From 88f9ec21d76ed93a22eeb965b10677d22d48452a Mon Sep 17 00:00:00 2001 From: agent-7e3bbc424e07835b Date: Mon, 20 Apr 2026 14:25:16 +0200 Subject: [PATCH] build(agent): new-agents-2#7e3bbc iteration --- .gitignore | 21 +++++++++++++++++++++ AGENTS.md | 24 ++++++++++++++++++++++++ README.md | 17 ++++++++++++++++- delta_mesh/LocalMarket.c | 2 ++ delta_mesh/LocalMarket.h | 7 +++++++ delta_mesh/LocalMarket.o | Bin 0 -> 936 bytes delta_mesh/Makefile | 13 +++++++++++++ delta_mesh/PlanDelta.c | 2 ++ delta_mesh/PlanDelta.h | 6 ++++++ delta_mesh/PlanDelta.o | Bin 0 -> 936 bytes delta_mesh/SharedSignals.c | 2 ++ delta_mesh/SharedSignals.h | 5 +++++ delta_mesh/SharedSignals.o | Bin 0 -> 936 bytes delta_mesh/admm_lite.c | 12 ++++++++++++ delta_mesh/admm_lite.h | 3 +++ delta_mesh/admm_lite.o | Bin 0 -> 1328 bytes delta_mesh/demo | Bin 0 -> 70712 bytes delta_mesh/demo_main.c | 16 ++++++++++++++++ delta_mesh/demo_main.o | Bin 0 -> 2048 bytes test.sh | 20 ++++++++++++++++++++ 20 files changed, 149 insertions(+), 1 deletion(-) create mode 100644 .gitignore create mode 100644 AGENTS.md create mode 100644 delta_mesh/LocalMarket.c create mode 100644 delta_mesh/LocalMarket.h create mode 100644 delta_mesh/LocalMarket.o create mode 100644 delta_mesh/Makefile create mode 100644 delta_mesh/PlanDelta.c create mode 100644 delta_mesh/PlanDelta.h create mode 100644 delta_mesh/PlanDelta.o create mode 100644 delta_mesh/SharedSignals.c create mode 100644 delta_mesh/SharedSignals.h create mode 100644 delta_mesh/SharedSignals.o create mode 100644 delta_mesh/admm_lite.c create mode 100644 delta_mesh/admm_lite.h create mode 100644 delta_mesh/admm_lite.o create mode 100755 delta_mesh/demo create mode 100644 delta_mesh/demo_main.c create mode 100644 delta_mesh/demo_main.o create mode 100644 test.sh diff --git a/.gitignore b/.gitignore new file mode 100644 index 0000000..bd5590b --- /dev/null +++ b/.gitignore @@ -0,0 +1,21 @@ +node_modules/ +.npmrc +.env +.env.* +__tests__/ +coverage/ +.nyc_output/ +dist/ +build/ +.cache/ +*.log +.DS_Store +tmp/ +.tmp/ +__pycache__/ +*.pyc +.venv/ +venv/ +*.egg-info/ +.pytest_cache/ +READY_TO_PUBLISH diff --git a/AGENTS.md b/AGENTS.md new file mode 100644 index 0000000..bc87921 --- /dev/null +++ b/AGENTS.md @@ -0,0 +1,24 @@ +# DeltaMesh MVP and Architecture + +Overview +- DeltaMesh is a federated, privacy-preserving cross-venue options market-making engine. +- This repo contains an initial, production-oriented skeleton to bootstrap an MVP focused on the federation and privacy aspects, with a minimal, compilable C prototype for