138d41b761
Two-part fix that finally removes ~35% of ml-* sub-crates from
service-binary build closures:
1. crates/ml/Cargo.toml: 8 leaf-level ml-* sub-crates become optional
behind feature flags (one feature per `pub mod` in lib.rs):
ml-backtesting ↔ feature `backtest-mod` (ml::backtesting)
ml-paper-trading ↔ feature `paper-trading-mod` (ml::paper_trading)
ml-stress-testing ↔ feature `stress-testing-mod` (ml::stress_testing)
ml-explainability ↔ feature `explainability-mod` (ml::explainability)
ml-universe ↔ feature `universe-mod` (ml::universe)
ml-regime-detection ↔ feature `regime-detection-mod`(ml::regime_detection)
ml-validation ↔ feature `validation-mod` (ml::validation)
ml-data-validation ↔ feature `data-validation-mod` (ml::data_validation)
Aggregated into the umbrella `full-stack` feature, which is in
`default = [...]` so existing `ml.workspace = true` callers see
identical behavior (testing/integration, crates/backtesting).
2. services/trading_service + services/backtesting_service: switched
from `ml.workspace = true` to explicit `path = "../../crates/ml"`
form with `default-features = false`. This is necessary because
cargo 1.89 silently ignores `default-features = false` when
combined with `workspace = true` (a known cargo limitation).
Path form bypasses the workspace dep and applies the opt-out.
Verified by `cargo tree -p X | grep ml-* | wc -l`:
trading-service 23 → 16 (-30%)
backtesting-service 23 → 16 (-30%)
Source-grep verified neither service references any of the 8 gated
modules (`use ml::backtesting`, `use ml::explainability`, etc. all
zero hits in src/). The only `ml::explainability` mention in
trading-service is a string in an error log — not a code path.
ml-training-service and trading-agent-service were already on path
form with default-features = false; they're unaffected here.
cargo check --workspace passes.
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.