18 lines
920 B
Markdown
18 lines
920 B
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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