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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 Skeleton

A production-oriented MVP scaffold for a real-time cross-venue delta-hedge engine.

  • Core DSL: Asset, MarketSignal, StrategyDelta, PlanDelta, SharedSignals, DualVariables
  • Lightweight curator (ADMM-like) for cross-venue coherence
  • Two starter adapters: equity_feed and options_feed
  • Minimal ExecutionEngine to route actions across venues
  • Toy Backtester with deterministic replay
  • Packaging metadata and test harness to verify packaging and end-to-end flow

How to run tests

  • python3 -m build
  • pytest (if pytest is installed) or python3 -m unittest discover -s deltaforge_skeleton/tests

This skeleton is designed to be extended into a full MVP within the DeltaForge ecosystem.

Production-grade MVP improvements (overview):

  • Graph-of-Contracts (GoC) registry and versioned data schemas to enable cross-venue interoperability.
  • ADMM-like coordination layer (ADMMCoordinator) to enforce cross-venue coherence with a simple, auditable protocol.
  • EnergiBridge-inspired interoperability: primitives to IR mappings via the existing GoC registry.
  • Two starter adapters (equity_feed and options_feed) plus a minimal execution adapter and toy backtester, all wired for deterministic replay.
  • Packaging and publishing readiness: ready-to-publish signal (READY_TO_PUBLISH) and a market-facing README describing the architecture for external use.