jgrusewski aa0996f3c6 cleanup: add 4 CPU/GPU memory-safety categories (CPURO, ROMEM, LOCKHOT, BORROW)
Expanding the scanner surface per user directive "all should be
addressed". Four distinct root causes for CPU-side violations around
GPU-owned data — each with its own scan command, fix hierarchy, and
learned-patterns entry.

- CPURO: CPU reads of GPU-resident data (sizes, reductions) that
  force implicit sync. Cache at construction, keep stats on device.
- ROMEM: `*(ptr as *mut T)` writes where ptr came from a const /
  read-only source. CUDA mapped-memory flags matter; cuBLAS/cuDNN
  workspace casts are benign FFI.
- LOCKHOT: Mutex/RwLock on per-step path. High-value hits already
  visible: Mutex<GpuDropout>, Mutex<Option<DropoutScheduler>> in
  network.rs (every forward pass), Arc<Mutex<NStepBuffer>> in dqn.rs.
  Never hold tokio::sync::RwLock across .await.
- BORROW: shared-&T promoted to &mut T via unsafe ptr casts or
  UnsafeCell/RefCell. Real example shipped: gpu_replay_buffer.rs:690
  changes CudaSlice<i32> → CudaSlice<u32> through raw-ptr cast.

Scoreboard seeded with 10 findings. Top scores:
- ROMEM-001 (25.0) - size_pinned mapped write, verify allocation flag
- ROMEM-004 (25.0) - cuBLAS workspace casts, likely false-positive bulk
- ROMEM-002 (15.0) - init-time pinned mapped writes
- LOCKHOT-001/002/003 (8.3) - dropout + nstep_buffer locks on hot path
- BORROW-001 (8.3) - CudaSlice element-type aliasing

CPURO is seeded with a scan-task (CPURO-000) to populate per-site
findings in iter 9 — too many Vec::len() false positives to list upfront.
2026-04-20 23:59:53 +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
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Readme 849 MiB
Languages
Rust 88.2%
Cuda 7.7%
Python 1.3%
Shell 1.1%
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