Two complementary changes to reduce clean workspace build time from
~13min to ~8:43:
1. Per-package codegen-units overrides
Default for all release builds: codegen-units = 16 (parallel LLVM).
Numerical-sensitive crates (ml-* family, ndarray, nalgebra, cudarc,
simba, etc.) override back to 1 to preserve bit-exact LLVM
optimization decisions for the DQN regression suite.
Non-numerical plumbing (arrow, sqlx, tokio, parquet, ...) compiles
in parallel via 16 CGUs, no numerical impact.
2. Dependency deduplication
- axum 0.7 → 0.8 (workspace + services/api): dedupes vs tonic 0.14's
transitive axum 0.8. Eliminates a full duplicate compile of axum
and axum-core.
- statrs 0.17 → 0.18: dedupes nalgebra 0.32 vs 0.33. Also closes a
numerical concern (two nalgebra versions linked simultaneously).
- governor 0.6 → 0.10 (services/api + crates/data): dedupes dashmap
5 vs 6. dashmap is heavy; eliminating one full compile is a real
win.
- hashbrown 0.14 → 0.16 (workspace): partial dedupe (dashmap 6.1
still pulls 0.14 transitively).
- Workspace Cargo.toml documents residual unfixable duplicates with
reasons (base64, chacha20, phf, darling, itertools, getrandom,
hashbrown, syn, thiserror — all blocked by third-party crates we
can't bump without breakage).
Verified: cargo check --workspace passes. Numerical crates remain
at codegen-units = 1 — DQN bit-exact reproducibility preserved.
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)parquet_persistence— Parquet read/write for tick and bar datareplay— market data replay for backtestingtraining_pipeline— data preparation for ML model trainingfeatures— technical indicator and feature computationvalidation— 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 adapter |
mock |
no | Mock providers for testing |