Monitoring

Monitoring System

Overview

The Trading System includes a comprehensive monitoring solution built on Prometheus and Grafana, providing real-time insights into system health, performance, and trading operations.

Health Checks

Component Health Checks

• MarketDataHealthCheck: Market data availability
• RiskManagementHealthCheck: Risk system status
• StrategyExecutionHealthCheck: Strategy performance
• BacktesterHealthCheck: Backtesting system
• ComponentHealthChecks: Overall system health

Implementation

public class MarketDataHealthCheck : IHealthCheck
{
    public async Task<HealthCheckResult> CheckHealthAsync(
        HealthCheckContext context,
        CancellationToken cancellationToken = default)
    {
        // Health check implementation
    }
}

Metrics Collection

Trading Metrics

• Order execution time
• Fill rates
• Slippage
• Position sizes
• P&L tracking

System Metrics

• Component response times
• Resource utilization
• Error rates
• Cache hit rates

Risk Metrics

• Exposure levels
• Risk limits
• Validation failures
• Position concentrations

Grafana Dashboards

Trading Dashboard

Located in grafana/provisioning/dashboards/trading_dashboard.json

• Real-time trading overview
• Risk monitoring
• Performance metrics
• System health status

Configuration

• Data source: grafana/provisioning/datasources/prometheus.yml
• Dashboard provisioning: grafana/provisioning/dashboards/dashboards.yml
• Grafana settings: grafana/grafana.ini

Prometheus Configuration

Core Configuration

File: prometheus/prometheus.yml

• Scrape configurations
• Job definitions
• Static configs
• Service discovery

Alert Rules

File: prometheus/alerts/trading_alerts.yml

• Trading alerts
• System alerts
• Performance alerts
• Custom alert definitions

Recording Rules

File: prometheus/rules/recording_rules.yml

• Metric aggregations
• Derived metrics
• Performance calculations

Notification Templates

Email Templates

File: prometheus/templates/email.tmpl

• Alert formatting
• Rich HTML content
• Custom branding

Slack Templates

File: prometheus/templates/slack.tmpl

• Channel integration
• Message formatting
• Alert priority

PagerDuty Templates

File: prometheus/templates/pagerduty.tmpl

• Incident creation
• Severity mapping
• Custom fields

Health Check API

Endpoints

• /health: Overall system health
• /health/ready: Readiness check
• /health/live: Liveness check
• /health/component/{name}: Component health

Authentication

• API key authentication
• Rate limiting
• Role-based access

Monitoring Best Practices

1. Alert Configuration

   • Set appropriate thresholds
   • Define clear severity levels
   • Implement proper routing

2. Dashboard Organization

   • Logical grouping
   • Clear visualization
   • Relevant timeframes

3. Metric Collection

   • Meaningful metrics
   • Proper labeling
   • Efficient storage

4. Health Check Implementation

   • Quick execution
   • Meaningful status
   • Proper timeout handling

Troubleshooting

Common Issues

1. Metric Collection Gaps

   • Check scrape configuration
   • Verify endpoint availability
   • Review service status

2. Alert Misfires

   • Validate thresholds
   • Check alert conditions
   • Review notification settings

3. Dashboard Performance

   • Optimize queries
   • Adjust time ranges
   • Cache configuration

Resolution Steps

1. Check service logs
2. Verify connectivity
3. Validate configurations
4. Review recent changes
5. Monitor system resources