8bb7ffd897
One-shot diagnostic that loads a .dbn.zst via load_or_predecode_mbp10 and reports symbol distribution, per-symbol price stats (min/p1/p50/p99/max for bid_px[0]/ask_px[0]), outlier counts (zero-price, huge-price >$100k, zero-price-with-size), and first-record samples per symbol. Built to investigate the 18% sentinel-laden trade residue in the ISV stop-controller cluster smokes (97 zero, 85 i32::MAX, 14 weird- other). The controller path is structurally correct; remaining bad records hypothesized to originate from source MBP-10 data (mixed symbols, corrupt records, or unreported instrument families). Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
827 lines
30 KiB
TOML
827 lines
30 KiB
TOML
[package]
|
|
name = "foxhunt"
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version.workspace = true
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edition.workspace = true
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rust-version.workspace = true
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|
authors.workspace = true
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|
license.workspace = true
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|
repository.workspace = true
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|
homepage.workspace = true
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|
documentation.workspace = true
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|
publish.workspace = true
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keywords.workspace = true
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categories.workspace = true
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description = "Foxhunt HFT Trading System - High-frequency trading with ML and comprehensive monitoring"
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|
|
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[dependencies]
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# Core dependencies for the root package
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tokio.workspace = true
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serde = { workspace = true, features = ["derive"] }
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serde_json.workspace = true
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|
tracing.workspace = true
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|
tracing-subscriber.workspace = true
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|
|
|
# Database dependencies for binaries
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|
redis.workspace = true
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|
sqlx.workspace = true
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|
|
|
# gRPC dependencies for service binaries
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|
tonic.workspace = true
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|
tokio-stream.workspace = true
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|
prost.workspace = true
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|
|
|
chrono.workspace = true
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|
thiserror.workspace = true
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|
prometheus.workspace = true
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|
lazy_static.workspace = true
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|
axum.workspace = true
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|
rand.workspace = true
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|
|
|
# Core trading infrastructure
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|
trading_engine.workspace = true
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|
|
|
# Risk management
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|
risk.workspace = true
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|
|
|
# Core backtesting and data modules (ML dependencies REMOVED to eliminate cascade)
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|
backtesting.workspace = true
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data.workspace = true
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|
|
|
# Benchmarking
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|
criterion = { workspace = true }
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|
fastrand = { workspace = true }
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|
async-trait = { workspace = true }
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|
futures = { workspace = true }
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|
uuid = { workspace = true }
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|
bincode = { workspace = true }
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|
flate2 = { workspace = true }
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|
http = { workspace = true }
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|
|
|
# ALL ML dependencies removed from root - GPU/ML tests moved to ML training service
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|
anyhow.workspace = true
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|
|
|
# Performance benchmarks removed - benchmarks moved to individual crates
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|
|
|
# Comprehensive benchmark suite for performance regression detection
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|
|
|
# Performance regression testing suite (primary)
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|
[[bench]]
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|
name = "performance_regression"
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harness = false
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|
path = "benches/performance_regression.rs"
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|
|
|
[[bench]]
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name = "trading_latency"
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harness = false
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|
path = "benches/comprehensive/trading_latency.rs"
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|
|
|
[[bench]]
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name = "database_performance"
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|
harness = false
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|
path = "benches/comprehensive/database_performance.rs"
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|
|
|
[[bench]]
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name = "streaming_throughput"
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|
harness = false
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|
path = "benches/comprehensive/streaming_throughput.rs"
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|
|
|
[[bench]]
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name = "metrics_overhead"
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|
harness = false
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|
path = "benches/comprehensive/metrics_overhead.rs"
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|
|
|
[[bench]]
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|
name = "end_to_end"
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harness = false
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path = "benches/comprehensive/end_to_end.rs"
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|
|
|
[[bench]]
