deltaforge-real-time-cross-.../AGENTS.md

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DeltaForge MVP: Architectural Guide

Overview

  • Purpose: A minimal, auditable cross-venue hedging engine for two assets across two venues.
  • Scope: Core DSL sketches, two starter adapters, a tiny central curator, and a toy backtester.

Architecture sketch

  • DSL: StrategyDelta, Asset, MarketSignal, PlanDelta (data classes with simple validation).
  • Adapters: canonical signals from venue data translated to StrategyDelta objects.
  • Coordinating layer: local risk solvers per venue + a central curator that enforces cross-venue constraints via aggregated signals (ADMM-lite style).
  • Execution adapter: routes to venues with latency/fee metadata in the plan delta.
  • Backtester: deterministic replay engine.
  • Governance: tamper-evident logs; cryptographic tag placeholders.

How to contribution

  • Run tests via test.sh; ensure deterministic behavior.
  • Extend with new adapters, new assets, or richer DSL primitives.
  • MVP Skeleton (New)
  • Added a minimal Python-based DeltaForge MVP skeleton: core DSL (Asset, MarketSignal, StrategyDelta, PlanDelta), a simple Curator, two starter adapters (equity_feed and options_feed), a toy ExecutionEngine and Backtester.
  • Packaging: pyproject.toml and README.md to enable building and publishing the MVP skeleton as a package named deltaforge-skeleton.
  • Test harness: test.sh to run tests deterministically and validate end-to-end flow with a toy cross-venue hedge.
  • Ready-to-publish signal: READY_TO_PUBLISH file.