[package] name = "foxhunt" version.workspace = true edition.workspace = true rust-version.workspace = true authors.workspace = true license.workspace = true repository.workspace = true homepage.workspace = true documentation.workspace = true publish.workspace = true keywords.workspace = true categories.workspace = true description = "Foxhunt HFT Trading System - High-frequency trading with ML and comprehensive monitoring" [dependencies] # Core dependencies for the root package tokio.workspace = true serde = { workspace = true, features = ["derive"] } serde_json.workspace = true tracing.workspace = true tracing-subscriber.workspace = true # Database dependencies for binaries redis.workspace = true sqlx.workspace = true # gRPC dependencies for service binaries tonic.workspace = true tokio-stream.workspace = true prost.workspace = true chrono.workspace = true thiserror.workspace = true prometheus.workspace = true lazy_static.workspace = true axum.workspace = true rand.workspace = true # Core trading infrastructure trading_engine.workspace = true # Risk management risk.workspace = true # Core backtesting and data modules (ML dependencies REMOVED to eliminate cascade) backtesting.workspace = true data.workspace = true adaptive-strategy.workspace = true # Benchmarking criterion = { workspace = true } fastrand = { workspace = true } async-trait = { workspace = true } futures = { workspace = true } uuid = { workspace = true } bincode = { workspace = true } flate2 = { workspace = true } http = { workspace = true } # ALL ML dependencies removed from root - GPU/ML tests moved to ML training service anyhow.workspace = true # Performance benchmarks removed - benchmarks moved to individual crates # Comprehensive benchmark suite for performance regression detection [[bench]] name = "trading_latency" harness = false path = "benches/comprehensive/trading_latency.rs" [[bench]] name = "database_performance" harness = false path = "benches/comprehensive/database_performance.rs" [[bench]] name = "streaming_throughput" harness = false path = "benches/comprehensive/streaming_throughput.rs" [[bench]] name = "metrics_overhead" harness = false path = "benches/comprehensive/metrics_overhead.rs" [[bench]] name = "end_to_end" harness = false path = "benches/comprehensive/end_to_end.rs" [workspace] resolver = "2" members = [ # "foxhunt-common-types", # DELETED - types migrated to common/src/types.rs "trading_engine", "risk", "risk-data", "trading-data", "tli", "ml", "ml-data", "data", "backtesting", "adaptive-strategy", # Re-enabled after fixing compilation issues "common", "storage", "market-data", "database", "config", "services/backtesting_service", "services/trading_service", "services/ml_training_service", "tests", "tests/e2e" ] exclude = [ "performance-tests", "tests/e2e/vault_integration" ] [workspace.package] version = "1.0.0" edition = "2021" rust-version = "1.75" authors = ["Foxhunt HFT Trading System"] license = "MIT OR Apache-2.0" repository = "https://github.com/user/foxhunt" homepage = "https://github.com/user/foxhunt" documentation = "https://docs.rs/foxhunt" publish = false keywords = ["trading", "hft", "ml", "rust", "finance"] categories = ["finance", "algorithms", "science"] [workspace.dependencies] # Core async and utilities - OPTIMIZED VERSIONS tokio = { version = "1.40", features = ["rt-multi-thread", "macros", "net", "sync", "time", "fs", "signal", "io-util", "test-util"] } tokio-util = { version = "0.7", features = ["codec", "io", "rt"] } tokio-stream = { version = "0.1", features = ["sync"] } tokio-test = "0.4" tokio-retry = "0.3" serde = { version = "1.0", features = ["derive"] } serde_json = "1.0" serde_yaml = "0.9" toml = "0.8" uuid = { version = "1.10", features = ["v4", "serde", "fast-rng"] } thiserror = "1.0" anyhow = "1.0" futures = { version = "0.3", features = ["std", "alloc", "async-await"] } futures-util = "0.3" futures-test = "0.3" async-trait = "0.1" once_cell = "1.20" # Time handling chrono = { version = "0.4.31", features = ["serde"] } # Financial and numerical types rust_decimal = { version = "1.0", features = ["serde", "macros"] } rust_decimal_macros = "1.36" num-bigint = "0.4" num-traits = "0.2" num = "0.4" # Random number generation rand = { version = "0.8.5", features = ["small_rng"] } fastrand = "2.0" rand_chacha = "0.3.1" rand_distr = "0.4" # Logging and tracing log = "0.4" tracing = "0.1" tracing-subscriber = { version = "0.3", features = ["fmt", "env-filter"] } # MINIMAL features only # Serialization bincode = "1.3" semver = { version = "1.0", features = ["serde"] } # High-performance data structures rustc-hash = "1.1" ahash = "0.8" indexmap = { version = "2.0", features = ["serde"] } crossbeam = "0.8" crossbeam-queue = "0.3" crossbeam-channel = "0.5" crossbeam-utils = "0.8" parking_lot = { version = "0.12", features = ["deadlock_detection"] } arrayvec = { version = "0.7", features = ["serde"] } lazy_static = "1.4" memmap2 = "0.9" libc = "0.2" num_cpus = "1.16" dashmap = { version = "6.0", features = ["serde"] } bytes = "1.5" smallvec = { version = "1.11", features = ["serde", "const_generics"] } prometheus = "0.14" # MINIMAL numerical libraries only - ALL ML/GPU frameworks REMOVED from workspace nalgebra = { version = "0.33", features = ["serde", "rand"] } ndarray = { version = "0.15", features = ["serde"] } half = { version = "2.6.0", features = ["serde"] } # ALL HEAVY ML/GPU DEPENDENCIES COMPLETELY REMOVED FROM WORKSPACE: # candle-core, candle-nn, candle-transformers, candle-optimisers - MOVED TO ml_training_service # ort, wgpu, cudarc - MOVED TO ml_training_service # tch, torch-sys (PyTorch) - MOVED TO ml_training_service # linfa, linfa-clustering, linfa-linear - MOVED TO ml_training_service # smartcore, gymnasium, rerun - MOVED TO ml_training_service # Network and HTTP reqwest = { version = "0.12", features = ["json", "rustls-tls", "gzip", "stream"] } # Restored gzip for data compression http = "1.0" # Security and cryptography argon2 = "0.5" sha2 = "0.10" jsonwebtoken = "9.3" # Secure secret handling secrecy = { version = "0.10", features = ["serde"] } zeroize = { version = "1.8", features = ["std", "zeroize_derive"] } # HashiCorp Vault integration vaultrs = "0.7" # Broker connectivity tokio-tungstenite = { version = "0.21" } xml-rs = "0.8" time = { version = "0.3", features = ["serde"] } ibapi = "1.2" native-tls = "0.2" tokio-native-tls = "0.3" # databento = "0.34.0" # REMOVED - too heavy, use direct data feeds instead # Configuration and file handling csv = "1.3" base64 = "0.22" regex = "1.0" url = "2.4" hex = "0.4" md5 = "0.7" # Database redis = { version = "0.27", features = ["tokio-comp", "json", "connection-manager"] } sqlx = { version = "0.8", default-features = false, features = ["runtime-tokio-rustls", "postgres", "chrono", "uuid", "rust_decimal", "migrate", "derive"] } # Added rust_decimal and derive for trading system # MINIMAL statistics only - ALL HEAVY ML DEPENDENCIES REMOVED FROM WORKSPACE statrs = "0.17" # Basic statistics only approx = "0.5" # Floating point approximations only # ALL ML DEPENDENCIES COMPLETELY REMOVED FROM WORKSPACE: # linfa, linfa-linear, linfa-clustering - MOVED TO ml_training_service # smartcore - MOVED TO ml_training_service # candle-core, candle-nn, candle-optimisers, candle-transformers - MOVED TO ml_training_service # cudarc, tch, torch-sys - MOVED TO ml_training_service # polars - REMOVED (not used in codebase, replaced with minimal CSV parsing) orderbook = "0.1" # Minimal order book structure only # Performance and utilities rayon = "1.0" wide = { version = "0.7", features = ["serde"] } bytemuck = { version = "1.14", features = ["derive"] } autocfg = "1.1" core_affinity = "0.8" nix = "0.27" bumpalo = { version = "3.14", features = ["collections"] } fs2 = "0.4" flate2 = "1.0" # Web framework for monitoring (minimal) axum = { version = "0.7", features = ["json"] } # gRPC and protocol buffers - CONSOLIDATED VERSIONS # Upgraded to 0.14 for Sync BoxBody support (enables HTTP-layer auth middleware) # NOTE: 0.14 replaced 'tls' with 'tls-ring'/'tls-aws-lc' + 'tls-native-roots'/'tls-webpki-roots' # NOTE: 0.14 moved prost build functionality to 'tonic-prost-build' crate # NOTE: 0.14 requires 'tonic-prost' for generated code runtime # NOTE: tonic-prost 0.14 requires prost 0.14 (upgraded from 0.13) tonic = { version = "0.14", features = ["server", "transport", "tls-ring", "tls-webpki-roots"] } tonic-prost = "0.14" tonic-prost-build = "0.14" tonic-reflection = "0.14" tonic-health = "0.14" prost = "0.14" prost-build = "0.14" prost-types = "0.14" hyper = { version = "1.0", features = ["server"] } # MINIMAL features only http-body = "1.0" # Required for generic body types in Tonic 0.14 http-body-util = "0.1" # Required for hyper 1.0 body utilities hyper-util = { version = "0.1", features = ["tokio", "server"] } # Utilities for hyper 1.0 tower = { version = "0.4", features = ["timeout", "limit"] } tower-http = { version = "0.5", features = ["trace"] } tower-layer = "0.3" tower-service = "0.3" # Testing dependencies - MINIMAL ONLY (heavy testing libs removed) proptest = "1.5" # Restored - needed by many crates quickcheck = "1.0" # Restored - needed by trading_engine and tests rstest = "0.22" # Restored - needed by trading_engine test-case = "3.3" # Restored - needed by config crate tempfile = "3.12" mockall = "0.13" serial_test = "3.1" # REMOVED HEAVY TEST DEPS: wiremock, insta, testcontainers, fake, httpmock, tracing-test # Performance testing - CONSOLIDATED criterion = { version = "0.5", features = ["html_reports", "async_tokio"] } hdrhistogram = "7.5" # Database clients for integration testing influxdb2 = { version = "0.5", default-features = false, features = ["native-tls"] } # OpenTelemetry for production monitoring and extensive logging opentelemetry = { version = "0.27", features = ["trace", "metrics", "logs"] } opentelemetry-otlp = { version = "0.27", features = ["tonic", "metrics", "trace", "logs"] } opentelemetry_sdk = { version = "0.27", features = ["rt-tokio", "metrics", "trace", "logs"] } # Additional commonly used dependencies - CONSOLIDATED # Build dependencies already defined above with tonic dependencies # Async utilities async-stream = "0.3" # Data processing and compression zstd = "0.13" lz4 = "1.24" # Object storage for S3 integration object_store = { version = "0.11", features = ["aws"] } # Parquet/Arrow REQUIRED for market data persistence and replay in backtesting parquet = { version = "55", features = ["arrow", "async"] } arrow = { version = "55", features = ["prettyprint", "csv", "json"] } arrow-array = "55" arrow-schema = "55" hashbrown = "0.14" lru = "0.12" backoff = "0.4" # Development and configuration - OPTIMIZED dotenvy = "0.15" clap = { version = "4.5", features = ["derive"] } env_logger = "0.11" color-eyre = "0.6" # Terminal UI (for TLI) ratatui = "0.28" crossterm = "0.27" # Network and protocols - OPTIMIZED # Specialized dependencies metrics = "0.23" metrics-exporter-prometheus = "0.15" # Additional test dependencies arc-swap = "1.6" # Local workspace crates (for inter-crate dependencies) # foxhunt-common-types = { path = "foxhunt-common-types" } # DELETED - types migrated to common/src/types.rs trading_engine = { path = "trading_engine" } data = { path = "data" } tli = { path = "tli" } risk = { path = "risk" } risk-data = { path = "risk-data" } backtesting = { path = "backtesting" } ml = { path = "ml", default-features = false } adaptive-strategy = { path = "adaptive-strategy" } common = { path = "common" } storage = { path = "storage" } market-data = { path = "market-data" } config = { path = "config" } database = { path = "database" } [features] default = [] cpu-only = [] integration-tests = [] [profile.release] opt-level = 3 debug = false