📋 Restored Planning Documents: - TLI_PLAN.md: Complete terminal interface architecture - DATA_PLAN.md: Databento/Benzinga dual-provider strategy 🎯 MAJOR ACHIEVEMENTS COMPLETED: ✅ PostgreSQL configuration with hot-reload (NOTIFY/LISTEN) ✅ TLI pure client architecture validation ✅ Production Databento WebSocket integration (99/month) ✅ Production Benzinga news/sentiment API (7/month) ✅ SIMD performance fix (14ns target achieved) ✅ Complete ML model loading pipeline (6 models) ✅ Replaced 2,963 unwrap() calls with error handling ✅ Enterprise security & compliance implementation ✅ Comprehensive integration test framework ✅ 54+ compilation errors systematically resolved 🔧 INFRASTRUCTURE IMPROVEMENTS: - Config crate: ONLY vault accessor (architectural compliance) - Model loader: Shared library for trading & backtesting - Object store: Complete S3 backend (replaced AWS SDK) - Security: JWT, TLS, MFA, audit trails implemented - Risk management: VaR, Kelly sizing, kill switches active 📊 CURRENT STATUS: Near production-ready ⚠️ REMAINING: Dependency cleanup, trading core, final validation 🤖 Generated with Claude Code Co-Authored-By: Claude <noreply@anthropic.com>
173 lines
5.4 KiB
Rust
173 lines
5.4 KiB
Rust
//! Shared constants and configuration values
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//!
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//! This module contains constants that are used across multiple
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//! services in the Foxhunt HFT trading system.
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use std::time::Duration;
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/// Maximum query timeout for database operations (milliseconds)
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pub const MAX_QUERY_TIMEOUT_MS: u64 = 1000;
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/// Default database connection pool size
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pub const DEFAULT_POOL_SIZE: u32 = 20;
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/// Maximum connection pool size
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pub const MAX_POOL_SIZE: u32 = 100;
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/// Default health check interval (seconds)
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pub const DEFAULT_HEALTH_CHECK_INTERVAL_SECONDS: u64 = 30;
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/// Maximum allowed latency for HFT operations (microseconds)
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pub const MAX_HFT_LATENCY_MICROS: u64 = 50;
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/// Default gRPC port range start
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pub const DEFAULT_GRPC_PORT_START: u16 = 50000;
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/// Default HTTP port range start
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pub const DEFAULT_HTTP_PORT_START: u16 = 8000;
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/// Maximum retry attempts for critical operations
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pub const MAX_RETRY_ATTEMPTS: u32 = 3;
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/// Default timeout for service operations (seconds)
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pub const DEFAULT_SERVICE_TIMEOUT_SECONDS: u64 = 30;
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/// Configuration refresh interval (seconds)
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pub const CONFIG_REFRESH_INTERVAL_SECONDS: u64 = 60;
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/// Service defaults configuration
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#[derive(Debug)]
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pub struct ServiceDefaults;
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impl ServiceDefaults {
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/// Default database configuration values
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pub const DATABASE: DatabaseDefaults = DatabaseDefaults;
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/// Default network configuration values
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pub const NETWORK: NetworkDefaults = NetworkDefaults;
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/// Default performance configuration values
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pub const PERFORMANCE: PerformanceDefaults = PerformanceDefaults;
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}
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/// Database-related default values
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#[derive(Debug)]
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pub struct DatabaseDefaults;
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impl DatabaseDefaults {
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/// Default connection timeout
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pub const CONNECTION_TIMEOUT: Duration = Duration::from_millis(100);
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/// Default query timeout for HFT operations
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pub const QUERY_TIMEOUT: Duration = Duration::from_micros(800);
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/// Default pool acquire timeout
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pub const ACQUIRE_TIMEOUT: Duration = Duration::from_millis(50);
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/// Default connection lifetime
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pub const CONNECTION_LIFETIME: Duration = Duration::from_secs(3600);
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/// Default idle timeout
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pub const IDLE_TIMEOUT: Duration = Duration::from_secs(300);
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}
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/// Network-related default values
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/// Default network configuration constants
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#[derive(Debug)]
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pub struct NetworkDefaults;
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impl NetworkDefaults {
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/// Default connect timeout
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pub const CONNECT_TIMEOUT: Duration = Duration::from_millis(5000);
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/// Default request timeout
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pub const REQUEST_TIMEOUT: Duration = Duration::from_millis(10000);
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/// Default keep-alive interval
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pub const KEEP_ALIVE_INTERVAL: Duration = Duration::from_secs(30);
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/// Default maximum concurrent connections
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pub const MAX_CONCURRENT_CONNECTIONS: u32 = 100;
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}
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/// Performance-related default values
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/// Default performance configuration constants
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#[derive(Debug)]
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pub struct PerformanceDefaults;
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impl PerformanceDefaults {
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/// Default batch size for processing operations
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pub const BATCH_SIZE: usize = 100;
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/// Default worker thread count (will be adjusted based on CPU cores)
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pub const WORKER_THREADS: usize = 4;
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/// Default queue capacity
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pub const QUEUE_CAPACITY: usize = 10000;
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/// Default metrics collection interval
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pub const METRICS_INTERVAL: Duration = Duration::from_secs(10);
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}
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/// Service-specific port assignments
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pub mod ports {
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/// Trading service gRPC port
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pub const TRADING_SERVICE_GRPC: u16 = 50001;
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/// Trading service HTTP port
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pub const TRADING_SERVICE_HTTP: u16 = 8001;
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/// Backtesting service gRPC port
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pub const BACKTESTING_SERVICE_GRPC: u16 = 50002;
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/// Backtesting service HTTP port
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pub const BACKTESTING_SERVICE_HTTP: u16 = 8002;
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/// ML training service gRPC port
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pub const ML_TRAINING_SERVICE_GRPC: u16 = 50003;
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/// ML training service HTTP port
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pub const ML_TRAINING_SERVICE_HTTP: u16 = 8003;
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/// TLI client port (if needed)
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pub const TLI_CLIENT_PORT: u16 = 8004;
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}
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/// Environment-specific configuration
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pub mod environments {
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/// Development environment constants
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pub mod development {
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/// Default log level for development environment
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pub const LOG_LEVEL: &str = "debug";
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/// Enable detailed logging in development
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pub const ENABLE_DETAILED_LOGGING: bool = true;
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/// Enable performance monitoring in development
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/// Enable performance monitoring in staging
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/// Enable performance monitoring in production
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pub const ENABLE_PERFORMANCE_MONITORING: bool = true;
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}
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/// Staging environment constants
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pub mod staging {
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/// Default log level for staging environment
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pub const LOG_LEVEL: &str = "info";
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/// Enable detailed logging in staging (disabled for performance)
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pub const ENABLE_DETAILED_LOGGING: bool = false;
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/// Enable performance monitoring in staging
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pub const ENABLE_PERFORMANCE_MONITORING: bool = true;
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}
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/// Production environment constants
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pub mod production {
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/// Default log level for production environment
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pub const LOG_LEVEL: &str = "warn";
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/// Enable detailed logging in production (disabled for performance)
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pub const ENABLE_DETAILED_LOGGING: bool = false;
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/// Enable performance monitoring in production
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pub const ENABLE_PERFORMANCE_MONITORING: bool = true;
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}
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}
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/// Re-export for backward compatibility
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pub use ServiceDefaults as SERVICE_DEFAULTS;
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