86de265fc8
Two 9-quarter precompute_features runs OOM-killed on the existing
ci-compile-cpu pool (POP2-HC-32C-64G, 56Gi cgroup limit):
- train-wq8b8: exit 137 ~12s after "OFI computed" at ~57Gi
- train-2l6p4: exit 137 ~12s after "OFI computed" at ~52Gi peak
(despite the into_iter + drop(feature_vectors) +
normalize_in_place refactors landed in a27cb40a9 + 623ebfcf7,
which trimmed ~12GB of avoidable retention)
The remaining ~52-60GB peak is the irreducible working set at the
post-OFI / pre-alpha-pipeline step:
- 9-quarter MBP-10 snapshots (~10GB)
- 199M front-month trades as Mbp10Trade (~13GB)
- 17.8M bars × features + targets + OFI buffers (~14GB)
- alpha_snapshots (move-handoff from all_snapshots, ~10GB)
- feature/target Vecs (~7GB) + Rust allocator overhead
Adds a dedicated high-memory pool sized for this rare path:
- New scaleway_k8s_pool.ci_compile_cpu_hm (POP2-HM-32C-256G,
32 vCPU + 256GB RAM) with size=0 + min_size=0 autoscaling. Costs
zero when idle; autoscaler provisions one node when a pod targets
`nodeSelector: ci-compile-cpu-hm`.
- New variables: enable_ci_compile_cpu_hm_pool,
ci_compile_cpu_hm_type (default POP2-HM-32C-256G),
ci_compile_cpu_hm_max_size (default 1).
- terragrunt.hcl: enable the pool, max_size=1.
- train-template.yaml: ensure-fxcache nodeSelector pinned to
ci-compile-cpu-hm; memory limit raised 56Gi → 200Gi. The
ci-compile-cpu pool stays as the standard CI compile target for
ensure-binary + every other CPU-heavy task.
Apply with:
cd infra/live/production/kapsule
terragrunt apply -target=module.kapsule.scaleway_k8s_pool.ci_compile_cpu_hm
kubectl apply -n foxhunt -f ../../../../infra/k8s/argo/train-template.yaml
Co-Authored-By: Claude Opus 4.7 <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.