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name = "full_trading_cycle"
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harness = false
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path = "benches/comprehensive/full_trading_cycle.rs"
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[workspace]
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resolver = "2"
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members = [
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# Library crates
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"crates/trading_engine",
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"crates/risk",
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"crates/risk-data",
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"crates/trading-data",
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"crates/ml",
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"crates/ml-core",
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|
"crates/ml-ensemble",
|
|
"crates/ml-dqn",
|
|
"crates/ml-ppo",
|
|
"crates/ml-supervised",
|
|
"crates/ml-alpha",
|
|
"crates/ml-data",
|
|
"crates/ml-hyperopt",
|
|
"crates/ml-features",
|
|
"crates/ml-labeling",
|
|
"crates/ml-regime",
|
|
"crates/ml-regime-detection",
|
|
"crates/ml-checkpoint",
|
|
"crates/ml-data-validation",
|
|
"crates/ml-validation",
|
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"crates/ml-risk",
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|
"crates/ml-security",
|
|
"crates/ml-backtesting",
|
|
"crates/ml-asset-selection",
|
|
"crates/ml-universe",
|
|
"crates/ml-observability",
|
|
"crates/ml-stress-testing",
|
|
"crates/ml-explainability",
|
|
"crates/ml-paper-trading",
|
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"crates/data",
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"crates/backtesting",
|
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"crates/common",
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"crates/storage",
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"crates/model_loader",
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"crates/market-data",
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"crates/database",
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"crates/config",
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"crates/ctrader-openapi",
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# Training sidecar
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|
"crates/training_uploader",
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# CLI binary
|
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"bin/fxt",
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"bin/fxt-backtest",
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"bin/fxt-data-audit",
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# Services
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|
"services/backtesting_service",
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"services/broker_gateway_service",
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"services/trading_service",
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"services/ml_training_service",
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"services/data_acquisition_service",
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"services/trading_agent_service",
|
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"services/api",
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|
# Testing
|
|
"testing/integration",
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"testing/e2e",
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"testing/load",
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"testing/service-load",
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"testing/stress",
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|
"testing/service-integration",
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|
"testing/api-load",
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|
]
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|
exclude = [
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|
"testing/vault-integration",
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|
]
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|
|
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[workspace.package]
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version = "1.0.0"
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edition = "2021"
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rust-version = "1.85"
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authors = ["Foxhunt HFT Trading System"]
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license = "MIT OR Apache-2.0"
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repository = "https://github.com/user/foxhunt"
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homepage = "https://github.com/user/foxhunt"
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documentation = "https://docs.rs/foxhunt"
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publish = false
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|
keywords = ["trading", "hft", "ml", "rust", "finance"]
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categories = ["finance", "algorithms", "science"]
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|
|
|
# Known unfixable duplicates (cargo tree -d), as of 2026-04-30:
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#
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|
# Transitive in third-party crates we cannot bump without API breakage or forks:
|
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# - base64 v0.21 (hdrhistogram 7.5 — no newer version released)
|
|
# - chacha20 v0.9 (chacha20poly1305 0.10; v0.11 still RC)
|
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# - phf v0.11 (time-tz, transitively via ibapi 1.2 — bumping to ibapi 2.x is a major break)
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# - phf v0.12 (chrono-tz 0.10 — both versions held by orthogonal crates)
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# - darling v0.14 (vaultrs 0.7 → derive_builder 0.12; vaultrs 0.8 introduces reqwest 0.13 dup, net loss)
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# - darling v0.23 (ratatui 0.29 → instability 0.3)
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# - itertools v0.10 (criterion 0.5 dev-dep; bumping criterion across 10 bench dirs is high-risk)
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|
# - itertools v0.13 (object_store 0.11; object_store 0.13 has put/get/head/delete API breakage)
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|
# - itertools v0.14 (prost-build 0.14 — already latest)
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|
# - getrandom v0.2/0.3/0.4 (3-way: rand_core 0.6, ahash 0.8, rand 0.10; orthogonal leaves)
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# - hashbrown v0.14 (dashmap 6.1 transitive — hashbrown 0.16 in workspace + indexmap)
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# - syn v1 / v2 (residual proc-macros pinned to syn 1)
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# - thiserror v1 / v2 (some deps still on v1)
|
|
#
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# Other cargo-tree-d entries are version-suffixes attached to feature splits
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# rather than separate compiles (entries with " (*)" markers).
