Add additional Rust docs

Makefile

@@ -70,7 +70,7 @@ docs-python: install-just-deps-all
 
 .PHONY: docs-rust
 docs-rust:
-	(cd nautilus_core && RUSTDOCFLAGS="--enable-index-page -Zunstable-options" cargo +nightly doc --no-deps)
+	(cd nautilus_core && RUSTDOCFLAGS="--enable-index-page -Zunstable-options" cargo +nightly doc --all-features --no-deps --workspace --exclude tokio-tungstenite)
 
 .PHONY: clippy
 clippy:

nautilus_core/accounting/src/account/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Provides account types and accounting functionality.
+
 pub mod base;
 pub mod cash;
 pub mod margin;

nautilus_core/accounting/src/python/mod.rs

@@ -13,7 +13,7 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
-//! Provides Python bindings from `pyo3`.
+//! Python bindings from `pyo3`.
 
 #![allow(warnings)] // non-local `impl` definition, temporary allow until pyo3 upgrade
 

nautilus_core/adapters/src/databento/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Provides the [Databento](https://databento.com) integration adapter.
+
 pub mod common;
 pub mod decode;
 pub mod enums;

nautilus_core/adapters/src/databento/python/mod.rs

@@ -13,7 +13,7 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
-//! Provides Python bindings from `pyo3`.
+//! Python bindings from `pyo3`.
 
 #![allow(warnings)] // non-local `impl` definition, temporary allow until pyo3 upgrade
 

nautilus_core/backtest/src/engine.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! The core `BacktestEngine` for backtesting on historical data.
+
 use std::ops::{Deref, DerefMut};
 
 use nautilus_common::{clock::TestClock, ffi::clock::TestClock_API, timer::TimeEventHandler};

nautilus_core/backtest/src/matching_engine.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Provides an `OrderMatchingEngine` for use in research, backtesting and sandbox environments.
+
 // Under development
 #![allow(dead_code)]
 #![allow(unused_variables)]

nautilus_core/common/src/cache/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! A common in-memory `Cache` for market and execution related data.
+
 // Under development
 #![allow(dead_code)]
 #![allow(unused_variables)]

nautilus_core/common/src/clock.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Provides real-time and static test `Clock` implementations.
+
 use std::{collections::HashMap, ops::Deref};
 
 use nautilus_core::{

nautilus_core/common/src/enums.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Defines common enumerations.
+
 use std::fmt::Debug;
 
 use serde::{Deserialize, Serialize};

nautilus_core/common/src/factories.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Provides factories for constructing domain objects such as orders.
+
 use std::collections::HashMap;
 
 use nautilus_core::{time::AtomicTime, uuid::UUID4};

nautilus_core/common/src/generators/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Provides generation of identifiers such as `ClientOrderId` and `PositionId`.
+
 pub mod client_order_id;
 pub mod order_list_id;
 pub mod position_id;

nautilus_core/common/src/handlers.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Provides common message handlers.
+
 #[cfg(not(feature = "python"))]
 use std::ffi::c_char;
 use std::{fmt, sync::Arc};

nautilus_core/common/src/interface/mod.rs

@@ -13,4 +13,6 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Interface traits to faciliate a ports and adapters style architecture.
+
 pub mod account;

nautilus_core/common/src/logging/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! The logging framework for Nautilus systems.
+
 use std::{
     collections::HashMap,
     env,

nautilus_core/common/src/msgbus/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! A common in-memory `MessageBus` for loosely coupled message passing patterns.
+
 pub mod database;
 
 use std::{

nautilus_core/common/src/python/mod.rs

@@ -13,7 +13,7 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
-//! Provides Python bindings from `pyo3`.
+//! Python bindings from `pyo3`.
 
 #![allow(warnings)] // non-local `impl` definition, temporary allow until pyo3 upgrade
 

nautilus_core/common/src/runtime.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! The centralized Tokio runtime for a running Nautilus system.
+
 use std::sync::OnceLock;
 
 use tokio::runtime::Runtime;

nautilus_core/common/src/stubs.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Type stubs to facilitate testing.
+
 use nautilus_core::time::get_atomic_clock_static;
 use nautilus_model::identifiers::stubs::{strategy_id_ema_cross, trader_id};
 use rstest::fixture;

nautilus_core/common/src/testing.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Common test related helper functions.
+
 use std::{
     thread,
     time::{Duration, Instant},

nautilus_core/common/src/timer.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Provides real-time and test timers for use with `Clock` implementations.
+
 use std::{
     cmp::Ordering,
     ffi::c_char,

nautilus_core/core/src/python/mod.rs

@@ -13,7 +13,7 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
-//! Provides Python bindings from `pyo3`.
+//! Python bindings from `pyo3`.
 
