23 lines
1.4 KiB
Markdown
23 lines
1.4 KiB
Markdown
# DeltaForge MVP: Architectural Guide
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Overview
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- Purpose: A minimal, auditable cross-venue hedging engine for two assets across two venues.
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- Scope: Core DSL sketches, two starter adapters, a tiny central curator, and a toy backtester.
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Architecture sketch
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- DSL: StrategyDelta, Asset, MarketSignal, PlanDelta (data classes with simple validation).
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- Adapters: canonical signals from venue data translated to StrategyDelta objects.
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- Coordinating layer: local risk solvers per venue + a central curator that enforces cross-venue constraints via aggregated signals (ADMM-lite style).
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- Execution adapter: routes to venues with latency/fee metadata in the plan delta.
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- Backtester: deterministic replay engine.
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- Governance: tamper-evident logs; cryptographic tag placeholders.
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How to contribution
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- Run tests via test.sh; ensure deterministic behavior.
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- Extend with new adapters, new assets, or richer DSL primitives.
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- MVP Skeleton (New)
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- 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.
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- Packaging: pyproject.toml and README.md to enable building and publishing the MVP skeleton as a package named deltaforge-skeleton.
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- Test harness: test.sh to run tests deterministically and validate end-to-end flow with a toy cross-venue hedge.
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- Ready-to-publish signal: READY_TO_PUBLISH file.
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