29 lines
1.3 KiB
Markdown
29 lines
1.3 KiB
Markdown
DSL Sketch: Core Primitives for DeltaForge MVP
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- Asset
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- Canonical representation of tradable instruments.
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- Fields: type (equity, option, future), symbol/underlying, strike, expires
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- Methods: canonical_id() for stable identifiers
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- MarketSignal
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- Encapsulates observable market data used by adapters to produce StrategyDelta inputs.
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- Fields: asset (Asset), price, volatility, liquidity, timestamp
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- StrategyDelta
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- Local hedge/trade intent for an asset; acts as a primitive building block for plans.
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- Fields: asset, delta, vega, gamma, target_pnl, max_order_size, timestamp
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- PlanDelta
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- Incremental set of StrategyDelta decisions for one or more venues.
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- Fields: deltas (List[StrategyDelta]), confidence, venue, author, timestamp, signature
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- LocalProblem (concept, not yet implemented)
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- SharedVariables (concept, not yet implemented)
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- DualVariables (concept, not yet implemented)
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- AuditLog (concept, not yet implemented)
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Notes
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- The MVP uses a lightweight, in-process coordination between two venues. The DSL above is:
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a) lightweight, self-describing, and easily serializable; b) designed so adapters can plug into it without deep coupling.
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- This document is a living sketch; future iterations may formalize validation, schemas, and a small encoder/decoder for wire transport.
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