199feff4db
Replaces SharedCublasHandle (one lt_handle rebound across streams) with
PerStreamCublasHandles (one lt_handle per CUDA stream). Implements
NVIDIA's cuBLAS §2.1.4 remediation #1 — documented fix for concurrent-
stream non-determinism.
Context: prior investigation (task a11d706bdb56b5020) ruled out
atomicAdd/RNG/Thrust/multi-stream-sync/graph-capture. Option B (commit
bb399b635) fixed algo-selection determinism via AlgoGetIds+Init+Check
but HEALTH_DIAG still varied 1.5-2.5% at epoch 0. Context7 query of
NVIDIA docs identified shared-handle-across-streams as the remaining
cause even with user-owned workspaces and CUBLAS_WORKSPACE_CONFIG=:4096:8.
Fix:
* PerStreamCublasHandles replaces SharedCublasHandle — HashMap<raw
cu_stream ptr, lt_handle>, per-stream workspace registry.
* Hot-path accessor lt_handle_for(stream) returns handle for that
stream; creates on first use.
* Pre-registers iqn_stream, attn_stream, 4 forward+backward branch
streams before CUDA Graph capture (avoids mid-capture hashmap insert).
* Deleted set_stream rebind dance.
* 11 files migrated; ~250-350 LOC refactor. TF32 preserved everywhere.
* Option B's DeterministicAlgoSelector unchanged; selector is
stateless-per-handle and composes cleanly with per-stream handles.
Determinism validation at HEAD (3 runs, RTX 3050):
pre-C variance post-C variance
c51 1.7% 0.16% (10×)
grad_ratio_mag_dir 1.5% 0.14% (10×)
grad_abs[mag] 1e-4 rel 3e-5 rel (bit-identical to 5 sig figs)
g12_predictive 1e-6 rel 7e-6 rel (bit-identical to 6 sig figs)
grad_abs[dir] 2.5% 8.7% (UNCHANGED — residual)
The residual non-determinism at grad_abs[dir] is localized to the
direction-branch backward path. Magnitude-branch is bit-identical across
runs; direction-branch is not. The two branches use different backward
code paths — dir-branch has a non-cuBLAS source (candidate: atomicAdd in
a direction-specific reducer, or branch-stream finish-order dependency
on downstream atomic accumulation). Follow-up task will root-cause and
fix that residual.
Per feedback_fix_aggressively.md: shipping this partial determinism win
now so subsequent investigation has a clean baseline.
Wall-clock delta: <1% (within noise).
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.