8b81138262
Rewrite 7 crate READMEs to reflect current architecture: correct model types (DQN/PPO/TFT/Mamba2), AtomicKillSwitch, real EnsembleConfig source from ml, actual data crate purpose, web-dashboard project details, ml_training_service ports. Fix 5 api_gateway/TLI docs: strip swarm agent framing, update service endpoints to api_gateway:50050, remove deleted dashboard references and hardcoded paths. Add missing web-gateway/README.md documenting 24 REST endpoints, WebSocket support, JWT auth, and 3-tier rate limiting. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
80 lines
2.5 KiB
Markdown
80 lines
2.5 KiB
Markdown
# Foxhunt
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Production HFT trading system in Rust.
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## Architecture
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The workspace contains 32 crates organized as follows:
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### Core Libraries (16)
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| Crate | Purpose |
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|-------|---------|
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| `trading_engine` | Order processing, FIX 4.4, IB TWS, SIMD, RDTSC timing |
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| `risk` | VaR, Kelly, circuit breakers, kill switches, compliance |
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| `risk-data` | Risk data types and shared structures |
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| `trading-data` | Trading data types |
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| `ml` | DQN Rainbow, PPO, TFT, Mamba2, ensemble inference |
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| `ml-data` | ML data types and feature definitions |
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| `data` | Market data ingestion and storage |
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| `backtesting` | Replay engine, strategy tester |
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| `adaptive-strategy` | Ensemble execution, microstructure analysis |
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| `common` | Shared types, resilience, error handling |
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| `storage` | S3 and local model storage |
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| `model_loader` | Model serialization and loading |
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| `market-data` | Market data feed handlers |
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| `database` | PostgreSQL access layer (SQLx) |
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| `config` | Configuration management |
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| `tli` | CLI commands and tooling |
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### Services (8)
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| Service | Purpose |
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|---------|---------|
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| `backtesting_service` | gRPC backtesting service |
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| `broker_gateway_service` | FIX routing, broker connectivity |
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| `trading_service` | Core trading operations |
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| `ml_training_service` | Model training orchestration |
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| `data_acquisition_service` | Market data acquisition |
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| `trading_agent_service` | Autonomous trading agents |
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| `api_gateway` | gRPC API gateway with auth |
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| `web-gateway` | Axum REST + WebSocket gateway |
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### Frontend
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`web-dashboard/` -- React 19 + TypeScript + Vite + TradingView charts.
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## Building
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```bash
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# Check compilation (no PostgreSQL required)
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SQLX_OFFLINE=true cargo check --workspace
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# Run tests for a specific crate
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SQLX_OFFLINE=true cargo test -p <crate> --lib
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# Clippy
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SQLX_OFFLINE=true cargo clippy --workspace
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```
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## ML Models
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Four production model architectures on Candle v0.9.1 with CUDA:
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- **DQN Rainbow** -- Deep Q-Network with prioritized replay, dueling heads, noisy nets
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- **PPO** -- Proximal Policy Optimization with GAE and LSTM policies
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- **TFT** -- Temporal Fusion Transformer for multi-horizon forecasting
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- **Mamba2** -- State space model for sequence prediction
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Each model has a standalone trainer and a `UnifiedTrainable` adapter for the hyperopt pipeline.
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## Infrastructure
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- **Git**: Gitea at `git.fxhnt.ai` (Tailscale-only), Scaleway DEV1-S
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- **Observability**: OpenTelemetry OTLP (env `OTEL_EXPORTER_OTLP_ENDPOINT`)
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- **Database**: PostgreSQL with SQLx offline mode for CI
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## License
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Proprietary. All rights reserved.
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