|
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#
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# Things we DID dedupe in this pass (2026-04-30):
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# - axum 0.7 → 0.8 (workspace + services/api) — dedupes vs tonic 0.14's transitive axum 0.8
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|
# - statrs 0.17 → 0.18 — dedupes nalgebra 0.32 vs 0.33
|
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# - governor 0.6 → 0.10 (services/api + crates/data) — dedupes dashmap 5 vs 6
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# - dashmap = workspace (services/api) — same as above
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# - hashbrown 0.14 → 0.16 (workspace) — partial dedupe (dashmap 6.1 still pulls 0.14)
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|
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[workspace.dependencies]
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# Core async and utilities - OPTIMIZED VERSIONS
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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"
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|
tokio-retry = "0.3"
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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"
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|
async-trait = "0.1"
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|
once_cell = "1.20"
|
|
|
|
# Time handling
|
|
chrono = { version = "0.4.38", features = ["serde"] }
|
|
|
|
# Financial and numerical types
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|
rust_decimal = { version = "1.0", features = ["serde", "macros", "maths"] }
|
|
rust_decimal_macros = "1.36"
|
|
bigdecimal = { version = "0.4", features = ["serde"] }
|
|
num-bigint = "0.4"
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|
num-traits = "0.2"
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|
num = "0.4"
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|
|
|
# Random number generation
|
|
rand = { version = "0.8.5", features = ["small_rng"] }
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|
fastrand = "2.0"
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|
rand_chacha = "0.3.1"
|
|
rand_distr = "0.4"
|
|
|
|
# Logging and tracing
|
|
log = "0.4"
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|
tracing = "0.1"
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|
tracing-subscriber = { version = "0.3", features = ["fmt", "env-filter", "json"] }
|
|
tracing-appender = "0.2"
|
|
|
|
# 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 = "6.1", features = ["serde"] }
|
|
bytes = "1.5"
|
|
smallvec = { version = "1.11", features = ["serde", "const_generics"] }
|
|
prometheus = "0.14"
|
|
questdb-rs = { version = "4", default-features = false }
|
|
|
|
# MINIMAL numerical libraries only - ALL ML/GPU frameworks REMOVED from workspace
|
|
nalgebra = { version = "0.33", features = ["serde", "rand"] }
|
|
ndarray = { version = "0.15", 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", default-features = false, features = ["json", "rustls-tls", "gzip"] } # trading_engine needs gzip, data needs json
|
|
http = "1.0"
|
|
|
|
# Security and cryptography
|
|
argon2 = "0.5"
|
|
sha2 = "0.10"
|
|
jsonwebtoken = "9.3"
|
|
|
|
# Secure secret handling
|
|
secrecy = { version = "0.8", features = ["serde"] }
|
|
zeroize = { version = "1.8", features = ["std", "zeroize_derive"] }
|
|
|
|
# HashiCorp Vault integration
|
|
vaultrs = "0.7" # 0.8 introduces reqwest 0.13 dup (vs workspace 0.12) — net loss
|
|
|
|
# Broker connectivity
|
|
tokio-tungstenite = { version = "0.24" }
|
|
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 = "0.8.6", default-features = false, features = ["runtime-tokio-rustls", "postgres", "chrono", "uuid", "rust_decimal", "migrate", "derive"] } # derive feature required for compile-time query verification, postgres-only usage with rustls (no MySQL)
|
|
|
|
# MINIMAL statistics only - ALL HEAVY ML DEPENDENCIES REMOVED FROM WORKSPACE
|
|
statrs = "0.18" # Basic statistics only — 0.18 uses nalgebra 0.33 (dedupes vs ml-* crates)
|
|
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" # REMOVED - unmaintained crate with failure dependency (RUSTSEC-2020-0036)
|
|
|
|
# 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 = "0.8", features = ["json"] } # 0.8 dedupes with tonic 0.14's transitive axum 0.8
|
|
|
|
# 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", "util"] }
|
|
tower-http = { version = "0.5", features = ["trace", "cors"] }
|
|
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"
|
|
serial_test = "3.1"
