691d769bb3
Fourth of five sequential plans decomposing the DQN v2 unified spec (docs/superpowers/specs/2026-04-24-dqn-v2-unified-design.md §4.E). Covers the six Part E IN decisions: - §4.E.1 TFT Variable Selection Network across 6 feature groups (market/OFI/TLOB/MTF/portfolio/plan_isv) with vsn_feature_selection kernel - §4.E.2 Gated Residual Network — CONDITIONAL branch (ADOPT vs CANONICALISE) based on docs/ml-supervised-to-dqn-concept-audit.md row - §4.E.3 Multi-quantile IQN heads (5/25/50/75/95) replacing single CVaR output - §4.E.4 Encoder-Decoder separation — explicit StateEncoder + per-branch ValueDecoder with D.3 horizon-decomposed V_short/V_long sub-heads - §4.E.5 Attention-weight interpretability — 7 new ISV slots [65..72) for per-group attention focus EMAs + Mamba2 retention proxy - §4.E.6 Multi-task auxiliary heads — next-bar return MSE + 5-bar regime CE, ISV-coupled aux-weight schedule (sharpe-reactive) ISV_TOTAL_DIM seals at 72 with this plan's allocations. Part E audit doc closes out all rows (zero TBD/evaluate remain per Invariant 9). Plan structure: 8 tasks (6 feature tasks + audit close-out + validation). TDD-disciplined steps. Task 2 documents the CONDITIONAL branch decision pathway explicitly (ADOPT vs CANONICALISE Branch A/B structure). Plan 4 exit gate: Tier 1 convergence RETAINED (no regression vs Plan 3 baseline) + aux heads produce measurable signal. Tier 2 + Tier 3 checked by Plan 5. Preserves all 9 invariants. Zero stubs. Zero TODO/FIXME. Every Part E item either lands fully or is explicit OUT (xLSTM, KAN); no third path. 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.