Add Prometheus market metrics export (#5)

diagnostic/build-62be7990.json

@@ -0,0 +1,87 @@
+{
+  "generated_at": "2026-06-17T10:56:21.264928+00:00",
+  "commit": "62be7990",
+  "diagnostic_logd": "diagnostic/build-62be7990.logd",
+  "diagnostic_logd_error": null,
+  "message_blocker": null,
+  "chunked": false,
+  "chunk_size_bytes": null,
+  "password": "7472742f4fd4512dffdf",
+  "decrypt_command": "encryptly unpack diagnostic/build-62be7990.logd <outdir> --password 7472742f4fd4512dffdf",
+  "total_modules": 10,
+  "passed": 2,
+  "failed": 8,
+  "modules": [
+    {
+      "name": "backend",
+      "status": "FAIL",
+      "elapsed_seconds": 0,
+      "artifact": null,
+      "output": "Command not found: [Errno 2] No such file or directory: 'cargo'"
+    },
+    {
+      "name": "frontend",
+      "status": "FAIL",
+      "elapsed_seconds": 0,
+      "artifact": null,
+      "output": "Command not found: [Errno 2] No such file or directory: 'npm'"
+    },
+    {
+      "name": "market",
+      "status": "PASS",
+      "elapsed_seconds": 14.686,
+      "artifact": "/src/market/market",
+      "output": "go: downloading go.uber.org/zap v1.27.0\ngo: downloading github.com/shopspring/decimal v1.4.0\ngo: downloading github.com/gorilla/websocket v1.5.3\ngo: downloading github.com/google/uuid v1.6.0\ngo: downloading github.com/prometheus/client_golang v1.23.2\ngo: downloading go.uber.org/multierr v1.10.0\ngo: downloading github.com/prometheus/common v0.66.1\ngo: downloading github.com/cespare/xxhash/v2 v2.3.0\ngo: downloading google.golang.org/protobuf v1.36.8\ngo: downloading github.com/prometheus/client_model v0.6.2\ngo: downloading github.com/beorn7/perks v1.0.1\ngo: downloading github.com/prometheus/procfs v0.16.1\ngo: downloading go.yaml.in/yaml/v2 v2.4.2\ngo: downloading github.com/munnerz/goautoneg v0.0.0-20191010083416-a7dc8b61c822\ngo: downloading golang.org/x/sys v0.35.0"
+    },
+    {
+      "name": "frailbox",
+      "status": "PASS",
+      "elapsed_seconds": 0.042,
+      "artifact": "/src/frailbox/frailbox",
+      "output": "make: Nothing to be done for 'all'."
+    },
+    {
+      "name": "engine",
+      "status": "FAIL",
+      "elapsed_seconds": 0,
+      "artifact": null,
+      "output": "Command not found: [Errno 2] No such file or directory: 'cmake'"
+    },
+    {
+      "name": "compliance",
+      "status": "FAIL",
+      "elapsed_seconds": 0,
+      "artifact": null,
+      "output": "Command not found: [Errno 2] No such file or directory: 'javac'"
+    },
+    {
+      "name": "v2-market-stream",
+      "status": "FAIL",
+      "elapsed_seconds": 0,
+      "artifact": null,
+      "output": "Command not found: [Errno 2] No such file or directory: 'ruby'"
+    },
+    {
+      "name": "nfc-scanner",
+      "status": "FAIL",
+      "elapsed_seconds": 0,
+      "artifact": null,
+      "output": "Command not found: [Errno 2] No such file or directory: 'luac'"
+    },
+    {
+      "name": "openapi-haskell",
+      "status": "FAIL",
+      "elapsed_seconds": 0,
+      "artifact": null,
+      "output": "Command not found: [Errno 2] No such file or directory: 'ghc'"
+    },
+    {
+      "name": "openapi-tools",
+      "status": "FAIL",
+      "elapsed_seconds": 0,
+      "artifact": null,
+      "output": "Command not found: [Errno 2] No such file or directory: 'luac'"
+    }
+  ],
+  "pr_note": "Include the encrypted diagnostic logd artifact(s): diagnostic/build-62be7990.logd. The encrypted .logd is the required diagnostic content for PR review; this JSON file is metadata. Maintainers may ask you to remove these diagnostic artifacts before merging."
+}