local markets, shared signals, and delta planning. + +What you will find here +- Canonical primitives (LocalMarket, SharedSignals, PlanDelta) with tiny, well-scoped C implementations. +- A lightweight ADMM-like coordinator implemented as delta synchronization at the toy level (admm_lite). +- An adapter-stub that demonstrates how a data feed and a venue adapter could be wired in; for now it’s a toy example in demo_main.c. +- A small, self-contained test harness (test.sh) to compile and run the demo in a deterministic, repeatable way. + +How to contribute +- Start with the delta_mesh/ directory; add adapters under delta_mesh/Adapters if needed. +- Keep interfaces minimal and stable; add new primitives only when they are durable enough for reuse across venues. +- Ensure tests compile and pass locally before proposing broader changes. + +Development process +- Use the MVP plan: Phase 0 skeleton, Phase 1 governance and secure aggregation, Phase 2 cross-venue pilot, Phase 3 SDKs and conformance tests. +- For new features, add a small integration test that demonstrates the feature in a deterministic, isolated way. + +Guidance for reviewers +- Prioritize safety, privacy, and auditor-ability aspects; ensure deterministic behavior on reconnects and partition handling. +- Avoid exposing real inventories or live quotes in tests; use toy values. diff --git a/README.md b/README.md index a402a64..54caf00 100644 --- a/README.md +++ b/README.md @@ -1,3 +1,18 @@ # deltamesh-federated-privacy-preserving-c -Problem: Cross-venue options liquidity is fragmented and current market-making tools force users to share sensitive inventory, quotes, and risk signals with centralized servers, exposing edge data and increasing regulatory/compliance risk. Latency, d \ No newline at end of file +This repository contains an initial skeleton for DeltaMesh, a federated, privacy-preserving cross-venue options market-making engine. The MVP components here are intentionally small and self-contained to enable iterative integration with more complete adapters and governance tooling. + +MVP snapshot +- LocalMarket, SharedSignals, PlanDelta primitives (C structs) with tiny stubs +- Lightweight ADMM-lite coordination in admm_lite.c +- Toy demo and test harness under delta_mesh/ (demo_main.c, test.sh) +- An AGENTS.md documenting project governance and integration approach + +How to run the MVP demo +- Ensure you have a C toolchain (gcc) available. +- From the repo root, run: ./test.sh + +This will compile a small demo that fabricates two venue inventories and shows an