from __future__ import annotations from typing import List from .dsl import MarketSignal, PlanDelta class Coordinator: """ Lightweight ADMM-like coordinator. It collects MarketSignals from multiple venues and emits a PlanDelta representing a synchronized hedging action. This is a minimal, deterministic stub suitable for MVP testing. """ def __init__(self, contract_id: str = "default-contract"): self.contract_id = contract_id self.last_plan: PlanDelta | None = None def coordinate(self, signals: List[MarketSignal], author: str = "coordinator") -> PlanDelta: # Very small heuristic: if two assets present, generate a delta-neutral hedge actions: List[dict] = [] # Simple rule: create a hedge adjustment based on price relative to last plan for s in signals: if s.asset.type == "equity": actions.append({"action": "hedge", "symbol": s.asset.symbol, "size": -0.5, "price": s.price, "ts": s.timestamp}) elif s.asset.type == "option": actions.append({"action": "adjust", "symbol": s.asset.symbol, "size": -0.25, "premium": s.price, "ts": s.timestamp}) plan = PlanDelta(delta=actions, timestamp=signals[0].timestamp if signals else 0.0, author=author, contract_id=self.contract_id) self.last_plan = plan return plan