from __future__ import annotations from typing import List from .dsl import Asset, MarketSignal, PlanDelta, StrategyDelta class Curator: """Simple central coordinator: enforces cross-venue delta neutrality with a naive ADMM-lite style constraint. This is a minimal stub for MVP. """ def __init__(self, assets: List[Asset] = None): self.assets = assets or [] def synthesize_plan(self, signals: List[MarketSignal], objectives: List[StrategyDelta]) -> PlanDelta: """Generate a PlanDelta given per-venue signals and desired strategy blocks. The simplest cross-venue constraint: enforce sum of target_delta across blocks is ~0. This is intentionally minimal for MVP demonstration. """ # naive aggregation: align target deltas to neutralize total delta total_target = sum([sd.target_delta for sd in objectives]) if objectives else 0.0 # If not neutral, scale down deltas proportionally to achieve neutrality if possible if total_target != 0: factor = -total_target / max(1e-6, len(objectives)) adjusted = [StrategyDelta( asset=sd.asset, target_delta=sd.target_delta + factor, risk_budget=sd.risk_budget, objective=sd.objective, timestamp=sd.timestamp, ) for sd in objectives] else: adjusted = objectives plan = PlanDelta() plan.hedges = adjusted plan.total_cost = sum(abs(sd.target_delta) * 0.1 for sd in adjusted) # simplistic cost proxy return plan