b508c38529
Per user direction: no fallbacks, greenfields, kernel updates acceptable.
Changes:
1. Task A0.5 ADDED — pre-planned task that fires if A0 investigation
finds forward_only is stateless K-window (Case 2) or has periodic
reset (Case 3). Refactors PerceptionTrainer to maintain persistent
SSM state and expose forward_step(snapshot, b) that advances by 1
event. Bit-identical to forward_only of equivalent window per a
new golden test in incremental_forward.rs.
This is NOT a fallback — it's a pre-planned task whose execution
is determined by actual investigation outcome. Case 1 → A0.5 is
a no-op. Case 2 or 3 → A0.5 fires in full. Either way the plan
proceeds without user-approval pause.
2. Task A2 reframed — Wiener-α conviction-EMA is a "load-bearing
component of continuous control," not a "minimal Phase B subset."
Without smoothing, event-rate trading is structurally incoherent.
3. Task A2 test fallback REMOVED — instead of "if helpers don't
exist, omit the unit test," the plan now says "add the helpers
properly to the public API." Step 1 audits the LobSimCuda public
API and adds missing accessors. Greenfields — accessors stay on
the API permanently if testing needs them.
4. Task A5 (conditional hyperactivity mitigation) DELETED. A2 is
designed correctly the first time with Wiener-α floor at 0.4. If
A4 cluster smoke shows hyperactivity, that's an A2 bug to fix
properly, not a tuning knob to nudge.
5. Scope contract updated — Phase A vs Phase B split is by code-path
responsibility (continuous control infrastructure vs multi-horizon
signal-driven policy), NOT by "shipping less to be safe."
6. Notes for the Implementer — explicit "No fallbacks" section
replaces the implicit-fallback language. STOP-and-notify-user for
Case 2 deleted (A0.5 handles it inline).
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.