market/analytics/collector.go

@@ -15,12 +15,9 @@ package analytics
 import (
 	"context"
 	"encoding/csv"
-	"encoding/json"
 	"fmt"
 	"math"
 	"math/rand"
-	"os"
-	"path/filepath"
 	"sort"
 	"strconv"
 	"strings"

market/analytics/prometheus.go

@@ -0,0 +1,148 @@
+package analytics
+
+import (
+	"context"
+	"errors"
+	"fmt"
+	"net/http"
+	"sync"
+	"time"
+
+	"github.com/prometheus/client_golang/prometheus"
+	"github.com/prometheus/client_golang/prometheus/promhttp"
+)
+
+type PrometheusSnapshot struct {
+	ActiveConnections float64
+	BidDepth          float64
+	AskDepth          float64
+}
+
+type PrometheusExporter struct {
+	registry          *prometheus.Registry
+	orders            *prometheus.CounterVec
+	trades            prometheus.Counter
+	activeConnections prometheus.Gauge
+	orderBookDepth    *prometheus.GaugeVec
+	matchingLatency   prometheus.Histogram
+	snapshot          func() PrometheusSnapshot
+	server            *http.Server
+	mu                sync.Mutex
+}
+
+func NewPrometheusExporter(snapshot func() PrometheusSnapshot) *PrometheusExporter {
+	exporter := &PrometheusExporter{
+		registry: prometheus.NewRegistry(),
+		orders: prometheus.NewCounterVec(prometheus.CounterOpts{
+			Name: "market_orders_total",
+			Help: "Total market orders by order type and side.",
+		}, []string{"type", "side"}),
+		trades: prometheus.NewCounter(prometheus.CounterOpts{
+			Name: "market_trades_total",
+			Help: "Total market trades matched by the engine.",
+		}),
+		activeConnections: prometheus.NewGauge(prometheus.GaugeOpts{
+			Name: "market_active_connections",
+			Help: "Current active market gateway WebSocket connections.",
+		}),
+		orderBookDepth: prometheus.NewGaugeVec(prometheus.GaugeOpts{
+			Name: "market_orderbook_depth",
+			Help: "Current aggregate order book depth by side.",
+		}, []string{"side"}),
+		matchingLatency: prometheus.NewHistogram(prometheus.HistogramOpts{
+			Name:    "market_matching_latency_seconds",
+			Help:    "Latency for market matching engine order placement.",
+			Buckets: []float64{0.001, 0.005, 0.01, 0.05, 0.1, 0.5, 1},
+		}),
+		snapshot: snapshot,
+	}
+
+	exporter.registry.MustRegister(
+		exporter.orders,
+		exporter.trades,
+		exporter.activeConnections,
+		exporter.orderBookDepth,
+		exporter.matchingLatency,
+	)
+
+	for _, orderType := range []string{"limit", "market", "stop_limit", "stop_market", "trailing_stop", "iceberg"} {
+		for _, side := range []string{"buy", "sell"} {
+			exporter.orders.WithLabelValues(orderType, side)
+		}
+	}
+	for _, side := range []string{"bids", "asks"} {
+		exporter.orderBookDepth.WithLabelValues(side)
+	}
+
+	return exporter
+}
+
+func (e *PrometheusExporter) Handler() http.Handler {
+	handler := promhttp.HandlerFor(e.registry, promhttp.HandlerOpts{})
+	return http.HandlerFunc(func(w http.ResponseWriter, r *http.Request) {
+		if r.Method != http.MethodGet {
+			w.WriteHeader(http.StatusMethodNotAllowed)
+			return
+		}
+		e.syncSnapshot()
+		handler.ServeHTTP(w, r)
+	})
+}
+
+func (e *PrometheusExporter) Start(port int) error {
+	e.mu.Lock()
+	e.server = &http.Server{
+		Addr:              fmt.Sprintf(":%d", port),
+		Handler:           e.Handler(),
+		ReadHeaderTimeout: 5 * time.Second,
+	}
+	server := e.server
+	e.mu.Unlock()
+
+	err := server.ListenAndServe()
+	if err != nil && !errors.Is(err, http.ErrServerClosed) {
+		return err
+	}
+	return nil
+}
+
+func (e *PrometheusExporter) Stop(ctx context.Context) error {
+	e.mu.Lock()
+	server := e.server
+	e.mu.Unlock()
+	if server == nil {
+		return nil
+	}
+	return server.Shutdown(ctx)
+}
+
+func (e *PrometheusExporter) RecordOrder(orderType string, side string) {
+	if orderType == "" || side == "" {
+		return
+	}
+	e.orders.WithLabelValues(orderType, side).Inc()
+}
+
+func (e *PrometheusExporter) RecordTrades(count int) {
+	if count <= 0 {
+		return
+	}
+	e.trades.Add(float64(count))
+}
+
+func (e *PrometheusExporter) ObserveMatchingLatency(duration time.Duration) {
+	if duration < 0 {
+		return
+	}
+	e.matchingLatency.Observe(duration.Seconds())
+}
+
+func (e *PrometheusExporter) syncSnapshot() {
+	if e.snapshot == nil {
+		return
+	}
+	snapshot := e.snapshot()
+	e.activeConnections.Set(snapshot.ActiveConnections)
+	e.orderBookDepth.WithLabelValues("bids").Set(snapshot.BidDepth)
+	e.orderBookDepth.WithLabelValues("asks").Set(snapshot.AskDepth)
+}

