daadae042e
Enumerated every DtoH/HtoD/memcpy call in the DQN hot path (run_full_step → child graphs). Classified 55 call sites: 31 OK-pinned, 20 COLD-PATH, 4 MIGRATED. Fix 1 (gpu_dqn_trainer.rs): removed dead cuMemcpyDtoHAsync_v2 in run_causal_intervention_unconditional — result (causal_mean_scratch) was never consumed; now stays on device. Fix 2 (fused_training.rs + training_loop.rs): compute_iqr() was called inside submit_aux_ops (captured aux_child graph). Its sync cuMemcpyDtoH_v2 cannot be graph-captured — silently ran only during capture, then HtoD replayed stale IQR data on every step. Removed from submit_aux_ops; added refresh_iqn_iqr() called once per epoch in process_epoch_boundary. Fix 3 (gpu_iqn_head.rs): tau_buf (CudaSlice<f32>) + tau_host (f32) + cuMemcpyHtoDAsync_v2 each step replaced by tau_pinned (*mut f32) + tau_dev_ptr (u64) via cuMemAllocHost_v2(DEVICEMAP) + cuMemHostGetDevicePointer_v2. CPU writes *tau_pinned = tau; EMA kernel reads via tau_dev_ptr — zero PCIe overhead. Drop updated. Audit table populated in docs/dqn-gpu-hot-path-audit.md. Co-Authored-By: Claude Sonnet 4.6 <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.