DeltaForge Skeleton

DeltaForge Real-Time Cross-Asset Strategy Synthesis Engine

Overview

• DeltaForge is an open-source engine that synthesizes, validates, and executes hedging/arbitrage strategies across assets and venues with low latency.
• MVP focuses on two assets across two venues with a simple delta-hedge and cross-venue spread demonstration.

Architecture (mapping to code in this repository)

• Core DSL: Asset, MarketSignal, StrategyDelta, PlanDelta (src/deltaforge/dsl.py)
• Lightweight ADMM-like coordinator: ADMMCoordinator (src/deltaforge/coordinator.py)
• Graph-of-Contracts registry: GoCRegistry (src/deltaforge/registry.py)
• Adapters: equity_feed and options_feed (src/deltaforge/adapters)
• Execution layer: ExecutionEngine (src/deltaforge/execution.py)
• Backtester: Backtester (src/deltaforge/backtester.py)
• Tamper-evident/logging placeholders: signature fields in PlanDelta
• Two starter adapters for data feeds: equity_feed and options_feed

Usage (high level)

• Create assets and signals with the DSL
• Compose PlanDelta with StrategyDelta entries
• Run ADMMCoordinator.reconcile(plan) to enforce cross-venue coherence
• Use ExecutionEngine to route actions to venues
• Run Backtester.replay(signals, plan) to simulate PnL deterministically

Packaging and publishing

• This project is configured as deltaforge-skeleton in pyproject.toml
• To publish, ensure READY_TO_PUBLISH exists (empty file is fine) and run your usual publish workflow
• README.md is hooked into packaging via readme = "README.md" in pyproject.toml

Roadmap (high level)

• Expand GoC registry, versioned contracts, and interoperability with external IRs
• Add a minimal deterministic replay harness for end-to-end testing across venues
• Add more realistic latency-aware routing and cryptographic tags for auditability
• Produce a comprehensive test suite ensuring deterministic outcomes

See src/deltaforge for implementation details.

• Core DSL: Asset, MarketSignal, StrategyDelta, PlanDelta

• Lightweight ADMM-like coordinator: ADMMCoordinator

• Two starter adapters: equity_feed and options_feed

• Additional adapters: venueA_feed (data feed) and venueB_trade (execution broker) for cross-venue demos

• Interoperability bridge: a lightweight EnergiBridge-style canonical IR mapping via src/deltaforge/bridge.py

• Orchestration demo: src/deltaforge/orchestrator.py demonstrates end-to-end flow using the built-in components

• Minimal execution adapter: ExecutionEngine

• Toy backtester: Backtester with deterministic replay

• Registry placeholder: GoCRegistry

  • Lightweight in-memory Graph-of-Contracts (GoC) registry for versioned adapters and replayable messages.
  • Basic primitives: GoCContract descriptor, GoCRegistry with register/get/list APIs.

• Interoperability notes

  • The MVP includes a minimal GoC registry and contract sketch to bootstrap interoperability between venue adapters and the canonical IR.
  • This enables future mapping to LocalProblem/SharedSignals/PlanDelta with dual variables, cryptographic tags, and versioned contracts.

• Packaging: pyproject.toml, ready for publication as deltaforge-skeleton

Usage (high level):

• Create assets and signals with the DSL
• Compose PlanDelta with StrategyDelta entries
• Run ADMMCoordinator.reconcile(plan) to enforce cross-venue coherence
• Use ExecutionEngine to route actions to venues
• Run Backtester.replay(signals, plan) to simulate PnL deterministically

This is a production-oriented skeleton intended to be expanded into a full MVP.

See src/deltaforge for implementation details.