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

deltaforge-real-time-cross-asset-strateg

DeltaForge MVP: Minimal, open-source engine for real-time cross-asset hedging across options and equities across two venues.

Overview

• A compact DSL to declare strategy objectives (risk budgets, PnL targets, liquidity constraints).
• Two starter adapters (equity feed and options market data).
• Lightweight, two-venue risk solvers with a central curator for cross-venue constraints.
• Minimal deterministic backtester and a toy execution adapter.
• MVP runs in a small two-asset, two-venue scenario demonstrating delta-hedges and cross-venue spreads.

Enhancements (as of this iteration)

• DSL sketch for StrategyDelta, Asset, MarketSignal, PlanDelta to support plug-and-play adapters.
• Lightweight ADMM-lite coordination with a shadow-fallback solver to handle disconnects gracefully.
• Minimal cross-venue execution router (ExecutionRouter) to illustrate latency/fees-aware routing.
• Two starter adapters (equity feed and options feed) that feed the canonical DSL and backtester.
• Deterministic backtesting for reproducible hedges.
• Documentation artifacts including dsl_sketch.md to guide future extensions.

What’s included

• Python package deltaforge_mvp with core DSL scaffolds and demo flow.
• Adapters: deltaforge_mvp/adapters/equity_feed.py, deltaforge_mvp/adapters/options_feed.py
• Venue coordination: deltaforge_mvp/coordination.py (ADMM-lite style coordination skeleton)
• Backtester: deltaforge_mvp/backtester.py
• Demo: deltaforge_mvp/demo.py (orchestrates a simple delta hedge across two venues)
• Tests: tests/test_demo.py
• Test script: test.sh
• Metadata: AGENTS.md (architecture guide) and READY_TO_PUBLISH placeholder

How to run (locally)

• Build and install: python -m build
• Run demo: python -m deltaforge_mvp.demo
• Run tests: bash test.sh

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.

Usage notes:

• The MVP uses a tiny Python package deltaforge_mvp with a demo orchestrator and two starter adapters.
• To run the demo: python -m deltaforge_mvp.demo
• To execute tests: bash test.sh