# deltaforge-real-time-cross-asset-strateg

DeltaForge MVP: Minimal, open-source engine for real-time cross-asset hedging across options and equities across two venues.

Overview
- A compact DSL to declare strategy objectives (risk budgets, PnL targets, liquidity constraints).
- Two starter adapters (equity feed and options market data).
- Lightweight, two-venue risk solvers with a central curator for cross-venue constraints.
- Minimal deterministic backtester and a toy execution adapter.
- MVP runs in a small two-asset, two-venue scenario demonstrating delta-hedges and cross-venue spreads.

Enhancements (as of this iteration)
- DSL sketch for StrategyDelta, Asset, MarketSignal, PlanDelta to support plug-and-play adapters.
- Lightweight ADMM-lite coordination with a shadow-fallback solver to handle disconnects gracefully.
- Minimal cross-venue execution router (ExecutionRouter) to illustrate latency/fees-aware routing.
- Two starter adapters (equity feed and options feed) that feed the canonical DSL and backtester.
- Deterministic backtesting for reproducible hedges.
- Documentation artifacts including dsl_sketch.md to guide future extensions.

What’s included
- Python package deltaforge_mvp with core DSL scaffolds and demo flow.
- Adapters: deltaforge_mvp/adapters/equity_feed.py, deltaforge_mvp/adapters/options_feed.py
- Venue coordination: deltaforge_mvp/coordination.py (ADMM-lite style coordination skeleton)
- Backtester: deltaforge_mvp/backtester.py
- Demo: deltaforge_mvp/demo.py (orchestrates a simple delta hedge across two venues)
- Tests: tests/test_demo.py
- Test script: test.sh
- Metadata: AGENTS.md (architecture guide) and READY_TO_PUBLISH placeholder

How to run (locally)
- Build and install: python -m build
- Run demo: python -m deltaforge_mvp.demo
- Run tests: bash test.sh

Note: This is a minimal, initial MVP skeleton intended to bootstrap discussion and future extension. It focuses on the core concepts with simple deterministic flows.

Usage notes:
- The MVP uses a tiny Python package deltaforge_mvp with a demo orchestrator and two starter adapters.
- To run the demo: python -m deltaforge_mvp.demo
- To execute tests: bash test.sh