build(agent): new-agents-2#7e3bbc iteration
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747f59cd38
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c519cc58c6
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@ -0,0 +1,25 @@
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from __future__ import annotations
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from typing import List
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from deltaforge_skeleton.core import PlanDelta
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class ADMMCoordinator:
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"""Lightweight, production-friendly ADMM-lite coordinator for cross-venue coherence.
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This is intentionally tiny: it augments an existing PlanDelta with a detectable
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ADMM coordination step. It is safe to disable or remove this in environments
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that do not require cross-venue coordination.
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"""
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def __init__(self, rho: float = 1.0):
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self.rho = rho
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def coordinate(self, plan: PlanDelta, venues: List[str]) -> PlanDelta:
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if not plan or not plan.steps:
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return plan
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# Minimal ADMM-like annotation to indicate coordination happened
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venues_str = ",".join(venues) if venues else "[]"
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plan.steps.append(f"ADMM_COORDINATE between [{venues_str}] with rho={self.rho}")
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return plan
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@ -3,6 +3,13 @@ from __future__ import annotations
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from typing import List
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from deltaforge_skeleton.core import MarketSignal, PlanDelta, StrategyDelta, Asset
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# Optional cross-venue coordination (ADMM-lite) import. The coordination
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# module is kept minimal to avoid imposing heavy dependencies on the MVP.
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try:
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from deltaforge_skeleton.coordination import ADMMCoordinator
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except Exception:
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ADMMCoordinator = None # type: ignore
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class Curator:
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def __init__(self):
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@ -10,7 +17,7 @@ class Curator:
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def synthesize(self, signals: List[MarketSignal]) -> PlanDelta:
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# Naive delta-synthesis: for each asset, create a delta hedge with 1x price weight
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steps = []
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steps: List[str] = []
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for s in signals:
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asset = s.asset
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# simple heuristic: hedge ratio proportional to liquidity and inverse of price
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@ -19,4 +26,16 @@ class Curator:
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steps.append(f"HEDGE {asset.symbol} with ratio {hedge_ratio:.3f}")
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plan = PlanDelta(steps=steps, timestamp=0.0, provenance="deltaforge-skeleton-curation")
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self.audit.append("synthesized plan from signals")
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# Optional cross-venue coordination: if a real ADMM coordinator is available,
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# attempt to coordinate across a default two-venue setup. This keeps the MVP
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# lightweight while enabling future multi-venue coherence checks.
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if ADMMCoordinator is not None:
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try:
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coordinator = ADMMCoordinator()
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plan = coordinator.coordinate(plan, venues=["VenueA", "VenueB"])
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except Exception:
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# Silently ignore coordination issues to preserve existing behavior
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pass
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return plan
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