🔧 PROGRESS: Import path fixes and type cleanup

- Fixed missing imports in backtesting and risk-data crates
- Corrected ConnectionStatus usage patterns
- Fixed ConfigManager constructor calls
- Resolved Interactive Brokers config conversions
- Added proper Decimal import patterns

NEXT: Aggressive duplicate type system elimination with parallel agents

🤖 Generated with [Claude Code](https://claude.ai/code)

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

trading_engine/src/features/unified_extractor.rs

@@ -23,7 +23,7 @@ use tracing::{debug, error};
 
 use crate::simd::SimdMarketDataOps;
 use crate::types::prelude::*;
-use crate::trading::data_interface::QuoteEvent;
+use crate::types::QuoteEvent;
 
 /// Feature extraction errors
 #[derive(Error, Debug)]

trading_engine/src/trading/data_interface.rs

@@ -11,24 +11,8 @@ use std::fmt::Debug;
 use tokio::sync::broadcast;
 use serde::{Deserialize, Serialize};
 
-/// Quote event structure - local definition to avoid cyclic dependencies
-#[derive(Debug, Clone, Serialize, Deserialize)]
-pub struct QuoteEvent {
-    /// Symbol
-    pub symbol: String,
-    /// Bid price
-    pub bid: Option<Decimal>,
-    /// Ask price
-    pub ask: Option<Decimal>,
-    /// Bid size
-    pub bid_size: Option<Decimal>,
-    /// Ask size
-    pub ask_size: Option<Decimal>,
-    /// Exchange
-    pub exchange: Option<String>,
-    /// Timestamp
-    pub timestamp: chrono::DateTime<chrono::Utc>,
-}
+// Use canonical QuoteEvent from crate::types::basic
+use crate::types::basic::QuoteEvent;
 
 // TradeEvent functionality removed - no longer available without data crate dependency
 

trading_engine/src/trading_operations.rs

@@ -292,26 +292,7 @@ pub use crate::types::prelude::OrderStatus;
 // TimeInForce ELIMINATED - Use canonical from types::prelude
 pub use crate::types::prelude::TimeInForce;
 
-impl fmt::Display for OrderStatus {
-    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
-        match self {
-            OrderStatus::Created => write!(f, "CREATED"),
-            OrderStatus::Submitted => write!(f, "SUBMITTED"),
-            OrderStatus::PartiallyFilled => write!(f, "PARTIALLY_FILLED"),
-            OrderStatus::Filled => write!(f, "FILLED"),
-            OrderStatus::Rejected => write!(f, "REJECTED"),
-            OrderStatus::Cancelled => write!(f, "CANCELLED"),
-            OrderStatus::New => write!(f, "NEW"),
-            OrderStatus::Expired => write!(f, "EXPIRED"),
-            OrderStatus::Pending => write!(f, "PENDING"),
-            OrderStatus::Working => write!(f, "WORKING"),
-            OrderStatus::Unknown => write!(f, "UNKNOWN"),
-            OrderStatus::Suspended => write!(f, "SUSPENDED"),
-            OrderStatus::PendingCancel => write!(f, "PENDING_CANCEL"),
-            OrderStatus::PendingReplace => write!(f, "PENDING_REPLACE"),
-        }
-    }
-}
+// Display implementation removed - use canonical from types::basic::OrderStatus
 
 // Default implementation ELIMINATED - Use canonical from types::basic
 

trading_engine/src/types/basic.rs

@@ -1435,7 +1435,9 @@ impl Default for Symbol {
     }
 }
 
+/// Order type specifying execution behavior - CANONICAL DEFINITION
 #[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Serialize, Deserialize)]
+#[non_exhaustive]
 pub enum OrderType {
     Market,
     Limit,
@@ -1446,12 +1448,6 @@ pub enum OrderType {
     Hidden,
 }
 
-impl Default for OrderType {
-    fn default() -> Self {
-        Self::Market
-    }
-}
-
 impl fmt::Display for OrderType {
     fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
         match self {
@@ -1466,31 +1462,15 @@ impl fmt::Display for OrderType {
     }
 }
 
-#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Serialize, Deserialize)]
-pub enum Side {
-    Buy,
-    Sell,
-}
-
-impl fmt::Display for Side {
-    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
-        match self {
-            Self::Buy => write!(f, "BUY"),
-            Self::Sell => write!(f, "SELL"),
-        }
-    }
-}
-
-// CANONICAL OrderStatus - NO DUPLICATES
-// OrderStatus import FIXED - OrderStatus is defined in this file (line 662)
-
-impl Default for Side {
+impl Default for OrderType {
     fn default() -> Self {
-        Self::Buy
+        Self::Market
     }
 }
 
+/// Order status throughout its lifecycle - CANONICAL DEFINITION
 #[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Serialize, Deserialize)]
+#[non_exhaustive]
 pub enum OrderStatus {
     Created,
     Submitted,
@@ -1508,12 +1488,58 @@ pub enum OrderStatus {
     PendingReplace,
 }
 
