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agent-58ba63c88b4c9625 2026-04-23 22:44:06 +02:00
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README.md
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# DeltaForge Skeleton # DeltaForge Skeleton
DeltaForge MVP skeleton: a real-time cross-asset strategy synthesis engine prototype. DeltaForge Real-Time Cross-Asset Strategy Synthesis Engine
Overview
- DeltaForge is an open-source engine that synthesizes, validates, and executes hedging/arbitrage strategies across assets and venues with low latency.
- MVP focuses on two assets across two venues with a simple delta-hedge and cross-venue spread demonstration.
Architecture (mapping to code in this repository)
- Core DSL: Asset, MarketSignal, StrategyDelta, PlanDelta (src/deltaforge/dsl.py)
- Lightweight ADMM-like coordinator: ADMMCoordinator (src/deltaforge/coordinator.py)
- Graph-of-Contracts registry: GoCRegistry (src/deltaforge/registry.py)
- Adapters: equity_feed and options_feed (src/deltaforge/adapters)
- Execution layer: ExecutionEngine (src/deltaforge/execution.py)
- Backtester: Backtester (src/deltaforge/backtester.py)
- Tamper-evident/logging placeholders: signature fields in PlanDelta
- Two starter adapters for data feeds: equity_feed and options_feed
Usage (high level)
- Create assets and signals with the DSL
- Compose PlanDelta with StrategyDelta entries
- Run ADMMCoordinator.reconcile(plan) to enforce cross-venue coherence
- Use ExecutionEngine to route actions to venues
- Run Backtester.replay(signals, plan) to simulate PnL deterministically
Packaging and publishing
- This project is configured as deltaforge-skeleton in pyproject.toml
- To publish, ensure READY_TO_PUBLISH exists (empty file is fine) and run your usual publish workflow
- README.md is hooked into packaging via readme = "README.md" in pyproject.toml
Roadmap (high level)
- Expand GoC registry, versioned contracts, and interoperability with external IRs
- Add a minimal deterministic replay harness for end-to-end testing across venues
- Add more realistic latency-aware routing and cryptographic tags for auditability
- Produce a comprehensive test suite ensuring deterministic outcomes
See src/deltaforge for implementation details.
- Core DSL: Asset, MarketSignal, StrategyDelta, PlanDelta - Core DSL: Asset, MarketSignal, StrategyDelta, PlanDelta
- Lightweight ADMM-like coordinator: ADMMCoordinator - Lightweight ADMM-like coordinator: ADMMCoordinator

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pyproject.toml
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@ -15,6 +15,7 @@ dependencies = [
"pandas>=1.5", "pandas>=1.5",
"pytest>=7.0", "pytest>=7.0",
] ]
readme = "README.md"
[tool.setuptools.packages.find] [tool.setuptools.packages.find]
where = ["src"] where = ["src"]