시스템 아키텍처
분산 처리와 마이크로서비스 기반의 고가용성 시스템
시스템 전체 구조
┌─────────────────────────────────────────────────────────────────────┐
│ Load Balancer (Nginx) │
│ SSL Termination | Rate Limiting │
└────────────────────────────┬────────────────────────────────────────┘
│
┌──────────────────┼──────────────────┐
│ │ │
┌─────────▼────────┐ ┌──────▼───────┐ ┌───────▼────────┐
│ API Gateway 1 │ │ API Gateway 2│ │ API Gateway 3 │
│ (Node.js/Express)│ │ (Hot Standby)│ │ (Failover) │
└─────────┬────────┘ └──────┬───────┘ └───────┬────────┘
│ │ │
└──────────────────┼──────────────────┘
│
┌──────────────────┴──────────────────┐
│ Message Queue (Kafka) │
│ Topic: trades, analysis, logs │
└──────────────────┬──────────────────┘
│
┌────────────────────────┼────────────────────────┐
│ │ │
┌───▼──────────────┐ ┌─────▼────────────┐ ┌───────▼──────────┐
│ Trading Engine │ │ AI Engine │ │ Data Collector │
│ (Python/FastAPI) │ │ (PyTorch/TF) │ │ (Worker Cluster) │
│ │ │ │ │ │
│ - Order Exec │ │ - 54 AI Models │ │ - 20+ Workers │
│ - Risk Mgmt │ │ - Ensemble Vote │ │ - WebSocket │
│ - Position Mgmt │ │ - Backtesting │ │ - REST API │
└───┬──────────────┘ └─────┬────────────┘ └───────┬──────────┘
│ │ │
│ │ │
┌───▼────────────────────────▼────────────────────────▼──────────┐
│ Redis Cluster (Cache) │
│ Hot Data | Session | Real-time Market Data │
└────────────────────────────┬────────────────────────────────────┘
│
┌────────────────────────────▼────────────────────────────────────┐
│ PostgreSQL Cluster (Primary Data) │
│ Master(Write) | Replica1(Read) | Replica2(Read) │
│ - Trades | Users | Positions | Analysis Results │
└────────────────────────────┬────────────────────────────────────┘
│
┌────────────────────────────▼────────────────────────────────────┐
│ TimescaleDB (Time-series Data) │
│ - Market Ticks | OHLCV | Technical Indicators │
│ - Retention: 2 years | Compression: 90% │
└─────────────────────────────────────────────────────────────────┘
AI 엔진 아키텍처
54개 독립 AI 모델의 앙상블 의사결정 시스템
┌───────────────── AI Model Ensemble (54 Models) ─────────────────┐
│ │
│ ┌────────────┐ ┌────────────┐ ┌────────────┐ ┌──────────┐ │
│ │ LSTM (×12) │ │ GRU (×12) │ │ Trans (×10)│ │ CNN (×8) │ │
│ │ Seq Length │ │ Hidden │ │ Attention │ │ Conv │ │
│ │ 50-200 │ │ 128-512 │ │ 8-16 heads │ │ 3-7 kern │ │
│ └──────┬─────┘ └──────┬─────┘ └──────┬─────┘ └─────┬────┘ │
│ │ │ │ │ │
│ └────────────────┴────────────────┴──────────────┘ │
│ │ │
│ ┌────────▼─────────┐ │
│ │ Voting System │ │
│ │ (Weighted Avg) │ │
│ │ │ │
│ │ Confidence >= 85%│ │
│ └────────┬─────────┘ │
│ │ │
│ ┌────────▼─────────┐ │
│ │ Risk Assessment │ │
│ │ - Kelly Criterion│ │
│ │ - Max Drawdown │ │
│ │ - Sharpe Ratio │ │
│ └────────┬─────────┘ │
└──────────────────────────────┼──────────────────────────────────┘
│
┌────────▼─────────┐
│ Trade Execution │
│ - Order Type │
│ - Position Size │
│ - Stop Loss │
└──────────────────┘
54
독립 AI 모델
85%+
의사결정 신뢰도
<50ms
추론 시간
데이터 처리 파이프라인
실시간 데이터 수집부터 분석까지의 전체 흐름
Data Sources (Multiple Exchanges)
│
│ ┌─────────────────────────────────────────┐
