c4b6d6ef29
Per Class A audit P1 wiring batch — only 1 of 4 items was wireable as spec'd. The other 3 are deferred per the spec's "DEFER not BLOCK" rule because their target ISV slots either don't exist or are unit-incompatible with the consumer site. Items: 1. trade_physics.cuh:548 (DD floor_dd 0.25f) — DEFERRED. Slot 421 (DD_THRESHOLD_INDEX) holds the DD trigger threshold (~0.05), NOT the penalty saturation floor (~0.25). Different parameters; substituting would break the ramp formula `(dd-thr)/(floor-thr)`. Needs a new slot for the saturation floor. 2. gpu_experience_collector.rs:343-344 (dd_threshold + w_dd config) — DEFERRED. No W_DD slot exists in any sp*_isv_slots.rs. The legacy compute_drawdown_penalty path (experience_kernels.cu:3769) uses config scalars; the SP15 reward axis (compute_sp15_final_reward_kernel) already reads slot 421 directly. Wiring needs a new W_DD slot. 3. plan_threshold_update_kernel.cu:44 (plan threshold floor) — DEFERRED. Unit mismatch: ema and plan_threshold are probabilities ∈[0,1]; Q_DIR_ABS_REF (slot 21) is a Q-value magnitude EMA (5–50). Scaling a probability by a Q-magnitude is dimensionally meaningless. 4. experience_kernels.cu:2471 (var_floor formula) — DONE. Drop the hardcoded 0.25f lower bound. Was `fminf(fmaxf(q_gap*0.5f, 0.25f), 1.0f)`; now `fminf(q_gap*0.5f, 1.0f)`. NULL-q_gaps fallback uses ε=1e-6f for numerical safety (vs prior 0.25f). var_scale itself remains (0,1] from `1/(1+sqrt(var_q))` so the multiplicative chain stays bounded. Cumulative WR-plateau fix series: - Class C bug 1 + P0-B (8f218cab2) - P0-C (316db416b) - P0-A (394de7d43) - P1 wiring (this commit, partial — Items 1/2/3 deferred to producer batch) Per feedback_isv_for_adaptive_bounds.md. 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.