deltaforge-real-time-cross-asset-strateg/dsl_sketch.md

DSL Sketch: Core Primitives for DeltaForge MVP

• Asset

  • Canonical representation of tradable instruments.
  • Fields: type (equity, option, future), symbol/underlying, strike, expires
  • Methods: canonical_id() for stable identifiers

• MarketSignal

  • Encapsulates observable market data used by adapters to produce StrategyDelta inputs.
  • Fields: asset (Asset), price, volatility, liquidity, timestamp

• StrategyDelta

  • Local hedge/trade intent for an asset; acts as a primitive building block for plans.
  • Fields: asset, delta, vega, gamma, target_pnl, max_order_size, timestamp

• PlanDelta

  • Incremental set of StrategyDelta decisions for one or more venues.
  • Fields: deltas (List[StrategyDelta]), confidence, venue, author, timestamp, signature

• LocalProblem (concept, not yet implemented)

• SharedVariables (concept, not yet implemented)

• DualVariables (concept, not yet implemented)

• AuditLog (concept, not yet implemented)

Notes

• The MVP uses a lightweight, in-process coordination between two venues. The DSL above is: a) lightweight, self-describing, and easily serializable; b) designed so adapters can plug into it without deep coupling.
• This document is a living sketch; future iterations may formalize validation, schemas, and a small encoder/decoder for wire transport.