|
|
# REMOVED HEAVY TEST DEPS: wiremock, insta, testcontainers, fake, httpmock, tracing-test, mockall (0 usages in codebase)
|
|
|
|
# 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
|
|
# NOTE: otel-otlp 0.31 uses tonic 0.14 (matching workspace), fixing the tonic version mismatch
|
|
# that prevented with_channel() for explicit plaintext gRPC channels.
|
|
tracing-opentelemetry = "0.32"
|
|
opentelemetry = { version = "0.31", features = ["trace", "metrics", "logs"] }
|
|
opentelemetry-otlp = { version = "0.31", default-features = false, features = ["grpc-tonic", "metrics", "trace", "logs"] }
|
|
opentelemetry_sdk = { version = "0.31", 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"] } # 0.13 has API breakage (put/get/head/delete moved); skipping
|
|
# Parquet/Arrow REQUIRED for market data persistence and replay in backtesting
|
|
parquet = { version = "56", default-features = false, features = ["arrow", "snap"] } # Minimal for RecordBatch + SNAPPY compression
|
|
arrow = { version = "56", default-features = false, features = [] } # Minimal for arrays/schema only
|
|
arrow-array = "56"
|
|
arrow-schema = "56"
|
|
dbn = "0.42" # Databento Binary format for real market data
|
|
hashbrown = "0.16" # 0.16 dedupes with indexmap 2.x's transitive hashbrown
|
|
lru = "0.12"
|
|
backoff = "0.4"
|
|
|
|
# Development and configuration - OPTIMIZED
|
|
dotenvy = "0.15"
|
|
clap = { version = "4.5", features = ["derive", "env"] }
|
|
env_logger = "0.11"
|
|
color-eyre = "0.6"
|
|
|
|
# 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)
|
|
trading_engine = { path = "crates/trading_engine" }
|
|
data = { path = "crates/data" }
|
|
fxt = { path = "bin/fxt" }
|
|
risk = { path = "crates/risk" }
|
|
risk-data = { path = "crates/risk-data" }
|
|
backtesting = { path = "crates/backtesting" }
|
|
ml = { path = "crates/ml" }
|
|
ml-core = { path = "crates/ml-core" }
|
|
ml-ensemble = { path = "crates/ml-ensemble" }
|
|
ml-dqn = { path = "crates/ml-dqn" }
|
|
ml-ppo = { path = "crates/ml-ppo" }
|
|
ml-supervised = { path = "crates/ml-supervised" }
|
|
ml-hyperopt = { path = "crates/ml-hyperopt" }
|
|
ml-features = { path = "crates/ml-features" }
|
|
ml-alpha = { path = "crates/ml-alpha" }
|
|
ml-labeling = { path = "crates/ml-labeling" }
|
|
ml-regime = { path = "crates/ml-regime" }
|
|
ml-regime-detection = { path = "crates/ml-regime-detection" }
|
|
ml-checkpoint = { path = "crates/ml-checkpoint" }
|
|
ml-data-validation = { path = "crates/ml-data-validation" }
|
|
ml-validation = { path = "crates/ml-validation" }
|
|
ml-risk = { path = "crates/ml-risk" }
|
|
ml-security = { path = "crates/ml-security" }
|
|
ml-backtesting = { path = "crates/ml-backtesting" }
|
|
ml-asset-selection = { path = "crates/ml-asset-selection" }
|
|
ml-universe = { path = "crates/ml-universe" }
|
|
ml-observability = { path = "crates/ml-observability" }
|
|
ml-stress-testing = { path = "crates/ml-stress-testing" }
|
|
ml-explainability = { path = "crates/ml-explainability" }
|
|
ml-paper-trading = { path = "crates/ml-paper-trading" }
|
|
common = { path = "crates/common" }
|
|
storage = { path = "crates/storage" }
|
|
market-data = { path = "crates/market-data" }
|
|
config = { path = "crates/config" }
|
|
database = { path = "crates/database" }
|
|
ctrader-openapi = { path = "crates/ctrader-openapi" }
|
|
|
|
[features]
|
|
default = []
|
|
cpu-only = []
|
|
integration-tests = []
|
|
|
|
|
|
|
|
[profile.release]
|
|
opt-level = 3
|
|
debug = false
|
|
debug-assertions = false
|
|
overflow-checks = false
|
|
lto = "fat"
|
|
panic = 'abort'
|
|
codegen-units = 1
|
|
strip = true
|
|
|
|
# Fast release builds for CI iteration — skip fat LTO, parallelize codegen.
|
|
# Usage: cargo build --profile dev-release -p <crate>
|
|
# ~3-5x faster compile than full release, ~10-15% slower runtime.
|
|
[profile.dev-release]
|
|
inherits = "release"
|
|
opt-level = 2
|
|
lto = "thin"
