cf36091eeb
User raised that the CPU-controller pattern (where CPU computes adaptive values from ISV and writes back to ISV) violates the architectural principle: GPU kernels should compute adaptive decisions; CPU-side code is pure observation. Replaces the AdaptiveController trait with read-only AdaptiveMonitor: - No update() — CPU doesn't compute adaptive values. - No write_output() — CPU doesn't write adaptive values to ISV. - read() returns the GPU-computed value from ISV. - diagnose() emits HEALTH_DIAG snapshot. - observe() + fire_rate() track how often the GPU-computed value changes. Reclassifies the 9 adaptive mechanisms: - 6 reactive get GPU kernel + CPU monitor: atoms, gamma, kelly_cap, tau (Polyak EMA), epsilon, grad_balancer (last is already GPU-driven). - 3 static get ISV constructor-write, no monitor: cql_alpha, conviction_floor, plan_threshold. New ISV slots for GPU-written adaptive outputs (EPSILON_EFF, TAU_EFF, GAMMA_EFF, KELLY_CAP_EFF) and CPU-born inputs (EPOCH_IDX, TOTAL_EPOCHS), plus slots for the 3 static configs. Rationale: - Unified adaptive machinery, no CPU-side special cases. - Per-sample granularity available (Expected SARSA τ in c51_loss_kernel is already the exemplar — reads ISV q_gap + health per sample). - Zero CPU→GPU config transfer in any path. - ISV is single source of truth for every adaptive value. Plan 1 Tasks 8-17 restructured: - Task 8 creates AdaptiveMonitor trait (not AdaptiveController). - Tasks 9, 10, 11, 13, 14, 17: GPU kernel + monitor pairs. - Tasks 12, 15, 16: static ISV writes only. Follow-up commits will revert Batch A (d76849f31) and Batch B (4189da563) which implemented the old CPU-compute pattern, then re-implement under this design. 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.