24 lines
1.3 KiB
Markdown
24 lines
1.3 KiB
Markdown
# DeltaForge Skeleton
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A production-oriented MVP scaffold for a real-time cross-venue delta-hedge engine.
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- Core DSL: Asset, MarketSignal, StrategyDelta, PlanDelta, SharedSignals, DualVariables
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- Lightweight curator (ADMM-like) for cross-venue coherence
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- Two starter adapters: equity_feed and options_feed
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- Minimal ExecutionEngine to route actions across venues
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- Toy Backtester with deterministic replay
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- Packaging metadata and test harness to verify packaging and end-to-end flow
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How to run tests
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- python3 -m build
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- pytest (if pytest is installed) or python3 -m unittest discover -s deltaforge_skeleton/tests
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This skeleton is designed to be extended into a full MVP within the DeltaForge ecosystem.
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Production-grade MVP improvements (overview):
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- Graph-of-Contracts (GoC) registry and versioned data schemas to enable cross-venue interoperability.
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- ADMM-like coordination layer (ADMMCoordinator) to enforce cross-venue coherence with a simple, auditable protocol.
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- EnergiBridge-inspired interoperability: primitives to IR mappings via the existing GoC registry.
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- Two starter adapters (equity_feed and options_feed) plus a minimal execution adapter and toy backtester, all wired for deterministic replay.
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- Packaging and publishing readiness: ready-to-publish signal (READY_TO_PUBLISH) and a market-facing README describing the architecture for external use.
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