9b35fe9d45
Implementation plan for the approved combined design spec
(commit ed727b51c). Three phases:
Phase A — SP2 (5 tasks A1-A5 + Gate 1 smoke task A6):
- A1: Append dqn_nan_check_fused_f32_kernel to dqn_utility_kernels.cu
- A2: Add nan_check_buf_ptrs / nan_check_buf_lens device buffers (separate
ptr + len arrays per the design fork resolution; cleaner than packed)
- A3: populate_nan_check_meta + launch_nan_check_fused_f32 wrappers
- A4: Replace 8 individual check_nan_f32 calls with single fused launch
- A5: Audit doc Phase E + wire-up Invariant 7 entries
- A6: Gate 1 smoke — F0 ≥ 53.08 (must pass before Phase B)
Phase B — SP3 (8 tasks B1-B8 + Gate 2 smoke task B9):
- B1: Slot 36-47 diagnostic accessors (Adam m/v + weight slice + target_q + atoms)
- B2: Mech 1 — target_q clip after compute_denoise_target_q (single-point)
- B3: Mech 2 — C51 atom-position growth bounds in EMA-update kernel
- B4: Mech 3 — hard target sync (DQN main + IQN) at fold boundary
- B5: Mech 4 — comprehensive Adam EMA reset at fold transitions
- B6: Mech 5 — fused kernel extended to 24 slots with inline threshold-by-
slot-index logic (no per-step HtoD; q_abs_ref_eff passed as single arg)
- B7: Name table entries for slots 36-47 (both halt_nan + halt_grad_collapse)
- B8: Audit doc Phase F + wire-up Invariant 7 entries
- B9: Gate 2 smoke — full SP1 7-criterion validation
Phase C — Closure (2 tasks C1-C2):
- C1: project_sp2_sp3_resolved.md memory entry + SP1 closure update
- C2: Audit doc closure + wire-up final entry + push
Operating principles enforced throughout:
- ISV-driven bounds (Q_ABS_REF=16, ε on multiplier per SP1 pearl)
- No new ISV slots
- No DtoD/HtoD per step (inline-compute resolution for thresholds)
- Permanent diagnostic always-on (no debug flags)
- Per-task commits during dev; SP3 mechanisms ship together
- F0 paper-review documented per ISV bound
Plan covers ~1000 LOC across multiple commits, 2 L40S smokes (Gate 1 +
Gate 2), 4-7 days estimated. Self-review confirms full spec coverage.
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.