[package]
edition = "2024"
name = "apple-quant-algorithmic"
version = "0.4.0"
build = false
autolib = false
autobins = false
autoexamples = false
autotests = false
autobenches = false
description = "Apple Quant's algorithmic library."
readme = "README.md"
license = "AGPL-3.0-only"
repository = "https://gitlab.com/apple-quant/apple-quant/"
[features]
backend-databento = ["dep:databento"]
backend-simulated = []
default = [
"backend-databento",
"backend-simulated",
"tracing/release_max_level_off",
]
exposure-reversion = []
log-trace-directional-exposure = []
log-trace-frontend = []
log-trace-order-actions = []
log-trace-order-manager = []
points-i32 = []
subpoints-i32 = []
timestamp-u64 = []
[lib]
name = "apple_quant_algorithmic"
crate-type = ["lib"]
path = "src/lib.rs"
[dependencies.anyhow]
version = "1.0.100"
[dependencies.apple-quant-core]
version = "0.2.0"
[dependencies.arc-swap]
version = "1.9.1"
[dependencies.bincode]
version = "2.0.1"
[dependencies.bitflag]
version = "0.10.1"
[dependencies.chrono]
version = "0.4.45"
[dependencies.chrono-tz]
version = "0.10.4"
features = ["case-insensitive"]
[dependencies.clap]
version = "4.6.1"
features = ["derive"]
[dependencies.databento]
version = "0.49.0"
features = [
"historical",
"live",
]
optional = true
[dependencies.enum_dispatch]
version = "0.3.13"
[dependencies.fixed]
version = "1.31.0"
features = [
"f16",
"num-traits",
"std",
]
[dependencies.num-traits]
version = "0.2.19"
[dependencies.ordered-float]
version = "5.3.0"
[dependencies.rand]
version = "0.10.1"
features = ["simd_support"]
[dependencies.rand_distr]
version = "0.6.0"
[dependencies.rust_decimal]
version = "1.41.0"
features = ["macros"]
[dependencies.serde]
version = "1.0.229"
[dependencies.smallstr]
version = "0.3.1"
[dependencies.smallvec]
version = "1.15.1"
features = ["drain_filter"]
[dependencies.thingbuf]
version = "0.1.6"
[dependencies.thiserror]
version = "2.0.17"
[dependencies.time]
version = "0.3.47"
features = [
"macros",
"parsing",
"formatting",
]
[dependencies.tokio]
version = "1.52.3"
features = [
"full",
"macros",
"sync",
]
[dependencies.tokio-stream]
version = "0.1.18"
[dependencies.tokio-util]
version = "0.7.18"
features = [
"full",
"time",
]
[dependencies.toml]
version = "1.1.3"
[dependencies.tracing]
version = "0.1.44"
[dependencies.zstd]
version = "0.13.3"