jgrusewski 52100ae7a1 docs(sp18 v2): PP.5 H100 collection-time profiling — deferred-to-Phase-4 marker
PP.5 is the B-DD6 headroom-check: profile current
gpu_experience_collector::collect_experience end-to-end ms/cycle on
H100 to confirm budget for the new target-net forward pass (B-leg
Phase 4 estimated ~30% slowdown). Plan explicitly marks this as
reviewer-only ("subagent CANNOT run this step (reviewer-only). Hands
off to reviewer at PP.5.").

Pre-Phase subagent dispatch context lacks H100/Argo deploy access, so
the actual nsys profile is deferred to Phase 4 reviewer pickup. NO
production code modified — this is observability infrastructure for
the Phase 4 atomic refactor's regression check.

Pre-Phase exit criteria still satisfied (22 ISV slots locked, registry
entries with dispatch arms, retirement markers, audit doc current);
only the H100 measurement is deferred per the plan's reviewer-only
gating.

Phase 4 pickup instructions documented in audit doc (4-step procedure:
push → argo-train profile → read nsys → fallback rules + human-review
gate).

Plan: docs/superpowers/plans/2026-05-08-sp18-reward-shape-hold-attractor.md

Co-Authored-By: Claude Opus 4.7 (1M context) <noreply@anthropic.com>
2026-05-09 00:43:02 +02:00

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.

Description
No description provided
Readme 849 MiB
Languages
Rust 88.2%
Cuda 7.7%
Python 1.3%
Shell 1.1%
PLpgSQL 0.8%
Other 0.8%