diff --git a/.github/workflows/ci.yml b/.github/workflows/ci.yml index 1aedc4741..d611049ee 100644 --- a/.github/workflows/ci.yml +++ b/.github/workflows/ci.yml @@ -17,6 +17,11 @@ jobs: rust: name: Rust Workspace runs-on: ubuntu-latest + env: + CARGO_TERM_COLOR: always + CARGO_INCREMENTAL: "0" + RUSTC_WRAPPER: sccache + SCCACHE_GHA_ENABLED: "true" defaults: run: working-directory: rust_hft @@ -29,11 +34,27 @@ jobs: with: components: rustfmt, clippy + - name: Install Linux linker + run: sudo apt-get update && sudo apt-get install -y clang mold + + - name: Setup sccache + uses: mozilla-actions/sccache-action@v0.0.10 + + - name: Record cache dimensions + id: cache-info + shell: bash + run: | + echo "rust=$(rustc -Vv | awk '/^release:/ {print $2}')" >> "$GITHUB_OUTPUT" + echo "sccache=$(${SCCACHE_PATH:-sccache} --version | awk '{print $2}')" >> "$GITHUB_OUTPUT" + - name: Cache Rust uses: Swatinem/rust-cache@v2 with: workspaces: | rust_hft + key: rust_hft-ci-rust-${{ steps.cache-info.outputs.rust }}-sccache-${{ steps.cache-info.outputs.sccache }}-${{ hashFiles('rust_hft/Cargo.lock') }} + cache-all-crates: true + save-if: ${{ github.event_name != 'pull_request' }} - name: Format check (non-blocking) run: cargo fmt --all -- --check @@ -47,30 +68,36 @@ jobs: -W clippy::suspicious continue-on-error: true - - name: Build (release) - run: cargo build --workspace --release + - name: Build + run: cargo build --workspace --locked - name: Package binaries (if present) + if: github.event_name == 'push' run: | mkdir -p dist for bin in hft-live hft-paper hft-all-in-one hft-replay; do - if [ -f target/release/$bin ]; then - cp target/release/$bin dist/ + if [ -f target/debug/$bin ]; then + cp target/debug/$bin dist/ fi done ls -la dist || true - name: Upload artifacts - if: success() + if: success() && github.event_name == 'push' uses: actions/upload-artifact@v4 with: - name: rust-binaries-${{ github.sha }} + name: rust-dev-binaries-${{ github.sha }} path: rust_hft/dist/* if-no-files-found: ignore rust_extra_standalone: name: Rust Standalone (test_bitget_standalone) runs-on: ubuntu-latest + env: + CARGO_TERM_COLOR: always + CARGO_INCREMENTAL: "0" + RUSTC_WRAPPER: sccache + SCCACHE_GHA_ENABLED: "true" defaults: run: working-directory: test_bitget_standalone @@ -81,11 +108,24 @@ jobs: - name: Setup Rust toolchain uses: dtolnay/rust-toolchain@stable + - name: Setup sccache + uses: mozilla-actions/sccache-action@v0.0.10 + + - name: Record cache dimensions + id: cache-info + shell: bash + run: | + echo "rust=$(rustc -Vv | awk '/^release:/ {print $2}')" >> "$GITHUB_OUTPUT" + echo "sccache=$(${SCCACHE_PATH:-sccache} --version | awk '{print $2}')" >> "$GITHUB_OUTPUT" + - name: Cache Rust (standalone) uses: Swatinem/rust-cache@v2 with: workspaces: | test_bitget_standalone + key: bitget-standalone-rust-${{ steps.cache-info.outputs.rust }}-sccache-${{ steps.cache-info.outputs.sccache }}-${{ hashFiles('test_bitget_standalone/Cargo.lock', 'test_bitget_standalone/Cargo.toml') }} + cache-all-crates: true + save-if: ${{ github.event_name != 'pull_request' }} - name: Build (release) run: cargo build --release diff --git a/.github/workflows/release-rust.yml b/.github/workflows/release-rust.yml index 947a81f05..634b9bc74 100644 --- a/.github/workflows/release-rust.yml +++ b/.github/workflows/release-rust.yml @@ -4,6 +4,7 @@ on: push: tags: - 'v*' + workflow_dispatch: permissions: contents: write @@ -12,50 +13,144 @@ concurrency: group: release-${{ github.ref }} cancel-in-progress: false +env: + CARGO_TERM_COLOR: always + CARGO_INCREMENTAL: "0" + RUSTC_WRAPPER: sccache + SCCACHE_GHA_ENABLED: "true" + TZ: UTC + LC_ALL: C + LANG: C + RELEASE_PACKAGES: hft-live hft-paper hft-all-in-one hft-replay hft-backtest hft-collector + jobs: build: - name: Build binaries (linux x86_64) - runs-on: ubuntu-latest + name: Build ${{ matrix.name }} + runs-on: ${{ matrix.os }} defaults: run: working-directory: rust_hft + strategy: + fail-fast: false + matrix: + include: + - target: x86_64-unknown-linux-gnu + os: ubuntu-latest + name: linux-x86_64 + - target: x86_64-unknown-linux-musl + os: ubuntu-latest + name: linux-x86_64-musl + - target: x86_64-apple-darwin + os: macos-15-intel + name: macos-x86_64 + - target: aarch64-apple-darwin + os: macos-15 + name: macos-aarch64 + steps: - name: Checkout