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

DeltaForge Skeleton

DeltaForge MVP skeleton: a real-time cross-asset strategy synthesis engine prototype.

• Core DSL: Asset, MarketSignal, StrategyDelta, PlanDelta
• Lightweight ADMM-like coordinator: ADMMCoordinator
• Two starter adapters: equity_feed and options_feed
• Minimal execution adapter: ExecutionEngine
• Toy backtester: Backtester with deterministic replay
• Registry placeholder: GoCRegistry
  • Lightweight in-memory Graph-of-Contracts (GoC) registry for versioned adapters and replayable messages.
  • Basic primitives: GoCContract descriptor, GoCRegistry with register/get/list APIs.
• Interoperability notes
  • The MVP includes a minimal GoC registry and contract sketch to bootstrap interoperability between venue adapters and the canonical IR.
  • This enables future mapping to LocalProblem/SharedSignals/PlanDelta with dual variables, cryptographic tags, and versioned contracts.
• Packaging: pyproject.toml, ready for publication as deltaforge-skeleton

Usage (high level):

• Create assets and signals with the DSL
• Compose PlanDelta with StrategyDelta entries
• Run ADMMCoordinator.reconcile(plan) to enforce cross-venue coherence
• Use ExecutionEngine to route actions to venues
• Run Backtester.replay(signals, plan) to simulate PnL deterministically

This is a production-oriented skeleton intended to be expanded into a full MVP.

See src/deltaforge for implementation details.