refactor: remove trading_engine dep from ml and risk crates

Re-export HardwareTimestamp through data crate instead of ml/risk
depending directly on trading_engine. Reduces coupling between
the ML pipeline and the trading engine.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>

Cargo.lock

@@ -6300,7 +6300,6 @@ dependencies = [
  "toml",
  "tracing",
  "tracing-subscriber",
- "trading_engine",
  "urlencoding",
  "uuid",
 ]
@@ -8603,7 +8602,6 @@ dependencies = [
  "tokio-test",
  "tracing",
  "tracing-subscriber",
- "trading_engine",
  "uuid",
 ]
 

crates/data/src/lib.rs

@@ -224,6 +224,8 @@ pub mod validation; // Data validation and quality control
 use tracing::{error, info, warn};
 
 // === External Re-exports ===
+// Re-export HardwareTimestamp so downstream crates (ml) don't need a direct trading_engine dep
+pub use trading_engine::timing::HardwareTimestamp;
 // Commonly used external types
 use tokio::sync::broadcast;
 // Import configuration and event types that are actually used

crates/ml/Cargo.toml

@@ -68,7 +68,6 @@ reqwest.workspace = true
 colored = "2.1"  # Terminal color output for evaluation reports
 
 # Internal workspace crates
-trading_engine.workspace = true
 config.workspace = true
 common.workspace = true
 risk = { path = "../risk" }

crates/ml/src/data_loaders/dbn_sequence_loader.rs

@@ -658,7 +658,7 @@ impl DbnSequenceLoader {
                             let volume = Decimal::from(ohlcv.volume);
 
                             // Create HardwareTimestamp from ts_event (nanoseconds since Unix epoch)
-                            use trading_engine::timing::HardwareTimestamp;
+                            use data::HardwareTimestamp;
                             let timestamp = HardwareTimestamp::from_nanos(ohlcv.hd.ts_event);
 
                             messages.push(ProcessedMessage::Ohlcv {
@@ -680,7 +680,7 @@ impl DbnSequenceLoader {
                             let price = common::Price::from_f64(price_f64.abs())?;
                             let size = Decimal::from(trade.size);
 
-                            use trading_engine::timing::HardwareTimestamp;
+                            use data::HardwareTimestamp;
                             let timestamp = HardwareTimestamp::from_nanos(trade.hd.ts_event);
 
                             // Determine side from trade action/flags (c_char is i8)
@@ -713,7 +713,7 @@ impl DbnSequenceLoader {
                             let price = common::Price::from_f64(price_f64.abs())?;
                             let size = Decimal::from(mbp.size);
 
-                            use trading_engine::timing::HardwareTimestamp;
+                            use data::HardwareTimestamp;
                             let timestamp = HardwareTimestamp::from_nanos(mbp.hd.ts_event);
 
                             // Determine bid/ask from side field (c_char is i8)
@@ -818,7 +818,7 @@ impl DbnSequenceLoader {
                     close: common::Price::from_f64(bar.close)
                         .unwrap_or_default(),
                     volume: Decimal::from_f64(bar.volume).unwrap_or(Decimal::ZERO),
-                    timestamp: trading_engine::timing::HardwareTimestamp::from_nanos(
+                    timestamp: data::HardwareTimestamp::from_nanos(
                         bar.timestamp.timestamp_nanos_opt().unwrap_or(0) as u64,
                     ),
                 })

crates/ml/src/data_loaders/dbn_tick_adapter.rs

@@ -255,7 +255,7 @@ impl DBNTickAdapter {
                             let volume = Decimal::from(ohlcv.volume);
 
                             // Create HardwareTimestamp from ts_event (nanoseconds since Unix epoch)
-                            use trading_engine::timing::HardwareTimestamp;
+                            use data::HardwareTimestamp;
                             let timestamp = HardwareTimestamp::from_nanos(ohlcv.hd.ts_event);
 
                             messages.push(ProcessedMessage::Ohlcv {

crates/ml/src/data_loaders/streaming_dbn_loader.rs

@@ -420,7 +420,7 @@ impl StreamingDbnLoader {
                             let close = common::Price::from_f64(close_f64.abs())?;
                             let volume = Decimal::from(ohlcv.volume);
 
-                            use trading_engine::timing::HardwareTimestamp;
+                            use data::HardwareTimestamp;
                             let timestamp = HardwareTimestamp::from_nanos(ohlcv.hd.ts_event);
 
                             messages.push(ProcessedMessage::Ohlcv {

crates/ml/src/lib.rs

@@ -162,7 +162,6 @@ use num as _;
 use num_traits as _;
 use semver as _;
 use tempfile as _;
-use trading_engine as _;
 
 // Direct type imports - no compatibility aliases
 use rust_decimal::Decimal;
@@ -368,9 +367,6 @@ pub enum HealthStatus {
     Unhealthy,
 }
 
-// Import specific types from trading_engine that we need
-// (removed wildcard prelude to avoid conflicts)
-
 // Using Decimal for financial types
 
 /// Market data snapshot for ML model input

crates/risk/Cargo.toml

@@ -14,7 +14,6 @@ categories.workspace = true
 
 [dependencies]
 # Core workspace dependencies
-trading_engine = { workspace = true }
 config = { workspace = true }
 common = { path = "../common" }