1250d66ff1
Replace deprecated opentelemetry-jaeger 0.22 (incompatible with OTel 0.27) with opentelemetry-otlp 0.27. Update TracingConfig fields (jaeger_endpoint → otlp_endpoint, enable_jaeger → enable_export). Uncomment init_observability() in trading_service, ml_training_service, and backtesting_service. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
582 lines
18 KiB
TOML
582 lines
18 KiB
TOML
[package]
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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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[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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adaptive-strategy.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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# "foxhunt-common-types", # DELETED - types migrated to common/src/types.rs
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"trading_engine",
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"risk",
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"risk-data",
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"trading-data",
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"tli",
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"ml",
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"ml-data",
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"data",
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"backtesting",
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"adaptive-strategy", # Re-enabled after fixing compilation issues
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"common",
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"storage",
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"model_loader",
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"market-data",
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"database",
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"config",
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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_gateway",
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"services/api_gateway/load_tests",
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"services/load_tests",
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"services/stress_tests",
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"services/integration_tests",
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"tests",
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"tests/e2e",
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"tests/load_tests",
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"foxhunt-deploy",
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"web-gateway",
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]
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exclude = [
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"performance-tests",
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"tests/e2e/vault_integration"
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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 = "1.75"
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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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[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"] }
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tokio-util = { version = "0.7", features = ["codec", "io", "rt"] }
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tokio-stream = { version = "0.1", features = ["sync"] }
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tokio-test = "0.4"
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tokio-retry = "0.3"
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serde = { version = "1.0", features = ["derive"] }
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serde_json = "1.0"
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serde_yaml = "0.9"
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toml = "0.8"
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uuid = { version = "1.10", features = ["v4", "serde", "fast-rng"] }
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thiserror = "1.0"
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anyhow = "1.0"
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futures = { version = "0.3", features = ["std", "alloc", "async-await"] }
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futures-util = "0.3"
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futures-test = "0.3"
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async-trait = "0.1"
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once_cell = "1.20"
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# Time handling
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chrono = { version = "0.4.38", features = ["serde"] }
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# Financial and numerical types
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rust_decimal = { version = "1.0", features = ["serde", "macros", "maths"] }
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rust_decimal_macros = "1.36"
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bigdecimal = { version = "0.4", features = ["serde"] }
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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
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rand = { version = "0.8.5", features = ["small_rng"] }
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fastrand = "2.0"
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rand_chacha = "0.3.1"
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rand_distr = "0.4" # Note: candle-core requires 0.5.1, both versions coexist
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# Logging and tracing
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log = "0.4"
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tracing = "0.1"
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tracing-subscriber = { version = "0.3", features = ["fmt", "env-filter", "json"] }
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tracing-appender = "0.2"
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# Serialization
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bincode = "1.3"
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semver = { version = "1.0", features = ["serde"] }
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# High-performance data structures
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rustc-hash = "1.1"
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ahash = "0.8"
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indexmap = { version = "2.0", features = ["serde"] }
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crossbeam = "0.8"
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crossbeam-queue = "0.3"
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crossbeam-channel = "0.5"
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crossbeam-utils = "0.8"
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parking_lot = { version = "0.12", features = ["deadlock_detection"] }
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arrayvec = { version = "0.7", features = ["serde"] }
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lazy_static = "1.4"
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memmap2 = "0.9"
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libc = "0.2"
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num_cpus = "1.16"
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dashmap = { version = "6.0", features = ["serde"] }
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bytes = "1.5"
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smallvec = { version = "1.11", features = ["serde", "const_generics"] }
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prometheus = "0.14"
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# MINIMAL numerical libraries only - ALL ML/GPU frameworks REMOVED from workspace
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nalgebra = { version = "0.33", features = ["serde", "rand"] }
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ndarray = { version = "0.15", features = ["serde"] }
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half = { version = "2.6.0", features = ["serde"] }
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# ALL HEAVY ML/GPU DEPENDENCIES COMPLETELY REMOVED FROM WORKSPACE:
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# candle-core, candle-nn, candle-transformers, candle-optimisers - MOVED TO ml_training_service
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# ort, wgpu, cudarc - MOVED TO ml_training_service
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# tch, torch-sys (PyTorch) - MOVED TO ml_training_service
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# linfa, linfa-clustering, linfa-linear - MOVED TO ml_training_service
