86f7f1fa76
Codebase audit identified 23 findings across 4 dimensions (production safety, code health, deployment readiness, test quality). This commit fixes all of them. Broker execution layer (was entirely stubbed): - Real IBKR TWS client via ibapi crate (950+ lines, feature-gated) - ICMarkets ctrader-openapi now always-on (removed feature flag) - Real broker routing with health monitoring and exponential backoff reconnect - Validated against live IB Gateway Docker (6/6 connectivity tests pass) Deployment blockers: - Fixed 6 broken Dockerfiles (removed COPY foxhunt-deploy) - Created foxhunt K8s namespace, secret templates, migration job - Added liveness probes to all 7 K8s services - IB Gateway manifest (ghcr.io/gnzsnz/ib-gateway:stable) - IBKR credentials in Scaleway Secret Manager via Terragrunt - Fixed port collisions and mismatches across services Production safety (9 critical + 6 high/medium fixes): - Asset-class-specific VaR volatility (not flat 2%) - Real parametric VaR with z-score 95th percentile - Kyle's lambda regression (100-bar rolling window) - Per-feature running statistics from historical data - VWAP-based slippage reference, regime duration tracking - Real Databento JSON parsing for OHLCV/Trade/Quote Code health: - Removed #![allow(dead_code)] from ml, data, config - Fixed log:: → tracing:: in 4 production files - Removed dead workspace deps (ratatui, crossterm) Verified: cargo check --workspace (0 errors), trading_engine 330 tests pass. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
153 lines
3.6 KiB
TOML
153 lines
3.6 KiB
TOML
[package]
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name = "trading_engine"
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version.workspace = true
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edition.workspace = true
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rust-version.workspace = true
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authors.workspace = true
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license.workspace = true
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repository.workspace = true
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homepage.workspace = true
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documentation.workspace = true
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publish.workspace = true
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keywords.workspace = true
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categories.workspace = true
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description = "Core performance infrastructure for Foxhunt HFT system"
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[dependencies]
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# Internal workspace crates
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common = { path = "../common" }
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ctrader-openapi = { workspace = true }
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ibapi = { workspace = true, optional = true }
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# Core workspace dependencies - USE WORKSPACE DEFAULTS
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tokio = { workspace = true, features = ["process"] }
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serde.workspace = true
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serde_json.workspace = true
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uuid.workspace = true
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thiserror.workspace = true
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anyhow.workspace = true
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tracing.workspace = true
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async-trait.workspace = true
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# Financial and numerical types - USE WORKSPACE DEFAULTS
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rust_decimal.workspace = true
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chrono.workspace = true
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# High-performance data structures
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dashmap.workspace = true
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crossbeam-queue.workspace = true
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crossbeam-utils.workspace = true
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# Memory safety and concurrent data structures
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once_cell.workspace = true
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# System-level dependencies for CPU affinity and performance
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libc.workspace = true
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num_cpus.workspace = true
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# Validation and text processing
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regex.workspace = true
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cron = "0.12"
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# OpenTelemetry removed - not used in HFT performance code
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# Database integration and persistence layer - OPTIMIZED
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sqlx = { workspace = true, optional = true }
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redis.workspace = true
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influxdb = { version = "0.7", optional = true }
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clickhouse = { version = "0.11", optional = true }
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# Metrics and monitoring
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prometheus.workspace = true
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# OpenTelemetry REMOVED - too heavy for HFT, use simple logging instead
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# opentelemetry.workspace = true
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# opentelemetry-otlp.workspace = true
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# opentelemetry_sdk.workspace = true
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# Performance monitoring - USE WORKSPACE
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hdrhistogram.workspace = true
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parking_lot.workspace = true
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# Utilities
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lazy_static.workspace = true
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lru = "0.12"
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hostname = "0.4"
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md5 = "0.7"
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log = "0.4"
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# SIMD optimization (conditional)
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wide = { version = "0.7", features = ["serde"], optional = true }
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# Compression for event storage
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flate2.workspace = true
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# Encryption for audit trails (SOX/MiFID II compliance)
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aes-gcm = "0.10"
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chacha20poly1305 = "0.10"
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zeroize = "1.7"
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rand = "0.8"
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# Networking
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reqwest = { workspace = true }
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url = { workspace = true }
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sha2 = { workspace = true }
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# AWS SDK removed - using S3 through storage crate
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tokio-util = { version = "0.7", features = ["io"], optional = true }
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[dev-dependencies]
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proptest.workspace = true
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futures.workspace = true
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criterion = { version = "0.5", features = ["html_reports", "async_tokio"] }
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hdrhistogram = "7.5"
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wiremock = "0.6"
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rust_decimal_macros = "1.35"
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serial_test = "3.0"
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tempfile = "3.13"
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[features]
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default = ["serde", "simd", "std", "brokers", "persistence"]
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profiling = []
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serde = []
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simd = ["wide"]
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packed-simd = ["simd"]
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avx2 = ["simd"]
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avx512 = ["simd", "avx2"]
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std = []
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persistence = ["sqlx"]
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database-conversions = ["sqlx"]
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brokers = ["interactive-brokers"]
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interactive-brokers = ["dep:ibapi"]
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paper-trading = []
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benchmarks = []
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influxdb-support = ["influxdb"]
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clickhouse-support = ["clickhouse"]
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s3-archival = ["tokio-util"]
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python = []
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unstable = []
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[build-dependencies]
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autocfg = "1.1"
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[lints]
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workspace = true
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# Configuration for documentation
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[package.metadata.docs.rs]
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features = ["simd", "avx2", "database-conversions"]
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rustdoc-args = ["--cfg", "docsrs"]
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[[bench]]
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name = "e2e_performance"
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harness = false
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[[bench]]
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name = "e2e_latency"
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harness = false
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[[bench]]
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name = "comprehensive_performance"
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harness = false
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