 #![allow(warnings)] // non-local `impl` definition, temporary allow until pyo3 upgrade
 

nautilus_core/core/src/uuid.rs

@@ -13,8 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
-//! Defines a core `UUID4` universally unique identifier (UUID) version 4 based on a 128-bit
-//! label as specified in RFC 4122.
+//! A core `UUID4` universally unique identifier (UUID) version 4 based on a 128-bit
+//! label (RFC 4122).
 
 use std::{
     ffi::{CStr, CString},

nautilus_core/execution/src/client.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Provides execution client base functionality.
+
 // Under development
 #![allow(dead_code)]
 #![allow(unused_variables)]

nautilus_core/execution/src/engine.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Provides a generic `ExecutionEngine` for backtesting and live environments.
+
 // Under development
 #![allow(dead_code)]
 #![allow(unused_variables)]

nautilus_core/execution/src/matching_core.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! A common `OrderMatchingCore` for the `OrderMatchingEngine` and other components.
+
 // Under development
 #![allow(dead_code)]
 #![allow(unused_variables)]

nautilus_core/execution/src/messages/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Defines execution specific messages such as order commands.
+
 use nautilus_model::identifiers::{client_id::ClientId, instrument_id::InstrumentId};
 use strum::Display;
 

nautilus_core/indicators/src/average/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Moving average type indicators.
+
 use nautilus_model::enums::PriceType;
 use strum::{AsRefStr, Display, EnumIter, EnumString, FromRepr};
 

nautilus_core/indicators/src/book/mod.rs

@@ -13,4 +13,6 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Order book specific indicators.
+
 pub mod imbalance;

nautilus_core/indicators/src/indicator.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Defines a common `Indicator` trait.
+
 use std::{fmt, fmt::Debug};
 
 use nautilus_model::{

nautilus_core/indicators/src/momentum/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Momentum type indicators.
+
 pub mod aroon;
 pub mod bias;
 pub mod cmo;

nautilus_core/indicators/src/python/mod.rs

@@ -13,7 +13,7 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
-//! Provides Python bindings from `pyo3`.
+//! Python bindings from `pyo3`.
 
 #![allow(warnings)] // non-local `impl` definition, temporary allow until pyo3 upgrade
 

nautilus_core/indicators/src/ratio/mod.rs

@@ -13,4 +13,6 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Ratio type indicators.
+
 pub mod efficiency_ratio;

nautilus_core/indicators/src/stubs.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Type stubs to facilitate testing.
+
 use nautilus_model::{
     data::{
         bar::{Bar, BarSpecification, BarType},

nautilus_core/indicators/src/testing.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Common test related helper functions.
+
 /// Checks if two floating-point numbers are approximately equal within the
 /// margin of floating-point precision.
 ///

nautilus_core/indicators/src/volatility/mod.rs

@@ -13,4 +13,6 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Volatility type indicators.
+
 pub mod atr;

nautilus_core/infrastructure/src/lib.rs

@@ -26,6 +26,7 @@
 //!
 //! - `python`: Enables Python bindings from `pyo3`
 //! - `redis`: Enables the Redis cache database and message bus backing implementations
+//! - `sql`: Enables the SQL models and cache database
 
 #[cfg(feature = "python")]
 pub mod python;

nautilus_core/infrastructure/src/python/mod.rs

@@ -13,7 +13,7 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
-//! Provides Python bindings from `pyo3`.
+//! Python bindings from `pyo3`.
 
 #[cfg(feature = "redis")]
 pub mod redis;

nautilus_core/infrastructure/src/redis/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Provides a Redis backed `CacheDatabase` and `MessageBusDatabase` implementation.
+
 pub mod cache;
 pub mod msgbus;
 

nautilus_core/infrastructure/src/sql/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Provides a SQL data model and `CacheDatabase` implementation.
+
 pub mod cache;
 pub mod database;
 pub mod models;

nautilus_core/model/src/currencies.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Common `Currency` constants.
+
 use std::{
     collections::HashMap,
     sync::{Mutex, OnceLock},

nautilus_core/model/src/data/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Defines `Data` types for the trading domain model.
+
 pub mod bar;
 pub mod delta;
 pub mod deltas;

nautilus_core/model/src/events/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Defines order, position and account events for the trading domain model.
+
 pub mod account;
 pub mod order;
 pub mod position;

nautilus_core/model/src/identifiers/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Defines identifiers for the trading domain models.
+
 use std::str::FromStr;
 
 use serde::{Deserialize, Deserializer, Serialize, Serializer};

nautilus_core/model/src/instruments/mod.rs

@@ -13,6 +13,8 @@
 //  limitations under the License.
 // -------------------------------------------------------------------------------------------------
 
+//! Defines instrument definitions for the trading domain models.
+
 pub mod crypto_future;
 pub mod crypto_perpetual;
 pub mod currency_pair;