e136abeb32
Wire the ctrader-openapi client behind the BrokerInterface trait for live order routing, position queries, and execution streaming. Feature-gated behind `icmarkets` flag. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
153 lines
3.6 KiB
TOML
153 lines
3.6 KiB
TOML
[package]
|
|
name = "trading_engine"
|
|
version.workspace = true
|
|
edition.workspace = true
|
|
rust-version.workspace = true
|
|
authors.workspace = true
|
|
license.workspace = true
|
|
repository.workspace = true
|
|
homepage.workspace = true
|
|
documentation.workspace = true
|
|
publish.workspace = true
|
|
keywords.workspace = true
|
|
categories.workspace = true
|
|
description = "Core performance infrastructure for Foxhunt HFT system"
|
|
|
|
[dependencies]
|
|
# Internal workspace crates
|
|
common = { path = "../common" }
|
|
ctrader-openapi = { workspace = true, optional = true }
|
|
|
|
# Core workspace dependencies - USE WORKSPACE DEFAULTS
|
|
tokio = { workspace = true, features = ["process"] }
|
|
serde.workspace = true
|
|
serde_json.workspace = true
|
|
uuid.workspace = true
|
|
thiserror.workspace = true
|
|
anyhow.workspace = true
|
|
tracing.workspace = true
|
|
async-trait.workspace = true
|
|
|
|
# Financial and numerical types - USE WORKSPACE DEFAULTS
|
|
rust_decimal.workspace = true
|
|
chrono.workspace = true
|
|
|
|
# High-performance data structures
|
|
dashmap.workspace = true
|
|
crossbeam-queue.workspace = true
|
|
crossbeam-utils.workspace = true
|
|
|
|
# Memory safety and concurrent data structures
|
|
once_cell.workspace = true
|
|
|
|
# System-level dependencies for CPU affinity and performance
|
|
libc.workspace = true
|
|
num_cpus.workspace = true
|
|
|
|
# Validation and text processing
|
|
regex.workspace = true
|
|
cron = "0.12"
|
|
|
|
# OpenTelemetry removed - not used in HFT performance code
|
|
|
|
# Database integration and persistence layer - OPTIMIZED
|
|
sqlx = { workspace = true, optional = true }
|
|
redis.workspace = true
|
|
influxdb = { version = "0.7", optional = true }
|
|
clickhouse = { version = "0.11", optional = true }
|
|
|
|
# Metrics and monitoring
|
|
prometheus.workspace = true
|
|
|
|
# OpenTelemetry REMOVED - too heavy for HFT, use simple logging instead
|
|
# opentelemetry.workspace = true
|
|
# opentelemetry-otlp.workspace = true
|
|
# opentelemetry_sdk.workspace = true
|
|
|
|
# Performance monitoring - USE WORKSPACE
|
|
hdrhistogram.workspace = true
|
|
parking_lot.workspace = true
|
|
|
|
# Utilities
|
|
lazy_static.workspace = true
|
|
lru = "0.12"
|
|
hostname = "0.4"
|
|
md5 = "0.7"
|
|
|
|
log = "0.4"
|
|
|
|
# SIMD optimization (conditional)
|
|
wide = { version = "0.7", features = ["serde"], optional = true }
|
|
|
|
# Compression for event storage
|
|
flate2.workspace = true
|
|
|
|
# Encryption for audit trails (SOX/MiFID II compliance)
|
|
aes-gcm = "0.10"
|
|
chacha20poly1305 = "0.10"
|
|
zeroize = "1.7"
|
|
rand = "0.8"
|
|
|
|
# Networking
|
|
reqwest = { workspace = true }
|
|
url = { workspace = true }
|
|
sha2 = { workspace = true }
|
|
|
|
# AWS SDK removed - using S3 through storage crate
|
|
tokio-util = { version = "0.7", features = ["io"], optional = true }
|
|
|
|
[dev-dependencies]
|
|
proptest.workspace = true
|
|
futures.workspace = true
|
|
criterion = { version = "0.5", features = ["html_reports", "async_tokio"] }
|
|
hdrhistogram = "7.5"
|
|
wiremock = "0.6"
|
|
rust_decimal_macros = "1.35"
|
|
serial_test = "3.0"
|
|
tempfile = "3.13"
|
|
|
|
[features]
|
|
default = ["serde", "simd", "std", "brokers", "persistence"]
|
|
profiling = []
|
|
serde = []
|
|
simd = ["wide"]
|
|
packed-simd = ["simd"]
|
|
avx2 = ["simd"]
|
|
avx512 = ["simd", "avx2"]
|
|
std = []
|
|
persistence = ["sqlx"]
|
|
database-conversions = ["sqlx"]
|
|
brokers = ["interactive-brokers", "icmarkets"]
|
|
interactive-brokers = []
|
|
icmarkets = ["ctrader-openapi"]
|
|
paper-trading = []
|
|
benchmarks = []
|
|
influxdb-support = ["influxdb"]
|
|
clickhouse-support = ["clickhouse"]
|
|
s3-archival = ["tokio-util"]
|
|
python = []
|
|
unstable = []
|
|
|
|
[build-dependencies]
|
|
autocfg = "1.1"
|
|
|
|
[lints]
|
|
workspace = true
|
|
|
|
# Configuration for documentation
|
|
[package.metadata.docs.rs]
|
|
features = ["simd", "avx2", "database-conversions"]
|
|
rustdoc-args = ["--cfg", "docsrs"]
|
|
|
|
[[bench]]
|
|
name = "e2e_performance"
|
|
harness = false
|
|
|
|
[[bench]]
|
|
name = "e2e_latency"
|
|
harness = false
|
|
|
|
[[bench]]
|
|
name = "comprehensive_performance"
|
|
harness = false
|