00ae84dd88
Strip all 413 #[allow(dead_code)] annotations from 139 files and remove the actual dead code they were suppressing: unused struct fields (and their constructor sites), unused methods/functions, and entire dead structs. Key removals: - trading_engine compliance: ~50 dead structs/fields across audit, reporting, SOX modules - trading_service: dead execution engine fields, broker routing, paper trading methods - ml_training_service: dead TLS validation (~340 lines), GPU state, monitoring fields - backtesting_service: dead model cache, TLS validation, TradeSignal fields - risk: dead VaR engine fields, safety coordinator fields, position tracker fields - adaptive-strategy: dead ensemble methods, regime detection, sizing functions 147 files changed, -4264 net lines. Workspace compiles with 0 errors. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Trading Service
Overview
The trading_service is the core execution engine for the Foxhunt HFT platform. It manages the entire lifecycle of trading operations, from order placement and execution to real-time position keeping and risk management. This service is critical for high-frequency, low-latency trading activities, ensuring compliance and optimal performance.
Features
- Order Execution: Handles high-throughput order placement, modification, and cancellation across various exchanges.
- Position Management: Maintains real-time tracking of all open positions, including P&L calculations and exposure.
- Risk Integration: Integrates with upstream risk systems to enforce pre-trade and post-trade compliance checks.
- Compliance Checks: Automatically applies regulatory and internal compliance rules to all trading activities.
- Market Data Subscriptions: Subscribes to and processes real-time market data feeds for informed decision-making.
- Real-time P&L Tracking: Provides immediate profit and loss updates for active strategies and overall portfolio.
- Health Checks and Metrics: Exposes endpoints for monitoring service health and operational metrics.
gRPC API
The trading_service exposes a gRPC API for interacting with its core functionalities. Key endpoints include:
PlaceOrder- Submit new ordersCancelOrder- Cancel existing ordersGetPosition- Query current positionsSubscribeMarketData- Subscribe to market data feedsGetPnlUpdates- Retrieve real-time P&L updates
Running the service
To run the trading_service binary:
cargo run --bin trading_service
Configuration
The service is configured via the central config crate with PostgreSQL backend. Key configuration includes:
- Database connection strings
- Risk parameters and limits
- Broker connection settings
- gRPC server port and TLS settings
TLS Configuration (Agent S3)
The Trading Service supports TLS 1.3 with optional mutual TLS (mTLS) for secure gRPC communications.
Environment Variables:
TLS_ENABLED=false # Enable TLS (default: false)
TLS_CERT_PATH=/app/certs/trading_service/server.crt # Server certificate
TLS_KEY_PATH=/app/certs/trading_service/server.key # Server private key
TLS_CA_PATH=/app/certs/trading_service/ca.crt # CA certificate
TLS_REQUIRE_CLIENT_CERT=false # Require client certs (default: false)
Certificate Directory Structure:
/app/certs/trading_service/
├── server.crt # Server certificate
├── server.key # Server private key
└── ca.crt # CA certificate for client verification
Features:
- TLS 1.3 encryption for all gRPC traffic
- Mutual TLS (mTLS) support for client certificate authentication
- 6-layer certificate validation (expiration, purpose, constraints, extensions, SANs, revocation)
- Role-based access control (RBAC) via certificate Organizational Unit (OU)
- CRL (Certificate Revocation List) support
Security Note: TLS is disabled by default for development. Enable TLS_ENABLED=true for production deployments.
Testing
To run the tests for the trading_service crate:
cargo test --package trading_service
Documentation
Comprehensive API documentation is available at docs.rs/trading_service.