ADR 007 — QuantBot Latency Classes

Status: Accepted (QuantBot Platform v0.2.0) Date: 2026-05-24

Context

Bots in the QuantBot Platform span a 6-order-of-magnitude latency range: sub-millisecond market makers next to once-a-day rebalancers next to event-driven MEV searchers. We need a taxonomy that:

1. Maps onto a concrete Kubernetes scheduling primitive (different primitives for different tiers).
2. Constrains where each bot can be scheduled (HFT bots only on dedicated NUMA-pinned nodes).
3. Tells the operator what hardware features to validate (HugePages, SR-IOV, PTP).
4. Drives the alert SLO thresholds (1 ms P99 vs 1 µs P99).

Decision

Five canonical latency classes (Frequency StrEnum):

Class	Latency target	K8s primitive	Special hardware
hft	< 1 ms tick-to-trade	DaemonSet on tainted nodes (1 bot / node)	NUMA pinning, HugePages, SR-IOV, PTP
mid	1 ms – 1 s	StatefulSet (stateful)	None
low	1 s – 1 min	Deployment (stateless)	None
eod	batch / daily	CronJob	None
event	event-driven	Deployment (long-running consumer)	None

The Frequency.HFT Pydantic validator enforces:

• needs_numa_pinning == True
• expected_p99_tick_to_trade_us is set

These are required because operator scheduling decisions are made off the capability declaration; an HFT bot without NUMA pinning would silently land on a shared node and violate the RTS 25 1-microsecond timestamp granularity requirement.

Python ceiling (caveat #1 from blueprint)

Pure Python + Cython targets 100-500 µs for non-kernel-bypass HFT. The Aeron / Google Cloud benchmark (weareadaptive.com, 2024) reports 57 µs default / 18 µs with kernel-bypass at 100k msg/s — and that's a Java baseline. Bots requiring sub-100 µs MUST use the Rust escape hatch in alphaswarm_bots/hft/escape_hatch.py. The architecture explicitly documents this so we don't over-promise.

Consequences

• + Operator scheduling is deterministic from the spec.
• + Alert SLOs auto-derive from the latency class.
• − Adding a tier in the future (e.g. ultra_hft for sub-100 µs) requires a new enum value and operator handler.

References

• alphaswarm_bots/spec.py — Frequency enum
• alphaswarm_bots/hft/
• [Commission Delegated Regulation (EU) 2017/574 — RTS 25 clock sync]