1353e71ae6
User raised a backward-compat concern: integer "schema version" semantically implies a family of coexisting versions with upgrade paths between them, inviting the forbidden pattern (feedback_no_legacy_aliases.md, feedback_no_partial_refactor.md). Replace with a compile-time structural fingerprint: - ISV[0..2) stores a u64 FNV-1a hash of the slot layout (split across two f32 lanes preserving raw bits). - The hash is computed by a const fn over the slot list; any slot change automatically updates the fingerprint. No human decides "what version is this now". - Checkpoint load is fail-fast only. Error message does NOT mention migration as an option. - Pre-commit hook rejects any `fn migrate_isv|upgrade_isv` to make the no-migration rule structurally enforced (landed as part of Plan 1 Task 5 hook extension). - StateResetRegistry entry renamed ISV_SCHEMA_VERSION → ISV_LAYOUT_FINGERPRINT (Task 2's landed code touched in Task 5's commit per no-partial-refactor). Updated: - spec §4.A.2 (fingerprint design + rationale) - spec §5 landing-order note (fingerprint auto-updates on layout change) - Plan 1 architecture line - Plan 1 Task 2 StateResetRegistry test + entry naming - Plan 1 Task 5 — full rewrite of implementation steps - Plan 1 exit criteria #6 - Plan 2 pre-plan verification (grep fingerprint constants, not version==0) - Plan 2 Task 6D.1 (update fingerprint seed, not bump version) - Plan 2 Task 6D exit criteria #7 - Plan 3 pre-plan verification - docs/isv-slots.md ISV[0..2) row No code changed. Plan 1 Task 5 is not yet implemented — this commit realigns the spec + plans so the implementer subagent works from the corrected design. Co-Authored-By: Claude Opus 4.7 (1M context) <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.