336ee40b9d
User-mandated addition: Invariant 9 — No deferred work, no stubs, no TODO/FIXME Every commit lands complete. No stubs (placeholder return values), no TODO/FIXME/XXX/HACK/TBD markers, no half-finished implementations. If it can't finish in this commit, it doesn't start. Stubs and deferrals train the network on semantic emptiness — invisible in convergence metrics but burn GPU time optimising against partly-fake signal. Authority: feedback_no_stubs.md, feedback_no_todo_fixme.md, feedback_no_quickfixes.md elevated to first-class spec enforcement. Pre-commit hook greps for forbidden markers. Part E decisions made concrete (per Invariant 9): - E.1 TFT VSN: IN (full VSN extension) - E.2 GRN: IN if A.5 audit finds absent (otherwise mark existing as canonical) - E.3 Multi-quantile heads: IN (5/25/50/75/95 quantile decomposition) - E.4 Encoder-decoder: IN (extends D.3 to full trunk/head separation) - E.5 Interpretability: IN (attention-weight ISV diagnostics) - E.6 Auxiliary heads: IN (next-return + regime-classification) - xLSTM: OUT (redundant with Mamba2+TLOB; YAGNI) - KAN: OUT (function approx not a bottleneck) No "evaluate later" items. Every concept either lands or explicitly doesn't, with rationale. §8 decisions tightened: - D.8 TLOB mode: decision criterion = per-step cost benchmark ≤ 5ms - C.6 controller order: fixed in spec (atoms→gamma→Kelly→cql_alpha→ tau→epsilon→conviction_floor→plan_threshold→balancer) - A.3 resource plan: auto-switch L40S→H100 at 12 GPU-hour threshold - A.4 metric band init: [mean − 3σ, mean + 3σ] from last 3 good runs No discretionary "we'll see" remain. All decisions data/order/budget/ statistic-driven. Counter updates: "seven invariants" → "nine" in §3 header and §5 cleanup contract. Co-Authored-By: Claude Opus 4.7 (1M context) <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.