations
|
|
cat > /etc/grafana/grafana.ini << EOF
|
|
[database]
|
|
# Use PostgreSQL for better performance at scale
|
|
type = postgres
|
|
host = postgres:5432
|
|
name = grafana
|
|
user = grafana
|
|
password = ${GRAFANA_DB_PASSWORD}
|
|
|
|
[server]
|
|
# Performance settings
|
|
enable_gzip = true
|
|
router_logging = false
|
|
|
|
[analytics]
|
|
reporting_enabled = false
|
|
check_for_updates = false
|
|
|
|
[metrics]
|
|
enabled = true
|
|
interval_seconds = 10
|
|
|
|
[caching]
|
|
enabled = true
|
|
EOF
|
|
|
|
# Restart Grafana with optimizations
|
|
docker-compose restart foxhunt-grafana
|
|
```
|
|
|
|
## 📈 Advanced Analytics
|
|
|
|
### Custom Metric Calculations
|
|
|
|
**HFT-Specific Metrics:**
|
|
```bash
|
|
# Sharpe Ratio calculation (rolling 24h)
|
|
sharpe_ratio_24h = (avg_over_time(daily_returns_pct[24h]) - risk_free_rate) / stddev_over_time(daily_returns_pct[24h])
|
|
|
|
# Maximum Adverse Excursion (MAE)
|
|
max_adverse_excursion = max_over_time((entry_price - min_price_during_trade) / entry_price[1h])
|
|
|
|
# Market Impact calculation
|
|
market_impact_bps = (execution_price - arrival_price) / arrival_price * 10000
|
|
|
|
# Slippage analysis
|
|
slippage_bps = (fill_price - limit_price) / limit_price * 10000
|
|
|
|
# Fill ratio by time of day
|
|
fill_ratio_by_hour = rate(orders_filled_total[1h]) / rate(orders_submitted_total[1h]) by (hour)
|
|
```
|
|
|
|
### Compliance Reporting
|
|
|
|
**Automated Compliance Metrics:**
|
|
```bash
|
|
# Best execution monitoring
|
|
best_execution_compliance = (
|
|
orders_routed_to_best_venue_total / orders_submitted_total
|
|
) by (symbol, venue)
|
|
|
|
# Transaction reporting completeness
|
|
transaction_reporting_coverage = (
|
|
reported_transactions_total / executed_transactions_total
|
|
)
|
|
|
|
# MiFID II compliance score
|
|
mifid_ii_compliance_score = (
|
|
best_execution_compliance * 0.4 +
|
|
transaction_reporting_coverage * 0.3 +
|
|
trade_surveillance_coverage * 0.3
|
|
)
|
|
|
|
# SOX compliance monitoring
|
|
sox_audit_trail_completeness = (
|
|
audit_events_logged_total / business_events_total
|
|
)
|
|
```
|
|
|
|
## 🔐 Security Monitoring
|
|
|
|
### Security-Specific Alerts
|
|
|
|
**Security Alert Rules:**
|
|
```yaml
|
|
groups:
|
|
- name: security.critical
|
|
rules:
|
|
- alert: UnauthorizedAccess
|
|
expr: rate(http_requests_total{status=~"401|403"}[5m]) > 10
|
|
labels:
|
|
severity: critical
|
|
component: security
|
|
annotations:
|
|
summary: "High rate of unauthorized access attempts"
|
|
|
|
- alert: AnomalousLoginPattern
|
|
expr: |
|
|
(
|
|
rate(login_attempts_total[1h])
|
|
>
|
|
avg_over_time(login_attempts_total[24h:1h]) + 3 * stddev_over_time(login_attempts_total[24h:1h])
|
|
)
|
|
labels:
|
|
severity: warning
|
|
component: security
|
|
annotations:
|
|
summary: "Anomalous login pattern detected"
|
|
|
|
- alert: PrivilegeEscalation
|
|
expr: rate(privilege_escalation_events_total[5m]) > 0
|
|
labels:
|
|
severity: critical
|
|
component: security
|
|
annotations:
|
|
summary: "Privilege escalation attempt detected"
|
|
```
|
|
|
|
---
|
|
|
|
**Documentation Status**: Production-ready comprehensive monitoring guide
|
|
**Last Updated**: 2025-09-24
|
|
**Version**: Production v1.0.0
|
|
**Covers**: Prometheus, Grafana, AlertManager, Security, Operations |