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Fix crates.io publishing for the current workspace layout #125
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@@ -38,13 +38,22 @@ keywords = ["finance", "bonds", "fixed-income", "pricing", "quantitative"] | |
| categories = ["finance", "mathematics", "science"] | ||
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| [workspace.dependencies] | ||
| # Internal crates. | ||
| # | ||
| # The five library crates (core, math, curves, bonds, analytics) are published | ||
| # to crates.io, so they carry both `path` and `version`: cargo uses the path for | ||
| # local builds and rewrites it to the version on `cargo publish`. Keep `version` | ||
| # in sync with `workspace.package.version` above. | ||
| # | ||
| # Everything else is `publish = false` (set in each crate's Cargo.toml) and stays | ||
| # path-only — the facade `convex` name is taken on crates.io by an unrelated | ||
| # project, and the engine/server/bindings crates are applications, not libraries. | ||
| convex = { path = "crates/convex" } | ||
| convex-core = { path = "crates/convex-core", version = "0.13.0" } | ||
| convex-math = { path = "crates/convex-math", version = "0.13.0" } | ||
| convex-curves = { path = "crates/convex-curves", version = "0.13.0" } | ||
| convex-bonds = { path = "crates/convex-bonds", version = "0.13.0" } | ||
| convex-analytics = { path = "crates/convex-analytics", version = "0.13.0" } | ||
| convex-portfolio = { path = "crates/convex-portfolio" } | ||
| convex-ffi = { path = "crates/convex-ffi" } | ||
| convex-wasm = { path = "crates/convex-wasm" } | ||
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@@ -22,69 +22,61 @@ Convex is a production-grade fixed income analytics library providing comprehens | |
| - **High Performance**: Microsecond-level pricing | ||
| - **Type Safety**: Leverage Rust's type system to prevent errors | ||
| - **WebAssembly**: Full browser support via wasm-pack ([Live Demo](https://convex-demo.pages.dev/) | [WASM Demo](https://sujitn.github.io/convex/)) | ||
| - **Language Bindings**: C FFI and Java (published to Maven Central) available; Python and C# planned | ||
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| ## Quick Start | ||
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| ### Installation | ||
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| The core library crates are published to [crates.io](https://crates.io). Most | ||
| users only need `convex-analytics`, which re-exports the lower layers (core, | ||
| math, curves, bonds): | ||
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| ```toml | ||
| [dependencies] | ||
| convex-analytics = "0.13" | ||
|
There was a problem hiding this comment. P1: The dependency snippet tells users to add only Prompt for AI agents</file context> |
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| ``` | ||
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There was a problem hiding this comment. 🎯 Functional Correctness | 🟠 Major | ⚡ Quick win The dependency snippet does not match the imports in the examples.
Also applies to: 59-62, 88-92 🤖 Prompt for AI Agents |
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| The full set of published crates: `convex-core`, `convex-math`, | ||
| `convex-curves`, `convex-bonds`, `convex-analytics`. | ||
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| > **Note:** the `convex` umbrella crate is *not* on crates.io — that name | ||
| > belongs to an unrelated project ([convex.dev](https://convex.dev)). The | ||
| > umbrella facade, along with the FFI, WASM, MCP and pricing-server crates, | ||
| > ships in-repo only. Depend on them via git or a path dependency: | ||
| > | ||
| > ```toml | ||
| > convex = { git = "https://github.com/sujitn/convex.git" } | ||
| > ``` | ||
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| > The two snippets below are mirrored by compile-checked examples — run them | ||
| > with `cargo run -p convex-analytics --example readme_quickstart` and | ||
| > `--example readme_zspread`. | ||
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| ### Example: Build a Bond and Compute Yield | ||
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| ```rust | ||
| use convex_analytics::functions::yield_to_maturity; | ||
| use convex_bonds::instruments::FixedRateBond; | ||
| use convex_core::types::{Date, Frequency}; | ||
| use rust_decimal_macros::dec; | ||
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| fn main() -> Result<(), Box<dyn std::error::Error>> { | ||
| // A 5% semi-annual bond. Coupon is a decimal (0.05 == 5%); day count and | ||
