33 lines
1.6 KiB
Markdown
33 lines
1.6 KiB
Markdown
# deltaforge-real-time-cross-asset-strateg
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DeltaForge MVP: Minimal, open-source engine for real-time cross-asset hedging across options and equities across two venues.
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Overview
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- A compact DSL to declare strategy objectives (risk budgets, PnL targets, liquidity constraints).
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- Two starter adapters (equity feed and options market data).
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- Lightweight, two-venue risk solvers with a central curator for cross-venue constraints.
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- Minimal deterministic backtester and a toy execution adapter.
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- MVP runs in a small two-asset, two-venue scenario demonstrating delta-hedges and cross-venue spreads.
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What’s included
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- Python package deltaforge_mvp with core DSL scaffolds and demo flow.
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- Adapters: deltaforge_mvp/adapters/equity_feed.py, deltaforge_mvp/adapters/options_feed.py
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- Venue coordination: deltaforge_mvp/coordination.py (ADMM-lite style coordination skeleton)
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- Backtester: deltaforge_mvp/backtester.py
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- Demo: deltaforge_mvp/demo.py (orchestrates a simple delta hedge across two venues)
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- Tests: tests/test_demo.py
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- Test script: test.sh
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- Metadata: AGENTS.md (architecture guide) and READY_TO_PUBLISH placeholder
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How to run (locally)
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- Build and install: python -m build
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- Run demo: python -m deltaforge_mvp.demo
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- Run tests: bash test.sh
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Note: This is a minimal, initial MVP skeleton intended to bootstrap discussion and future extension. It focuses on the core concepts with simple deterministic flows.
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Usage notes:
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- The MVP uses a tiny Python package deltaforge_mvp with a demo orchestrator and two starter adapters.
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- To run the demo: python -m deltaforge_mvp.demo
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- To execute tests: bash test.sh
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