Migrate refactor of catalog to Rust #2681
Merged
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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
Breaking change details (if applicable)
Release notes
RELEASES.md
that follows the existing conventions (when applicable)Testing
Ensure new or changed logic is covered by tests.