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# smartcore, gymnasium, rerun - MOVED TO ml_training_service
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# Network and HTTP
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reqwest = { version = "0.12", default-features = false, features = ["json", "rustls-tls", "gzip"] } # trading_engine needs gzip, data needs json
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http = "1.0"
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# Security and cryptography
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argon2 = "0.5"
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sha2 = "0.10"
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jsonwebtoken = "9.3"
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# Secure secret handling
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secrecy = { version = "0.8", features = ["serde"] }
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zeroize = { version = "1.8", features = ["std", "zeroize_derive"] }
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# HashiCorp Vault integration
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vaultrs = "0.7"
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# Broker connectivity
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tokio-tungstenite = { version = "0.21" }
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xml-rs = "0.8"
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time = { version = "0.3", features = ["serde"] }
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ibapi = "1.2"
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native-tls = "0.2"
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tokio-native-tls = "0.3"
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# databento = "0.34.0" # REMOVED - too heavy, use direct data feeds instead
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# Configuration and file handling
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csv = "1.3"
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base64 = "0.22"
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regex = "1.0"
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url = "2.4"
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hex = "0.4"
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md5 = "0.7"
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# Database
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redis = { version = "0.27", features = ["tokio-comp", "json", "connection-manager"] }
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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)
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# MINIMAL statistics only - ALL HEAVY ML DEPENDENCIES REMOVED FROM WORKSPACE
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statrs = "0.17" # Basic statistics only
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approx = "0.5" # Floating point approximations only
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# ALL ML DEPENDENCIES COMPLETELY REMOVED FROM WORKSPACE:
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# linfa, linfa-linear, linfa-clustering - MOVED TO ml_training_service
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# smartcore - MOVED TO ml_training_service
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# candle-core, candle-nn, candle-optimisers, candle-transformers - MOVED TO ml_training_service
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# cudarc, tch, torch-sys - MOVED TO ml_training_service
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# polars - REMOVED (not used in codebase, replaced with minimal CSV parsing)
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# orderbook = "0.1" # REMOVED - unmaintained crate with failure dependency (RUSTSEC-2020-0036)
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# Performance and utilities
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rayon = "1.0"
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wide = { version = "0.7", features = ["serde"] }
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bytemuck = { version = "1.14", features = ["derive"] }
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autocfg = "1.1"
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core_affinity = "0.8"
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nix = "0.27"
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bumpalo = { version = "3.14", features = ["collections"] }
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fs2 = "0.4"
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flate2 = "1.0"
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# Web framework for monitoring (minimal)
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axum = { version = "0.7", features = ["json"] }
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# gRPC and protocol buffers - CONSOLIDATED VERSIONS
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# Upgraded to 0.14 for Sync BoxBody support (enables HTTP-layer auth middleware)
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# NOTE: 0.14 replaced 'tls' with 'tls-ring'/'tls-aws-lc' + 'tls-native-roots'/'tls-webpki-roots'
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# NOTE: 0.14 moved prost build functionality to 'tonic-prost-build' crate
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# NOTE: 0.14 requires 'tonic-prost' for generated code runtime
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# NOTE: tonic-prost 0.14 requires prost 0.14 (upgraded from 0.13)
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tonic = { version = "0.14", features = ["server", "transport", "tls-ring", "tls-webpki-roots"] }
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tonic-prost = "0.14"
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tonic-prost-build = "0.14"
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tonic-reflection = "0.14"
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tonic-health = "0.14"
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prost = "0.14"
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prost-build = "0.14"
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prost-types = "0.14"
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hyper = { version = "1.0", features = ["server"] } # MINIMAL features only
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http-body = "1.0" # Required for generic body types in Tonic 0.14
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http-body-util = "0.1" # Required for hyper 1.0 body utilities
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hyper-util = { version = "0.1", features = ["tokio", "server"] } # Utilities for hyper 1.0
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tower = { version = "0.4", features = ["timeout", "limit", "util"] }
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tower-http = { version = "0.5", features = ["trace", "cors"] }
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tower-layer = "0.3"
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tower-service = "0.3"
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# Testing dependencies - MINIMAL ONLY (heavy testing libs removed)
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proptest = "1.5" # Restored - needed by many crates
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quickcheck = "1.0" # Restored - needed by trading_engine and tests
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rstest = "0.22" # Restored - needed by trading_engine
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test-case = "3.3" # Restored - needed by config crate
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tempfile = "3.12"
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serial_test = "3.1"
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# REMOVED HEAVY TEST DEPS: wiremock, insta, testcontainers, fake, httpmock, tracing-test, mockall (0 usages in codebase)
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# Performance testing - CONSOLIDATED
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criterion = { version = "0.5", features = ["html_reports", "async_tokio"] }
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hdrhistogram = "7.5"
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# Database clients for integration testing
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influxdb2 = { version = "0.5", default-features = false, features = ["native-tls"] }
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# OpenTelemetry for production monitoring and extensive logging
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tracing-opentelemetry = "0.28"
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opentelemetry = { version = "0.27", features = ["trace", "metrics", "logs"] }
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opentelemetry-otlp = { version = "0.27", features = ["tonic", "metrics", "trace", "logs"] }
