d56a7f41e2
Dimension was reduced from 54 to 51 in WAVE 10. All usages now use FeatureVector ([f64; 51]) directly. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
125 lines
4.2 KiB
Rust
125 lines
4.2 KiB
Rust
//! Common utilities and shared types for Foxhunt HFT Trading System
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//!
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//! This crate contains shared utilities that are used across multiple services
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//! in the Foxhunt HFT trading system, eliminating code duplication and providing
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//! a consistent interface for common operations.
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//!
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//! # Modules
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//!
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//! - [`database`] - Database connection utilities and configurations
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//! - [`error`] - Common error types and utilities
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//! - [`traits`] - Shared traits used across services
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//! - [`constants`] - Shared constants and configuration values
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//! - [`types`] - Common data types
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#![allow(missing_docs)] // Internal implementation details
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#![warn(missing_debug_implementations)]
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#![allow(clippy::float_arithmetic)] // Financial calculations require float arithmetic
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#![warn(rust_2018_idioms)]
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#![deny(
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clippy::unwrap_used,
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clippy::expect_used,
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clippy::panic,
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clippy::unimplemented,
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clippy::unreachable
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)]
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pub mod constants;
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pub mod database;
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pub mod error;
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pub mod features; // Wave D: Shared feature extraction (225 features)
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pub mod market_data;
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pub mod metrics; // Wave 5: Prometheus metrics infrastructure (W5-3)
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pub mod ml_strategy;
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// TODO: Fix observability module - type errors with tracing_subscriber
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// pub mod observability; // Wave 5: Structured logging and observability
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pub mod regime_persistence;
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pub mod resilience; // Wave 5: Circuit breaker and retry patterns
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pub mod thresholds;
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pub mod traits;
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pub mod types;
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// Re-export database types for external use
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pub use database::{DatabaseConfig, DatabaseError, DatabasePool};
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// Re-export commonly used types at crate root for convenience
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pub use types::{
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AccountId, Aggregate, BarEvent, BrokerType, CommonTypeError, ConfigVersion, ConnectionEvent,
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ConnectionInfo, ConnectionStatus, Currency, DataType, ErrorEvent, Execution, GenericTimestamp,
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HftTimestamp, Level2Update, MarketDataEvent, MarketRegime, MarketStatus, Money, Order,
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OrderBookEvent, OrderEvent, OrderEventType, OrderId, OrderSide, OrderStatus, OrderType,
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Position, PositionMap, Price, PriceLevel, Quantity, QuoteEvent, RequestId, ResourceLimits,
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ServiceId, ServiceStatus, Subscription, Symbol, TimeInForce, Timestamp, TradeEvent, TradeId,
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Volume,
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};
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// Re-export error types
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pub use error::{CommonError, CommonResult};
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// Re-export common traits for convenience
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pub use traits::{
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CircuitBreaker, Configurable, DetailedHealth, GracefulShutdown, HealthCheck, HealthStatus,
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Metrics, RateLimitStatus, RateLimited, Reloadable, Service,
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};
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pub use market_data::{
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BarEvent as BarEventFromMarketData, BarInterval,
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MarketDataEvent as MarketDataEventFromMarketData, NewsEvent,
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OrderBookEvent as OrderBookEventFromMarketData, QuoteEvent as QuoteEventFromMarketData,
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TradeEvent as TradeEventFromMarketData,
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};
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// Import market data types for canonical use
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// Use common::market_data::{MarketDataEvent, TradeEvent, QuoteEvent, BarEvent} etc.
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pub mod trading;
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// Re-export shared ML strategy types
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pub use ml_strategy::{
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MLFeatureExtractor, MLModelAdapter, MLModelPerformance, MLPrediction,
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SharedMLStrategy, SimpleDQNAdapter,
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};
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// Re-export regime persistence manager
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pub use regime_persistence::RegimePersistenceManager;
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// Re-export feature extraction types and functions
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pub use features::{
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BarData,
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// Technical indicators (streaming + batch)
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RSI, EMA, MACD, BollingerBands, ATR, ADX,
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rsi_batch, ema_batch, macd_batch, bollinger_batch, atr_batch, adx_batch,
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};
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// Re-export resilience patterns (Wave 5: Error handling and fault tolerance)
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pub use resilience::{
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BoundedExecutor,
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BoundedExecutorError,
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CircuitBreaker as ResilienceCircuitBreaker,
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CircuitBreakerConfig,
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CircuitBreakerState,
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retry_with_backoff,
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RetryConfig,
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RetryContext,
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RetryError,
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};
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// TODO: Re-enable when observability module is fixed
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// Re-export observability infrastructure (Wave 5: Structured logging and observability)
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// pub use crate::observability::{
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// init_observability,
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// CorrelationId,
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// CorrelationIdExt,
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// JsonLoggerConfig,
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// LogLevel,
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// TracingConfig,
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// CORRELATION_ID_HEADER,
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// };
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// Test utilities module (available for all tests)
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#[cfg(test)]
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pub mod test_utils;
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// Test module for database features
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#[cfg(all(test, feature = "database"))]
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mod sqlx_test;
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