1aef51f99b
Web-gateway routing: - Point TRADING_SERVICE_URL at api-gateway (proto mismatch fix) Web-gateway uses foxhunt.tli.TradingService proto but was connecting directly to trading-service which implements trading.TradingService. api-gateway already proxies Subscribe* → Stream* correctly. GitLab KAS: - Disable gitlab_kas in appConfig to stop sidekiq NotifyGitPushWorker errors (KAS pod was already disabled but Rails still tried to connect) Trading service monitoring (3 stubs → real): - AcknowledgeAlert: real alert lookup + state mutation in shared store - GetActiveAlerts: returns actual active alerts from in-memory store - StreamAlerts: now persists generated alerts (capped at 1000 entries) Trading service ML streams (2 stubs → real): - StreamModelMetrics: emits real inference_count, error_count, latency per model every N seconds from the RuntimeModelInfo registry - StreamSignalStrength: emits per-symbol signal aggregation from model ensemble weights and latency confidence Backtesting service: - stop_backtest: real CancellationToken cancellation (was no-op) Tokens stored per-backtest, execute_backtest wraps strategy call in tokio::select! for immediate cancellation Deleted 7 empty placeholder files: - 4 Wave D regime stubs (dynamic_stops, ensemble, performance_tracker, position_sizer) — comment-only files, never wired - 2 Wave 3 feature stubs (microstructure, statistical) - 1 PPO stub (unified_ppo.rs — empty struct definitions) Co-Authored-By: Claude Opus 4.6 <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.