+impl fmt::Display for OrderStatus {
+    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
+        match self {
+            Self::Created => write!(f, "CREATED"),
+            Self::Submitted => write!(f, "SUBMITTED"),
+            Self::PartiallyFilled => write!(f, "PARTIALLY_FILLED"),
+            Self::Filled => write!(f, "FILLED"),
+            Self::Rejected => write!(f, "REJECTED"),
+            Self::Cancelled => write!(f, "CANCELLED"),
+            Self::New => write!(f, "NEW"),
+            Self::Expired => write!(f, "EXPIRED"),
+            Self::Pending => write!(f, "PENDING"),
+            Self::Working => write!(f, "WORKING"),
+            Self::Unknown => write!(f, "UNKNOWN"),
+            Self::Suspended => write!(f, "SUSPENDED"),
+            Self::PendingCancel => write!(f, "PENDING_CANCEL"),
+            Self::PendingReplace => write!(f, "PENDING_REPLACE"),
+        }
+    }
+}
+
 impl Default for OrderStatus {
     fn default() -> Self {
         Self::Created
     }
 }
 
+/// Order side - whether the order is a buy or sell - CANONICAL DEFINITION
+#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Serialize, Deserialize)]
+pub enum OrderSide {
+    Buy,
+    Sell,
+}
+
+impl fmt::Display for OrderSide {
+    fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
+        match self {
+            Self::Buy => write!(f, "BUY"),
+            Self::Sell => write!(f, "SELL"),
+        }
+    }
+}
+
+impl Default for OrderSide {
+    fn default() -> Self {
+        Self::Buy
+    }
+}
+
+/// Alias for backward compatibility
+pub use OrderSide as Side;
+
 #[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Serialize, Deserialize)]
 pub enum TimeInForce {
     Day,
@@ -3546,7 +3572,58 @@ impl ExecutionReport {
     }
 }
 
-// QuoteEvent implementation moved to trading::data_interface
+/// Quote event structure - CANONICAL DEFINITION
+#[derive(Debug, Clone, Serialize, Deserialize, PartialEq, Eq)]
+pub struct QuoteEvent {
+    /// Symbol
+    pub symbol: String,
+    /// Bid price
+    pub bid: Option<Decimal>,
+    /// Ask price
+    pub ask: Option<Decimal>,
+    /// Bid size
+    pub bid_size: Option<Decimal>,
+    /// Ask size
+    pub ask_size: Option<Decimal>,
+    /// Exchange
+    pub exchange: Option<String>,
+    /// Timestamp
+    pub timestamp: DateTime<Utc>,
+}
+
+impl QuoteEvent {
+    /// Create a new quote event
+    #[must_use]
+    pub fn new(symbol: String, timestamp: DateTime<Utc>) -> Self {
+        Self {
+            symbol,
+            bid: None,
+            ask: None,
+            bid_size: None,
+            ask_size: None,
+            exchange: None,
+            timestamp,
+        }
+    }
+
+    /// Get the spread (ask - bid)
+    #[must_use]
+    pub fn spread(&self) -> Option<Decimal> {
+        match (self.bid, self.ask) {
+            (Some(bid), Some(ask)) => Some(ask - bid),
+            _ => None,
+        }
+    }
+
+    /// Get the mid price
+    #[must_use]
+    pub fn mid_price(&self) -> Option<Decimal> {
+        match (self.bid, self.ask) {
+            (Some(bid), Some(ask)) => Some((bid + ask) / Decimal::from(2)),
+            _ => None,
+        }
+    }
+}
 
 // TradeEvent removed - no longer available without data crate dependency
 

trading_engine/src/types/mod.rs

@@ -243,7 +243,7 @@ pub use basic::MarketRegime::{self, Bear, Bull, Crisis, Custom, Normal, Sideways
 
 // Re-export new data compatibility types explicitly
 pub use basic::{ConnectionEvent, ConnectionStatus, ErrorEvent, TradeEvent};
-// QuoteEvent removed - use data::types::QuoteEvent instead
+// QuoteEvent now available from basic::QuoteEvent (canonical definition)
 // Re-export event types
 pub use events::SystemStatus;
 

trading_engine/src/types/prelude.rs

@@ -309,7 +309,8 @@ pub use crate::types::basic::{
     // Infrastructure monitoring and management
     MonitoringConfig,
     NodeId,
-    Side as OrderSide,
+    OrderSide,
+    Side,
     OrderType,
     // Performance and scaling
     PerformanceProfile,
@@ -323,7 +324,6 @@ pub use crate::types::basic::{
     ScalingConfig,
     ServiceId,
     ServiceLevelObjectives,
-    Side,
     // Slippage models for backtesting
     SlippageModel,
     Symbol,