aee11f3210
Adds pub(crate) accessor methods on GpuDqnTrainer and pub accessors
on GpuIqnHead exposing device pointers for the SP3 Mech 5 threshold
checks at slots 36-47:
GpuDqnTrainer (pub(crate)):
36: trunk_adam_m_ptr/_len — m_buf trunk slice (tensors [0..13))
37: value_adam_m_ptr/_len — m_buf value-head slice (tensors [13..17))
38: branch_adam_m_ptr/_len — m_buf branch-head slice (tensors [17..33))
40: trunk_adam_v_ptr/_len — v_buf trunk slice
41: value_adam_v_ptr/_len — v_buf value-head slice
42: branch_adam_v_ptr/_len — v_buf branch-head slice
44: trunk_params_ptr/_len — params_buf trunk slice
45: heads_params_ptr/_len — params_buf value+branch concat
46: target_q_ptr/_len — denoise_target_q_buf [B, 12]
47: atom_positions_ptr/_len — atom_positions_buf [4, num_atoms]
GpuIqnHead (pub):
39: adam_m_ptr/_len — IQN Adam first-moment buffer
43: adam_v_ptr/_len — IQN Adam second-moment buffer
DQN Adam state is UNIFIED in m_buf/v_buf (single TOTAL_PARAMS-sized
buffer covering trunk + heads at the same offsets as params_buf).
Slot 36/37/38 (and 40/41/42) accessors return pointers into the same
buffer at offsets computed via padded_byte_offset over the existing
compute_param_sizes layout. The kernel discriminates by slot index
for threshold checks. IQN Adam state lives separately on GpuIqnHead.
Trunk/heads param-buf split (slots 44/45) uses the same offset helper
— no new buffers, no new ISV slots, no DtoD/HtoD copies. Each ptr
accessor returns self.<field>.raw_ptr() (or +offset for slices); each
len accessor returns self.<field>.len() or computed from
compute_param_sizes.
Audit doc updated (docs/dqn-wire-up-audit.md SP3 Task B1 entry).
Used by populate_nan_check_meta_v2 (Task B6) to feed the fused
kernel's threshold-check entries when extended to 24 slots. Unused
yet — wired in B6.
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.