cecc08a122
CfcTrunk (~250 lines deleted): - Deleted V1 forward methods: dispatch_perception, capture_graph_a, perception_forward_captured, snapshot_hidden, update_input_buffers, forward_snapshot, upload_pre_allocated - Deleted V1 weight fields: heads_w_d, heads_b_d, proj_w_d, proj_b_d, proj_g_d, proj_n_d - Deleted V1 per-step scratches: h_ping, h_pong, bid_px_d, bid_sz_d, ask_px_d, ask_sz_d, prev_bid_sz_d, prev_ask_sz_d, regime_d, snap_feat_d, probs_d, proj_out_d - Deleted V1 staging buffers: stg_bid_px / stg_bid_sz / stg_ask_px / stg_ask_sz / stg_regime (MappedF32Buffer was only used by V1) - Deleted graph_a field + _proj_module + V1 fn handles (snap_fn, step_fn, heads_fn, proj_fn) - Deleted V1-only init in new_random (heads_w/b, proj_w/b/g/n, per-step scratch allocs) - Deleted file-level helpers used only by V1: upload(stream, host), upload_into, copy_dtod, download - Deleted PROJ_CUBIN constant - Updated save_load_roundtrip test to assert on v2 weight tensors - Stripped unused imports (CUgraphInstantiate_flags, CUstreamCaptureMode, CudaGraph, LaunchConfig, PushKernelArg, DevicePtr, DevicePtrMut, MappedF32Buffer, ES_TICK_SIZE, Mbp10RawInput, REGIME_DIM, PROJ_DIM) PerceptionTrainer (~30 lines deleted): - Deleted duplicate cubin fn fields made dead by X10b: snap_batched_fn, step_batched_fn, heads_grn_fwd_fn, transpose_3d_fn, vsn_fwd_fn, ln_fwd_fn, attn_fwd_fn (trainer reads these from self.trunk now) - Deleted their load_function bindings in PerceptionTrainer::new - Backward kernels (ln_bwd_fn, vsn_bwd_fn, attn_bwd_fn, step_bwd_batched_fn, heads_grn_bwd_fn) kept — training-only, not on trunk Verification: - perception_forward_golden: PASS (max_diff = 0.000000) - ml-alpha lib tests: 33 pass - ml-backtesting + fxt-backtest build clean Trunk.rs shrunk from 800+ to ~480 lines. Code is now purely the v2 inference graph: weights, kernel handles, save_checkpoint/load_checkpoint, mamba2_l1/l2 accessors. No V1 surface area left.
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.