aggregated quote produced by a toy ADMM-like step. + + +Problem: Cross-venue options liquidity is fragmented and current market-making tools force users to share sensitive inventory, quotes, and risk signals with centralized servers, exposing edge data and increasing regulatory/compliance risk. Latency, d diff --git a/delta_mesh/LocalMarket.c b/delta_mesh/LocalMarket.c new file mode 100644 index 0000000..bc028e7 --- /dev/null +++ b/delta_mesh/LocalMarket.c @@ -0,0 +1,2 @@ +#include "LocalMarket.h" +// Minimal implementation file for LocalMarket (toy MVP). diff --git a/delta_mesh/LocalMarket.h b/delta_mesh/LocalMarket.h new file mode 100644 index 0000000..b93b243 --- /dev/null +++ b/delta_mesh/LocalMarket.h @@ -0,0 +1,7 @@ +// Minimal LocalMarket primitive: per-venue market/book state. +// This header defines the core struct used by the toy MVP demo. +typedef struct LocalMarket { + const char* venue; // venue identifier (name) + double inventory; // simple inventory proxy (not a real book) + double risk_budget; // risk budget allocated to this venue +} LocalMarket; diff --git a/delta_mesh/LocalMarket.o b/delta_mesh/LocalMarket.o new file mode 100644 index 0000000000000000000000000000000000000000..a61369a06d3c153ef04820b8aa16a8f16d881f03 GIT binary patch literal 936 zcmbV~u};G<5QZ;Jfp!8mBnH}vBB<3wurOIFZI{Bv130Orpprytj06*}!yE8iJOP}; zooYGhQcL!K_xXNbWao3XoOgl%cm(hb+l(nd=0I6v34Q1RET+@@!RSFJFRBI&J01!yWu!2k$odvP{+MquQ*s5h;ME zK60ZHRI~Zlj3cAp4TzO83Pe&>Aks3=b%CrXjTVci=W%6Jx^DK^gPfzs-qoS!m0r%N z^ISC=;%b?HL$cm&F24T~OYpV#_TQk_o;ktk4oS(#g&1>x);ou}rJ0*JG5Z+VyzQ@H p{}&Y=q1xG_{EW1Z>ffE+I-y3#RLA1?KgEqU{{BZ-NN*WQ#U*7rl52w6zxzFMWXQHn7F+7TgGW@^yRzpUWq( zlXZrM?Do1(~iLF58m_O6aSxAbyO zo#(316|R=~Hzcdw`r`Yqu>@cHVE-+8?U`eo?vRuWT!=CEXT5irTbj9v6SI$z&71xj p_J331396kP%Fju=sQ%sAty5~$qdFG9{~2yH`7fz(#zs=#zXf$mEr9?4 literal 0 HcmV?d00001 diff --git a/delta_mesh/SharedSignals.c b/delta_mesh/SharedSignals.c new file mode 100644 index 0000000..9b036c1 --- /dev/null +++ b/delta_mesh/SharedSignals.c @@ -0,0 +1,2 @@ +#include "SharedSignals.h" +// Minimal implementation file for SharedSignals (toy MVP). diff --git a/delta_mesh/SharedSignals.h b/delta_mesh/SharedSignals.h new file mode 100644 index 0000000..a1dbba6 --- /dev/null +++ b/delta_mesh/SharedSignals.h @@ -0,0 +1,5 @@ +// Minimal SharedSignals primitive: aggregated greeks and liquidity hints. +typedef struct SharedSignals { + double aggregated_greeks; + double implied_vol; +} SharedSignals; diff --git a/delta_mesh/SharedSignals.o b/delta_mesh/SharedSignals.o new file mode 100644 index 0000000000000000000000000000000000000000..64d5dfbb30af9a3d5393a44b6a7177ad72a63bcf GIT binary patch literal 936 zcmbV~u};G<5QZ;Jq3s465=%R^h}LQ%SePu8woAoQ@c>R@kqVMZwUJ=rb$A1wizk3{ z>QgNz9l(&!673GkUNl9m_rY`0L$6zu0Oh$$wrj@C}uI6 zPNJLZOeRtM8eLg*ILM34v2FPN@o<%fjb8!