uses: actions/checkout@v4 - name: Setup Rust toolchain uses: dtolnay/rust-toolchain@stable + with: + targets: ${{ matrix.target }} + + - name: Install Linux linker + if: runner.os == 'Linux' + run: sudo apt-get update && sudo apt-get install -y clang mold musl-tools + + - name: Setup sccache + uses: mozilla-actions/sccache-action@v0.0.10 + + - name: Configure target linker + if: matrix.target == 'x86_64-unknown-linux-musl' + run: echo "CARGO_TARGET_X86_64_UNKNOWN_LINUX_MUSL_LINKER=musl-gcc" >> "$GITHUB_ENV" + + - name: Record cache dimensions + id: cache-info + shell: bash + run: | + echo "rust=$(rustc -Vv | awk '/^release:/ {print $2}')" >> "$GITHUB_OUTPUT" + echo "sccache=$(${SCCACHE_PATH:-sccache} --version | awk '{print $2}')" >> "$GITHUB_OUTPUT" - name: Cache Rust uses: Swatinem/rust-cache@v2 with: workspaces: | rust_hft + key: release-${{ matrix.target }}-rust-${{ steps.cache-info.outputs.rust }}-sccache-${{ steps.cache-info.outputs.sccache }}-${{ hashFiles('rust_hft/Cargo.lock') }} + cache-all-crates: true + + - name: Set reproducible build metadata + run: echo "SOURCE_DATE_EPOCH=$(git log -1 --format=%ct)" >> "$GITHUB_ENV" - name: Build apps + shell: bash run: | - cargo build --release -p hft-live -p hft-paper -p hft-all-in-one -p hft-replay + set -euo pipefail + for package in ${RELEASE_PACKAGES}; do + cargo build --release --locked --target "${{ matrix.target }}" -p "${package}" + done - name: Package artifacts + shell: bash run: | + set -euo pipefail mkdir -p dist - for bin in hft-live hft-paper hft-all-in-one hft-replay; do - if [ -f target/release/$bin ]; then - cp target/release/$bin dist/ - (cd dist && tar -czf ${bin}-linux-x86_64.tar.gz $bin && rm -f $bin) - fi + package_dir="rust-hft-${{ matrix.name }}" + mkdir -p "${package_dir}/bin" "${package_dir}/docs" + + for package in ${RELEASE_PACKAGES}; do + cp "target/${{ matrix.target }}/release/${package}" "${package_dir}/bin/${package}" done - ls -la dist + + cp docs/README.md "${package_dir}/README.md" + cp docs/guides/RUST_BUILD_RELEASE.md "${package_dir}/docs/RUST_BUILD_RELEASE.md" + + { + echo "Rust HFT Trading System" + echo "Version: ${GITHUB_REF_NAME}" + echo "Commit: ${GITHUB_SHA}" + echo "Target: ${{ matrix.target }}" + echo "Source-Date-Epoch: ${SOURCE_DATE_EPOCH}" + echo "Packages: ${RELEASE_PACKAGES}" + } > "${package_dir}/VERSION.txt" + + tar -czf "dist/${package_dir}.tar.gz" "${package_dir}" + shasum -a 256 "dist/${package_dir}.tar.gz" > "dist/${package_dir}.tar.gz.sha256" - name: Upload artifacts uses: actions/upload-artifact@v4 with: - name: rust-binaries-${{ github.ref_name }} - path: rust_hft/dist/*.tar.gz + name: rust-hft-${{ matrix.name }} + path: | + rust_hft/dist/*.tar.gz + rust_hft/dist/*.sha256 + retention-days: 14 + + - name: sccache stats + if: always() + run: ${SCCACHE_PATH:-sccache} --show-stats + + github-release: + name: Publish GitHub Release + needs: [build] + runs-on: ubuntu-latest + if: startsWith(github.ref, 'refs/tags/') + + steps: + - name: Download release artifacts + uses: actions/download-artifact@v4 + with: + path: dist + merge-multiple: true - name: Create GitHub Release uses: softprops/action-gh-release@v2 with: - files: rust_hft/dist/*.tar.gz + files: | + dist/*.tar.gz + dist/*.sha256 env: GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }} diff --git a/.gitignore b/.gitignore index 06cf9a1e4..9b59d5e5d 100644 --- a/.gitignore +++ b/.gitignore @@ -21,6 +21,7 @@ pip-delete-this-directory.txt **/*.rs.bk *.pdb Cargo.lock +!/rust_hft/Cargo.lock # IDE files .vscode/ @@ -126,3 +127,4 @@ AWSCLIV2.pkg # Compiled binaries in root /hft-collector-linux* /hft-collector-darwin* +.omx/ diff --git a/rust_hft/.cargo/config.toml b/rust_hft/.cargo/config.toml index e40525a0c..663b50eda 100644 --- a/rust_hft/.cargo/config.toml +++ b/rust_hft/.cargo/config.toml @@ -3,17 +3,10 @@ [build] # 開發時並行度 (根據 CPU 核數調整) jobs = 8 +# Rust 編譯快取;本地需先安裝 sccache +rustc-wrapper = "sccache" -# 針對不同平台的快速 linker +# Linux 使用 clang 驅動 mold,避免直接調用 ld 時找不到 mold。 [target.x86_64-unknown-linux-gnu] +linker = "clang" rustflags = ["-C", "link-arg=-fuse-ld=mold"] - -[target.x86_64-apple-darwin] -rustflags = ["-C", "link-arg=-fuse-ld=lld"] - -# 環境變數 -[env] -# sccache 快取編譯結果 (安裝: cargo install sccache) -RUSTC_WRAPPER = "sccache" -# 增量編譯 -CARGO_INCREMENTAL = "1" diff --git a/rust_hft/.github/workflows/ci.yml b/rust_hft/.github/workflows/ci.yml index 4c743e4a0..3f8912d70 100644 --- a/rust_hft/.github/workflows/ci.yml +++ b/rust_hft/.github/workflows/ci.yml @@ -6,6 +6,12 @@ on: pull_request: branches: [ main, master ] +env: + CARGO_TERM_COLOR: always + CARGO_INCREMENTAL: "0" + RUSTC_WRAPPER: sccache + SCCACHE_GHA_ENABLED: "true" + jobs: build-test: runs-on: ${{ matrix.os }} @@ -26,10 +32,26 @@ jobs: toolchain: ${{ matrix.toolchain }} components: clippy, rustfmt + - name: Install Linux linker + if: runner.os == 'Linux' + run: sudo apt-get update && sudo apt-get install -y clang mold + + - name: Setup sccache + uses: mozilla-actions/sccache-action@v0.0.10 + + - name: Record cache dimensions + id: cache-info + shell: bash + run: | + echo "rust=$(rustc -Vv | awk '/^release:/ {print $2}')" >> "$GITHUB_OUTPUT" + echo "sccache=$(${SCCACHE_PATH:-sccache} --version | awk '{print $2}')" >> "$GITHUB_OUTPUT" + - name: Cache cargo uses: Swatinem/rust-cache@v2 with: + key: ci-${{ matrix.os }}-${{ matrix.toolchain }}-${{ matrix.features }}-rust-${{ steps.cache-info.outputs.rust }}-sccache-${{ steps.cache-info.outputs.sccache }}-${{ hashFiles('Cargo.lock') }} cache-all-crates: true + save-if: ${{ github.event_name != 'pull_request' }} - name: Format (check) run: cargo fmt --all -- --check @@ -43,6 +65,10 @@ jobs: - name: Test (runtime single-threaded) run: cargo test -p hft-runtime -- --test-threads=1 + - name: sccache stats + if: always() + run: ${SCCACHE_PATH:-sccache} --show-stats + smoke-quotes-only: runs-on: ubuntu-latest steps: @@ -53,10 +79,25 @@ jobs: with: toolchain: stable + - name: Install Linux linker + run: sudo apt-get update && sudo apt-get install -y clang mold + + - name: Setup sccache + uses: mozilla-actions/sccache-action@v0.0.10 + + - name: Record cache dimensions + id: cache-info + shell: bash + run: | + echo "rust=$(rustc -Vv | awk '/^release:/ {print $2}')" >> "$GITHUB_OUTPUT" + echo "sccache=$(${SCCACHE_PATH:-sccache} --version | awk '{print $2}')" >> "$GITHUB_OUTPUT" + - name: Cache cargo uses: Swatinem/rust-cache@v2 with: + key: smoke-quotes-only-stable-rust-${{ steps.cache-info.outputs.rust }}-sccache-${{ steps.cache-info.outputs.sccache }}-${{ hashFiles('Cargo.lock') }} cache-all-crates: true + save-if: ${{ github.event_name != 'pull_request' }} - name: Build live app (binance) run: cargo build -p hft-live --features "binance" @@ -65,3 +106,7 @@ jobs: env: RUST_LOG: info run: cargo run -p hft-live --features "binance" -- --config config/dev/binance_quotes_only.yaml --exit-after-ms 15000 + + - name: sccache stats + if: always() + run: ${SCCACHE_PATH:-sccache} --show-stats diff --git a/rust_hft/.github/workflows/feature-matrix.yml b/rust_hft/.github/workflows/feature-matrix.yml index 0b3fd0555..d1158a18a 100644 --- a/rust_hft/.github/workflows/feature-matrix.yml +++ b/rust_hft/.github/workflows/feature-matrix.yml @@ -9,6 +9,12 @@ on: # 每週日凌晨 2 點運行完整測試矩陣 - cron: '0 2 * * 0' +env: + CARGO_TERM_COLOR: always + CARGO_INCREMENTAL: "0" + RUSTC_WRAPPER: sccache + SCCACHE_GHA_ENABLED: "true" + jobs: # 快速矩陣:PR 時運行核心組合 quick-matrix: @@ -33,11 +39,25 @@ jobs: with: components: clippy, rustfmt + - name: Install Linux linker + run: sudo apt-get update && sudo apt-get install -y clang mold + + - name: Setup sccache + uses: mozilla-actions/sccache-action@v0.0.10 + + - name: Record cache dimensions + id: cache-info + shell: bash + run: | + echo "rust=$(rustc -Vv | awk '/^release:/ {print $2}')" >> "$GITHUB_OUTPUT" + echo "sccache=$(${SCCACHE_PATH:-sccache} --version | awk '{print $2}')" >> "$GITHUB_OUTPUT" + - name: Cache cargo uses: Swatinem/rust-cache@v2 with: - key: quick-${{ matrix.features }} + key: quick-${{ matrix.features }}-rust-${{ steps.cache-info.outputs.rust }}-sccache-${{ steps.cache-info.outputs.sccache }}-${{ hashFiles('Cargo.lock') }} cache-all-crates: true + save-if: false - name: Check workspace run: | @@ -65,6 +85,10 @@ jobs: cargo test --workspace --features "${{ matrix.features }}" fi + - name: sccache stats + if: always() + run: ${SCCACHE_PATH:-sccache} --show-stats + # 完整矩陣:定時或手動觸發時運行所有組合 full-matrix: if: github.event_name != 'pull_request' @@ -94,11 +118,26 @@ jobs: with: components: clippy, rustfmt + - name: Install Linux linker + if: runner.os == 'Linux' + run: sudo apt-get update && sudo