d3762e7250
After Fix 1..16 migrated all 80+ production callers off `super::htod_f32` and `super::clone_htod_f32`, the helper bodies in `cuda_pipeline/mod.rs:129-145` had zero non-test consumers. Deleted both function definitions per `feedback_no_legacy_aliases.md` (no deprecated wrappers). Per `feedback_no_partial_refactor.md` (when a shared contract is deleted, every consumer migrates together — including tests), the two surviving test-block callers in `gpu_tlob.rs::tests` (lines 1017 and 1132) are migrated to `mapped_pinned::upload_f32_via_pinned` in the same commit. The other test-only callers in `signal_adapter.rs::tests`, `gpu_action_selector.rs::tests`, and `cuda_pipeline/mod.rs::tests` use bare `stream.memcpy_htod` / `stream.memcpy_stod` against the cudarc handle directly (not the deleted helpers) — no change needed. A docstring was added at the deletion site recording when and why the helpers were removed, pointing future readers at the canonical replacements `mapped_pinned::clone_to_device_f32_via_pinned` and `mapped_pinned::upload_f32_via_pinned`. Final state of the HtoD migration sequence: - production callers of `stream.memcpy_htod` / `memcpy_stod`: 0 - production callers of `htod_f32` / `clone_htod_f32`: 0 - helper definitions: removed from `mod.rs` docs/dqn-gpu-hot-path-audit.md updated with Fix 17 entry. cargo check -p ml --lib clean at 12 warnings. cargo check -p ml --tests clean at 23 warnings (12 lib duplicates + 11 test-specific, baseline unchanged). 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.