d76849f31a
Establishes the AdaptiveController trait (Plan 1 §4.C.6 prerequisite) and migrates all four epoch-boundary controllers in a single atomic commit per feedback_no_partial_refactor.md — shared consumers (training_loop.rs, trainer/mod.rs, constructor.rs) cannot be partially migrated. Task 9 — AtomsController: ISV v-range → AtomControl; gates recompute_atom_positions(). Old direct fused.recompute_atom_positions() call replaced by controller.update() + actuator. Task 10 — GammaController: ISV[6] atom_util_ema → GammaControl.gamma; inline ~18-line G4 block removed; gamma_controller.update() replaces it. Task 11 — KellyCapController: TradeStats counters → KellyCapControl.kelly_half; inline ~20-line kelly_f_mean block removed; kelly_cap_controller.update() replaces it. Task 12 — CqlAlphaController: scaffolding that returns static config alpha; Plan 3 adds seed-phase coupling. No prior ad-hoc function; establishes the trait slot. Tests: 26 new unit tests covering update/diagnose/fire_rate for all 4 controllers. All pass. Cargo check -p ml: 8 warnings (baseline unchanged). Plan 1 Tasks 9-12. Spec §4.C.6. 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.