apt-get install -y clang mold + + - name: Setup sccache + uses: mozilla-actions/sccache-action@v0.0.10 + + - name: Record cache dimensions + id: cache-info + shell: bash + run: | + echo "rust=$(rustc -Vv | awk '/^release:/ {print $2}')" >> "$GITHUB_OUTPUT" + echo "sccache=$(${SCCACHE_PATH:-sccache} --version | awk '{print $2}')" >> "$GITHUB_OUTPUT" + - name: Cache cargo uses: Swatinem/rust-cache@v2 with: - key: full-${{ matrix.os }}-${{ matrix.features }} + key: full-${{ matrix.os }}-${{ matrix.features }}-rust-${{ steps.cache-info.outputs.rust }}-sccache-${{ steps.cache-info.outputs.sccache }}-${{ hashFiles('Cargo.lock') }} cache-all-crates: true + save-if: ${{ github.event_name != 'pull_request' }} - name: Check all targets run: | @@ -132,6 +171,10 @@ jobs: cargo test --doc --workspace --features "${{ matrix.features }}" fi + - name: sccache stats + if: always() + run: ${SCCACHE_PATH:-sccache} --show-stats + # 核心 crates 專項測試 core-crates: name: Core Crate - ${{ matrix.crate }} @@ -153,10 +196,24 @@ jobs: - name: Install Rust uses: dtolnay/rust-toolchain@stable + - name: Install Linux linker + run: sudo apt-get update && sudo apt-get install -y clang mold + + - name: Setup sccache + uses: mozilla-actions/sccache-action@v0.0.10 + + - name: Record cache dimensions + id: cache-info + shell: bash + run: | + echo "rust=$(rustc -Vv | awk '/^release:/ {print $2}')" >> "$GITHUB_OUTPUT" + echo "sccache=$(${SCCACHE_PATH:-sccache} --version | awk '{print $2}')" >> "$GITHUB_OUTPUT" + - name: Cache cargo uses: Swatinem/rust-cache@v2 with: - key: core-${{ matrix.crate }} + key: core-${{ matrix.crate }}-rust-${{ steps.cache-info.outputs.rust }}-sccache-${{ steps.cache-info.outputs.sccache }}-${{ hashFiles('Cargo.lock') }} + save-if: ${{ github.event_name != 'pull_request' }} - name: Check ${{ matrix.crate }} run: cargo check -p ${{ matrix.crate }} --all-features @@ -167,6 +224,10 @@ jobs: - name: Doc ${{ matrix.crate }} run: cargo doc -p ${{ matrix.crate }} --all-features --no-deps + - name: sccache stats + if: always() + run: ${SCCACHE_PATH:-sccache} --show-stats + # 編譯時間監控 compile-time: name: Compile Time Tracking @@ -179,6 +240,12 @@ jobs: - name: Install Rust uses: dtolnay/rust-toolchain@stable + - name: Install Linux linker + run: sudo apt-get update && sudo apt-get install -y clang mold + + - name: Setup sccache + uses: mozilla-actions/sccache-action@v0.0.10 + - name: Clean build run: | cargo clean @@ -203,6 +270,10 @@ jobs: path: build.log retention-days: 7 + - name: sccache stats + if: always() + run: ${SCCACHE_PATH:-sccache} --show-stats + # 總結報告 summary: name: Feature Matrix Summary diff --git a/rust_hft/.github/workflows/release.yml b/rust_hft/.github/workflows/release.yml new file mode 100644 index 000000000..71b9a7ee3 --- /dev/null +++ b/rust_hft/.github/workflows/release.yml @@ -0,0 +1,148 @@ +name: Release + +on: + push: + tags: + - "v*.*.*" + release: + types: [created] + workflow_dispatch: + +permissions: + contents: write + +env: + CARGO_TERM_COLOR: always + CARGO_INCREMENTAL: "0" + RUSTC_WRAPPER: sccache + SCCACHE_GHA_ENABLED: "true" + TZ: UTC + LC_ALL: C + LANG: C + RELEASE_PACKAGES: hft-live hft-paper hft-replay hft-backtest hft-collector + +jobs: + build-binaries: + name: Build ${{ matrix.name }} + runs-on: ${{ matrix.os }} + strategy: + fail-fast: false + matrix: + include: + - target: x86_64-unknown-linux-gnu + os: ubuntu-latest + name: linux-x86_64 + - target: x86_64-unknown-linux-musl + os: ubuntu-latest + name: linux-x86_64-musl + - target: x86_64-apple-darwin + os: macos-15-intel + name: macos-x86_64 + - target: aarch64-apple-darwin + os: macos-15 + name: macos-aarch64 + + steps: + - name: Checkout + uses: actions/checkout@v4 + + - name: Install Rust + uses: dtolnay/rust-toolchain@stable + with: + targets: ${{ matrix.target }} + + - name: Install Linux linker + if: runner.os == 'Linux' + run: sudo apt-get update && sudo apt-get install -y clang mold musl-tools + + - name: Setup sccache + uses: mozilla-actions/sccache-action@v0.0.10 + + - name: Configure target linker + if: matrix.target == 'x86_64-unknown-linux-musl' + run: echo "CARGO_TARGET_X86_64_UNKNOWN_LINUX_MUSL_LINKER=musl-gcc" >> "$GITHUB_ENV" + + - name: Record cache dimensions + id: cache-info + shell: bash + run: | + echo "rust=$(rustc -Vv | awk '/^release:/ {print $2}')" >> "$GITHUB_OUTPUT" + echo "sccache=$(${SCCACHE_PATH:-sccache} --version | awk '{print $2}')" >> "$GITHUB_OUTPUT" + + - name: Cache cargo + uses: Swatinem/rust-cache@v2 + with: + key: release-${{ matrix.target }}-rust-${{ steps.cache-info.outputs.rust }}-sccache-${{ steps.cache-info.outputs.sccache }}-${{ hashFiles('Cargo.lock') }} + cache-all-crates: true + + - name: Set reproducible build metadata + run: echo "SOURCE_DATE_EPOCH=$(git log -1 --format=%ct)" >> "$GITHUB_ENV" + + - name: Build release binaries + shell: bash + run: | + set -euo pipefail + for package in ${RELEASE_PACKAGES}; do + cargo build --release --locked --target "${{ matrix.target }}" -p "${package}" + done + + - name: Package artifacts + shell: bash + run: | + set -euo pipefail + package_dir="rust-hft-${{ matrix.name }}" + mkdir -p "${package_dir}/bin" "${package_dir}/docs" + + for package in ${RELEASE_PACKAGES}; do + cp "target/${{ matrix.target }}/release/${package}" "${package_dir}/bin/${package}" + done + + cp docs/README.md "${package_dir}/README.md" + cp docs/guides/RUST_BUILD_RELEASE.md "${package_dir}/docs/RUST_BUILD_RELEASE.md" + + { + echo "Rust HFT Trading System" + echo "Version: ${GITHUB_REF_NAME}" + echo "Commit: ${GITHUB_SHA}" + echo "Target: ${{ matrix.target }}" + echo "Source-Date-Epoch: ${SOURCE_DATE_EPOCH}" + echo "Packages: ${RELEASE_PACKAGES}" + } > "${package_dir}/VERSION.txt" + + tar -czf "${package_dir}.tar.gz" "${package_dir}" + shasum -a 256 "${package_dir}.tar.gz" > "${package_dir}.tar.gz.sha256" + + - name: Upload artifacts + uses: actions/upload-artifact@v4 + with: + name: rust-hft-${{ matrix.name }} + path: | + rust-hft-${{ matrix.name }}.tar.gz + rust-hft-${{ matrix.name }}.tar.gz.sha256 + retention-days: 14 + + - name: sccache stats + if: always() + run: ${SCCACHE_PATH:-sccache} --show-stats + + github-release: + name: Publish GitHub Release + needs: [build-binaries] + runs-on: ubuntu-latest + if: startsWith(github.ref, 'refs/tags/') || github.event_name == 'release' + + steps: + - name: Download release artifacts + uses: actions/download-artifact@v4 + with: + path: dist + merge-multiple: true + + - name: Publish release assets + uses: softprops/action-gh-release@v2 + with: + files: | + dist/*.tar.gz + dist/*.sha256 + draft: false + prerelease: ${{ contains(github.ref_name, '-') }} diff --git a/rust_hft/.github/workflows/release.yml.disabled b/rust_hft/.github/workflows/release.yml.disabled deleted file mode 100644 index c85ffb65b..000000000 --- a/rust_hft/.github/workflows/release.yml.disabled +++ /dev/null @@ -1,247 +0,0 @@ -name: 發布流水線 - -on: - release: - types: [created] - push: - tags: - - 'v*.*.*' - -env: - CARGO_TERM_COLOR: always - -jobs: - # 多平台構建發布包 - build-release: - name: 構建發布包 - strategy: - matrix: - include: - - target: x86_64-unknown-linux-gnu - os: ubuntu-latest - name: linux-x86_64 - - target: x86_64-apple-darwin - os: macOS-latest - name: macos-x86_64 - - target: aarch64-apple-darwin - os: macOS-latest - name: macos-aarch64 - - runs-on: ${{ matrix.os }} - - steps: - - uses: actions/checkout@v4 - - - name: Setup Rust - uses: actions-rs/toolchain@v1 - with: - toolchain: stable - target: ${{ matrix.target }} - override: true - - - name: 安裝目標平台 - run: rustup target add ${{ matrix.target }} - - - name: 構建發布版本 - env: - RUSTFLAGS: "-C target-cpu=native -C opt-level=3 -C lto=fat -C codegen-units=1" - run: cargo build --release --target ${{ matrix.target }} --all-features - - - name: 創建發布包 - run: | - mkdir -p release - - # 複製二進制文件 - if [[ "${{ matrix.os }}" == "windows-latest" ]]; then - cp target/${{ matrix.target }}/release/rust_hft.exe release/ - else - cp target/${{ matrix.target }}/release/rust_hft release/ - fi - - # 複製必要文件 - cp CLAUDE.md release/README.md - cp -r examples/ release/examples/ 2>/dev/null || echo "Examples已移至archived" - cp docker-compose.yml release/ 2>/dev/null || echo "無docker-compose.yml" - - # 創建版本信息 - echo "Rust HFT Trading System" > release/VERSION.txt - echo "Version: ${{ github.ref_name }}" >> release/VERSION.txt - echo "Build Date: $(date -u +%Y-%m-%d)" >> release/VERSION.txt - echo "Commit: ${{ github.sha }}" >> release/VERSION.txt - echo "Target: ${{ matrix.target }}" >> release/VERSION.txt - - # 創建壓縮包 - if [[ "${{ matrix.os }}" == "windows-latest" ]]; then - 7z a rust-hft-${{ matrix.name }}.zip release/* - else - tar -czf rust-hft-${{ matrix.name }}.tar.gz -C release . - fi - - - name: 計算校驗和 - run: | - if [[ "${{ matrix.os }}" == "windows-latest" ]]; then - certutil -hashfile rust-hft-${{ matrix.name }}.zip SHA256 > rust-hft-${{ matrix.name }}.sha256 - else - shasum -a 256 rust-hft-${{ matrix.name }}.tar.gz 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"1d2a5585e04f9eea4b2a3d1eca508c4dee9592a89ef6f450c11719da0726f4db" +dependencies = [ + "libc", + "zstd-sys", +] + +[[package]] +name = "zstd-sys" +version = "2.0.16+zstd.1.5.7" +source = "registry+https://github.com/rust-lang/crates.io-index" +checksum = "91e19ebc2adc8f83e43039e79776e3fda8ca919132d68a1fed6a5faca2683748" +dependencies = [ + "cc", + "pkg-config", +] diff --git a/rust_hft/Cargo.toml b/rust_hft/Cargo.toml index cf4a39803..04e7e958e 100644 --- a/rust_hft/Cargo.toml +++ b/rust_hft/Cargo.toml @@ -218,13 +218,16 @@ harness = false opt-level = 0 debug = true incremental = true +lto = false [profile.release] -# 發布模式:執行快優先 +# 發布模式:執行快優先,並保持可分發產物精簡 opt-level = 3 lto = "thin" codegen-units = 1 panic = "abort" +strip = "symbols" +split-debuginfo = "packed" [profile.bench] # 基準測試:最高優化 diff --git a/rust_hft/apps/replay/src/main.rs b/rust_hft/apps/replay/src/main.rs index 37ffbff02..e9866af50 100644 --- a/rust_hft/apps/replay/src/main.rs +++ b/rust_hft/apps/replay/src/main.rs @@ -559,7 +559,7 @@ async fn insert_gap( reason: reason.to_string(), detail, }; - let mut ins = ch.insert::("gap_log")?; + let mut ins = ch.insert::("gap_log").await?; ins.write(&row).await?; ins.end().await?; Ok(()) @@ -584,7 +584,7 @@ struct LobDepthRow { } async fn insert_lob_depth(ch: &ChClient, row: LobDepthRow) -> anyhow::Result<()> { - let mut ins = ch.insert::("lob_depth")?; + let mut ins = ch.insert::("lob_depth").await?; ins.write(&row).await?; ins.end().await?; Ok(()) diff --git a/rust_hft/data-pipelines/adapters/adapter-bitget/src/zero_copy_stream.rs b/rust_hft/data-pipelines/adapters/adapter-bitget/src/zero_copy_stream.rs index fe929c4cd..83f3db69e 100644 --- a/rust_hft/data-pipelines/adapters/adapter-bitget/src/zero_copy_stream.rs +++ b/rust_hft/data-pipelines/adapters/adapter-bitget/src/zero_copy_stream.rs @@ -16,7 +16,7 @@ use tokio::sync::mpsc; use tracing::{debug, error, info, trace, warn}; #[cfg(feature = "json-simd")] -use simd_json::prelude::{ValueAsContainer, ValueAsScalar, ValueObjectAccess}; +use simd_json::prelude::{ValueAsArray, ValueAsScalar, ValueObjectAccess}; #[cfg(feature = "metrics")] use infra_metrics::MetricsRegistry; diff --git a/rust_hft/deployment/docker/Dockerfile.trading b/rust_hft/deployment/docker/Dockerfile.trading index 3cc645824..36df0758c 100644 --- a/rust_hft/deployment/docker/Dockerfile.trading +++ b/rust_hft/deployment/docker/Dockerfile.trading @@ -4,19 +4,21 @@ # ============================================ # Stage 1: 構建環境 # ============================================ -FROM rust:1.75-bookworm AS builder +FROM rust:1.91-bookworm AS builder WORKDIR /app # 安裝構建依賴 RUN apt-get update && apt-get install -y \ + clang \ cmake \ + mold \ pkg-config \ - libssl-dev \ && rm -rf /var/lib/apt/lists/* # 複製 workspace 配置 COPY Cargo.toml Cargo.lock ./ +COPY .cargo .cargo # 複製所有 crate 的 Cargo.toml (用於緩存依賴) COPY market-core/core/Cargo.toml market-core/core/ @@ -62,13 +64,13 @@ RUN mkdir -p market-core/instrument/src && echo "" > market-core/instrument/src/ RUN mkdir -p apps/live/src && echo "fn main() {}" > apps/live/src/main.rs # 構建依賴 (這層會被緩存) -RUN cargo build --release -p hft-live 2>/dev/null || true +RUN cargo --config 'build.rustc-wrapper=""' build --release -p hft-live 2>/dev/null || true # 複製實際源代碼 COPY . . # 構建發布版本 -RUN cargo build --release -p hft-live --features "metrics,clickhouse,redis" +RUN cargo --config 'build.rustc-wrapper=""' build --release --locked -p hft-live --features "metrics,clickhouse,redis" # ============================================ # Stage 2: 運行環境 @@ -78,6 +80,7 @@ FROM debian:bookworm-slim AS runtime # 安裝運行時依賴 RUN apt-get update && apt-get install -y \ ca-certificates \ + curl \ libssl3 \ && rm -rf /var/lib/apt/lists/* diff --git a/rust_hft/docker/Dockerfile b/rust_hft/docker/Dockerfile index 8258ca03b..b42a207c5 100644 --- a/rust_hft/docker/Dockerfile +++ b/rust_hft/docker/Dockerfile @@ -1,13 +1,11 @@ -## Minimal multi-stage