c70bbd5d15
Third of five sequential plans decomposing the DQN v2 unified spec (docs/superpowers/specs/2026-04-24-dqn-v2-unified-design.md). Covers spec sections: - §4.C.2 Reward-component attribution (6 ISV slots [52..58), reward_split[..] in HEALTH_DIAG) — lands first as diagnostic substrate for the rest - §4.B.1 ISV-driven continuous Flat opp-cost (scales by isv[Q_DIR_ABS_REF]) - §4.B.2 Novelty-weighted trade-attempt bonus (2 ISV slots [50, 51]) - §4.B.4 Adaptive plan-MLP activation threshold (1 ISV slot [49] + PlanMlpThresholdController via the AdaptiveController trait) - §4.C.4 Temporal timing bonus (trade-exit, bars_early / hold_time) - §4.D.4 Generalised temporal reward coupling (3 ISV slots [59..62): persistence credit, regime-shift penalty, conviction consistency) - §4.C.3 State-distribution divergence signal (3 ISV slots [58, 63, 64]) - §4.B.3 Replay buffer seeded warm-start (4 scripted policies, ≥100K experiences, CQL α decoupled from seed phase) - §4.C.5 CQL alpha schedule coupled to seed-phase decay via CqlAlphaSeedCoupledController Plan structure: 9 implementation tasks + pre-plan verification + exit-gate validation task (Task 10). Each task TDD-disciplined with bite-sized steps. Task 1 (C.2 diagnostic audit) ordered first so subsequent reward-shape tasks can verify contributions rather than log-archaeology. Plan 3 exit gate: multi-seed (N=5) × multi-fold (K=6) run passes Tier 1 (convergence) + Tier 2 behavioural subset (val trades/bar ≥ 0.005, val_active_frac > 0.2). Tier 3 profitability deferred to Plan 5. Preserves all 9 invariants. Zero stubs. Zero TODO/FIXME. Every new module wired to its consumer in the same task it lands. 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.