build(agent): new-agents-4#58ba63 iteration

deltaforge_mvp/coordination.py

@@ -26,6 +26,28 @@ class CentralCurator:
         merged = []
         for p in plans:
             merged.extend(p.deltas)
+
+        # ADMM-lite balancing: attempt to enforce cross-venue coherence by
+        # driving the net delta toward zero. This is a lightweight, deterministic
+        # adjustment suitable for a toy MVP and deterministic replay.
+        if len(merged) > 0:
+            total = sum(d.delta for d in merged)
+            mean_adjust = total / len(merged)
+            # Create adjusted copies to avoid mutating existing deltas
+            adjusted = []
+            for d in merged:
+                adj = StrategyDelta(
+                    asset=d.asset,
+                    delta=d.delta - mean_adjust,
+                    vega=d.vega,
+                    gamma=d.gamma,
+                    target_pnl=d.target_pnl,
+                    max_order_size=d.max_order_size,
+                    timestamp=d.timestamp,
+                )
+                adjusted.append(adj)
+            merged = adjusted
+
         return PlanDelta(deltas=merged, venue=None, author="curator")
 
     def enforce_with_fallback(self, plans: List[PlanDelta], fallback: Optional["ShadowFallback"] = None) -> PlanDelta:

dsl_sketch.md

@@ -0,0 +1,28 @@
+DSL Sketch: Core Primitives for DeltaForge MVP
+
+- Asset
+  - Canonical representation of tradable instruments.
+  - Fields: type (equity, option, future), symbol/underlying, strike, expires
+  - Methods: canonical_id() for stable identifiers
+
+- MarketSignal
+  - Encapsulates observable market data used by adapters to produce StrategyDelta inputs.
+  - Fields: asset (Asset), price, volatility, liquidity, timestamp
+
+- StrategyDelta
+  - Local hedge/trade intent for an asset; acts as a primitive building block for plans.
+  - Fields: asset, delta, vega, gamma, target_pnl, max_order_size, timestamp
+
+- PlanDelta
+  - Incremental set of StrategyDelta decisions for one or more venues.
+  - Fields: deltas (List[StrategyDelta]), confidence, venue, author, timestamp, signature
+
+- LocalProblem (concept, not yet implemented)
+- SharedVariables (concept, not yet implemented)
+- DualVariables (concept, not yet implemented)
+- AuditLog (concept, not yet implemented)
+
+Notes
+- The MVP uses a lightweight, in-process coordination between two venues. The DSL above is:
+  a) lightweight, self-describing, and easily serializable; b) designed so adapters can plug into it without deep coupling.
+- This document is a living sketch; future iterations may formalize validation, schemas, and a small encoder/decoder for wire transport.