110d3b4125
Cleanup of compiler warnings flagged by both local cargo check and the cluster ensure-binary log. Per `feedback_no_hiding`, every site is either deleted or wired up — no #[allow] suppressions. Lib (5 sites): - gpu_backtest_evaluator.rs:34 — drop unused DevicePtrMut. - gpu_dqn_trainer.rs:49 — drop unused DevicePtrMut (8 device_ptr_mut calls don't need the trait import in current cudarc). Line 19852: drop unnecessary parens around `b * sh2`. - training_loop.rs:20 — drop unused DevicePtrMut; unbrace single- symbol use at 5766. - state_reset_registry.rs:4 — delete the 10-symbol use-block of slot constants. Names appear in description strings (documentation only), symbols are never referenced. Examples (3 sites): - alpha_dqn_h600_smoke.rs:181, 186 — drop COL_RAW_CLOSE, FEAT_DIM, FillCoeffs, FillModel imports. - alpha_baseline.rs:79 — delete unused MappedI32::read. Batched path uses read_all for N-element action readback; the single-element method was leftover from the pre-batched legacy path. Lib + examples now have zero removable warnings. The remaining unsafe_block lints (each cudarc kernel launch needs unsafe) are structural and not actionable under the project's -W unsafe-code policy. Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
Foxhunt
Production HFT trading system in Rust.
Architecture
The workspace contains 32 crates organized as follows:
Core Libraries (16)
| Crate | Purpose |
|---|---|
trading_engine |
Order processing, FIX 4.4, IB TWS, SIMD, RDTSC timing |
risk |
VaR, Kelly, circuit breakers, kill switches, compliance |
risk-data |
Risk data types and shared structures |
trading-data |
Trading data types |
ml |
DQN Rainbow, PPO, TFT, Mamba2, ensemble inference |
ml-data |
ML data types and feature definitions |
data |
Market data ingestion and storage |
backtesting |
Replay engine, strategy tester |
adaptive-strategy |
Ensemble execution, microstructure analysis |
common |
Shared types, resilience, error handling |
storage |
S3 and local model storage |
model_loader |
Model serialization and loading |
market-data |
Market data feed handlers |
database |
PostgreSQL access layer (SQLx) |
config |
Configuration management |
tli |
CLI commands and tooling |
Services (8)
| Service | Purpose |
|---|---|
backtesting_service |
gRPC backtesting service |
broker_gateway_service |
FIX routing, broker connectivity |
trading_service |
Core trading operations |
ml_training_service |
Model training orchestration |
data_acquisition_service |
Market data acquisition |
trading_agent_service |
Autonomous trading agents |
api_gateway |
gRPC API gateway with auth |
web-gateway |
Axum REST + WebSocket gateway |
Frontend
web-dashboard/ -- React 19 + TypeScript + Vite + TradingView charts.
Building
# Check compilation (no PostgreSQL required)
SQLX_OFFLINE=true cargo check --workspace
# Run tests for a specific crate
SQLX_OFFLINE=true cargo test -p <crate> --lib
# Clippy
SQLX_OFFLINE=true cargo clippy --workspace
ML Models
Four production model architectures on Candle v0.9.1 with CUDA:
- DQN Rainbow -- Deep Q-Network with prioritized replay, dueling heads, noisy nets
- PPO -- Proximal Policy Optimization with GAE and LSTM policies
- TFT -- Temporal Fusion Transformer for multi-horizon forecasting
- Mamba2 -- State space model for sequence prediction
Each model has a standalone trainer and a UnifiedTrainable adapter for the hyperopt pipeline.
Infrastructure
- Git: Gitea at
git.fxhnt.ai(Tailscale-only), Scaleway DEV1-S - Observability: OpenTelemetry OTLP (env
OTEL_EXPORTER_OTLP_ENDPOINT) - Database: PostgreSQL with SQLx offline mode for CI
License
Proprietary. All rights reserved.