Dockerfile for k8s deployment -FROM rust:1.80-bullseye AS builder +## Minimal multi-stage Dockerfile for collector deployment +FROM rust:1.91-bookworm AS builder WORKDIR /work COPY . . -RUN apt-get update && apt-get install -y pkg-config libssl-dev && \ - cd apps/collector && cargo build --release - -FROM debian:bullseye-slim -RUN apt-get update && apt-get install -y ca-certificates && rm -rf /var/lib/apt/lists/* -WORKDIR /root -COPY --from=builder /work/apps/collector/target/release/hft-collector /root/hft-collector -ENTRYPOINT ["/root/hft-collector"] +RUN apt-get update && apt-get install -y --no-install-recommends pkg-config clang mold && \ + rm -rf /var/lib/apt/lists/* && \ + cargo --config 'build.rustc-wrapper=""' build --release --locked -p hft-collector +FROM gcr.io/distroless/cc-debian12:nonroot +COPY --from=builder /work/target/release/hft-collector /usr/local/bin/hft-collector +ENTRYPOINT ["/usr/local/bin/hft-collector"] diff --git a/rust_hft/docs/guides/RUST_BUILD_RELEASE.md b/rust_hft/docs/guides/RUST_BUILD_RELEASE.md new file mode 100644 index 000000000..2e0c6e93b --- /dev/null +++ b/rust_hft/docs/guides/RUST_BUILD_RELEASE.md @@ -0,0 +1,136 @@ +# Rust 構建與發布指南 + +這個 workspace 把構建路徑分成兩條: + +- 開發與 CI 檢查:編譯要快,盡量復用快取。 +- Release 發布:二進制要小、吞吐要高、產物資訊要可追溯。 + +## 開發路徑 + +dev profile 保持 Cargo 增量編譯,並禁用 LTO。不要在 `.cargo/config.toml` 里用 `CARGO_INCREMENTAL=1` 硬設環境變量;`sccache` 會拒絕這種組合。增量策略交給 Cargo profile 即可。 + +```toml +[profile.dev] +incremental = true +lto = false +``` + +倉庫級 Cargo 配置會把 `sccache` 設成 Rust 編譯器 wrapper。本地構建前先安裝: + +```bash +cargo install sccache --locked +sccache --start-server +``` + +Linux 構建透過 `.cargo/config.toml` 使用 `clang` + `mold`,所以 Linux 開發機和 CI host 都需要安裝: + +```bash +sudo apt-get update +sudo apt-get install -y clang mold +``` + +如果本地 sccache 暫時不可用,不要直接改共享配置,先對單次命令覆蓋: + +```bash +cargo --config 'build.rustc-wrapper=""' check +``` + +## CI 快取路徑 + +CI 顯式設置: + +```bash +RUSTC_WRAPPER=sccache +SCCACHE_GHA_ENABLED=true +CARGO_INCREMENTAL=0 +TZ=UTC LC_ALL=C LANG=C +``` + +`CARGO_INCREMENTAL=0` 是有意為之:Rust 的增量編譯產物不能被 `sccache` 有效復用。也就是說,本地開發保留增量編譯,CI 則關閉增量編譯,讓 sccache 共享 crate 級編譯快取。 + +CI cache key 至少要按下列維度隔離: + +- Rust toolchain +- runner OS / target triple +- feature set +- sccache-enabled 與非 sccache job +- sccache version +- `Cargo.lock` 變更,這部分由 `Swatinem/rust-cache` 處理 + +不要讓不可信 PR 和受保護 release job 共用可寫快取。PR job 只 restore cache,不 save cache;release job 從源碼重建,並發布 checksum。 + +這個 monorepo 的實際 GitHub workflow 在倉庫根目錄 `.github/workflows/`。`rust_hft/.github/workflows/` 內的文件只在 `rust_hft` 被拆成獨立倉庫時才會被 GitHub 直接觸發。 + +## Release Profile + +release profile 優先保持運行時性能,同時縮小可分發產物: + +```toml +[profile.release] +opt-level = 3 +lto = "thin" +codegen-units = 1 +panic = "abort" +strip = "symbols" +split-debuginfo = "packed" +``` + +只有在基準測試證明 latency 或 throughput 有明確收益時,才把 `lto` 改成 `"fat"`,因為 fat LTO 會顯著拉長 link 時間。 + +## 可復現發布構建 + +發布自動化中固定時間戳與 locale: + +```bash +export SOURCE_DATE_EPOCH="$(git log -1 --format=%ct)" +export TZ=UTC LC_ALL=C LANG=C +cargo build --release -p hft-live +``` + +每個發布產物旁邊都生成 checksum: + +```bash +shasum -a 256 target/release/hft-live > hft-live.sha256 +``` + +## 可攜 Linux 二進制 + +客戶環境或部署環境的系統庫不可控時,優先用獨立的 static target,並先驗證 C library 依賴: + +```bash +rustup target add x86_64-unknown-linux-musl +cargo build --release --target x86_64-unknown-linux-musl -p hft-live +``` + +依賴 OpenSSL、zlib 或其他 C library 的 crate,需要對應 `*-sys` 依賴支持靜態構建。能用純 Rust TLS stack 時,優先用 rustls。 + +根目錄 release workflow 會同時產出 `x86_64-unknown-linux-gnu` 和 `x86_64-unknown-linux-musl`。musl job 在 CI 內安裝 `musl-tools`,並只在該 target 上設置 `CARGO_TARGET_X86_64_UNKNOWN_LINUX_MUSL_LINKER=musl-gcc`,避免破壞 macOS 本地構建。 + +## 容器發布形態 + +用 multi-stage build,runtime image 只保留運行所需內容。需要出站 HTTPS 的二進制,不要盲目用 `scratch`;用 distroless/static,或把 CA certificates 複製進最終 image。 + +```dockerfile +FROM rust:1.91 AS builder +WORKDIR /app +COPY . . +RUN cargo build --release -p hft-live + +FROM gcr.io/distroless/cc-debian12 +COPY --from=builder /app/target/release/hft-live /usr/local/bin/hft-live +USER 10001 +ENTRYPOINT ["/usr/local/bin/hft-live"] +``` + +## Release Workflow + +倉庫根目錄 `.github/workflows/release-rust.yml` 會在 `v*` tag 或手動 dispatch 時發布核心二進制: + +- `hft-live` +- `hft-paper` +- `hft-all-in-one` +- `hft-replay` +- `hft-backtest` +- `hft-collector` + +每個平台產出一個 `tar.gz` 和一個 `.sha256`。