└▶│ Worker Cluster (20+ Distributed PCs) │
│ - WebSocket Connections │
│ - REST API Polling (1s interval) │
│ - Order Book Snapshots │
└─────────────────┬───────────────────────┘
│
┌───────▼────────┐
│ Kafka Ingestion│
│ Partition: 12 │
│ Replication: 3 │
└───────┬────────┘
│
┌───────────┴───────────┐
│ │
┌───────▼───────┐ ┌───────▼────────┐
│ Stream Proc │ │ Batch Proc │
│ (Kafka Stream)│ │ (Apache Spark)│
│ │ │ │
│ - Filtering │ │ - Aggregation │
│ - Enrichment │ │ - Feature Eng │
│ - Validation │ │ - ML Training │
└───────┬───────┘ └───────┬────────┘
│ │
└───────────┬───────────┘
│
┌───────▼────────┐
│ Feature Store │
│ (Redis + S3) │
│ │
│ - Raw: 7 days │
│ - Agg: 90 days │
│ - Model: 2 yrs │
└───────┬────────┘
│
┌───────▼────────┐
│ AI Model API │
│ (Inference) │
└───────┬────────┘
│
┌───────▼────────┐
│ Trade Signal │
└────────────────┘
20+
워커 노드
10K+
초당 이벤트
99.9%
데이터 정확도
<100ms
E2E 레이턴시
보안 아키텍처
다층 방어와 제로 트러스트 보안 모델
┌────────────────────── Security Layers ──────────────────────┐ │ │ │ Layer 1: Network Security │ │ ┌─────────────────────────────────────────────────────┐ │ │ │ WAF (CloudFlare) → DDoS Protection → Rate Limiting │ │ │ │ Firewall Rules: Whitelist IP | GeoIP Blocking │ │ │ └─────────────────────────────────────────────────────┘ │ │ │ │ Layer 2: Application Security │ │ ┌─────────────────────────────────────────────────────┐ │ │ │ JWT Authentication (RS256) | Session Management │ │ │ │ RBAC (Role-Based Access) | API Key Rotation │ │ │ │ SQL Injection Prevention | XSS Protection │ │ │ └─────────────────────────────────────────────────────┘ │ │ │ │ Layer 3: Data Security │ │ ┌─────────────────────────────────────────────────────┐ │ │ │ Encryption at Rest (AES-256) | In Transit (TLS 1.3) │ │ │ │ Key Management (AWS KMS) | Secret Rotation │ │ │ │ Database Encryption | Backup Encryption │ │ │ └─────────────────────────────────────────────────────┘ │ │ │ │ Layer 4: API Security │ │ ┌─────────────────────────────────────────────────────┐ │ │ │ Read-Only API Keys | No Fund Withdrawal │ │ │ │ IP Whitelist | Request Signing (HMAC-SHA256) │ │ │ │ Audit Logging | Anomaly Detection │ │ │ └─────────────────────────────────────────────────────┘ │ │ │ │ Layer 5: Monitoring & Incident Response │ │ ┌─────────────────────────────────────────────────────┐ │ │ │ 24/7 Security Monitoring | SIEM Integration │ │ │ │ Intrusion Detection | Automated Alerting │ │ │ │ Incident Response Plan | Regular Security Audits │ │ │ └─────────────────────────────────────────────────────┘ │ └───────────────────────────────────────────────────────────────┘
시스템 성능 지표
처리 성능
API Response Time (p95): 28ms
API Response Time (p99): 45ms
Trade Execution: <50ms
Data Ingestion: 10,000 events/sec
AI Inference: 35ms (avg)
Database Query: <10ms (cached)
WebSocket Latency: <20ms
Throughput: 1,000+ trades/hour
안정성 지표
System Uptime: 99.95%
MTBF: 2,800 hours
MTTR: <15 minutes
Error Rate: <0.01%
Success Rate: 99.98%
Data Accuracy: 99.99%
Failover Time: <5 seconds
Backup Frequency: Real-time
확장성
