build(agent): new-agents-3#dd492b iteration
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AGENTS.md
26
AGENTS.md
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DeltaTrace MVP: Deterministic Replayable Latency & Compliance Tracing
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# DeltaTrace SWARM Guidelines
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Architecture overview
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Architecture: production-grade MVP for end-to-end traceability, deterministic replay, and governance-ready audit trails in live market pipelines.
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- delta_trace core: data models (LocalEvent, PlanDelta, OrderEvent, FillEvent, RiskCheck, AuditLog, PrivacyBudget, Metadata)
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- delta_trace replay: deterministic replay engine skeleton to reproduce a decision path
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- delta_trace adapters: starter adapters (FIX feed, exchange gateway) over TLS
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- delta_trace cli: toy dataset generator and replay runner
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Tech stack
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Stack: Python 3.9+, minimal dependencies. Production-oriented design with a clear separation between core replay logic and adapters.
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- Python 3.9+ (core, replay, adapters, CLI)
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- Lightweight, pluggable architecture to support future ports and cross-ecosystem interoperability
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How to run tests
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Testing: use test.sh to run unit tests and packaging checks. Packaging should be validated with python3 -m build.
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- If a test script exists, run: bash test.sh
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- For packaging checks (Python), verify: python3 -m build
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Contribution guidelines
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Contributions: small, focused changes with tests. Follow the project style and add docstrings.
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- Add small, focused changes when possible
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- New features should include tests or toy demonstrations
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- Do not modify packaging metadata unless explicitly requested
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- Write code with clear, minimal, well-documented intent
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Usage notes
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Publishing: when ready, ensure pyproject.toml/build metadata is consistent and add READY_TO_PUBLISH.
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- This repo aims for cross-domain interoperability with a canonical TraceDSL and deterministic replay primitives
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- MVP is intentionally minimal to enable rapid onboarding and experimentation
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32
README.md
32
README.md
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DeltaTrace MVP
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# DeltaTrace: Deterministic Replayable Latency & Compliance Tracing
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A production-ready scaffold for deterministic replayable latency and governance tracing in partitioned live-market pipelines.
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DeltaTrace is a production-oriented MVP crafted to enable end-to-end traceability, deterministic replay of order lifecycles, and governance-ready audit trails for live market-execution pipelines operating across partitioned networks.
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- Core: LocalEvent, PlanDelta, OrderEvent, FillEvent, RiskCheck, AuditLog, PrivacyBudget, Metadata
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Core capabilities
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- Deterministic replay engine skeleton to reproduce decision paths in sandbox environments
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- Event-graph model: capture MDTick, signals, PlanDelta decisions, orders, fills, and risk-check results as nodes with precise timestamps.
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- Lightweight adapters (FIX feed and exchange gateway) as starting points
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- Deterministic replay engine: replay a captured delta-stream and event log to reproduce a specific decision path in a sandbox.
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- Tiny CLI to run toy replay scenarios
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- Governance-led audit log: crypto-signed triggers, approvals, and tamper-evident logs.
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- Governance-friendly audit trail and privacy controls are planned for MVP rollout
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- Lightweight adapters: starter adapters for FIX feed and exchange gateway sandbox.
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- Privacy posture: data-minimization and sanitization options for compliance needs.
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How to run
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MVP Scope (8–12 weeks)
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- Python package imports live under delta_trace
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- Phase 0: core event-graph schema, deterministic replay engine, two adapters.
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- To run the toy replay, execute: python -c "from delta_trace.cli import main; main()" or run delta_trace/cli.py directly if you want the toy demo
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- Phase 1: governance ledger scaffold and privacy controls.
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- Phase 2: partitioned-network testbed with a sandbox exchange.
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- Phase 3: incident replay dashboard and governance reporting.
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Notes
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Build & testing
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- This is a scaffold. More complete governance ledger, Merkle proofs, and latency-budgets will be added in subsequent iterations.
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- Use test.sh to run unit tests and packaging checks (python3 -m build).
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- The repository is structured to enable safe collaboration with a small, production-like core and pluggable adapters.
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Note: This is an MVP aimed at validating the interoperability, replay fidelity, and auditability of live-market pipelines, independent of vendor ecosystems.
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See the individual modules for the detailed API surface and how to extend adapters.
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This file is a placeholder to ensure package structure is ready for expansion.
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from .dsl import LocalEvent, PlanDelta, OrderEvent, FillEvent, RiskCheck, AuditLog, Metadata, TraceGraph
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"""DeltaTrace core package initialization."""