~LaV79d3c1M9O3OcU*}>cv-Rew6fcUU z08G6XS|q4?x7VB^E#EY-OlSctQ3_bPEecs8E4Ny*<-_AdX^}qHyZo74qQl(PspsTg zPO0-;6&m1bn14gO+O03Xe~2ac+W+>C(QD3};&cbM$;gEmQ-9K1hqn>aD~2${U; quOa`ZE$pD0*|qtF)gG#UcV_F%HafR;Bz}Lh-{c?I!Z{hO`u<;U+%G%; literal 0 HcmV?d00001 diff --git a/delta_mesh/admm_lite.c b/delta_mesh/admm_lite.c new file mode 100644 index 0000000..e77c9c5 --- /dev/null +++ b/delta_mesh/admm_lite.c @@ -0,0 +1,12 @@ +#include "admm_lite.h" +#include + +// Simple average aggregator to mock cross-venue coordination. +void admm_lite_step(const double* quotes, int n, double* out_aggregate) { + if (quotes == NULL || n <= 0 || out_aggregate == NULL) return; + double sum = 0.0; + for (int i = 0; i < n; ++i) { + sum += quotes[i]; + } + *out_aggregate = sum / (double)n; +} diff --git a/delta_mesh/admm_lite.h b/delta_mesh/admm_lite.h new file mode 100644 index 0000000..8ec360e --- /dev/null +++ b/delta_mesh/admm_lite.h @@ -0,0 +1,3 @@ +// Lightweight ADMM-like coordination interface (toy implementation). +// Exposes a single-step aggregation over a set of venue quotes. +void admm_lite_step(const double* quotes, int n, double* out_aggregate); diff --git a/delta_mesh/admm_lite.o b/delta_mesh/admm_lite.o new file mode 100644 index 0000000000000000000000000000000000000000..82e786ee4ccea0c88db870caf693b708e9a26568 GIT binary patch literal 1328 zcmbVL!AcxK5Pjo}VvGS3JuDbDDuOF2jv)u}1N;H6lCY^7yT^8RyjU<(uU^;ds_LHkyz%bMkmJCZgCDqw3=13$ z-C#e3J|1EWtHAO4FaOFb`Bys*8o0m<7hnE3z3^}7;VUY#ybAZ=wBK*cA}FII%cTGJ z(`}w%b8T&9rn0Vrec7I=)kR$_S8Feyw^UH8pVSsLl~$Wb-+=RR8(y#MOpiYUb0y8c z*8VQXGkLh|7p=R669X=+p)H|HD|vgA5=AG+`wZvP)82s*Obx7X{zw7Kyf?s467$6B zKRXB6ilXM>exgK(`5xw5$e3oFs3X18Q|*VT^;^@5_(PP)03uGh*M85SMD-GgmP{l> z5XTT?xORu?ZEn4<#)%9MAiC;M3bohV?aD|E^nM>=nnZlc`4jT>X4(8YHs6g7 zF-w5;`5XLX5^|n%ZCjvVl%D(Qmq^QdF4JS1sb8^4!lu6QuPn|^{bmOiHabJSCBWRR zyQcWNPRQ5iS#8^(fWJcDCK>Au&HuQ^d;SYBg?!7dHsI`=TnaW literal 0 HcmV?d00001 diff --git a/delta_mesh/demo b/delta_mesh/demo new file mode 100755 index 0000000000000000000000000000000000000000..efb5cba6c232e0d0e43a61922cadaac7946cdd9f GIT binary patch literal 70712 zcmeI0Yiu0V701u+I#1_ehd|sWgiWAoP@9b%0)!OA`jHs7b`la(2~l-C>mA#x?8EGi z=_dJr3w)_SRV+e5RY82@(N7g^t*Q@)BGpp)V3mT>3aE(yQ57{tlnT>0+jC~_v1e!3 zfKb&>|0|8pz5jd8x%d9&&fOW`f3WvZG!h{#G5RG*YigyhBu&T1>y~_yw4c^clCGw0 zByJ6SsbAQBY{Jy8W?v~Wz9epcR9dxmt1pvU9bN1S(^t=w*Z8Vh@>b*jmAOtY`2Euh zenz#UW*%i@HBOomcizOEH*sob&BWB|`ebc#^_zTQ+r@oS)QYc^qwlzBsgIgOVXOXX zHSSK1Gq=pk^I3nIjKeWA-f~>R_ebx;o@^$yC!5}#&E&_*yKTETIC9gzM5&Ny^VhwZ z^UFQ%K71Fg-*VrPdmg^$V)psJzVx%l{`UBRJO4f@^OiYCKJk$v{;Ry2uS=hfXXMXi zV$?