c66e15f6d0
Per DD7=c, the SP18 D-leg structural Hold opportunity-cost reward (compute_sp18_hold_opportunity_cost in trade_physics.cuh + ISV[483..493) cap producer chain) replaces the reactive per-bar Hold-cost chain (SP13 P0a + SP16 P2 + SP16 T3). This Pre-Phase commit is slot-level documentation only — Phase 1 of SP18 deletes the producer kernel + 3 consumer sites + host controller atomically. Retired slot descriptions (sentinel 0.0 preserved for checkpoint compat): 461 sp16_phase2_hold_cost_scale_adaptive 462 sp16_t3_hcs_target_mean (Welford accumulator) 463 sp16_t3_hcs_target_m2 464 sp16_t3_hcs_diff_mean 465 sp16_t3_hcs_diff_m2 466 sp16_t3_hcs_prev_target 467 sp16_t3_hcs_sample_count Preserved per DD7=c "keep the observation chain": 380..383 SP13 P0a hold-pricing observer (per-step writes still active) 460 MIN_HOLD_TEMPERATURE_ADAPTIVE (separate producer chain) 468..474 MHT_* Welford accumulators (MIN_HOLD_TEMPERATURE) Pattern: SP14-C.1 RESERVED-gap precedent — retired slots stay in the layout_fingerprint_seed + state_reset_registry (sentinel 0.0 rewritten each fold) so checkpoints with the old slot names continue to load. Legacy consumers fall back to scale=1.0 (bit-identical pre-Phase-2 behavior). New `sp16_t2_t3_slots_marked_retired` lock test asserts the "SP18 v2: RETIRED" marker is on each retired slot's description, AND that the preserved MHT_* slots are NOT marked retired. Audit doc updated per Invariant 7. Plan: docs/superpowers/plans/2026-05-08-sp18-reward-shape-hold-attractor.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.