Crate rusty_common

Common utilities and types for the rusty trading system

This crate provides shared functionality used across multiple components:

• Common enums and types used throughout the system
• Authentication utilities for various exchanges
• HTTP/WebSocket client utilities
• Common error types
• Memory pools for zero-allocation operations
• Rate limiting utilities
• Time and timestamp utilities

Performance Optimizations

This crate enforces several mandatory performance optimizations:

Collections (via collections module)

• FxHashMap/FxHashSet: 2-4x faster than std HashMap for HFT use cases
• SmallVec: Stack-allocated vectors with zero heap allocation for small sizes
• Type aliases for common collection patterns (orders, price levels, etc.)

Strings (via SmartString)

• Stack-allocated strings up to 23 bytes (covers most order IDs, symbols)
• Transparent heap fallback for longer strings
• ~30% faster than String for typical HFT string operations

Benchmarks

Run cargo bench to see performance comparisons between:

• String vs SmartString
• Vec vs SmallVec
• HashMap vs FxHashMap

Re-exports

pub use collections::SmallFeatureVec;

pub use collections::SmallOrderVec;

pub use collections::SmallPriceLevelVec;

pub use collections::SmallSymbolVec;

pub use collections::SmallTradeVec;

pub use error::CommonError;

pub use error::Result;

pub use error_utils::AnyhowErrorExt;

pub use error_utils::ErrorMessages;

pub use memory::HftBufferHandle;

pub use memory::HftBufferPool;

pub use memory::HftPoolManager;

pub use memory::OrderHandle;

pub use memory::OrderPool;

pub use memory::PooledOrder;

pub use memory::PooledTrade;

pub use memory::TradeHandle;

pub use memory::TradePool;

pub use memory::TradingPoolManager;

pub use memory::get_global_trading_pools;

pub use memory::global_hft_pools;

pub use memory::with_hft_pools;

pub use memory::with_thread_local_pools;

pub use pools::GenericPool;

pub use pools::OrderPoolFactory;

pub use pools::OrderPoolTemplate;

pub use pools::PoolFactory;

pub use pools::PoolStats;

pub use pools::borrow_from_global_pool;

pub use pools::global_pool_stats;

pub use pools::return_to_global_pool;

pub use pools::set_global_order_pool;

pub use pools::with_global_order_pool;

pub use simd_price_ops::SimdPriceCalculator;

pub use simd_price_ops::simd_price_impact;

pub use simd_price_ops::simd_spreads;

pub use simd_price_ops::simd_vwap;

pub use strings::ClientOrderId;

pub use strings::CurrencyCode;

pub use strings::ExchangeName;

pub use strings::OrderId;

pub use strings::TradeId;

pub use time::get_timestamp_ms;

pub use time::get_timestamp_ns_result;

pub use types::Exchange;

pub use types::Symbol;

pub use utils::id_generation;

pub use vectorized::AlignedBuffer32;

pub use vectorized::AlignedBuffer64;

pub use vectorized::LegacyAlignedBuffer;

pub use zero_alloc_message::MessageType;

pub use zero_alloc_message::ZeroAllocMarketData;

pub use zero_alloc_message::ZeroAllocMessageProcessor;

pub use zero_alloc_message::ZeroAllocOrderUpdate;

pub use zerocopy::BorrowedValueExt;

pub use zerocopy::BufferedStringOps;

pub use zerocopy::ExchangeJsonZeroCopy;

pub use zerocopy::JsonBufferManager;

pub use zerocopy::UnifiedBufferManager;

pub use zerocopy::UnifiedBufferStats;

pub use zerocopy::UnifiedStringUtils;

pub use zerocopy::WebSocketJsonZeroCopy;

pub use zerocopy::ZeroCopyBufferManager;

pub use zerocopy::ZeroCopyCollections;

pub use zerocopy::ZeroCopyJson;

pub use zerocopy::ZeroCopyMessage;

pub use zerocopy::ZeroCopySlice;

pub use zerocopy::ZeroCopyStringUtils;

pub use zerocopy::with_buffer_manager;

pub use zerocopy::with_json_buffer_manager;

pub use zerocopy::with_unified_buffer_manager;

Modules

auth

Authentication utilities for various exchanges

collections

Common collection type aliases for consistent usage across the codebase

const_fn_candidates

Const fn utility functions for compile-time evaluation

constants

Common constants used across the rusty trading system

decimal_utils

Decimal conversion utilities for safe f64 conversions with precision validation

error

Unified error and result types for the trading system.

error_utils

Error handling utilities for consistent error management across exchanges

http

HTTP client utilities

json

JSON parsing utilities with performance optimizations

memory

Memory management utilities for high-frequency trading

pools

High-performance memory pools for HFT applications

simd_macros

SIMD operation macros for reducing code duplication

simd_price_ops

SIMD-optimized price calculations for high-frequency trading

strings

SmartString type aliases for memory efficiency

time

Time and timestamp utilities

types

Common types used across exchanges

utils

Common utility functions

vectorized

Vectorization-friendly utilities for HFT calculations

websocket

Consolidated WebSocket implementation for all exchanges

zero_alloc_message

Zero-allocation message processing for WebSocket exchanges

zerocopy

Unified zero-copy utilities for high-performance operations

Macros

extract_max_f64x4

Helper macro to extract max from a f64x4 vector

extract_min_f64x4

Helper macro to extract min from a f64x4 vector

extract_sum_f64x4

Helper macro to extract and sum all elements from a f64x4 vector

log_parse_error

Macro for consistent JSON parsing error logging

log_websocket_error

Macro for consistent WebSocket error logging

safe_format

Safe formatting macro that returns a SmartString

simd_chunk_process

Generate SIMD chunk processing with custom logic per chunk

simd_dual_op

Generate SIMD dual-vector operations (dot product, correlation, etc.)

simd_reduce

Generate SIMD reduction operations with configurable accumulators and chunk sizes

Structs

SmallVec

A Vec-like container that can store a small number of elements inline.

Type Aliases

FxHashMap

Type alias for a hash map that uses the Fx hashing algorithm.

FxHashSet

Type alias for a hash set that uses the Fx hashing algorithm.

SmartString

A convenience alias for a [LazyCompact] layout [SmartString].