2aedc2ae1a
Phase 1 — Fix broken models (P0): - Diffusion: wire optimizer_step to actually apply gradients (was no-op) - TLOB: connect forward pass to projection layers (was Tensor::zeros) - Mamba2: F64→F32 migration across 5 files (~30x faster on L40S tensor cores) Phase 2 — Eliminate hot-path GPU sync stalls: - Mamba2: keep dt on GPU in discretize_ssm (4 functions, no CPU round-trip) - TFT: gate attention weight logging to eval only (8 syncs/forward eliminated) - Mamba2: defer loss scalar after backward (pipeline stall removed) - Mamba2: delete dead gradient clipping (4N wasted GPU syncs removed) Phase 3 — Enable BF16 for supervised models: - Flip mixed_precision defaults to true in 4 config locations - Fix cuda_layer_norm to support BF16/F16 via F32 intermediate Phase 4 — Raise hyperopt bounds for datacenter GPUs: - 7 adapters with VRAM-aware tiers (TFT, Liquid, TGGN, KAN, xLSTM, Diffusion, TLOB) — L40S gets full hidden_dim range - Fix L40S tier boundary (was excluded at <48000, now >=40000) Phase 5 — Update memory estimates: - 10 param_count estimates updated (DQN 200K→12M, TFT 2M→50M, etc.) - Fix power-of-two rounding (was wasting up to 49% of budget) - Correct MODEL_OVERHEAD_MB in DQN/PPO/TFT adapters Phase 6 — Fix per-epoch CPU bottlenecks: - PPO: deduplicate double advantage normalization (correctness fix) - PPO: GPU tensor reward normalization + explained variance - Fuse per-parameter grad norm to single GPU sync (xLSTM, KAN, TGGN) Phase 7 — Data pipeline: - GpuBufferPool: use from_slice (eliminate staging buffer copy) Phase 8 — Correctness: - TFT: remove broken .detach() in forward_checkpointed (restore gradients) - Update stale RTX 3050 Ti doc references 33 files changed, 2451 tests pass, 0 clippy warnings. 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.