8b9abcc3c1
Eliminate ~4,260 clippy deny-level errors that blocked workspace-wide clippy runs. Errors cascaded: upstream crate failures (ctrader-openapi, risk-data) hid thousands of downstream errors in ml, tli, backtesting. Key changes: - ctrader-openapi: fix shadow_unrelated/shadow_reuse (renamed vars) - risk-data/risk: replace non-ASCII em dashes with ASCII equivalents - tli: allow deny lints on prost-generated proto code, fix shadows - trading_engine: fix let_underscore_must_use, wildcard matches, shadows - broker_gateway_service: allow dead_code on unused redis_client field - ml (4030 errors): remove local deny overrides for unwrap/expect/indexing (workspace warn level sufficient), add crate-level allows for non-safety mass-violation lints (non_ascii_literal, shadow_*, str_to_string, etc.), batch-fix em dashes, unseparated literal suffixes, format_push_string, wildcard matches, impl_trait_in_params, mutex_atomic, and more - backtesting: replace unwrap() on first()/last() with match destructure - tests: simplify loop-that-never-loops, fix mutex unwrap Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
data
Market data ingestion, broker integration, and feature extraction.
Providers
- Databento -- Historical and real-time market data via DBN format
- Benzinga -- News and fundamentals feed
Broker Integrations
- IB TWS -- Interactive Brokers TWS/Gateway socket connection
- ICMarkets -- FIX 4.4 protocol integration
Key Modules
- brokers -- Broker adapters (IB TWS, ICMarkets FIX)
- providers -- Data provider clients (Databento, Benzinga)
- dbn_uploader -- DBN file upload and processing
- parquet_persistence -- Parquet read/write for tick and bar data
- replay -- Market data replay for backtesting
- training_pipeline -- Data preparation for ML model training
- features -- Technical indicator and feature computation
- unified_feature_extractor -- Normalized feature vectors across providers
- validation -- Data quality checks and schema validation
Cargo Features
| Feature | Default | Description |
|---|---|---|
databento |
yes | Databento provider support |
benzinga |
yes | Benzinga provider support |
icmarkets |
yes | ICMarkets FIX 4.4 integration |
redis-cache |
no | Redis caching layer |
ib |
no | Interactive Brokers TWS adapter |
mock |
no | Mock providers for testing |
Testing
SQLX_OFFLINE=true cargo test -p data --lib