2.0 KiB
2.0 KiB
DeltaForge MVP: Architectural Guide
Overview
- Purpose: A minimal, auditable cross-venue hedging engine for two assets across two venues.
- Scope: Core DSL sketches, two starter adapters, a tiny central curator, and a toy backtester.
Architecture sketch
- DSL: StrategyDelta, Asset, MarketSignal, PlanDelta (data classes with simple validation).
- Adapters: canonical signals from venue data translated to StrategyDelta objects.
- Coordinating layer: local risk solvers per venue + a central curator that enforces cross-venue constraints via aggregated signals (ADMM-lite style).
- Execution adapter: routes to venues with latency/fee metadata in the plan delta.
- Backtester: deterministic replay engine.
- Governance: tamper-evident logs; cryptographic tag placeholders.
How to contribution
- Run tests via test.sh; ensure deterministic behavior.
- Extend with new adapters, new assets, or richer DSL primitives.
- MVP Skeleton (New)
- 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.
- Packaging: pyproject.toml and README.md to enable building and publishing the MVP skeleton as a package named deltaforge-skeleton.
- Test harness: test.sh to run tests deterministically and validate end-to-end flow with a toy cross-venue hedge.
- Ready-to-publish signal: READY_TO_PUBLISH file.
MVP Improvements (High Level)
- Added Graph-of-Contracts (GoC) registry and GoCContract primitives to enable versioned adapter contracts and replayable messages.
- Introduced a lightweight ADMM-like coordinator (ADMMCoordinator) to provide cross-venue coherence annotations on PlanDelta objects.
- Added exports for ADMMCoordinator and GoCRegistry from the top-level package for easier discovery.
- Created a READY_TO_PUBLISH marker and updated README to describe production-grade MVP capabilities.
- Test suite and packaging hooks remain unchanged; the MVP is ready for publishing once all acceptance criteria are satisfied.