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Cargo.toml
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301 lines (288 loc) · 9.6 KB
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[workspace]
resolver = "2"
members = [
"crates",
"crates/adapters/blockchain",
"crates/adapters/coinbase_intx",
"crates/adapters/databento",
"crates/adapters/tardis",
"crates/analysis",
"crates/backtest",
"crates/cli",
"crates/common",
"crates/core",
"crates/cryptography",
"crates/data",
"crates/execution",
"crates/indicators",
"crates/infrastructure",
"crates/live",
"crates/model",
"crates/network",
"crates/persistence",
"crates/portfolio",
"crates/pyo3",
"crates/risk",
"crates/serialization",
"crates/system",
"crates/testkit",
"crates/trading",
]
[workspace.package]
version = "0.49.0"
edition = "2024"
rust-version = "1.87.0"
authors = ["Nautech Systems <info@nautechsystems.io>"]
license = "LGPL-3.0"
readme = "README.md"
description = "A high-performance algorithmic trading platform and event-driven backtester"
categories = ["finance", "simulation", "asynchronous"]
keywords = ["finance", "trading", "trading-platform", "algorithmic-trading", "quantitative-finance"]
documentation = "https://nautilustrader.io/docs"
repository = "https://github.com/nautechsystems/nautilus_trader"
homepage = "https://nautilustrader.io"
[workspace.dependencies]
nautilus-analysis = { path = "crates/analysis", version = "0.49.0" }
nautilus-backtest = { path = "crates/backtest", version = "0.49.0" }
nautilus-cli = { path = "crates/cli", version = "0.49.0" }
nautilus-common = { path = "crates/common", version = "0.49.0" }
nautilus-core = { path = "crates/core", version = "0.49.0" }
nautilus-cryptography = { path = "crates/cryptography", version = "0.49.0" }
nautilus-data = { path = "crates/data", version = "0.49.0" }
nautilus-execution = { path = "crates/execution", version = "0.49.0" }
nautilus-indicators = { path = "crates/indicators", version = "0.49.0" }
nautilus-infrastructure = { path = "crates/infrastructure", version = "0.49.0" }
nautilus-live = { path = "crates/live", version = "0.49.0" }
nautilus-model = { path = "crates/model", version = "0.49.0" }
nautilus-network = { path = "crates/network", version = "0.49.0" }
nautilus-persistence = { path = "crates/persistence", version = "0.49.0" }
nautilus-portfolio = { path = "crates/portfolio", version = "0.49.0" }
nautilus-pyo3 = { path = "crates/pyo3", version = "0.49.0" }
nautilus-risk = { path = "crates/risk", version = "0.49.0" }
nautilus-serialization = { path = "crates/serialization", version = "0.49.0" }
nautilus-system = { path = "crates/system", version = "0.49.0" }
nautilus-testkit = { path = "crates/testkit", version = "0.49.0" }
nautilus-trading = { path = "crates/trading", version = "0.49.0" }
# Adapters
nautilus-blockchain = { path = "crates/adapters/blockchain", version = "0.49.0" }
nautilus-coinbase-intx = { path = "crates/adapters/coinbase_intx", version = "0.49.0" }
nautilus-databento = { path = "crates/adapters/databento", version = "0.49.0" }
nautilus-tardis = { path = "crates/adapters/tardis", version = "0.49.0" }
ahash = "0.8.12"
alloy = { version = "1.0.12", default-features = false, features = ["sol-types", "contract"] }
alloy-primitives = { version = "1.2.1", features = ["serde"] }
anyhow = "1.0.98"
arraydeque = "0.5.1"
# Keep arrow major version in line with datafusion
arrow = { version = "55.1.0", default-features = false, features = ["csv", "json", "ipc"] }
async-stream = "0.3.6"
async-trait = "0.1.88"
aws-lc-rs = { version = "1.13.1", default-features = false, features = ["non-fips"] }
base64 = "0.22.1"
binary-heap-plus = "0.5.0"
bytes = { version = "1.10.1", features = ["serde"] }
chrono = { version = "0.4.41", default-features = false, features = ["serde", "std", "clock"] }
chrono-tz = "0.10.3"
clap = { version = "4.5.39", features = ["derive", "env"] }
compare = "0.1.0"
csv = "1.3.1"
dashmap = "6.1.0"
databento = { version = "0.27.0", default-features = false, features = ["historical", "live"] }
datafusion = { version = "48.0.0", default-features = false, features = [
"parquet",
"regex_expressions",
"unicode_expressions",
] }
deranged = "=0.4.0"
derive_builder = { version = "0.20.2", default-features = false, features = ["alloc"] }
dotenvy = "0.15.7"
ed25519-dalek = "2.1.1"
enum_dispatch = "0.3.13"
evalexpr = "=11.3.1" # Pinned to v11.3.1 for MIT licensing
fallible-streaming-iterator = "0.1.9"
flate2 = "1.1.2"
futures = { version = "0.3.31", default-features = false, features = ["std", "async-await"] }
futures-util = "0.3.31"
heck = "0.5.0"
hex = "0.4.3"
hostname = "0.4.1"
http = "1.3.1"
hypersync-client = { version = "0.18.2" }
hypersync-schema = { version = "0.3.0" }
implied-vol = { version = "1.1.0", features = ["normal-distribution"] }
indexmap = { version = "2.9.0", features = ["serde"] }
itertools = "0.14.0"
itoa = "1.0.15"
log = { version = "0.4.27", features = [