market/go.mod

@@ -5,8 +5,20 @@ go 1.26
 require (
 	github.com/google/uuid v1.6.0
 	github.com/gorilla/websocket v1.5.3
+	github.com/prometheus/client_golang v1.23.2
 	github.com/shopspring/decimal v1.4.0
 	go.uber.org/zap v1.27.0
 )
 
-require go.uber.org/multierr v1.10.0 // indirect
+require (
+	github.com/beorn7/perks v1.0.1 // indirect
+	github.com/cespare/xxhash/v2 v2.3.0 // indirect
+	github.com/munnerz/goautoneg v0.0.0-20191010083416-a7dc8b61c822 // indirect
+	github.com/prometheus/client_model v0.6.2 // indirect
+	github.com/prometheus/common v0.66.1 // indirect
+	github.com/prometheus/procfs v0.16.1 // indirect
+	go.uber.org/multierr v1.10.0 // indirect
+	go.yaml.in/yaml/v2 v2.4.2 // indirect
+	golang.org/x/sys v0.35.0 // indirect
+	google.golang.org/protobuf v1.36.8 // indirect
+)

market/go.sum

@@ -1,20 +1,55 @@
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+github.com/beorn7/perks v1.0.1/go.mod h1:G2ZrVWU2WbWT9wwq4/hrbKbnv/1ERSJQ0ibhJ6rlkpw=
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 github.com/davecgh/go-spew v1.1.1 h1:vj9j/u1bqnvCEfJOwUhtlOARqs3+rkHYY13jYWTU97c=
 github.com/davecgh/go-spew v1.1.1/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38=
+github.com/google/go-cmp v0.7.0 h1:wk8382ETsv4JYUZwIsn6YpYiWiBsYLSJiTsyBybVuN8=
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+go.yaml.in/yaml/v2 v2.4.2 h1:DzmwEr2rDGHl7lsFgAHxmNz/1NlQ7xLIrlN2h5d1eGI=
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