31 lines
1.6 KiB
Markdown
31 lines
1.6 KiB
Markdown
# DeltaForge MVP
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Real-Time Cross-Asset Strategy Synthesis Engine for Options and Equities
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This repository provides a minimal, production-ready MVP skeleton for DeltaForge as a Python package. It includes:
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- A concise DSL sketch for assets, market signals, strategy deltas, and plan deltas
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- A lightweight ADMM-inspired curator that enforces cross-venue coherence
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- Two starter adapters: equity_feed and options_feed
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- A toy ExecutionEngine for latency-aware routing across venues
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- A deterministic Backtester for end-to-end validation
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- A test harness that verifies the end-to-end flow
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Cross-Venue MVP Demo
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- A lightweight, end-to-end demonstration of two assets across two venues coordinating via a delta hedge.
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- Uses the built-in DSL primitives (Asset, PlanDelta, StrategyDelta, LocalArbProblem, SharedSignals) and the ADMM-inspired coordinator to produce a synchronized plan.
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- See deltaforge/mvp_cross_venue.py for the demo entry point. Run it with:
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python3 -m deltaforge.mvp_cross_venue # or python3 deltaforge/mvp_cross_venue.py if installed as a module
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How to run tests
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- Ensure Python 3.8+
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- Install dependencies via pip if needed (not required for the MVP as dependencies are self-contained here)
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- Run tests: bash test.sh
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Packaging and publishing
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- This MVP is structured to be packaged as deltaforge-mvp and built with python3 -m build or pip wheel.
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- A READY_TO_PUBLISH file will be created upon satisfying all requirements.
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For contributors
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- See AGENTS.md for architectural guidelines and testing commands.
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- Open issues for API changes; keep DSL changes backward compatible where feasible.
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