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>
53 lines
2.1 KiB
Markdown
53 lines
2.1 KiB
Markdown
# Trading Service
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## Overview
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The `trading_service` is the core execution engine for the Foxhunt HFT platform. It manages the entire lifecycle of trading operations, from order placement and execution to real-time position keeping and risk management. This service is critical for high-frequency, low-latency trading activities, ensuring compliance and optimal performance.
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## Features
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* **Order Execution**: Handles high-throughput order placement, modification, and cancellation across various exchanges.
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* **Position Management**: Maintains real-time tracking of all open positions, including P&L calculations and exposure.
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* **Risk Integration**: Integrates with upstream risk systems to enforce pre-trade and post-trade compliance checks.
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* **Compliance Checks**: Automatically applies regulatory and internal compliance rules to all trading activities.
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* **Market Data Subscriptions**: Subscribes to and processes real-time market data feeds for informed decision-making.
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* **Real-time P&L Tracking**: Provides immediate profit and loss updates for active strategies and overall portfolio.
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* **Health Checks and Metrics**: Exposes endpoints for monitoring service health and operational metrics.
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## gRPC API
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The `trading_service` exposes a gRPC API for interacting with its core functionalities. Key endpoints include:
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- `PlaceOrder` - Submit new orders
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- `CancelOrder` - Cancel existing orders
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- `GetPosition` - Query current positions
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- `SubscribeMarketData` - Subscribe to market data feeds
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- `GetPnlUpdates` - Retrieve real-time P&L updates
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## Running the service
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To run the `trading_service` binary:
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```bash
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cargo run --bin trading_service
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```
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## Configuration
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The service is configured via the central `config` crate with PostgreSQL backend. Key configuration includes:
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- Database connection strings
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- Risk parameters and limits
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- Broker connection settings
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- gRPC server port and TLS settings
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## Testing
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To run the tests for the `trading_service` crate:
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```bash
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cargo test --package trading_service
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```
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## Documentation
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Comprehensive API documentation is available at [docs.rs/trading_service](https://docs.rs/trading_service).
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