foxhunt/common/src/lib.rs

//! Common utilities and shared types for Foxhunt HFT Trading System
//!
//! This crate contains shared utilities that are used across multiple services
//! in the Foxhunt HFT trading system, eliminating code duplication and providing
//! a consistent interface for common operations.
//!
//! # Modules
//!
//! - [`database`] - Database connection utilities and configurations
//! - [`error`] - Common error types and utilities
//! - [`traits`] - Shared traits used across services
//! - [`constants`] - Shared constants and configuration values
//! - [`types`] - Common data types

#![allow(missing_docs)] // Internal implementation details
#![warn(missing_debug_implementations)]
#![allow(clippy::float_arithmetic)] // Financial calculations require float arithmetic
#![warn(rust_2018_idioms)]
#![deny(
    clippy::unwrap_used,
    clippy::expect_used,
    clippy::panic,
    clippy::unimplemented,
    clippy::unreachable
)]

pub mod constants;
pub mod database;
pub mod error;
pub mod features; // Wave D: Shared feature extraction (225 features)
pub mod market_data;
pub mod ml_strategy;
pub mod regime_persistence;
pub mod thresholds;
pub mod traits;
pub mod types;

// Re-export database types for external use
pub use database::{DatabaseConfig, DatabaseError, DatabasePool};

// Re-export commonly used types at crate root for convenience
pub use types::{
    AccountId, Aggregate, BarEvent, BrokerType, CommonTypeError, ConfigVersion, ConnectionEvent,
    ConnectionInfo, ConnectionStatus, Currency, DataType, ErrorEvent, Execution, GenericTimestamp,
    HftTimestamp, Level2Update, MarketDataEvent, MarketRegime, MarketStatus, Money, Order,
    OrderBookEvent, OrderEvent, OrderEventType, OrderId, OrderSide, OrderStatus, OrderType,
    Position, PositionMap, Price, PriceLevel, Quantity, QuoteEvent, RequestId, ResourceLimits,
    ServiceId, ServiceStatus, Subscription, Symbol, TimeInForce, Timestamp, TradeEvent, TradeId,
    Volume,
};

// Re-export error types
pub use error::{CommonError, CommonResult};

// Re-export common traits for convenience
pub use traits::{
    CircuitBreaker, Configurable, DetailedHealth, GracefulShutdown, HealthCheck, HealthStatus,
    Metrics, RateLimitStatus, RateLimited, Reloadable, Service,
};

pub use market_data::{
    BarEvent as BarEventFromMarketData, BarInterval,
    MarketDataEvent as MarketDataEventFromMarketData, NewsEvent,
    OrderBookEvent as OrderBookEventFromMarketData, QuoteEvent as QuoteEventFromMarketData,
    TradeEvent as TradeEventFromMarketData,
};

// Import market data types for canonical use
// Use common::market_data::{MarketDataEvent, TradeEvent, QuoteEvent, BarEvent} etc.
pub mod trading;

// Re-export shared ML strategy types
pub use ml_strategy::{
    MLFeatureExtractor, MLModelAdapter, MLModelPerformance, MLPrediction,
    ProductionFeatureExtractor225, SharedMLStrategy, SimpleDQNAdapter,
};

// Re-export regime persistence manager
pub use regime_persistence::RegimePersistenceManager;

// Re-export feature extraction types and functions (Wave D: 225 features)
pub use features::{
    FeatureVector225, BarData,
    // Technical indicators (streaming + batch)
    RSI, EMA, MACD, BollingerBands, ATR, ADX,
    rsi_batch, ema_batch, macd_batch, bollinger_batch, atr_batch, adx_batch,
};

// Test utilities module (available for all tests)
#[cfg(test)]
pub mod test_utils;

// Test module for database features
#[cfg(all(test, feature = "database"))]
mod sqlx_test;