|
|
codegen-units = 16
|
|
strip = true
|
|
|
|
# HFT production profile — identical to release but preserves frame pointers
|
|
# for perf profiling. Used by deploy scripts.
|
|
[profile.hft]
|
|
inherits = "release"
|
|
opt-level = 3
|
|
lto = "fat"
|
|
codegen-units = 1
|
|
strip = false
|
|
|
|
# Fast release for local GPU testing — parallel codegen, thin LTO.
|
|
# Usage: cargo test --profile release-test -p ml --lib -- test_name --ignored
|
|
# ~4x faster compile than full release, ~5% slower runtime. Good enough for GPU tests.
|
|
[profile.release-test]
|
|
inherits = "release"
|
|
opt-level = 3
|
|
lto = "thin"
|
|
codegen-units = 16
|
|
strip = true
|
|
panic = 'unwind' # Tests need unwinding for panic capture
|
|
|
|
[profile.bench]
|
|
inherits = "release"
|
|
debug = false
|
|
|
|
[profile.test]
|
|
opt-level = 0 # Disable optimizations for faster test compilation
|
|
debug = 0 # Remove debug info completely for faster linking
|
|
debug-assertions = false # Disabled for faster test compilation
|
|
overflow-checks = false # Disabled for faster test compilation
|
|
lto = false
|
|
incremental = true
|
|
codegen-units = 256 # Maximum parallelism for test builds
|
|
split-debuginfo = "unpacked" # Faster linking on Linux
|
|
|
|
[profile.dev]
|
|
split-debuginfo = "unpacked" # Faster linking for dev builds
|
|
|
|
# ── Per-package codegen-units overrides ───────────────────────────────────────
|
|
# Default for all release builds: codegen-units = 16 → parallel LLVM, faster
|
|
# compile. Numerical-sensitive crates (anything whose fp output the DQN
|
|
# regression suite depends on bit-for-bit) override back to 1 to preserve the
|
|
# exact optimization decisions LLVM makes today.
|
|
#
|
|
# DO NOT remove an override without running the numerical regression suite.
|
|
[profile.release.package."*"]
|
|
codegen-units = 16
|
|
|
|
# Workspace numerical crates — must keep CGU=1 for bit-exact reproducibility
|
|
[profile.release.package.ml]
|
|
codegen-units = 1
|
|
[profile.release.package.ml-core]
|
|
codegen-units = 1
|
|
[profile.release.package.ml-dqn]
|
|
codegen-units = 1
|
|
[profile.release.package.ml-ppo]
|
|
codegen-units = 1
|
|
[profile.release.package.ml-supervised]
|
|
codegen-units = 1
|
|
[profile.release.package.ml-ensemble]
|
|
codegen-units = 1
|
|
[profile.release.package.ml-features]
|
|
codegen-units = 1
|
|
[profile.release.package.ml-labeling]
|
|
codegen-units = 1
|
|
[profile.release.package.ml-explainability]
|
|
codegen-units = 1
|
|
[profile.release.package.ml-hyperopt]
|
|
codegen-units = 1
|
|
[profile.release.package.ml-checkpoint]
|
|
codegen-units = 1
|
|
[profile.release.package.ml-data]
|
|
codegen-units = 1
|
|
[profile.release.package.ml-data-validation]
|
|
codegen-units = 1
|
|
[profile.release.package.ml-validation]
|
|
codegen-units = 1
|
|
[profile.release.package.ml-asset-selection]
|
|
codegen-units = 1
|
|
[profile.release.package.ml-backtesting]
|
|
codegen-units = 1
|
|
[profile.release.package.ml-regime]
|
|
codegen-units = 1
|
|
[profile.release.package.ml-regime-detection]
|
|
codegen-units = 1
|
|
[profile.release.package.ml-risk]
|
|
codegen-units = 1
|
|
[profile.release.package.ml-stress-testing]
|
|
codegen-units = 1
|
|
[profile.release.package.ml-universe]
|
|
codegen-units = 1
|
|
[profile.release.package.ml-paper-trading]
|
|
codegen-units = 1
|
|
[profile.release.package.ml-observability]
|
|
codegen-units = 1
|
|
[profile.release.package.ml-security]
|
|
codegen-units = 1
|
|
[profile.release.package.model_loader]
|
|
codegen-units = 1
|
|
[profile.release.package.training_uploader]
|
|
codegen-units = 1
|
|
[profile.release.package.risk]
|
|
codegen-units = 1
|
|
[profile.release.package.trading_engine]
|
|
codegen-units = 1
|
|
|
|
# External numerical/statistical crates
|
