ProductionFeatureExtractorAdapter was changed to produce 42 features (40 base + 2 regime) but three test sites and the FEATURE_NAMES constant still expected 51 (42 + 1 volatility_regime + 8 OFI placeholders). - backtesting: strategy_runner test assertions 51→42 - trading-service: ensemble_coordinator test assertions 51→42 - trading-service: FEATURE_NAMES_51 → FEATURE_NAMES_42 (drop OFI placeholders and volatility_regime, matching extraction.rs v2 layout) Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
trading_service
Core execution engine for order placement, position keeping, risk integration, and real-time P&L tracking.
Key Types
TradingServiceImpl-- main gRPC serviceOrderExecutor-- high-throughput order handlingPositionManager-- real-time position and P&L trackingRiskIntegration-- pre-trade and post-trade compliance
gRPC Endpoints
PlaceOrder-- submit new ordersCancelOrder-- cancel existing ordersGetPosition-- query current positionsSubscribeMarketData-- market data feedsGetPnlUpdates-- real-time P&L updates
Configuration
GRPC_PORT-- gRPC listen portDATABASE_URL-- PostgreSQL connection stringTLS_ENABLED-- enable TLS 1.3 (default: false)TLS_CERT_PATH,TLS_KEY_PATH,TLS_CA_PATH-- TLS certificatesTLS_REQUIRE_CLIENT_CERT-- mutual TLS (default: false)
Testing
SQLX_OFFLINE=true cargo test -p trading_service --lib