4f372a49a8
Phase C.1 of SP14 Layer C separate-aux-trunk refactor. Single atomic
commit per feedback_no_partial_refactor and feedback_no_legacy_aliases —
no DEPRECATED stage.
Deleted (per C.0 audit a7a162d1f):
- alpha_grad_compute_kernel.cu
- sp14_scale_wire_col_kernel.cu
- gradient_hack_detect_kernel.cu (EGF circuit breaker — α-coupled)
- 10 ISV slot constants (K_AUX_ADAPTIVE, K_Q_ADAPTIVE,
BETA_RATE_LIMITER_ADAPTIVE, AUX_DIR_ACC_VARIANCE_EMA,
ALPHA_GRAD_RAW_VARIANCE_EMA, GATE1_OPEN_STATE, ALPHA_GRAD_RAW,
ALPHA_GRAD_SMOOTHED, AUX_DIR_ACC_POST_OPEN_MIN,
GRADIENT_HACK_LOCKOUT_REMAINING) plus 16 supporting sentinels and
structural-anchor constants
- 31 reference sites across 7 files (collector, trainer, training_loop,
fused_training, batched_backward, build.rs cubin manifest,
state_reset_registry)
- 3 oracle tests (alpha_grad_adaptive_beta, alpha_grad_schmitt_hysteresis,
gradient_hack_circuit_breaker_fires)
Added:
- 6 aux trunk control plane ISV slots [444..450):
AUX_TRUNK_LR (444), AUX_TRUNK_BETA1 (445), AUX_TRUNK_BETA2 (446),
AUX_TRUNK_EPS (447), AUX_TRUNK_GRAD_CLIP (448), H_S2_AUX_RMS_EMA (449)
- 6 reset registry entries (5 Invariant-1 anchors + Pearl-A first-
observation EMA)
- 6 reset_named_state dispatch arms (mirrors SP5 Layer A pattern)
- ISV_TOTAL_DIM bumped 444 → 450
Preserved:
- dir_concat_qaux_kernel.cu (Coupling A: forward feature wire)
- q_disagreement_update_kernel.cu (diagnostic-only)
- q_disagreement_* ISV slots (383, 384, 389) — HEALTH_DIAG consumer
Build clean (cargo check -p ml --tests --all-targets, RTX 3050 Ti);
4 surviving oracle tests pass (dir_concat_qaux_correct + 3 q_disagreement_*).
ISV layout: deleted α slots left as RESERVED gap (NOT compacted) for
checkpoint fingerprint compatibility.
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.