Files
foxhunt/crates/config/src/lib.rs
jgrusewski 9c3d741a08 refactor: restructure repo — crates/, bin/, testing/ layout
Move 17 library crates into crates/, CLI binary into bin/fxt,
consolidate 10 test crates into testing/, split config crate
from deployment config files.

Root directory reduced from 38+ to ~17 directories.
All Cargo.toml paths and build.rs proto refs updated.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-25 11:56:00 +01:00

170 lines
6.4 KiB
Rust

#![warn(missing_docs)]
//! Configuration management for Foxhunt HFT trading system
#![allow(missing_docs)] // Internal implementation details don't require documentation
#![allow(missing_debug_implementations)] // Not all types need Debug
// Allow pedantic lints for configuration management
#![allow(clippy::type_complexity)]
#![allow(clippy::unnecessary_map_or)]
#![allow(clippy::map_flatten)]
#![deny(clippy::unwrap_used, clippy::expect_used)]
use serde::{Deserialize, Serialize};
// Module declarations
pub mod asset_classification;
pub mod compliance_config;
pub mod data_config;
pub mod data_providers;
pub mod database;
pub mod error;
pub mod jwt_config;
pub mod manager;
pub mod ml_config;
pub mod risk_config;
pub mod runtime;
pub mod schemas;
pub mod storage_config;
pub mod structures;
pub mod symbol_config;
pub mod vault;
// Re-export commonly used types
pub use asset_classification::{
create_default_configurations, AssetClass, AssetClassificationManager, AssetConfig,
CommodityType, CryptoType, DerivativeType, EquitySector, ExecutionConfig, FixedIncomeType,
ForexPairType, FutureType, GeographicRegion, JumpRiskProfile, MarketCapTier,
MarketMakingConfig, OrderType, PositionLimits, RiskThresholds, SettlementConfig, TimeInForce,
TradingHours as DetailedTradingHours, TradingParameters,
VolatilityProfile as DetailedVolatilityProfile,
};
pub use compliance_config::ComplianceRuleConfig;
#[cfg(feature = "postgres")]
pub use compliance_config::PostgresComplianceRuleLoader;
pub use data_config::{
DataCompressionAlgorithm, DataCompressionConfig, DataConfig, DataRetentionConfig,
DataStorageConfig, DataStorageFormat, DataVersioningConfig, MissingDataHandling,
};
pub use data_providers::{
AlpacaEndpoints, BenzingaEndpoints, DataProviderConfig, DataProviderEnvironment,
DatabentoEndpoints, IBGatewayConfig,
};
pub use database::{DatabaseConfig, PoolConfig, TransactionConfig};
#[cfg(feature = "postgres")]
pub use database::{
PostgresAssetClassificationLoader, PostgresConfigLoader, PostgresSymbolConfigLoader,
};
pub use error::{ConfigError, ConfigResult};
pub use jwt_config::JwtConfig;
pub use manager::{ConfigManager, ConfigManagerBuilder, ServiceConfig};
pub use ml_config::{
MLConfig, Mamba2Config, MarketState, ModelArchitectureConfig, SimulationConfig,
SymbolConfig as MLSymbolConfig, TrainingConfig,
};
pub use risk_config::{
AssetClass as RiskAssetClass, AssetClassMapping, RiskConfig, StressScenarioConfig,
};
pub use runtime::{
CacheRuntimeConfig, DatabaseRuntimeConfig, Environment, LimitsConfig, RuntimeConfig,
TimeoutConfig,
};
pub use schemas::*;
pub use storage_config::{ModelArchitecture, ModelRegistryEntry, StorageConfig, TrainingMetrics};
pub use structures::{
AssetClass as SimpleAssetClass, AssetClassificationConfig, BacktestingDatabaseConfig,
BacktestingPerformanceConfig, BacktestingStrategyConfig, BrokerConfig, BrokerRoutingRule,
CommissionConfig, EncryptionConfig, MarketDataConfig, TlsConfig, TradingConfig,
VolatilityProfile as SimpleVolatilityProfile,
};
pub use symbol_config::{
AssetClassification, SymbolConfig, SymbolConfigManager, SymbolMetadata, TradingHours,
VolatilityProfile, VolatilityRegime,
};
pub use vault::VaultConfig;
/// Configuration categories for organizing different aspects of the trading system.
///
/// This enum categorizes different types of configurations to enable organized
/// access and management of system settings across various functional domains.
#[derive(Debug, Clone, PartialEq, Eq, Hash, Serialize, Deserialize)]
pub enum ConfigCategory {
/// Trading system configuration including order management and execution
Trading,
/// Risk management configuration including position limits and VaR settings
Risk,
/// Market data configuration for data providers and feeds
MarketData,
/// Machine learning model configuration and training parameters
MachineLearning,
/// Broker connectivity and execution configuration
Brokers,
/// Performance monitoring and optimization configuration
Performance,
/// Symbol classification and trading parameters configuration
Symbols,
/// Comprehensive asset classification with advanced features
AssetClassification,
}
/// Production-ready asset classification system integration.
///
/// This module provides a comprehensive asset classification system that integrates
/// with the existing config infrastructure while offering advanced features like:
/// - Dynamic pattern-based classification
///
/// - Regime-aware volatility profiling
/// - Hot-reload configuration management
///
/// - Performance caching and audit trails
///
/// # Usage
///
/// ```rust,no_run
/// use config::{AssetClassificationManager, create_default_configurations};
///
/// # async fn example() -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
/// let mut manager = AssetClassificationManager::new();
/// let configs = create_default_configurations();
/// manager.load_configurations(configs).await?;
///
/// // Classify a symbol
/// let asset_class = manager.classify_symbol("AAPL");
///
/// // Get trading parameters
/// if let Some(params) = manager.get_trading_parameters("AAPL") {
/// let max_position = params.position_limits.max_position_fraction;
/// println!("Max position fraction for AAPL: {}", max_position);
/// }
/// # Ok(())
/// # }
/// ```
pub mod asset_classification_integration {
pub use crate::asset_classification::*;
/// Convenience function to create a fully configured asset classification manager
/// with default configurations suitable for production use.
///
/// # Errors
/// Returns error if the operation fails
pub async fn create_production_manager(
database_pool: Option<sqlx::PgPool>,
) -> Result<AssetClassificationManager, Box<dyn std::error::Error + Send + Sync>> {
let mut manager = AssetClassificationManager::new();
// Load configurations from database if available, otherwise use defaults
let configs = if let Some(_pool) = database_pool {
// In production, load from database
// let loader = crate::database::PostgresAssetClassificationLoader::with_pool(pool);
// loader.load_asset_configurations().await?
create_default_configurations()
} else {
create_default_configurations()
};
manager.load_configurations(configs).await?;
Ok(manager)
}
}