ca63158606
Layer C close-out C3 — the host-side adaptive-α EMA over result.atom_utilization
(GPU-produced via q_readback_pinned mapped-pinned readback) at the bottom of
GpuDqnTrainer::reduce_current_q_stats violated feedback_no_cpu_compute_strict.
Migration: new update_utilization_ema_kernel.cu (single-thread, single-block,
mirrors C2's update_iqn_readiness_kernel shape). Takes the host-passed
atom_util scalar and updates two mapped-pinned slots in lockstep:
- utilization_ema_pinned (the EMA's new storage)
- homeostatic_obs_pinned[1] (the homeostatic mirror previously written by
update_homeostatic_observables host-side; kernel takes over)
Storage: utilization_ema migrated from host-resident f32 field to mapped-pinned
device-mapped scalar (matches C1/C2 pattern). Constructor init=1.0 preserves
the deleted host code's `if self.utilization_ema > 0.99 { assign obs }`
cold-start sentinel; same adaptive-α formula clamp(|err|/(|err|+0.1), 0.01, 0.30)
and EMA recurrence.
Consumer-chain coherence per feedback_no_partial_refactor:
- `update_homeostatic_observables` slot [1] write removed (kernel takes over).
- `utilization_ema()` accessor reads through pinned host_ptr.
- `adaptive_entropy` host derivation in `launch_c51_grad` reads via accessor.
- collector `set_utilization_ema` callsite uses accessor unchanged.
Discovered during the audit (deferred to separate tasks):
- `compute_adaptive_tau` q_div_ema is host-side EMA on a helper with ZERO
production callers — flagged per feedback_wire_everything_up.
- `calibrate_homeostatic_targets` runs a per-step host-side EMA loop over 6
mapped-pinned slots — NEW violation not in original 9-site list, flagged
for separate Layer C task.
- collector::set_utilization_ema was misclassified in original audit (it's a
setter, not EMA arithmetic).
Verification: SP4 lib tests + 16 SP4 GPU producer unit tests pass on RTX 3050 Ti.
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.