Horizontal Scaling: Auto (Kubernetes HPA)
Max Worker Nodes: 100+
Load Balancing: Round Robin + Least Connection
Database Sharding: Hash-based (User ID)
Cache Hit Rate: 95%+
CDN Coverage: Global (20+ PoPs)
Container Orchestration: Kubernetes 1.28
Service Mesh: Istio 1.20
핵심 기술 스택 상세
AI/ML Stack
// Deep Learning Frameworks
PyTorch 2.1.0 (Primary)
TensorFlow 2.14 (Secondary)
ONNX Runtime (Inference)
// ML Libraries
scikit-learn 1.3.2
XGBoost 2.0.1
LightGBM 4.1.0
CatBoost 1.2.2
// Feature Engineering
pandas 2.1.3
numpy 1.26.2
TA-Lib 0.4.28
Infrastructure Stack
// Container & Orchestration
Kubernetes 1.28
Docker 24.0.7
Helm 3.13
// Service Mesh
Istio 1.20
Envoy Proxy 1.28
// Monitoring
Prometheus 2.48
Grafana 10.2
ELK Stack 8.11
Jaeger (Tracing)
Databases
// Primary Database
PostgreSQL 16.1
- Replication: Streaming
- HA: Patroni + etcd
- Backup: pgBackRest
// Time-series
TimescaleDB 2.13
- Compression: 90%
- Retention: 2 years
// Cache
Redis 7.2 Cluster
- Nodes: 6 (3 master + 3 replica)
- Eviction: LRU
Messaging
// Message Queue
Apache Kafka 3.6
- Brokers: 3
- Partitions: 12 per topic
- Replication Factor: 3
- Retention: 7 days
// Stream Processing
Kafka Streams 3.6
Apache Flink 1.18
// Real-time
WebSocket (Socket.IO 4.7)
Server-Sent Events (SSE)
DevOps & CI/CD 파이프라인
┌─── Developer Workflow ───┐
│ Git Push → GitHub │
└─────────┬─────────────────┘
│
┌─────────▼─────────────────────────────────────────────────┐
│ CI/CD Pipeline (GitHub Actions / GitLab CI) │
│ │
│ Stage 1: Build │
│ ├─ Code Linting (pylint, eslint) │
│ ├─ Unit Tests (pytest, jest) → Coverage ≥ 80% │
│ ├─ Security Scan (Snyk, Trivy) │
│ └─ Docker Image Build → Push to Registry │
│ │
│ Stage 2: Test │
│ ├─ Integration Tests │
│ ├─ E2E Tests (Playwright) │
│ ├─ Performance Tests (k6) │
│ └─ Security Tests (OWASP ZAP) │
│ │
│ Stage 3: Deploy │
│ ├─ Staging Environment Deploy │
│ ├─ Smoke Tests │
│ ├─ Manual Approval (Production) │
│ ├─ Blue-Green Deployment │
│ ├─ Canary Release (10% → 50% → 100%) │
│ └─ Health Check & Rollback if Failed │
│ │
│ Stage 4: Monitor │
│ ├─ Metrics Collection (Prometheus) │
│ ├─ Log Aggregation (ELK) │
│ ├─ APM (Application Performance Monitoring) │
│ └─ Alerting (PagerDuty, Slack) │
└─────────────────────────────────────────────────────────────┘
15min
평균 배포 시간
50+
주간 배포 횟수
0.1%
배포 실패율
재해 복구 계획 (DR)
RTO / RPO
Recovery Time Objective (RTO): <15 min
Recovery Point Objective (RPO): <5 min
Backup Strategy:
├─ Full Backup: Daily (00:00 UTC)
├─ Incremental: Every 6 hours
├─ Transaction Logs: Real-time
└─ Cross-Region Replication: Yes
DR Site:
├─ Location: Secondary Region
├─ Sync Method: Async Replication
├─ Failover: Automated
└─ Testing: Monthly
고가용성 설계
Multi-AZ Deployment:
├─ Primary: ap-northeast-2a
├─ Secondary: ap-northeast-2b
└─ Tertiary: ap-northeast-2c
Redundancy:
├─ Load Balancers: 2+ (Active-Active)
├─ API Servers: 3+ (Multi-AZ)
├─ Databases: 1 Primary + 2 Replicas
├─ Cache: 6 Nodes (Cluster)
└─ Message Queue: 3 Brokers
Health Checks:
├─ Interval: 10 seconds
├─ Timeout: 5 seconds
└─ Threshold: 3 failures