from __future__ import annotations from typing import List from deltaforge_skeleton.core import MarketSignal, PlanDelta, StrategyDelta, Asset # Optional cross-venue coordination (ADMM-lite) import. The coordination # module is kept minimal to avoid imposing heavy dependencies on the MVP. try: from deltaforge_skeleton.coordination import ADMMCoordinator except Exception: ADMMCoordinator = None # type: ignore class Curator: def __init__(self): self.audit = [] def synthesize(self, signals: List[MarketSignal]) -> PlanDelta: # Naive delta-synthesis: for each asset, create a delta hedge with 1x price weight steps: List[str] = [] for s in signals: asset = s.asset # simple heuristic: hedge ratio proportional to liquidity and inverse of price hedge_ratio = max(0.0, min(1.0, 1.0 * (s.liquidity / max(1.0, s.price)))) obj = StrategyDelta(asset=asset, hedge_ratio=hedge_ratio, target_pnl=0.0, constraints=[]) steps.append(f"HEDGE {asset.symbol} with ratio {hedge_ratio:.3f}") plan = PlanDelta(steps=steps, timestamp=0.0, provenance="deltaforge-skeleton-curation") self.audit.append("synthesized plan from signals") # Optional cross-venue coordination: if a real ADMM coordinator is available, # attempt to coordinate across a default two-venue setup. This keeps the MVP # lightweight while enabling future multi-venue coherence checks. if ADMMCoordinator is not None: try: coordinator = ADMMCoordinator() plan = coordinator.coordinate(plan, venues=["VenueA", "VenueB"]) except Exception: # Silently ignore coordination issues to preserve existing behavior pass return plan