fbc299fa27
Plan 4 Task 4. Pure Rust API refactor — no kernel changes, no parameter
changes, no checkpoint break, no new ISV slot.
New types:
- StateEncoder: wraps the trunk encoder portion (h_s1 + h_s2 GEMMs)
- ValueDecoder: per-branch decoder (4 instances: Dir, Mag, Ord, Urg)
- EncoderOutput: { h_s2_dev_ptr, h_s2_dim, batch_size }
- BranchDecoderOutput: Q-per-action + V_short + V_long (Plan 2 D.3
horizon-decomposed value already landed) + num_atoms + batch_size
BatchedForward gains 2 helper methods:
- encoder_forward_only(...) — extracted trunk encoder dispatch
- decoder_forward_only(branch_idx, ...) — single-stream per-branch
dispatch mirroring the loop body in forward_online_raw
forward_online_raw stays intact and callable; existing call sites
(training_loop, eval, experience collector) unchanged. The trunk
portion of forward_online_raw now routes through encoder_forward_only
internally — lossless extraction (same launch sequence, same
workspace usage). The new wrappers are ADDITIVE attachment points for
Plan 4 Task 1 (Full VSN, attaches pre-encoder), Task 3 (multi-Q IQN,
attaches at decoder), and Task 6 (auxiliary heads, attaches at decoder
peer). Migration of existing callers is deferred — the goal of this
task is establishing a clean type boundary, not migrating call sites.
Smoke (RTX 3050 Ti, 5 epochs, 3 folds, T5 baseline): fold 2 best
val Sharpe = 109.06 at epoch 3 (within RNG noise of T5 landing's
fold-2 best of 95.09; the refactor is behaviorally a no-op since
encoder_forward_only is invoked with byte-identical args).
cargo check --workspace: 11 warnings (matches baseline).
No checkpoint break. No new ISV slot. No new CUDA kernels. No call-site
migration in this commit.
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.