rust-trading-development

name	Rust Trading Development
description	Specific rules for trading feature development

Skill: Rust Trading Development

When to use this skill

• Adding or modifying trading strategies
• Modifying the RiskManager or order validation
• Financial calculations (prices, quantities, P&L)
• Working with technical indicators

Templates available

Template	Usage
(none yet)	Add trading-specific templates as needed

Critical rules

Monetary precision (MANDATORY)

// ❌ FORBIDDEN
let price: f64 = 123.45;
let total = price * quantity;

// ✅ CORRECT
use rust_decimal::Decimal;
let price = Decimal::from_str("123.45").unwrap();
let total = price * quantity;

Why: Rounding errors in f64 can cause real financial losses.

Risk management

Every new strategy MUST respect the flow:

Analyst (generates TradeProposal) 
    → RiskManager (validates)
    → Executor (executes if approved)

The RiskManager applies the validation chain:

1. BuyingPowerValidator
2. CircuitBreakerValidator
3. PDTValidator
4. PositionSizeValidator
5. SectorCorrelationValidator
6. SentimentValidator

Mandatory tests

For any trading feature:

• Unit tests for each technical indicator
• Integration tests for complete flows
• Backtests on historical data (if applicable)

Key files

Path	Content
src/domain/trading/	Trading entities (Order, Position, Trade)
src/domain/risk/	Risk management, validators
src/application/strategies/	Trading strategies
src/application/analyst.rs	Analyst agent
src/application/risk_manager.rs	RiskManager service

Available technical indicators

The project uses the ta crate for indicators:

• SMA, EMA (moving averages)
• RSI (Relative Strength Index)
• MACD (Moving Average Convergence Divergence)
• Bollinger Bands
• ADX (Average Directional Index)
• ATR (Average True Range)

Example: Adding a new strategy

1. Create the file in src/application/strategies/
2. Implement the Strategy trait
3. Add the mode to StrategyMode enum
4. Register in StrategyFactory
5. Add tests
6. Document in docs/STRATEGIES.md