Files
foxhunt/crates/data
jgrusewski b69de781b9 cleanup: delete sqlx_test placeholder and restore BrokerAdapter alias
- common/sqlx_test.rs: the entire module was a single /* ... */ block
  behind a TODO because the identifier types (`OrderId`, `TradeId`,
  `Symbol`, `AccountId`, `OrderSide`) do not derive `sqlx::Type`. The
  file has been a dead placeholder behind `#[cfg(all(test,
  feature=\"database\"))]` for a long time; delete it and drop the
  `mod sqlx_test;` declaration.
- data/brokers/mod.rs: re-enable the `pub type BrokerAdapter = Box<dyn
  BrokerClient>;` alias — the trait is already implemented by
  `InteractiveBrokersAdapter` and re-exported from the module. Delete
  the commented-out `BrokerFactory::create_client` block: it
  referenced `ICMarketsClient`, which does not exist in this crate.

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-04-23 08:37:44 +02:00
..

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 data
  • replay — market data replay for backtesting
  • training_pipeline — data preparation for ML model training
  • features — technical indicator and feature computation
  • 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 adapter
mock no Mock providers for testing