chore(rust): modify live feature support in Python to be an optional feature, as it is currently incompatible with auditwheel builds.

Author: nkaz001

.github/workflows/release-python.yml

@@ -42,18 +42,12 @@ jobs:
       - uses: actions/setup-python@v5
         with:
           python-version: ${{ env.PYTHON_VERSION }}
-      - name: Install dependencies
-        run: |
-          python3 -m ensurepip
-          sudo apt-get update
-          sudo apt-get install -y pkg-config openssl libssl-dev
       - name: Build wheels
         uses: PyO3/maturin-action@v1
         with:
           target: ${{ matrix.platform.target }}
           rust-toolchain: ${{ env.RUST_VERSION }}
           args: --manifest-path=py-hftbacktest/Cargo.toml --release --out dist --find-interpreter
-          # sccache: 'true'
           manylinux: 2_24
       - name: Upload wheels
         uses: actions/upload-artifact@v4
@@ -79,17 +73,12 @@ jobs:
       - uses: actions/setup-python@v5
         with:
           python-version: ${{ env.PYTHON_VERSION }}
-      - name: Install dependencies
-        run: |
-          sudo apt-get update
-          sudo apt-get install -y pkg-config openssl libssl-dev
       - name: Build wheels
         uses: PyO3/maturin-action@v1
         with:
           target: ${{ matrix.platform.target }}
           rust-toolchain: ${{ env.RUST_VERSION }}
           args: --manifest-path=py-hftbacktest/Cargo.toml --release --out dist --find-interpreter
-          sccache: 'true'
           manylinux: musllinux_1_2
       - name: Upload wheels
         uses: actions/upload-artifact@v4
@@ -191,4 +180,4 @@ jobs:
           MATURIN_PYPI_TOKEN: ${{ secrets.PYPI_API_TOKEN }}
         with:
           command: upload
-          args: --non-interactive --skip-existing wheels-*/*
+          args: --non-interactive --skip-existing wheels-*/*

py-hftbacktest/Cargo.toml

@@ -7,7 +7,11 @@ edition = "2021"
 name = "hftbacktest"
 crate-type = ["cdylib"]
 
+[features]
+default = []
+live = ["hftbacktest/live"]
+
 [dependencies]
 pyo3 = { version = "0.23.1", features = ["extension-module"] }
-hftbacktest = { path = "../hftbacktest", features = ["backtest"] }
+hftbacktest = { path = "../hftbacktest", default-features = false, features = ["backtest"] }
 hftbacktest-derive = { path = "../hftbacktest-derive" }

py-hftbacktest/src/lib.rs

@@ -2,6 +2,8 @@ use std::{ffi::c_void, mem::size_of, ptr::slice_from_raw_parts_mut};
 
 pub use backtest::*;
 pub use depth::*;
+#[cfg(feature = "live")]
+use hftbacktest::live::{Instrument, LiveBotBuilder};
 use hftbacktest::{
     backtest::{
         assettype::{InverseAsset, LinearAsset},
@@ -38,17 +40,18 @@ use hftbacktest::{
         Backtest,
         DataSource,
     },
-    live::{Instrument, LiveBotBuilder},
     prelude::{ApplySnapshot, Event, HashMapMarketDepth, ROIVectorMarketDepth},
 };
 use hftbacktest_derive::build_asset;
 pub use order::*;
 use pyo3::{exceptions::PyValueError, prelude::*};
 
+#[cfg(feature = "live")]
 use crate::live::{HashMapMarketDepthLiveBot, ROIVectorMarketDepthLiveBot};
 
 mod backtest;
 mod depth;
+#[cfg(feature = "live")]
 mod live;
 mod order;
 
@@ -454,7 +457,9 @@ impl BacktestAsset {
 fn _hftbacktest(m: &Bound<'_, PyModule>) -> PyResult<()> {
     m.add_function(wrap_pyfunction!(build_hashmap_backtest, m)?)?;
     m.add_function(wrap_pyfunction!(build_roivec_backtest, m)?)?;
+    #[cfg(feature = "live")]
     m.add_function(wrap_pyfunction!(build_hashmap_livebot, m)?)?;
+    #[cfg(feature = "live")]
     m.add_function(wrap_pyfunction!(build_roivec_livebot, m)?)?;
     m.add_class::<BacktestAsset>()?;
     m.add_class::<LiveInstrument>()?;
@@ -658,6 +663,7 @@ impl LiveInstrument {
     }
 }
 
+#[cfg(feature = "live")]
 #[pyfunction]
 pub fn build_hashmap_livebot(instruments: Vec<PyRefMut<LiveInstrument>>) -> PyResult<usize> {
     let mut builder = LiveBotBuilder::new();
@@ -680,6 +686,7 @@ pub fn build_hashmap_livebot(instruments: Vec<PyRefMut<LiveInstrument>>) -> PyRe
     Ok(Box::into_raw(Box::new(hbt)) as *mut c_void as usize)
 }
 
+#[cfg(feature = "live")]
 #[pyfunction]
 pub fn build_roivec_livebot(instruments: Vec<PyRefMut<LiveInstrument>>) -> PyResult<usize> {
     let mut builder = LiveBotBuilder::new();