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latency-audit

PyPI version Python Versions License: MIT Code style: Ruff Pre-commit CI Codecov

The HFT Validator. A ruthless CLI tool that audits Linux infrastructure against Tier 1 High-Frequency Trading standards.


The Problem

Default Linux kernels are tuned for throughput (web servers), not latency (trading).

A single misconfigured setting can cost you:

Misconfiguration Latency Penalty
swappiness > 0 +100µs (page fault)
transparent_hugepages=always +50µs (compaction stalls)
GRO/LRO enabled +30µs per packet
Wrong CPU governor +200µs (frequency scaling)
C-States enabled +500µs (wake-up latency)

In HFT, 1 microsecond = $1M/year. These defaults are silent killers.


What It Checks

Kernel

  • Swappiness (should be 0)
  • Transparent Hugepages (should be never)
  • Kernel preemption model

CPU

  • Frequency Governor (should be performance)
  • C-States (should be disabled)
  • Core Isolation (isolcpus configuration)
  • NUMA topology awareness

Network

  • NIC Offloads (GRO/LRO/TSO should be OFF for latency-critical paths)
  • IRQ affinity
  • Ring buffer sizes
  • UDP socket buffer drops (RcvbufErrors)
  • NIC hardware discards (rx_missed_errors)

Hardware

  • PCIe Link Width & Speed (validates NICs negotiated at max speed)
  • Memory Channel Balance (detects asymmetric DIMM population)

Process

  • Involuntary Context Switches (scheduler preemption)
  • Major Page Faults (disk I/O detection)

Clock

  • TSC reliability (constant_tsc, nonstop_tsc)
  • Clocksource configuration

Installation

pip install latency-audit

Or install from source for the latest:

pip install git+https://github.com/padalan/latency-audit.git

Usage

Quick Audit (Read-Only)

latency-audit

Example output:

latency-audit v0.1.3

┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
┃                           KERNEL CONFIGURATION                            ┃
┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┛
  [PASS] swappiness = 0
  [FAIL] transparent_hugepages = always (should be: never)
  [PASS] kernel.sched_min_granularity_ns = 100000

┏━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┓
┃                            CPU CONFIGURATION                              ┃
┗━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━┛
  [PASS] governor = performance (all cores)
  [FAIL] C-States enabled (max_cstate = 9, should be: 0)

JSON Output (for CI/CD)

latency-audit --json
{
  "score": 72,
  "checks": [
    {"name": "swappiness", "status": "pass", "value": 0},
    {"name": "thp", "status": "fail", "value": "always", "expected": "never"}
  ]
}

Check Specific Categories

# System-level checks
latency-audit --category kernel
latency-audit --category cpu
latency-audit --category network
latency-audit --category hardware

# Process-specific checks (requires --pid)
latency-audit --category process --pid 1234

Monitor a Running Process

# Check if your trading application has any scheduler preemptions or disk I/O
latency-audit --category process --pid $(pgrep trading_app)

Security

This tool is read-only by design. It:

  • Reads /proc and /sys filesystem
  • Reads sysctl values
  • Inspects NIC settings via ethtool
  • Never modifies any settings
  • Never requires root (though some checks are more complete with it)

Contributing

Contributions are welcome! Please read CONTRIBUTING.md for guidelines.

# Clone and install dev dependencies
git clone https://github.com/padalan/latency-audit.git
cd latency-audit
pip install -e ".[dev]"

# Install pre-commit hooks
pre-commit install

# Run tests
pytest

Roadmap

  • --fix mode with guided remediation
  • Benchmark mode (measure actual latency)
  • Docker container for isolated testing
  • Ansible playbook generation
  • Integration with Prometheus/Grafana

License

MIT © Nikhil Padala


Built with obsessive attention to microseconds.

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