4ba8eebc05
migrations: - 001_trading_events.sql, 003_audit_system.sql: the hard-coded node_id literals (`trading-node-01`, `audit-node-01`, `ml-node-01`, `system-node-01`, `change-tracker-01`) are overridden per-deployment by later migrations rather than read from the environment. Describe that in the inline comment. - 004_compliance_views.sql: `generate_compliance_report` is a log stub — actual report generation is performed by the compliance service. Say so explicitly. services: - ml_training_service/tests/orchestrator_225_features_test.rs: the empty `#[ignore]`d placeholder for the 225-feature orchestrator loader has been removed; it held no assertions and only tracked a TODO (feedback_no_stubs.md). - trading_agent_service/src/service.rs: portfolio volatility uses the diagonal-only approximation because cross-asset return correlations are not maintained in this service. Document that. - trading_service/src/services/risk.rs: `get_risk_metrics` uses `calculate_marginal_var` + asset-class fallback; describe why `calculate_comprehensive_var` is not wired at this boundary. - trading_service/tests/auth_comprehensive.rs: delete the entire commented-out legacy BackupCodeValidator test block — the old `generate_backup_codes` / `store_backup_code` / `verify_backup_code` surface no longer exists, and MFA integration tests already cover the new API. testing: - harness/grpc_clients.rs: no BacktestingServiceClient proto exists; reword the stale TODO import line. - chaos/*: reword the family of "TODO: Implement ..." stubs as "Currently a no-op / synthetic result" descriptions so readers know exactly how much of the chaos framework is live. - compliance_automation_tests.rs: delete the file; it was a giant /* ... */ block referencing a nonexistent compliance module and was not wired into any Cargo target. - framework.rs: describe why `setup()` uses `println!` instead of `tracing_subscriber` (tracing_subscriber is not a dep of this integration crate). 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.