4402dbaf3d
The 2c.3+4 dispatch agent surfaced two stale anchors in the 2026-04-25 h_s2 consumer audit: 1. Row 11 (IQN target trunk): the kernel referenced as `iqn_compute_target_h_s2` in `iqn_dual_head_kernel.cu:1031` is actually `iqn_trunk_forward_kernel`, and it is ALREADY ORPHANED (loaded into IqnHead::trunk_forward_kernel but never invoked). The real IQN target trunk runs through cuBLAS iqn_lt_matmul calls in gpu_iqn_head.rs::execute_training_pipeline:820-846 (with a cached fast-path at 803-847). Mitigation reduced to: delete dead kernel + extract target_encoder_forward_only + replace cuBLAS fallback path with that extraction. 2. Row 22 (relu_mask sites): line numbers drifted. Audit said 5581/5798; current code is 5655/5697/5872. Crucially, 5697 is the h_s1 mask, not h_s2/IQN-aux — the audit's "3 sites" claim needs verification per site before editing. Updated to the current line numbers with a "verify before editing" note. These are documentation-only corrections. The mitigation strategy (GRN backward chain replaces relu_mask; target_encoder_forward_only unifies trunk implementation) is unchanged in spirit.
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.