fd1b60bbf5
Consolidate 4 separate ModelType enum definitions (ml 15 variants, model_loader 7, campaign 2, job_spawner 4) into a single canonical definition in common/src/model_types.rs with the union of all variants and all methods (file_extension, as_str, to_db_string, weight, from_str, Display). - ml/src/lib.rs: replace 15-variant enum with re-export - model_loader/src/lib.rs: replace 7-variant enum with re-export, update PascalCase names (Dqn->DQN, Tft->TFT, etc) - ml/hyperopt/campaign.rs: replace 2-variant enum with re-export - services/ml_training_service/job_spawner.rs: replace 4-variant enum with re-export, MAMBA2->MAMBA - Remove orphan impl ToString in ml/observability/metrics.rs (Display now provided by canonical type) - Update backtesting_service and model_loader tests for new names Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Common Crate
Overview
The common crate provides a foundational set of shared types and utilities essential for building high-frequency trading applications within the Foxhunt ecosystem. It encapsulates core data structures, error handling patterns, and common helpers used across various components.
Features
- Market Data & Order Types: Defines standardized structs for market data (e.g.,
Tick,OrderBook) and various order types (e.g.,LimitOrder,MarketOrder). - High-Precision Time Utilities: Offers utilities for working with nanosecond-resolution timestamps and duration calculations critical for HFT.
- Robust Error Handling: Implements a custom
FoxhuntErrorenum andResulttype for consistent and traceable error management across the system. - Data Validation Helpers: Provides functions for validating common HFT parameters such as prices, quantities, and instrument IDs.
- Serialization/Deserialization: Includes helpers and derive macros for efficient data serialization (e.g., using
serde) for inter-process communication or persistence. - Instrument & Asset Definitions: Standardized types for defining trading instruments, assets, and exchanges.
Usage
use common::types::{Order, OrderSide, Price, Quantity, InstrumentId};
use common::errors::FoxhuntError;
fn create_limit_order(instrument: InstrumentId, price: Price, quantity: Quantity) -> Result<Order, FoxhuntError> {
if price.value() <= 0.0 || quantity.value() <= 0.0 {
return Err(FoxhuntError::ValidationError("Price and quantity must be positive".to_string()));
}
Ok(Order::new_limit(instrument, OrderSide::Buy, price, quantity))
}
let instrument = InstrumentId::new("BTCUSD".to_string());
let order = create_limit_order(instrument, Price::new(60000.0), Quantity::new(0.5));
println!("{:?}", order);
Testing
cargo test --package common
Documentation
Comprehensive API documentation is available at docs.rs/common.