|
[profile.release.package.ndarray]
|
|
codegen-units = 1
|
|
[profile.release.package.nalgebra]
|
|
codegen-units = 1
|
|
[profile.release.package.simba]
|
|
codegen-units = 1
|
|
[profile.release.package.num-traits]
|
|
codegen-units = 1
|
|
[profile.release.package.num-complex]
|
|
codegen-units = 1
|
|
[profile.release.package.libm]
|
|
codegen-units = 1
|
|
[profile.release.package.statrs]
|
|
codegen-units = 1
|
|
[profile.release.package.rand_distr]
|
|
codegen-units = 1
|
|
[profile.release.package.rust_decimal]
|
|
codegen-units = 1
|
|
[profile.release.package.ordered-float]
|
|
codegen-units = 1
|
|
[profile.release.package.cudarc]
|
|
codegen-units = 1
|
|
|
|
[dev-dependencies]
|
|
anyhow.workspace = true
|
|
chrono.workspace = true
|
|
common.workspace = true
|
|
config.workspace = true
|
|
futures.workspace = true
|
|
proptest = "1.4"
|
|
rust_decimal.workspace = true
|
|
rust_decimal_macros.workspace = true
|
|
rand_distr.workspace = true
|
|
serde_json.workspace = true
|
|
sqlx.workspace = true
|
|
tempfile = "3.13"
|
|
fxt.workspace = true # Required by tests/fixtures/mod.rs
|
|
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 - KEEP AS DENY (safety-critical for HFT)
|
|
panic = "deny"
|
|
unimplemented = "deny"
|
|
todo = "deny"
|
|
out_of_bounds_indexing = "deny"
|
|
unchecked_duration_subtraction = "deny"
|
|
unreachable = "deny"
|
|
exit = "deny"
|
|
mem_forget = "deny"
|
|
infinite_loop = "deny"
|
|
get_unwrap = "deny"
|
|
unwrap_in_result = "deny"
|
|
use_debug = "deny"
|
|
|
|
# Safety lints - WARN (fix incrementally, not blocking for HFT compatibility)
|
|
unwrap_used = "warn"
|
|
expect_used = "warn"
|
|
indexing_slicing = "warn"
|
|
|
|
# TIER 3: HFT Requirements - Permanently ALLOW
|
|
# These operations are fundamental to trading systems and are NOT safety issues.
|
|
# Industry standard: QuantLib, ta-rs, polars, ndarray all allow these operations.
|
|
float_arithmetic = "allow" # Required for price * quantity, PnL calculations
|
|
default_numeric_fallback = "allow" # Rust idiom, safe type inference (e.g., let x = 0.25;)
|
|
as_conversions = "allow" # Performance-critical conversions (f64 ↔ i64)
|
|
cast_possible_truncation = "allow" # Controlled by domain constraints (prices, quantities)
|
|
cast_precision_loss = "allow" # Acceptable for price normalization
|
|
cast_sign_loss = "allow" # Quantity conversions (always positive)
|
|
cast_lossless = "allow" # Let Rust infer safe casts
|
|
arithmetic_side_effects = "allow" # Core business logic for trading calculations
|
|
|
|
# High-priority restriction lints for HFT safety
|
|
assertions_on_result_states = "deny"
|
|
clone_on_ref_ptr = "allow" # Arc::clone() is intentional for shared state
|
|
create_dir = "deny"
|
|
dbg_macro = "deny"
|
|
decimal_literal_representation = "deny"
|
|
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"
|
|
filetype_is_file = "deny"
|
|
float_cmp_const = "deny"
|
|
fn_to_numeric_cast_any = "deny"
|
|
format_push_string = "deny"
|
|
host_endian_bytes = "deny"
|
|
if_then_some_else_none = "deny"
|
|
impl_trait_in_params = "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"
|
|
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"
|
|
# Observability - TIER 3: Required for CLI, debugging, and error reporting
|
|
print_stderr = "allow" # Error reporting before logger initialization
|
|
print_stdout = "allow" # CLI output, debugging, benchmarks (criterion)
|
|
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"
|
|
try_err = "deny"
|
|
undocumented_unsafe_blocks = "warn"
|
|
unnecessary_safety_comment = "deny"
|
|
unnecessary_safety_doc = "deny"
|
|
unseparated_literal_suffix = "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"
|
|
|
|
# Pedantic lints that are noise in HFT/ML code — permanently allow
|
|