發布 job 使用 `--locked`,所以 `Cargo.lock` 必須納入版本控制;這是 release 可復現的基本邊界。 diff --git a/rust_hft/execution-gateway/adapters/adapter-bitget/src/lib.rs b/rust_hft/execution-gateway/adapters/adapter-bitget/src/lib.rs index 7d2099ca3..90a272d96 100644 --- a/rust_hft/execution-gateway/adapters/adapter-bitget/src/lib.rs +++ b/rust_hft/execution-gateway/adapters/adapter-bitget/src/lib.rs @@ -39,7 +39,6 @@ use std::sync::Arc; use tokio::sync::broadcast; use tokio_tungstenite::{connect_async, tungstenite::Message}; use tracing::{debug, error, info, warn}; -use url::Url; fn parse_json(text: &str) -> Result { let mut bytes = text.as_bytes().to_vec(); @@ -472,8 +471,7 @@ impl BitgetExecutionClient { event_tx: broadcast::Sender, latency_tracker: std::sync::Arc>>, ) -> HftResult<()> { - let url = Url::parse(&ws_url).map_err(|e| HftError::Network(e.to_string()))?; - let (ws_stream, _) = connect_async(url) + let (ws_stream, _) = connect_async(ws_url.as_str()) .await .map_err(|e| HftError::Network(e.to_string()))?; @@ -501,7 +499,7 @@ impl BitgetExecutionClient { }] }); write - .send(Message::Text(login_msg.to_string())) + .send(Message::Text(login_msg.to_string().into())) .await .map_err(|e| HftError::Network(e.to_string()))?; @@ -532,7 +530,7 @@ impl BitgetExecutionClient { .map_err(|e| HftError::Serialization(e.to_string()))?; write - .send(Message::Text(sub_msg)) + .send(Message::Text(sub_msg.into())) .await .map_err(|e| HftError::Network(e.to_string()))?; diff --git a/rust_hft/market-core/integration/src/ws.rs b/rust_hft/market-core/integration/src/ws.rs index 624e6181e..2677250ae 100644 --- a/rust_hft/market-core/integration/src/ws.rs +++ b/rust_hft/market-core/integration/src/ws.rs @@ -79,19 +79,16 @@ impl WsClient { ); // 配置專為 HFT 優化的 WebSocket 設置 - #[allow(deprecated)] - let ws_config = Some(WebSocketConfig { - // 消息和幀大小限制 - max_message_size: Some(self.cfg.max_message_size), - max_frame_size: Some(self.cfg.max_frame_size), - // 增大寫入緩衝區以提高批量寫入效率 - write_buffer_size: self.cfg.max_frame_size, - max_write_buffer_size: self.cfg.max_message_size, - // 發送隊列大小限制(保留欄位以兼容現有版本) - max_send_queue: None, - // 不接受未遮罩幀(安全考慮) - accept_unmasked_frames: false, - }); + let mut ws_config = WebSocketConfig::default(); + // 消息和幀大小限制 + ws_config.max_message_size = Some(self.cfg.max_message_size); + ws_config.max_frame_size = Some(self.cfg.max_frame_size); + // 增大寫入緩衝區以提高批量寫入效率 + ws_config.write_buffer_size = self.cfg.max_frame_size; + ws_config.max_write_buffer_size = self.cfg.max_message_size; + // 不接受未遮罩幀(安全考慮) + ws_config.accept_unmasked_frames = false; + let ws_config = Some(ws_config); match connect_async_with_config(&self.cfg.url, ws_config, false).await { Ok((ws_stream, response)) => { @@ -132,7 +129,7 @@ impl WsClient { message: &str, ) -> Result<(), Box> { if let Some(conn) = &mut self.connection { - conn.send(Message::Text(message.to_string())).await?; + conn.send(Message::Text(message.to_string().into())).await?; self.metrics.messages_sent += 1; trace!("發送消息: {}", message); Ok(()) @@ -151,7 +148,7 @@ impl WsClient { self.metrics.messages_received += 1; trace!("接收到消息: {}", text); let metrics = WsFrameMetrics::record_receive(); - Ok(Some((text, metrics))) + Ok(Some((text.to_string(), metrics))) } Message::Ping(payload) => { // 自動回應 Ping @@ -170,7 +167,7 @@ impl WsClient { } Message::Binary(data) => { // 對於二進制數據,轉換為 UTF-8 - match String::from_utf8(data) { + match String::from_utf8(data.to_vec()) { Ok(text) => { self.metrics.messages_received += 1; let metrics = WsFrameMetrics::record_receive(); @@ -214,14 +211,14 @@ impl WsClient { trace!("接收到文本消息 (零拷貝)"); let metrics = WsFrameMetrics::record_receive(); // 將 String 轉為 Bytes(一次性分配,無需二次拷貝) - Ok(Some((Bytes::from(text), metrics))) + Ok(Some((Bytes::from(text.to_string()), metrics))) } Message::Binary(data) => { self.metrics.messages_received += 1; trace!("接收到二進制消息 (零拷貝)"); let metrics = WsFrameMetrics::record_receive(); // 直接包裝為 Bytes(零拷貝) - Ok(Some((Bytes::from(data), metrics))) + Ok(Some((data, metrics))) } Message::Ping(payload) => { // 自動回應 Ping @@ -256,7 +253,7 @@ impl WsClient { pub async fn send_ping(&mut self) -> Result<(), Box> { if let Some(conn) = &mut self.connection { - conn.send(Message::Ping(vec![])).await?; + conn.send(Message::Ping(Vec::new().into())).await?; trace!("發送心跳 ping"); Ok(()) } else {