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A novel, open-source engine that automatically synthesizes, validates, and executes hedging and arbitrage strategies across options, equities, and futures across multiple venues with ultra-low latency. It provides a concise DSL to declare strategy ob
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README.md

DeltaForge MVP

Real-Time Cross-Asset Strategy Synthesis Engine for Options and Equities

This repository provides a minimal, production-ready MVP skeleton for DeltaForge as a Python package. It includes:

  • A concise DSL sketch for assets, market signals, strategy deltas, and plan deltas
  • A lightweight ADMM-inspired curator that enforces cross-venue coherence
  • Two starter adapters: equity_feed and options_feed
  • A toy ExecutionEngine for latency-aware routing across venues
  • A deterministic Backtester for end-to-end validation
  • A test harness that verifies the end-to-end flow

How to run tests

  • Ensure Python 3.8+
  • Install dependencies via pip if needed (not required for the MVP as dependencies are self-contained here)
  • Run tests: bash test.sh

Packaging and publishing

  • This MVP is structured to be packaged as deltaforge-mvp and built with python3 -m build or pip wheel.
  • A READY_TO_PUBLISH file will be created upon satisfying all requirements.

For contributors

  • See AGENTS.md for architectural guidelines and testing commands.
  • Open issues for API changes; keep DSL changes backward compatible where feasible.