# DeltaForge Skeleton

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
- Lightweight ADMM-like coordinator: ADMMCoordinator
- Two starter adapters: equity_feed and options_feed
- Additional adapters: venueA_feed (data feed) and venueB_trade (execution broker) for cross-venue demos

- Interoperability bridge: a lightweight EnergiBridge-style canonical IR mapping via src/deltaforge/bridge.py
- Orchestration demo: src/deltaforge/orchestrator.py demonstrates end-to-end flow using the built-in components
- Minimal execution adapter: ExecutionEngine
- Toy backtester: Backtester with deterministic replay
- Registry placeholder: GoCRegistry
  - Lightweight in-memory Graph-of-Contracts (GoC) registry for versioned adapters and replayable messages.
  - Basic primitives: GoCContract descriptor, GoCRegistry with register/get/list APIs.
- Interoperability notes
  - The MVP includes a minimal GoC registry and contract sketch to bootstrap interoperability between venue adapters and the canonical IR.
  - This enables future mapping to LocalProblem/SharedSignals/PlanDelta with dual variables, cryptographic tags, and versioned contracts.
- Packaging: pyproject.toml, ready for publication as deltaforge-skeleton

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

This is a production-oriented skeleton intended to be expanded into a full MVP.

See src/deltaforge for implementation details.