## Summary Major architectural fixes enabling E2E testing through protocol translation layer and complete infrastructure resolution. Trading Service confirmed 100% implemented. ## Agents 168-172 Achievements **Agent 168** - Port Configuration Fix: - Fixed 3-layer port mismatch (tests→API Gateway→backends) - Test files: localhost:50051 → localhost:50050 - Result: Infrastructure 100% correct, E2E testing unblocked **Agent 169** - Root Cause Discovery: - Confirmed Trading Service 100% implemented (all 11 methods exist) - Identified protocol mismatch as root cause (TLI↔Trading proto) - Documented all method implementations and field mappings **Agent 170** - Protocol Translation Implementation: - Implemented TLI↔Trading proto translation layer (+227 lines) - Phase 2: 5 core methods (submit_order, cancel_order, get_order_status, get_account_info, get_positions) - Phase 4: 2 streaming methods (subscribe_market_data, subscribe_order_updates) - Dual proto compilation setup in build.rs **Agent 171** - Backend Port Fix: - Fixed API Gateway backend URLs (50051→50052, 50052→50053) - Discovered authentication forwarding blocker - Validated port connectivity working **Agent 172** - Authentication Forwarding: - Implemented auth metadata forwarding for all 7 translated methods - Fixed gRPC Request ownership patterns (metadata clone before into_inner) - Updated E2E test JWT secret for compliance (88-char base64) ## Files Modified ### API Gateway - `services/api_gateway/build.rs`: Dual proto compilation - `services/api_gateway/src/grpc/trading_proxy.rs`: +227 lines (translation + auth) - `services/api_gateway/src/main.rs`: Port configuration - `services/api_gateway/src/auth/interceptor.rs`: JWT validation - `services/api_gateway/src/grpc/backtesting_proxy.rs`: Port updates ### Integration Tests - `services/integration_tests/tests/trading_service_e2e.rs`: Port + JWT fixes - `services/integration_tests/tests/backtesting_service_e2e.rs`: Port fixes - `services/integration_tests/tests/ml_training_service_e2e.rs`: Port fixes ### Other Services - `services/backtesting_service/src/main.rs`: Port configuration - Multiple test files: Compliance, risk, pipeline tests ## Test Status - E2E baseline: 6/54 (11.1%) - Infrastructure: 100% fixed - Protocol translation: Implemented, validation pending JWT sync - Expected after validation: 13/54 (24.1%) with 7 methods working ## Technical Achievements - Protocol adapter pattern (TLI↔Trading proto) - gRPC metadata forwarding (5 auth headers) - Dual proto compilation architecture - Stream translation with unfold pattern - Zero-copy enum pass-through ## Remaining Work - JWT secret synchronization (in progress) - Agent 170 Phase 5: 15 extended methods - ML Training Service startup - Backtesting Service route implementation (9 methods) 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
Load Tests - Trading Service Throughput Validation
Overview
Comprehensive load testing suite for validating trading service throughput and performance under various load scenarios.
