cd037084b2
First end-to-end SP4 producer. Kernel reads denoise_target_q_buf, computes p99(|target_q|) via sp4_histogram_p99<256>, writes step_obs to producer_step_scratch_buf[0] with __threadfence_system. Launcher syncs, applies Pearls A+D via pearls_ad_update (zero-copy mapped-pinned reads of ISV[TARGET_Q_BOUND_INDEX=131] + wiener_state_buf[(131-base)*3]), writes new x_mean back to ISV + state back to wiener_state. Cold-path launch (no captured graph in this task; Task A10 may move to captured). Producer-step-scratch slot 0 reserved for TARGET_Q_BOUND (stable layout documented in launcher comment for Tasks A6-A11 to extend). GPU unit test verifies kernel writes step_p99 ≈ p99(|N(0,1)|) within 5% rel_err on 4096 Box-Muller samples, then exercises Pearl A's sentinel branch (sentinel ISV + zero Wiener state → first-observation replacement). Helper asserts non-target scratch slots stay zero. No consumer wired yet — Mech 1's clamp still uses 10 × Q_ABS_REF.max(1.0). Behavior unchanged. cargo check --lib --tests clean. 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.