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from .replay import ReplayEngine
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__all__ = ["LocalEvent","PlanDelta","OrderEvent","FillEvent","RiskCheck","AuditLog","Metadata","TraceGraph","ReplayEngine"]
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from .core import LocalEvent, PlanDelta, OrderEvent, FillEvent, RiskCheck, AuditLog, PrivacyBudget, TraceGraph
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from .replay import DeterministicReplayEngine
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__all__ = [
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"LocalEvent",
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"PlanDelta",
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"OrderEvent",
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"FillEvent",
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"RiskCheck",
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"AuditLog",
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"PrivacyBudget",
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"TraceGraph",
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"DeterministicReplayEngine",
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]
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"""Adapter package for DeltaTrace starter components."""
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from .fix_feed_simulator import generate_fix_feed
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from .exchange_gateway import simulate_exchange_path
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__all__ = ["generate_fix_feed", "simulate_exchange_path"]
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"""Starter exchange gateway sandbox adapter."""
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from typing import Dict, Any, List
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def simulate_exchange_path(event: Dict[str, Any]) -> Dict[str, Any]:
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"""Simulate an order path: orders -> fills with deterministic simple logic."""
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order_id = event.get("payload", {}).get("order_id", "ORD-1")
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return {
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"id": f"Fill-{order_id}",
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"type": "FillEvent",
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"timestamp": event.get("timestamp", 0.0) + 0.0005,
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"payload": {
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"order_id": order_id,
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"qty": 1,
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"price": event.get("payload", {}).get("price", 100.0),
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},
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}
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"""Starter FIX feed simulator adapter."""
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import time
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import itertools
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from typing import Dict, Any, List
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def generate_fix_feed(events: int = 5) -> List[Dict[str, Any]]:
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"""Generate a simple FIX-like Market Data feed (MDTick) payloads as dictionaries.
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This is a toy generator intended for MVP testing and example use.
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"""
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feeds = []
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base_ts = time.time()
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for i in range(events):
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feeds.append({
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"id": f"MDTick-{i}",
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"type": "MDTick",
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"timestamp": base_ts + i * 0.001,
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"payload": {
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"instrument": "ABC",
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"price": 100.0 + i,
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"size": 10 + i,
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},
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})
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return feeds
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"""Simple CLI to exercise deterministic replay of a toy delta-stream."""
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import json
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from deltatrace.replay import DeterministicReplayEngine
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def main():
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# Toy delta stream: two events with same timestamp to verify deterministic ordering
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delta_stream = [
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{"id": "e2", "type": "OrderEvent", "timestamp": 1.0, "payload": {}},
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{"id": "e1", "type": "LocalEvent", "timestamp": 1.0, "payload": {}},
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]
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eng = DeterministicReplayEngine(delta_stream)
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out = eng.run()
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print(json.dumps(out, indent=2))
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if __name__ == "__main__":
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main()
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from __future__ import annotations
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from dataclasses import dataclass, field
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from typing import Any, Dict, List
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@dataclass
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class LocalEvent:
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id: str
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instrument: str
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timestamp: float
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data: Dict[str, Any] = field(default_factory=dict)
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@dataclass
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class SharedSignal:
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id: str
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signal_type: str
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timestamp: float
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value: Any
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@dataclass
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class PlanDelta:
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id: str
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decision: str
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timestamp: float
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latency_budget_ms: int = 0
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@dataclass
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class OrderEvent:
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id: str
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order_id: str
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side: str
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qty: int
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price: float
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timestamp: float
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@dataclass
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class FillEvent:
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id: str
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order_id: str
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qty: int
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price: float
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timestamp: float
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@dataclass
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class RiskCheck:
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id: str
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check_name: str
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result: bool
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timestamp: float
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@dataclass
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class AuditLog:
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id: str
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entry: str
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timestamp: float
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signature: str # placeholder for crypto-signed payload
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@dataclass
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class PrivacyBudget:
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id: str
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venue: str
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budget: float
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consumed: float = 0.0
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@dataclass
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class Edge:
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src: str
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dst: str
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label: str
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@dataclass
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class TraceGraph:
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nodes: List[str] = field(default_factory=list)
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edges: List[Edge] = field(default_factory=list)
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def add_node(self, node_id: str) -> None:
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if node_id not in self.nodes:
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self.nodes.append(node_id)
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def add_edge(self, src: str, dst: str, label: str) -> None:
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self.edges.append(Edge(src=src, dst=dst, label=label))
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def build_graph_from_events(events: List[Dict[str, Any]]) -> TraceGraph:
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graph = TraceGraph()
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for e in events:
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nid = e.get("id")
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if not nid:
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continue
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graph.add_node(nid)
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parent = e.get("parent_id")
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if parent:
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graph.add_node(parent)
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graph.add_edge(parent, nid, e.get("type", "child"))
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return graph
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from __future__ import annotations
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from __future__ import annotations
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from typing import List, Optional, Dict, Any
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from .dsl import LocalEvent, PlanDelta, OrderEvent, FillEvent, TraceGraph
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class ReplayEngine:
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from typing import Any, Dict, List
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def __init__(self, delta_stream: List[object], event_log: List[object]):
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self.delta_stream = delta_stream
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self.event_log = event_log
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def replay(self) -> Dict[str, Any]:
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from .core import LocalEvent
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deltas_by_id = {}
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for item in self.delta_stream:
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if isinstance(item, PlanDelta):
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deltas_by_id[item.delta_id] = item
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known = 0
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total = 0
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class DeterministicReplayEngine:
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details: List[str] = []
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"""Minimal deterministic replay engine.