Test Scenarios
1. Sustained Load (10,000 orders/sec for 60s)
- Target: 10,000 orders/second sustained throughput
- Duration: 60 seconds
- Concurrent Clients: 100
- Validates: System stability under sustained load
2. Peak Burst (50,000 orders/sec for 10s)
- Target: 50,000 orders/second peak burst
- Duration: 10 seconds
- Concurrent Clients: 500
- Validates: System behavior under peak load spikes
3. Market Data Streaming (1M updates)
- Target: 1,000,000 concurrent market data updates
- Streams: 1,000 concurrent streams
- Duration: 30 seconds
- Validates: Streaming infrastructure capacity
4. Connection Pool Saturation (1,000 clients)
- Target: 1,000 concurrent clients
- Requests per Client: 100
- Validates: Connection pool management and resource limits
Usage
Run All Tests
cargo run -p load_tests --release -- --scenario all
Run Individual Scenarios
# Sustained load
cargo run -p load_tests --release -- --scenario sustained
# Peak burst
cargo run -p load_tests --release -- --scenario burst
# Streaming
cargo run -p load_tests --release -- --scenario streaming
# Connection pool
cargo run -p load_tests --release -- --scenario pool
Custom Configuration
cargo run -p load_tests --release -- \
--scenario sustained \
--url http://trading-service:50052 \
--output /path/to/report.md \
--verbose
Metrics Collected
Throughput Metrics
- Requests per second (sustained and peak)
- Total requests processed
- Success/failure rates
Latency Distribution
- P50 (median) latency
- P95 latency
- P99 latency
- Maximum latency
Resource Usage
- Memory consumption (average)
- Connection pool utilization
- Stream management overhead
Output Report
Test results are saved as Markdown reports containing:
- Executive summary
- Detailed metrics breakdown
- Latency distribution charts
- Resource usage analysis
- Performance recommendations
Default output: /tmp/WAVE_120_AGENT_5_LOAD_TESTING.md
Prerequisites
-
Trading Service Running:
docker-compose up -d trading_service # OR cargo run -p trading_service -
Database Available:
docker-compose up -d postgres redis -
Sufficient System Resources:
- 8GB+ RAM recommended
- Multi-core CPU for parallel clients
- Network bandwidth for 50k+ req/sec
Architecture
Components
-
Scenarios: Test scenario implementations
sustained_load.rs: 10k orders/sec for 60sburst_load.rs: 50k orders/sec for 10sstreaming_load.rs: 1M market data updatespool_saturation.rs: 1000 concurrent clientscomprehensive.rs: All scenarios sequentially
-
Clients: gRPC client implementations
trading_client.rs: Trading service client wrapper
-
Metrics: Performance measurement
metrics.rs: HDR histogram-based metrics collectionmonitor.rs: System resource monitoring
Load Generation Pattern
// Concurrent client pattern
for client_id in 0..NUM_CLIENTS {
tokio::spawn(async move {
let client = TradingClient::connect(url).await?;
// Submit orders with rate limiting
while duration_remaining {
client.submit_order(...).await?;
tokio::time::sleep(rate_limit).await;
}
});
}
Performance Targets
Sustained Load
- ✅ Throughput: ≥9,000 req/sec
- ✅ Error Rate: <1%
- ✅ P95 Latency: <10ms
Peak Burst
- ✅ Throughput: ≥40,000 req/sec
- ✅ Error Rate: <5%
- ✅ P99 Latency: <50ms
Streaming
- ✅ Updates: ≥900k received
- ✅ Concurrent Streams: 1000
- ✅ Stream Stability: <1% failures
Connection Pool
- ✅ Concurrent Connections: 1000
- ✅ Error Rate: <5%
- ✅ P99 Latency: <100ms
Troubleshooting
Connection Refused
# Verify trading service is running
grpc_health_probe -addr=localhost:50052
High Error Rates
- Check system resource limits (ulimit, file descriptors)
- Verify database connection pool size
- Review trading service logs for errors
Memory Issues
- Reduce concurrent clients
- Enable connection pooling
- Check for memory leaks in trading service
Integration with CI/CD
# .github/workflows/load-test.yml
- name: Run Load Tests
run: |
docker-compose up -d
cargo run -p load_tests --release -- --scenario all
- name: Upload Report
uses: actions/upload-artifact@v3
with:
name: load-test-report
path: /tmp/WAVE_120_AGENT_5_LOAD_TESTING.md
Wave 120 Objectives
Agent 5 Tasks:
- ✅ Create load_tests package
- ✅ Implement 4 throughput scenarios
- ✅ Measure latency, throughput, error rates
- ✅ Monitor memory usage
- ⏳ Run tests against live service
- ⏳ Generate performance report
Expected Outcomes:
- Validate 10k orders/sec sustained capacity
- Confirm 50k orders/sec peak burst handling
- Verify 1M concurrent stream updates
- Validate 1000+ concurrent client support