{Jbv8+iw$LtGyun^B$-k*i)+4ON>*!aowzH0Yg0*-Z{d(5w(Qx1(5GkJH2>{OxXlK9HqxQV)ZdpbI;y@|G)7pphy zBde#s&q_N*XE;-Gonn7qXSR@c`t4NK;k?7SLf(vI`L1;x{pCja9>oGzl=g6k?ytuu ze#F}{MzUmPZ|FR=htUN z<~<$IgIi@Lpa-9)*?_Lkxa1)-Zj_VD{?)QNpa=6e1@vJ4mVmC$faHn?baS+MLtGP& zy}EGvch4@wXrh>bNiz9Y8wC3cD~+;(Q|LblJgg?rHOZW zF0;&m-tV4|abE*p=Xl(g`SSGly62NbFT7N#Y!PlcHg9B}BTev6;+Y+6ZzuZ46d&Vn zajqS+-Salb%*7(l5p$Keu>TICKkmGA|10h5zW?x!OYM)IWB&^r+cDQYpYmd(i?K51 z!s*|7_wd6;n!kd_9Jr9YB^jX`y*a+!JwMJd-WV;(`Nw$f=lO~=yMYUI%ZH80`GwOj zRxx~?*Q09@%k#gtYdZN!Lre0Lfe7`}+q6e`M9PDg1{?T(?XtJuPO%e@R4V;DD7Bqh z?Cs2DL7C_t)BP1O`?1T(x^|ya8i{uu>^pKGZVwOh8DYClI)3k1!FA%d#lJGNmQ1;u zQ*xO~B_ms7-{|71?D3g}N@a%a(aV*}ci2A7c2sn>53y~kR4Pxf9bo%wwxeu$Z+oT5 z*vP44)KK0Y*}Co;@62go{e8~6Px{+eZ5O|<^R-_Div85$F)AW@~IU^-h5** z=BF%|17nFB3J8Dz2!H?xfB*=900@8p2!H?xfB*=900@8p2!H?xfB*=900@8p2!H?x zfB*=900@8p2!H?xfB*=900@8p2!H?xfB*=900@8p2!H?xfB*=900@8p2!H?xfB*=9 z00@8p2!H?xfB*=900@8p2!H?xfB*=900@8p2!H?xfB*=900@8p2!H?xfB*=900@8p z2!H?xfB*=900@8p2!H?xfB*=900@8p2!H?xfB*=900@8p2!H?xfB*=900@8p2!H?x zfB*=900@8p2!H?xfB*=900@8p2!H?xfB*=900@8p2!H?xfB*=900@8p2!H?xfB*=9 z00@8p2!H?xfB*=900@8p2!H?xfB*=900@8p2!H?xfB*=900@8p2!H?xfB*=900@8p z2!H?xfB*=900@8p2!H?xfB*=900@8p2!H?xfB*=900@8p2!H?xfB*=900@8p2!H?x zfB*=900{g)3CyhWM;kXbVg}!1>^fs7SNN6nroC;oU-^=0PcQh9TTR<^)0a(q#`JFs z^?!7^QV{8hsNZ3Rp=V-#d!=t^()6!2?X$)<8rx#*mBy+uY3RL*KR=U(%En={v1a+S z#k7-VBC3x!_#L{gDdV@sSRMaA6@NV}d#;yF`>2Vpn6`4BGwoYV|Ga6Nrpf-lGw02H zST18yfiLG^^clnFv#h3RC7*nEXXkuX5& zQ?fOf}Z6JMatNk}pt8VN-M~s?iw65MvlXdk?q~|~& z4fDK$^!cyWH&ea+7^5p`(mb!#{#PwN$JP24+GX}vwcbMe>*{)HEqTlH*gzjtmK49{ zKi{?cN6y6vuT1w<+yq|b+4VFPdXD@&&Gd4Jo3GdMml@WZkLLeZD8Gy!rS+t`o@>5; z?f&ug+WoNmQ^#$jX+5CXPm1Q*6D_lMg;dY(xRDFb{-9{n8^P0D?IMQCXs>bdXdseLXU z@ce7_XIYp0`g_eyulRXtpSz!PZ-i=f-@ln=>+)Qhr%6wL=E|q>oUO~JnFjoUG!4xz zljony=$Dt#lgsG3E;lspS_U4WW(w<^rtZ30JpT_W;d5z+cjIc$!+pj-d|vtct@eEW zCi`!a!9!)3^>|2==Bu7wd%iu$dQ)IuY3Ky&JGBw8&$GUX_mAGMTTS1z$&=*W6)eB< z^er{#=Q+s}tvxsXuuPs;OrG%hJj;4KIH0LtWW70B`+Qwuy&kvqJnd#$IzRQjX&dXp zC%mq|czKr2XE~>&>{!PCdZUMbM{ZAj=t7+KxDM>^Vjts{pH9Y5G_^|yEQ9^?ofGBs$GT)XIcbdue@Jsq9a-oy?2$m;3u zvz7q$_jL-Memj+QI51TznK(%^Shi*Pb~ba$S9fLOzf^T`E{3c0SDm+o?j)4US;-9AVFNCU1?E9NrI{j}vIt#aWWvd+y*> zC@oo@-u-VSH z(M3HU{GLyL{$z z#-Ha{eKuu8eNR4b;%CkM)BUC6D#y1tMqG6M`rbTgzPwu{X`pDl+IP7x7_a}=d(Xrt z1F=%oIJFm93&!hv=`K%|cgE_XajJgA714D5`kuGn#E1Q5tYG=%_yP|6uFdi-D`$v99dic`$=yNUII(Ll~TVCUjP!1*6an-k(EA`^%8hy`LC?M3N