| // calendar default to 30/360 US and SIFMA. | ||
| let bond = FixedRateBond::builder() | ||
| .cusip_unchecked("912828Z29") | ||
| .coupon_rate(dec!(0.05)) | ||
| .issue_date(Date::from_ymd(2020, 5, 15)?) | ||
| .maturity(Date::from_ymd(2030, 5, 15)?) | ||
| .frequency(Frequency::SemiAnnual) | ||
| .build()?; | ||
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| // Yield to maturity from a clean price of 98.50 (per 100 face). | ||
| let settlement = Date::from_ymd(2025, 5, 15)?; | ||
| let ytm = yield_to_maturity(&bond, settlement, dec!(98.50), Frequency::SemiAnnual)?; | ||
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| println!("Yield to Maturity: {:.4}%", ytm.yield_percent()); | ||
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| Ok(()) | ||
| } | ||
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@@ -93,28 +85,36 @@ fn main() -> Result<(), Box<dyn std::error::Error>> { | |
| ### Example: Z-Spread Calculation | ||
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| ```rust | ||
| use convex_analytics::spreads::z_spread; | ||
| use convex_bonds::instruments::FixedRateBond; | ||
| use convex_core::types::{Date, Frequency}; | ||
| use convex_curves::curves::DiscountCurveBuilder; | ||
| use rust_decimal_macros::dec; | ||
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| fn main() -> Result<(), Box<dyn std::error::Error>> { | ||
| // 3.75% semi-annual corporate bond. | ||
| let bond = FixedRateBond::builder() | ||
| .cusip_unchecked("459200KJ1") | ||
| .coupon_rate(dec!(0.0375)) | ||
| .issue_date(Date::from_ymd(2018, 11, 15)?) | ||
| .maturity(Date::from_ymd(2028, 11, 15)?) | ||
| .frequency(Frequency::SemiAnnual) | ||
| .build()?; | ||
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| // A flat 4% continuously-compounded discount curve to spread against. | ||
| let settlement = Date::from_ymd(2025, 1, 15)?; | ||
| let rate = 0.04_f64; | ||
| let curve = DiscountCurveBuilder::new(settlement) | ||
| .add_pillar(1.0, (-rate * 1.0).exp()) | ||
| .add_pillar(2.0, (-rate * 2.0).exp()) | ||
| .add_pillar(5.0, (-rate * 5.0).exp()) | ||
| .add_pillar(10.0, (-rate * 10.0).exp()) | ||
| .with_extrapolation() | ||
| .build()?; | ||
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| // Z-spread that reprices the bond to a dirty price of 102.50. | ||
| let spread = z_spread(&bond, dec!(102.50), &curve, settlement)?; | ||
| println!("Z-Spread: {:.2} bps", spread.as_bps()); | ||
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| Ok(()) | ||
| } | ||
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@@ -182,17 +182,27 @@ spread DV01. | |
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| ## Architecture | ||
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| Convex is organized into focused crates. The five **library** crates are | ||
| published to crates.io; the rest are internal (the facade, language bindings, | ||
| and the pricing-engine/server stack) and ship in-repo only. | ||
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| ``` | ||
| convex/ | ||
| ├── convex-core # Core types (Date, Price, Yield, calendars, day counts) [published] | ||
| ├── convex-math # Solvers and interpolators (Brent, Newton, LM) [published] | ||
| ├── convex-curves # Yield/credit curves, bootstrapping, multi-curve [published] | ||
| ├── convex-bonds # Bond instruments (fixed, FRN, callable, zero, sinker) [published] | ||
| ├── convex-analytics # Unified analytics: pricing, yields, spreads, risk [published] | ||
| ├── convex # Single-import facade re-exporting the public API (internal) | ||
| ├── convex-portfolio # Portfolio and ETF analytics (internal) | ||
| ├── convex-ffi # C-ABI FFI for language bindings (Java, Excel) (internal) | ||
| ├── convex-wasm # WebAssembly bindings for the browser demo (internal) | ||
| ├── convex-mcp # MCP server for tool/agent integration (internal) | ||
| ├── convex-ports # Hexagonal port traits (market/reference data, storage) (internal) | ||
| ├── convex-engine # Reactive pricing engine with a calculation graph (internal) | ||
| ├── convex-ext-file # File-backed market/reference data adapter (internal) | ||
| ├── convex-ext-redb # redb embedded-storage adapter (internal) | ||
| └── convex-server # REST + WebSocket pricing server (deployed to Fly.io) (internal) | ||
| ``` | ||
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There was a problem hiding this comment. 📐 Maintainability & Code Quality | 🟡 Minor | ⚡ Quick win Add a language to this fenced block. This fence triggers markdownlint MD040 as written. Suggested fix-```
+```text
convex/
├── convex-core # Core types (Date, Price, Yield, calendars, day counts) [published]
...