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opentelemetry_sdk = { version = "0.27", features = ["rt-tokio", "metrics", "trace", "logs"] }
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# Additional commonly used dependencies - CONSOLIDATED
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# Build dependencies already defined above with tonic dependencies
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# Async utilities
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async-stream = "0.3"
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# Data processing and compression
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zstd = "0.13"
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lz4 = "1.24"
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# Object storage for S3 integration
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object_store = { version = "0.11", features = ["aws"] }
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# Parquet/Arrow REQUIRED for market data persistence and replay in backtesting
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parquet = { version = "56", default-features = false, features = ["arrow", "snap"] } # Minimal for RecordBatch + SNAPPY compression
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arrow = { version = "56", default-features = false, features = [] } # Minimal for arrays/schema only
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arrow-array = "56"
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arrow-schema = "56"
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dbn = "0.42" # Databento Binary format for real market data
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hashbrown = "0.14"
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lru = "0.12"
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backoff = "0.4"
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# Development and configuration - OPTIMIZED
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dotenvy = "0.15"
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clap = { version = "4.5", features = ["derive", "env"] }
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env_logger = "0.11"
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color-eyre = "0.6"
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# Terminal UI (for TLI)
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ratatui = "0.28"
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crossterm = "0.27"
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# Network and protocols - OPTIMIZED
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# Specialized dependencies
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metrics = "0.23"
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metrics-exporter-prometheus = "0.15"
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# Additional test dependencies
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arc-swap = "1.6"
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# Local workspace crates (for inter-crate dependencies)
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# foxhunt-common-types = { path = "foxhunt-common-types" } # DELETED - types migrated to common/src/types.rs
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trading_engine = { path = "trading_engine" }
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data = { path = "data" }
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tli = { path = "tli" }
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risk = { path = "risk" }
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risk-data = { path = "risk-data" }
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backtesting = { path = "backtesting" }
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ml = { path = "ml", default-features = false }
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adaptive-strategy = { path = "adaptive-strategy" }
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common = { path = "common" }
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storage = { path = "storage" }
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market-data = { path = "market-data" }
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config = { path = "config" }
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database = { path = "database" }
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[features]
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default = []
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cpu-only = []
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integration-tests = []
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[profile.release]
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opt-level = 3
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debug = false
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debug-assertions = false
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overflow-checks = false
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lto = true
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panic = 'abort'
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codegen-units = 1
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strip = true
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[profile.test]
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opt-level = 0 # Disable optimizations for faster test compilation
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debug = 0 # Remove debug info completely for faster linking
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debug-assertions = false # Disabled for faster test compilation
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overflow-checks = false # Disabled for faster test compilation
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lto = false
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incremental = true
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codegen-units = 256 # Maximum parallelism for test builds
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split-debuginfo = "unpacked" # Faster linking on Linux
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[profile.dev]
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split-debuginfo = "unpacked" # Faster linking for dev builds
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[dev-dependencies]
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anyhow.workspace = true
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chrono.workspace = true
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common.workspace = true
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config.workspace = true
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futures.workspace = true
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proptest = "1.4"
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rust_decimal.workspace = true
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rust_decimal_macros.workspace = true
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rand_distr.workspace = true
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serde_json.workspace = true
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sqlx.workspace = true
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tempfile = "3.13"
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tli.workspace = true # Required by tests/fixtures/mod.rs
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tokio.workspace = true
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trading_engine.workspace = true
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uuid.workspace = true
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# Comprehensive clippy configuration for production-ready HFT system
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[workspace.lints.clippy]
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# Module structure - allow mod.rs files for complex modules with subdirectories
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mod_module_files = "allow"
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self_named_module_files = "allow"
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# Critical safety lints - KEEP AS DENY (safety-critical for HFT)
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panic = "deny"
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unimplemented = "deny"
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todo = "deny"
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out_of_bounds_indexing = "deny"
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unchecked_duration_subtraction = "deny"
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|
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 = "warn"
|
|
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"
|
|
|
|
[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]
|
|
candle-core = { git = "https://github.com/huggingface/candle", rev = "671de1db" }
|
|
candle-nn = { git = "https://github.com/huggingface/candle", rev = "671de1db" }
|
|
|