DeltaForge DSL Sketch (MVP)
==========================

Goal
- Provide a human- and machine-readable description of hedging objectives, mapped to canonical assets and market signals.

Core concepts
- StrategyDelta: a local delta/vega/gamma adjustment for a single Asset.
- Asset: canonical representation (equity, option, or future).
- MarketSignal: observed market attributes for an Asset.
- PlanDelta: an incremental, auditable collection of StrategyDelta blocks authored by a solver.

Canonical representations
- Asset can be one of:
  - equity: { type: 'equity', symbol: 'AAPL' }
  - option: { type: 'option', underlying: 'AAPL', strike: 150, expires: 'YYYY-MM-DD' }
  - future: { type: 'future', symbol: 'ES', expires: 'YYYY-MM-DD' }
- StrategyDelta fields:
  - asset: Asset
  - delta: float
  - vega: float
  - gamma: float
  - target_pnl: optional float
  - max_order_size: float
  - timestamp: float

PlanDelta fields:
- deltas: List[StrategyDelta]
- confidence: float
- venue: optional str
- author: str
- timestamp: float
- signature: optional str

Adapters and translation
- Adapters translate venue-specific messages into StrategyDelta objects.
- The canonical PlanDelta is consumed by a central curator to enforce cross-venue constraints.

Notes
- This is a design sketch for the MVP; concrete serialization formats and protocol messages can be built atop this structure.