F{{l-&-lzZo literal 0 HcmV?d00001 diff --git a/delta_mesh/demo_main.c b/delta_mesh/demo_main.c new file mode 100644 index 0000000..491bfd5 --- /dev/null +++ b/delta_mesh/demo_main.c @@ -0,0 +1,16 @@ +#include +#include "LocalMarket.h" +#include "admm_lite.h" + +// A tiny demo that creates two LocalMarkets and demonstrates a simple ADMM-lite step. +int main(void) { + LocalMarket v1 = {"VenueA", 100.0, 50.0}; + LocalMarket v2 = {"VenueB", 150.0, 75.0}; + + double quotes[2] = { v1.inventory, v2.inventory }; + double aggregate = 0.0; + admm_lite_step(quotes, 2, &aggregate); + + printf("DeltaMesh DEMO: aggregated quote = %f\n", aggregate); + return 0; +} diff --git a/delta_mesh/demo_main.o b/delta_mesh/demo_main.o new file mode 100644 index 0000000000000000000000000000000000000000..b171076a3d1482c20fea3d5a3a6a884428a78760 GIT binary patch literal 2048 zcmbVM&uddb5T5k4Rcmc(s~}YL2^A}~OA?BdO5l~I_F`Koco2l}l5E;wUlQ{+P}_qA z{R0~4Rq?1dZ+Z~|{sW%8DZ&51n;uG?$(uFXO>*hLX1@9Mn|b?VvM*O2JsgO|KwAtx zK_}8IfH!F1HuNA4V~~+M%3qV=wwqa5+gNn{t*x5e@|7&O&+8Q>-L!kVIMT^I-v9Ce zqr)XQ*gSTi0nkkU%0r{|3K}PI_}jX8kjD9=R@^%#9S+pM5s-fW>-(mY{f@C^PrNqK z%z3c7yu9enWMr=7m)&Gaq(ovaIX_#Fxn!!Iyvr1fbA{O6CJgT0h)s>&1Q)q$%xB0i zjV0a;za856`D2XfzK+gp5PqNZ5;#3i6u^OjUUKA}KD==Wthm(n-8|6_46&-?qJ4Ms zk^Wpq$SA7c%}4qRee@%6rE7-PV>E&>@4$H@ir^%=31j{3`#_HFN8eqfjDGL*;h`Xd zN;dFIWs!&J0!;4$1>hHgAiGmiG8-ycg=(!-Rz<9#PjV73)ZCr^=B&j}^CG5@*BYYk zF;8{O(@rpd)#B%wr#hDzle^A%2>DaDAi@`c@^c_URg3(#MoR7~5CvcPAaY>{qE?}R zlu5CGq1^EWiIDMYs$TuC$cHLf!tLu;FP?&$lnQ}W@toea7R(Wk9wY7n4(eGChiT)yp+hD|(NiDl@9TGN9Xa~`1P;@h9GE>#l#aE3iX7!9 zXwtB6jAsmvpx(Fk)I}Pb(m!TkU|YM#`Swey^B0Uof+Vdv8uWA`3X(Bh(k0>kY6(_7Ii|1*=Xja-6u{yzu=iNgQ@ literal 0 HcmV?d00001 diff --git a/test.sh b/test.sh new file mode 100644 index 0000000..6a871f8 --- /dev/null +++ b/test.sh @@ -0,0 +1,20 @@ +#!/bin/sh +set -e +echo "Building DeltaMesh toy MVP..." +cc=gcc +CCFLAGS="-Wall -Wextra -O2" +ROOT=$(pwd) + +mkdir -p delta_mesh +echo "Compiling delta_mesh components..." +$cc $CCFLAGS -c delta_mesh/demo_main.c -o delta_mesh/demo_main.o +$cc $CCFLAGS -c delta_mesh/admm_lite.c -o delta_mesh/admm_lite.o +$cc $CCFLAGS -c delta_mesh/LocalMarket.c -o delta_mesh/LocalMarket.o || true +$cc $CCFLAGS -c delta_mesh/SharedSignals.c -o delta_mesh/SharedSignals.o || true +$cc $CCFLAGS -c delta_mesh/PlanDelta.c -o delta_mesh/PlanDelta.o || true +$cc $CCFLAGS -o delta_mesh/demo delta_mesh/demo_main.o delta_mesh/admm_lite.o delta_mesh/LocalMarket.o delta_mesh/SharedSignals.o delta_mesh/PlanDelta.o + +echo "Running demo..." +./delta_mesh/demo + +echo "Done."