/** * Trading Systems: Ultra-Low Latency Vector Search * * Use Case: High-frequency trading systems need sub-microsecond * similarity search for pattern matching and strategy execution. * * Optimization Priority: LATENCY (quality trade-off acceptable) */ export const TRADING_ATTENTION_CONFIG = { heads: 4, // Fewer heads = faster (vs 8-head optimal) forwardPassTargetUs: 500, // Sub-millisecond target (500μs) batchSize: 1, // Single-query latency critical precision: 'float16', // Reduced precision for speed cachingStrategy: 'aggressive', // Pre-compute common patterns // Dynamic-k optimized for market conditions dynamicK: { min: 3, // Minimum candidates (fast fallback) max: 10, // Maximum candidates (volatile markets) adaptationStrategy: 'market-volatility' }, // MPC self-healing for 24/7 operation selfHealing: { enabled: true, adaptationIntervalMs: 50, // 50ms response (vs 100ms general) degradationThreshold: 0.02 // 2% tolerance (vs 5% general) } }; // Example: Pattern matching for trading strategies export async function matchTradingPattern(marketData, strategyDatabase, // HNSWGraph type getCurrentVolatility, applyAttention, adaptKToVolatility) { const config = TRADING_ATTENTION_CONFIG; // 4-head attention for fast pattern matching const enhanced = await applyAttention(marketData, config); // Dynamic-k based on market volatility const k = adaptKToVolatility(getCurrentVolatility()); // Search for matching strategies const matches = await strategyDatabase.search(enhanced, k); return matches.map((m) => ({ strategy: m.id, confidence: m.score, executionTimeUs: m.latencyUs // Track latency for each match })); } // Performance targets for trading export const TRADING_PERFORMANCE_TARGETS = { p50LatencyUs: 500, // 500μs median latency p99LatencyUs: 2000, // 2ms p99 latency throughputQPS: 100000, // 100K queries/sec accuracy: 0.92, // 92% pattern match accuracy (vs 96.8% general) uptimePercent: 99.99 // 99.99% uptime (4 nines) }; // Example configuration variations export const TRADING_CONFIG_VARIATIONS = { // Ultra-low latency (300μs target) ultraLowLatency: { ...TRADING_ATTENTION_CONFIG, heads: 2, // Even fewer heads forwardPassTargetUs: 300, precision: 'int8' // Quantized for speed }, // Balanced (1ms target, better accuracy) balanced: { ...TRADING_ATTENTION_CONFIG, heads: 6, forwardPassTargetUs: 1000, precision: 'float32' }, // High-frequency scalping (extreme speed) scalping: { ...TRADING_ATTENTION_CONFIG, heads: 2, forwardPassTargetUs: 200, batchSize: 1, precision: 'int8', cachingStrategy: 'precompute' } }; // Market condition adaptations export function adaptConfigToMarket(baseConfig, marketCondition) { switch (marketCondition) { case 'calm': return { ...baseConfig, dynamicK: { ...baseConfig.dynamicK, min: 3, max: 7 } }; case 'volatile': return { ...baseConfig, dynamicK: { ...baseConfig.dynamicK, min: 5, max: 15 }, selfHealing: { ...baseConfig.selfHealing, adaptationIntervalMs: 25 } }; case 'trending': return { ...baseConfig, heads: 6, // More heads for pattern recognition dynamicK: { ...baseConfig.dynamicK, min: 7, max: 12 } }; } } //# sourceMappingURL=trading-systems.js.map