jgrusewski 2d849dd5e3 refactor(ml-alpha): move Mamba2 stack 1 from PerceptionTrainer to CfcTrunk (X3)
PerceptionTrainer no longer owns the Mamba2 stack-1 block; the trunk's
mamba2_stack_1 Option is filled in after Mamba2Block::new (which still
runs at the same point in PerceptionTrainer::new so the Mamba2 weight
init order is unchanged). Mamba2AdamW was already constructed against
&mamba2 before the move, so optimizer state is preserved.

CfcTrunk gains mamba2_l1_mut() / mamba2_l1() / mamba2_l2_mut() / mamba2_l2()
accessors that unwrap the Options. Forward, backward, and AdamW step
sites in evaluate_batched / step_batched / evaluate redirect through the
new accessors.

Gradient buffers (mamba2_grads_buffers) and AdamW state (mamba2_adamw)
remain at trainer level — training-only state stays with the trainer.

Verification:
- perception_forward_golden: PASS (max_diff = 0.000000)
- ml-alpha lib tests: 34 pass

Per spec 2026-05-19-ml-alpha-v2-trunk-grows-and-deployability-design.md §1.1, §2.2 (X3).
EOF
)
2026-05-19 01:39:47 +02:00

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.

Description
No description provided
Readme 849 MiB
Languages
Rust 88.2%
Cuda 7.7%
Python 1.3%
Shell 1.1%
PLpgSQL 0.8%
Other 0.8%