debug-assertions = false overflow-checks = false lto = true panic = 'abort' codegen-units = 1 strip = true [profile.test] opt-level = 1 debug = true debug-assertions = true overflow-checks = true lto = false incremental = true codegen-units = 256 [dev-dependencies] anyhow.workspace = true chrono.workspace = true common.workspace = true config.workspace = true rust_decimal.workspace = true serde_json.workspace = true sqlx.workspace = true tokio.workspace = true trading_engine.workspace = true uuid.workspace = true # Comprehensive clippy configuration for production-ready HFT system [workspace.lints.clippy] # Module structure - allow mod.rs files for complex modules with subdirectories mod_module_files = "allow" self_named_module_files = "allow" # Critical safety lints - deny to prevent future unwrap/panic usage in production unwrap_used = "deny" expect_used = "deny" panic = "deny" indexing_slicing = "warn" float_arithmetic = "warn" out_of_bounds_indexing = "deny" unchecked_duration_subtraction = "deny" # High-priority restriction lints for HFT safety arithmetic_side_effects = "warn" as_conversions = "warn" assertions_on_result_states = "deny" clone_on_ref_ptr = "warn" create_dir = "deny" dbg_macro = "deny" decimal_literal_representation = "deny" default_numeric_fallback = "warn" deref_by_slicing = "deny" disallowed_script_idents = "deny" else_if_without_else = "deny" empty_drop = "deny" empty_structs_with_brackets = "deny" error_impl_error = "deny" exit = "deny" filetype_is_file = "deny" float_cmp_const = "deny" fn_to_numeric_cast_any = "deny" format_push_string = "deny" get_unwrap = "deny" host_endian_bytes = "deny" if_then_some_else_none = "deny" impl_trait_in_params = "deny" infinite_loop = "deny" inline_asm_x86_att_syntax = "deny" inline_asm_x86_intel_syntax = "deny" integer_division = "warn" large_include_file = "deny" let_underscore_must_use = "deny" lossy_float_literal = "deny" map_err_ignore = "warn" mem_forget = "deny" missing_enforced_import_renames = "deny" mixed_read_write_in_expression = "deny" modulo_arithmetic = "deny" multiple_inherent_impl = "deny" multiple_unsafe_ops_per_block = "warn" mutex_atomic = "deny" needless_raw_strings = "deny" non_ascii_literal = "deny" partial_pub_fields = "deny" print_stderr = "warn" print_stdout = "warn" pub_use = "allow" rc_buffer = "deny" rc_mutex = "deny" rest_pat_in_fully_bound_structs = "deny" same_name_method = "deny" semicolon_inside_block = "deny" shadow_reuse = "deny" shadow_same = "deny" shadow_unrelated = "deny" str_to_string = "deny" string_add = "deny" string_slice = "deny" string_to_string = "deny" suspicious_xor_used_as_pow = "deny" tests_outside_test_module = "deny" todo = "deny" try_err = "deny" undocumented_unsafe_blocks = "warn" unimplemented = "deny" unnecessary_safety_comment = "deny" unnecessary_safety_doc = "deny" unreachable = "deny" unseparated_literal_suffix = "deny" unwrap_in_result = "deny" use_debug = "deny" verbose_file_reads = "deny" wildcard_enum_match_arm = "deny" # Performance lints for HFT systems missing_const_for_fn = "warn" trivially_copy_pass_by_ref = "warn" large_types_passed_by_value = "warn" redundant_clone = "warn" unnecessary_wraps = "warn" single_char_lifetime_names = "warn" doc_markdown = "warn" manual_let_else = "warn" # Readability and maintainability lints cognitive_complexity = "warn" too_many_arguments = "warn" too_many_lines = "warn" type_complexity = "warn" large_enum_variant = "warn" enum_variant_names = "warn" module_name_repetitions = "warn" similar_names = "warn" single_match_else = "warn" unnecessary_cast = "warn" used_underscore_binding = "warn" wildcard_imports = "warn" [workspace.lints.rust] unsafe_code = "warn" missing_docs = "allow" unreachable_pub = "warn" unused_crate_dependencies = "warn" unused_extern_crates = "warn" unused_import_braces = "warn" unused_lifetimes = "warn" unused_qualifications = "warn" variant_size_differences = "warn"