"std",
"kv_unstable",
"serde",
"release_max_level_debug",
] }
memchr = "2.7.4"
nonzero_ext = "0.3.0"
object_store = { version = "0.12.2", default-features = false, features = [
"fs",
"aws",
"azure",
"gcp",
"http",
] }
# Keep parquet major version in line with datafusion
parquet = { version = "55.1.0", default-features = false, features = ["arrow", "async"] }
pem = "3.0.5"
procfs = "0.17.0"
pyo3 = { version = "0.25.1", default-features = false, features = [
"chrono",
"indexmap",
"macros",
"rust_decimal",
"serde",
] }
pyo3-async-runtimes = { version = "0.25.0", default-features = false, features = [
"attributes",
"tokio",
"tokio-runtime",
] }
rand = { version = "0.9.1", default-features = false, features = ["std", "thread_rng"] }
redis = { version = "0.32.2", features = [
"connection-manager",
"keep-alive",
"sentinel",
"streams",
"tokio-comp",
"tokio-rustls-comp",
"tls-rustls",
"tls-rustls-webpki-roots",
] }
regex = { version = "1.11.1", default-features = false, features = ["std", "perf"] }
reqwest = { version = "0.12.20", default-features = false, features = [
"blocking",
"rustls-tls",
"stream",
"json",
] }
rmp-serde = "1.3.0"
rust_decimal = "1.37.2"
rust_decimal_macros = "1.37.1"
rustls = { version = "0.23.28", default-features = false, features = ["aws-lc-rs"] }
rustls-pemfile = "2.2.0"
semver = "1.0.25"
serde = { version = "1.0.219", default-features = false, features = ["derive", "std", "rc"] }
serde_json = { version = "1.0.140", default-features = false, features = ["std"] }
serde_urlencoded = "0.7.1"
simple_logger = "5.0.0"
sqlx = { version = "0.8.6", default-features = false, features = [
"postgres",
"runtime-tokio",
"json",
"derive",
] }
strum = { version = "0.27.1", features = ["derive"] }
sysinfo = { version = "0.35.2", default-features = false, features = ["system"] }
tabled = { version = "0.20.0", default-features = false, features = ["std", "derive"] }
thiserror = "2.0.12"
thousands = "0.2.0"
time = { version = "0.3.41", default-features = false, features = [
"macros",
"parsing",
"serde",
"std",
] }
tokio = { version = "1.45.1", default-features = false, features = [
"rt-multi-thread",
"sync",
"fs",
"io-util",
"net",
"time",
"macros",
"signal",
] }
tokio-rustls = "0.26.2"
tokio-stream = "0.1.17"
tokio-tungstenite = { version = "0.27.0", features = ["rustls-tls-webpki-roots"] }
tokio-util = { version = "0.7.15", default-features = false, features = ["io"] }
toml = { version = "0.8.23", default-features = false, features = ["parse"] }
tracing = { version = "0.1.41", default-features = false, features = ["std", "attributes"] }
# Disable default feature "tracing-log" since it interferes with custom logging
tracing-subscriber = { version = "0.3.19", default-features = false, features = [
"smallvec",
"fmt",
"ansi",
"std",
"env-filter",
"registry",
] }
unbounded-interval-tree = { version = "1.1.2", default-features = false }
url = { version = "2.5.4", default-features = false }
urlencoding = "2.1.3"
ustr = { version = "1.1.0", features = ["serde"] }
uuid = { version = "1.17.0", features = ["v4", "serde"] }
webpki-roots = "1.0.1"
# dev-dependencies
axum = { version = "0.8.4", default-features = false, features = ["tokio", "http1"] }
criterion = "0.5.1"
float-cmp = "0.10.0"
iai = "0.1.1"
pretty_assertions = "1.4.1"
proptest = "1.7.0"
rstest = "0.25.0"
tempfile = "3.20.0"
tracing-test = "0.2.5"
turmoil = "0.6.6"
# build-dependencies
cbindgen = "0.29.0"
[profile.dev]
opt-level = 0
debug = false # Improves compile times
debug-assertions = false # Fails Cython build if true
overflow-checks = true
strip = "debuginfo" # Improves compile times
lto = false
panic = "unwind"
incremental = true
codegen-units = 256
[profile.test]
opt-level = 0
debug = true
debug-assertions = true
overflow-checks = true
strip = false
lto = false
incremental = true
codegen-units = 256
[profile.nextest]
inherits = "test"
debug = false # Improves compile times
strip = "debuginfo" # Improves compile times
[profile.release]
opt-level = 3
debug = false
debug-assertions = false
overflow-checks = false
lto = true
strip = true
panic = "abort"
incremental = false
codegen-units = 1
[profile.release-debugging]
inherits = "release"
incremental = true
debug = "full"
strip = false
lto = false
# -----------------------------------------------------------------------------
# Benchmarks
# -----------------------------------------------------------------------------
# Criterion/iai benchmarks should retain debug symbols so that tools like
# `cargo flamegraph` or `perf` produce human-readable stack traces. We inherit
# from the `release-debugging` profile defined above which keeps optimisation
# level 3 but preserves symbols and disables LTO for faster compile times.
# -----------------------------------------------------------------------------
[profile.bench]
inherits = "release"
debug = "full"
strip = false
lto = false
incremental = true