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Migrate refactor of catalog to Rust #2681

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Merged
merged 1 commit into from
Jun 13, 2025
Merged

Migrate refactor of catalog to Rust #2681

merged 1 commit into from
Jun 13, 2025

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faysou
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@faysou faysou commented Jun 1, 2025

Pull Request

NautilusTrader prioritizes correctness and reliability, please follow existing patterns for validation and testing.

Summary

  • Migrate refactor of catalog to rust

  • Using object_store crate to connect to different object stores providing parquet files.

  • Centralised dependencies as workspace dependencies

  • Extensive research on avoiding a compile bug due to reqwest and tls when using object_store. Solution is to always use rustls that doesn't need openssl. Databento vendored required until they modify their reqwest config, else fork needed (issue raised Allow using reqwest and rustls without pulling in OpenSSL/native-tls databento/databento-rs#55)

  • Also incuded a Dockerfile to be able to experiment with CI conditions, and work on fixing the compile error.

Related Issues/PRs

#2652

Type of change

  • New feature (non-breaking)

Breaking change details (if applicable)

Release notes

  • I added a concise entry to RELEASES.md that follows the existing conventions (when applicable)

Testing

Ensure new or changed logic is covered by tests.

  • Affected code paths are already covered by the test suite
  • I added/updated tests to cover new or changed logic

@faysou faysou force-pushed the catalog_rust branch 22 times, most recently from c0e42d2 to 3cf252a Compare June 7, 2025 21:31
@faysou faysou force-pushed the catalog_rust branch 8 times, most recently from dd62c8b to 07613b5 Compare June 12, 2025 09:53
@faysou faysou force-pushed the catalog_rust branch 3 times, most recently from 14830e2 to c9eace9 Compare June 13, 2025 17:32
@cjdsellers cjdsellers changed the title Migrate refactor of catalog to rust Migrate refactor of catalog to Rust Jun 13, 2025
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Many thanks for this extensive work @faysou 🙏

@cjdsellers cjdsellers merged commit 121575b into develop Jun 13, 2025
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@cjdsellers cjdsellers deleted the catalog_rust branch June 13, 2025 22:40
stastnypremysl pushed a commit to stastnypremysl/nautilus_trader that referenced this pull request Jun 16, 2025
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2 participants