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.