└── convex-server # REST + WebSocket pricing server (deployed to Fly.io) (internal)🧰 Tools🪛 markdownlint-cli2 (0.22.1)[warning] 189-189: Fenced code blocks should have a language specified (MD040, fenced-code-language) 🤖 Prompt for AI AgentsSource: Linters/SAST tools |
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| ## Performance | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,27 @@ | ||
| //! Mirrors the Quick Start snippet in the repository README so it stays | ||
| //! compile-checked. Run with: `cargo run -p convex-analytics --example readme_quickstart`. | ||
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| use convex_analytics::functions::yield_to_maturity; | ||
| use convex_bonds::instruments::FixedRateBond; | ||
| use convex_core::types::{Date, Frequency}; | ||
| use rust_decimal_macros::dec; | ||
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| fn main() -> Result<(), Box<dyn std::error::Error>> { | ||
| // A 5% semi-annual bond. Coupon is a decimal (0.05 == 5%); day count and | ||
| // calendar default to 30/360 US and SIFMA. | ||
| let bond = FixedRateBond::builder() | ||
| .cusip_unchecked("912828Z29") | ||
| .coupon_rate(dec!(0.05)) | ||
| .issue_date(Date::from_ymd(2020, 5, 15)?) | ||
| .maturity(Date::from_ymd(2030, 5, 15)?) | ||
| .frequency(Frequency::SemiAnnual) | ||
| .build()?; | ||
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| // Yield to maturity from a clean price of 98.50 (per 100 face). | ||
| let settlement = Date::from_ymd(2025, 5, 15)?; | ||
| let ytm = yield_to_maturity(&bond, settlement, dec!(98.50), Frequency::SemiAnnual)?; | ||
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| println!("Yield to Maturity: {:.4}%", ytm.yield_percent()); | ||
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| Ok(()) | ||
| } |
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| Original file line number | Diff line number | Diff line change |
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| @@ -0,0 +1,36 @@ | ||
| //! Mirrors the Z-Spread snippet in the repository README so it stays | ||
| //! compile-checked. Run with: `cargo run -p convex-analytics --example readme_zspread`. | ||
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| use convex_analytics::spreads::z_spread; | ||
| use convex_bonds::instruments::FixedRateBond; | ||
| use convex_core::types::{Date, Frequency}; | ||
| use convex_curves::curves::DiscountCurveBuilder; | ||
| use rust_decimal_macros::dec; | ||
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| fn main() -> Result<(), Box<dyn std::error::Error>> { | ||
| // 3.75% semi-annual corporate bond. | ||
| let bond = FixedRateBond::builder() | ||
| .cusip_unchecked("459200KJ1") | ||
| .coupon_rate(dec!(0.0375)) | ||
| .issue_date(Date::from_ymd(2018, 11, 15)?) | ||
| .maturity(Date::from_ymd(2028, 11, 15)?) | ||
| .frequency(Frequency::SemiAnnual) | ||
| .build()?; | ||
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| // A flat 4% continuously-compounded discount curve to spread against. | ||
| let settlement = Date::from_ymd(2025, 1, 15)?; | ||
| let rate = 0.04_f64; | ||
| let curve = DiscountCurveBuilder::new(settlement) | ||
| .add_pillar(1.0, (-rate * 1.0).exp()) | ||
| .add_pillar(2.0, (-rate * 2.0).exp()) | ||
| .add_pillar(5.0, (-rate * 5.0).exp()) | ||
| .add_pillar(10.0, (-rate * 10.0).exp()) | ||
| .with_extrapolation() | ||
| .build()?; | ||
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| // Z-spread that reprices the bond to a dirty price of 102.50. | ||
| let spread = z_spread(&bond, dec!(102.50), &curve, settlement)?; | ||
| println!("Z-Spread: {:.2} bps", spread.as_bps()); | ||
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| Ok(()) | ||
| } |
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| Original file line number | Diff line number | Diff line change |
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| @@ -1,5 +1,6 @@ | ||
| [package] | ||
| name = "convex-engine" | ||
| publish = false # internal; not published to crates.io | ||
| version.workspace = true | ||
| edition.workspace = true | ||
| rust-version.workspace = true | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,5 +1,6 @@ | ||
| [package] | ||
| name = "convex-ext-file" | ||
| publish = false # internal; not published to crates.io | ||
| version.workspace = true | ||
| edition.workspace = true | ||
| rust-version.workspace = true | ||
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| Original file line number | Diff line number | Diff line change |
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| @@ -1,5 +1,6 @@ | ||
| [package] | ||
| name = "convex-ext-redb" | ||
| publish = false # internal; not published to crates.io | ||
| version.workspace = true | ||
| edition.workspace = true | ||
| rust-version.workspace = true | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -1,5 +1,6 @@ | ||
| [package] | ||
| name = "convex-ffi" | ||
| publish = false # internal; not published to crates.io | ||
| description = "C FFI bindings for the Convex fixed income analytics library" | ||
| version.workspace = true | ||
| edition.workspace = true | ||
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🔒 Security & Privacy | 🟠 Major | ⚡ Quick win
Drop unnecessary GitHub token exposure from the publish job.
This job only needs repository read access, but checkout currently persists credentials and the job inherits default
GITHUB_TOKENpermissions before runningcargo publish. Tighten it tocontents: readand disable credential persistence so the crates.io token is the only credential available during publish verification.Suggested hardening diff
publish-crates: name: Publish to crates.io runs-on: ubuntu-latest needs: validate + permissions: + contents: read steps: - uses: actions/checkout@v6 with: ref: ${{ github.event.inputs.tag || github.ref }} + persist-credentials: false📝 Committable suggestion
🧰 Tools
🪛 zizmor (1.26.1)
[warning] 127-129: credential persistence through GitHub Actions artifacts (artipacked): does not set persist-credentials: false
(artipacked)
[warning] 122-166: overly broad permissions (excessive-permissions): default permissions used due to no permissions: block
(excessive-permissions)
🤖 Prompt for AI Agents
Source: Linters/SAST tools