# These are intentional domain patterns, not safety issues
|
|
needless_pass_by_value = "allow" # Trait signatures require owned values
|
|
return_self_not_must_use = "allow" # Builder patterns don't need must_use
|
|
redundant_closure_for_method_calls = "allow" # Explicit closures preferred for clarity
|
|
map_unwrap_or = "allow" # map().unwrap_or() is idiomatic in many contexts
|
|
unreadable_literal = "allow" # Large numeric literals in financial code
|
|
cloned_instead_of_copied = "allow" # Explicit .cloned() for clarity
|
|
unnecessary_literal_bound = "allow" # Literal bounds for API clarity
|
|
ignored_unit_patterns = "allow" # Unit patterns in match arms
|
|
explicit_iter_loop = "allow" # Explicit .iter() preferred for clarity
|
|
unnecessary_debug_formatting = "allow" # Debug formatting in error messages
|
|
missing_panics_doc = "allow" # Panics documented at usage site
|
|
struct_excessive_bools = "allow" # Boolean flags efficient for HFT state
|
|
struct_field_names = "allow" # Domain-specific field naming
|
|
redundant_else = "allow" # Explicit else for clarity
|
|
assigning_clones = "allow" # Clone assignment patterns
|
|
unnested_or_patterns = "allow" # Explicit or-patterns for clarity
|
|
manual_string_new = "allow" # String::new() vs String::from("") is stylistic
|
|
comparison_chain = "allow" # Explicit comparisons preferred
|
|
range_plus_one = "allow" # Explicit range bounds
|
|
case_sensitive_file_extension_comparisons = "allow" # File extensions handled correctly
|
|
needless_for_each = "allow" # for_each preferred in some contexts
|
|
inefficient_to_string = "allow" # ToString implementations
|
|
bool_to_int_with_if = "allow" # Explicit bool-to-int conversion
|
|
match_wildcard_for_single_variants = "allow" # Explicit wildcard in single-variant matches
|
|
semicolon_if_nothing_returned = "allow" # Semicolons for consistency
|
|
default_trait_access = "allow" # Default::default() for clarity
|
|
needless_continue = "allow" # Explicit continue for control flow clarity
|
|
many_single_char_names = "allow" # Math variable names (x, y, z, w, etc.)
|
|
missing_errors_doc = "allow" # Internal APIs don't need full error documentation
|
|
missing_safety_doc = "allow" # Safety documented at usage site
|
|
inline_always = "allow" # Performance-critical inlining hints
|
|
unused_async = "allow" # Async needed for trait implementations
|
|
unused_self = "allow" # Self parameter needed for trait consistency
|
|
must_use_candidate = "allow" # Not all functions need must_use
|
|
should_implement_trait = "allow" # Custom method names over std traits
|
|
match_same_arms = "allow" # Explicit match arms for clarity
|
|
needless_borrows_for_generic_args = "allow" # Explicit borrows for API clarity
|
|
manual_clamp = "allow" # Explicit min/max chains for clarity
|
|
implicit_hasher = "allow" # HashMap/HashSet in public APIs
|
|
no_effect_underscore_binding = "allow" # Underscore bindings for side effects
|
|
mixed_attributes_style = "allow" # Mix of inner/outer attributes acceptable
|
|
cargo_common_metadata = "allow" # Not all crates need full metadata
|
|
multiple_crate_versions = "allow" # Dependency tree allows multiple versions
|
|
|
|
[workspace.lints.rust]
|
|
unsafe_code = "warn"
|
|
missing_docs = "allow"
|
|
unreachable_pub = "warn"
|
|
unused_crate_dependencies = "allow" # Allow in tests/examples where not all deps are used
|
|
unused_extern_crates = "allow" # Allow in tests/examples where not all deps are used
|
|
unused_import_braces = "warn"
|
|
unused_lifetimes = "warn"
|
|
unused_qualifications = "allow" # Allow std:: prefixes for clarity
|
|
variant_size_differences = "warn"
|
|
|
|
|
|
|
|
[patch.crates-io]
|
|
# Local cudarc fork: adds load_cubin() without nvrtc feature gate
|
|
cudarc = { path = "vendor/cudarc" }
|
|
|