6093eac7bf
Wave 64-65 cleanup: Proto regeneration and build system updates from Tonic 0.12→0.14 upgrade Files updated: - Cargo.lock: Dependency resolution for Tonic 0.14.2 - All build.rs: Updated for tonic-prost-build - Proto files: Regenerated with tonic-prost 0.14 - Examples/tests: Updated for new gRPC API 🤖 Generated with [Claude Code](https://claude.com/claude-code) Co-Authored-By: Claude <noreply@anthropic.com>
43 lines
2.0 KiB
Markdown
43 lines
2.0 KiB
Markdown
# Common Crate
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## Overview
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The `common` crate provides a foundational set of shared types and utilities essential for building high-frequency trading applications within the Foxhunt ecosystem. It encapsulates core data structures, error handling patterns, and common helpers used across various components.
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## Features
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* **Market Data & Order Types:** Defines standardized structs for market data (e.g., `Tick`, `OrderBook`) and various order types (e.g., `LimitOrder`, `MarketOrder`).
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* **High-Precision Time Utilities:** Offers utilities for working with nanosecond-resolution timestamps and duration calculations critical for HFT.
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* **Robust Error Handling:** Implements a custom `FoxhuntError` enum and `Result` type for consistent and traceable error management across the system.
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* **Data Validation Helpers:** Provides functions for validating common HFT parameters such as prices, quantities, and instrument IDs.
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* **Serialization/Deserialization:** Includes helpers and derive macros for efficient data serialization (e.g., using `serde`) for inter-process communication or persistence.
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* **Instrument & Asset Definitions:** Standardized types for defining trading instruments, assets, and exchanges.
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## Usage
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```rust
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use common::types::{Order, OrderSide, Price, Quantity, InstrumentId};
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use common::errors::FoxhuntError;
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fn create_limit_order(instrument: InstrumentId, price: Price, quantity: Quantity) -> Result<Order, FoxhuntError> {
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if price.value() <= 0.0 || quantity.value() <= 0.0 {
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return Err(FoxhuntError::ValidationError("Price and quantity must be positive".to_string()));
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}
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Ok(Order::new_limit(instrument, OrderSide::Buy, price, quantity))
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}
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let instrument = InstrumentId::new("BTCUSD".to_string());
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let order = create_limit_order(instrument, Price::new(60000.0), Quantity::new(0.5));
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println!("{:?}", order);
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```
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## Testing
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```bash
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cargo test --package common
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```
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## Documentation
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Comprehensive API documentation is available at [docs.rs/common](https://docs.rs/common).
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