28 lines
1.4 KiB
Markdown
28 lines
1.4 KiB
Markdown
# DeltaForge Skeleton
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DeltaForge MVP skeleton: a real-time cross-asset strategy synthesis engine prototype.
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- Core DSL: Asset, MarketSignal, StrategyDelta, PlanDelta
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- Lightweight ADMM-like coordinator: ADMMCoordinator
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- Two starter adapters: equity_feed and options_feed
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- Minimal execution adapter: ExecutionEngine
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- Toy backtester: Backtester with deterministic replay
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- Registry placeholder: GoCRegistry
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- Lightweight in-memory Graph-of-Contracts (GoC) registry for versioned adapters and replayable messages.
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- Basic primitives: GoCContract descriptor, GoCRegistry with register/get/list APIs.
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- Interoperability notes
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- The MVP includes a minimal GoC registry and contract sketch to bootstrap interoperability between venue adapters and the canonical IR.
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- This enables future mapping to LocalProblem/SharedSignals/PlanDelta with dual variables, cryptographic tags, and versioned contracts.
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- Packaging: pyproject.toml, ready for publication as deltaforge-skeleton
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Usage (high level):
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- Create assets and signals with the DSL
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- Compose PlanDelta with StrategyDelta entries
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- Run ADMMCoordinator.reconcile(plan) to enforce cross-venue coherence
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- Use ExecutionEngine to route actions to venues
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- Run Backtester.replay(signals, plan) to simulate PnL deterministically
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This is a production-oriented skeleton intended to be expanded into a full MVP.
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See src/deltaforge for implementation details.
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