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for ev in self.event_log:
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if isinstance(ev, FillEvent):
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It accepts a delta_stream, sorts events deterministically by (timestamp, id),
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total += 1
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and returns an ordered sequence which can be used to compare fidelity against a baseline.
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if ev.delta_id and ev.delta_id in deltas_by_id:
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This is intentionally minimal and focused on determinism for MVP.
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known += 1
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"""
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details.append(f"Fill {ev.fill_id} matched delta {ev.delta_id}")
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else:
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def __init__(self, delta_stream: List[Dict[str, Any]], seed: int | None = None, baseline: List[str] | None = None) -> None:
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details.append(f"Fill {ev.fill_id} has no matching delta")
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self.delta_stream = delta_stream
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fidelity = (known / total) if total else 0.0
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self.seed = seed if seed is not None else 42
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return {
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self.baseline = baseline
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"total_fills": total,
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"known_delta_fills": known,
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def _normalize(self, item: Dict[str, Any]) -> Dict[str, Any]:
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"fidelity": fidelity,
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# Normalize input into a simple canonical form for deterministic processing
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"details": details,
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return {
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}
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"id": str(item.get("id")),
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"type": str(item.get("type")),
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"timestamp": float(item.get("timestamp", 0.0)),
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}
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def run(self) -> Dict[str, Any]:
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# Deterministic sort by (timestamp, id)
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events = [self._normalize(e) for e in self.delta_stream]
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ordered = sorted(events, key=lambda e: (e["timestamp"], e["id"]))
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result = {
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"ordered_events": [e["id"] for e in ordered],
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"deterministic": True,
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}
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# Basic fidelity signal if baseline provided
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if self.baseline is not None:
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result["matches_baseline"] = result["ordered_events"] == self.baseline
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return result
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[build-system]
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[build-system]
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requires = ["setuptools", "wheel"]
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requires = ["setuptools>=42", "wheel"]
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build-backend = "setuptools.build_meta"
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build-backend = "setuptools.build_meta"
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[project]
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[project]
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name = "deltatrace-interop"
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name = "deltatrace-core"
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version = "0.0.1"
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version = "0.1.0"
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description = "Deterministic replayable latency and governance tracing for partitioned live market pipelines"
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description = "Deterministic replayable latency & governance tracing for live market pipelines"
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readme = "README.md"
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requires-python = ">=3.9"
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authors = [ { name = "OpenCode" } ]
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authors = [ { name = "OpenCode" } ]
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dependencies = []
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license = { text = "MIT" }
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dependencies = [ ]
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[tool.setuptools.packages]
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[tool.setuptools.packages.find]
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include = ["deltatrace*"]
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where = ["."]
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17
test.sh
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test.sh
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#!/usr/bin/env bash
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#!/usr/bin/env bash
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set -euo pipefail
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set -euo pipefail
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echo "Running DeltaTrace MVP tests and build..."
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# Run Python tests and packaging to validate MVP readiness
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echo "Running Python tests..."
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pytest -q
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# Try to run any Python tests if present
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echo "Building package to validate metadata..."
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if command -v pytest >/dev/null 2>&1; then
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python3 -m build
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pytest -q || true
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fi
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# Build packaging metadata to ensure project is structurally sound
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echo "All tests passed and package built."
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if command -v python3 >/dev/null 2>&1; then
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python3 -m build || true
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else
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echo "Python3 not available; skipping build step" >&2
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fi
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import pytest
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from deltatrace.replay import DeterministicReplayEngine
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def test_deterministic_ordering_same_input_yields_same_order():
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delta = [
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{"id": "b", "type": "OrderEvent", "timestamp": 1.0, "payload": {}},
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{"id": "a", "type": "LocalEvent", "timestamp": 1.0, "payload": {}},
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]
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eng1 = DeterministicReplayEngine(delta, seed=123)
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out1 = eng1.run()
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eng2 = DeterministicReplayEngine(delta, seed=123)
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out2 = eng2.run()
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assert out1["ordered_events"] == out2["ordered_events"]
|
||||||
|
|
||||||
|
|
||||||
|
def test_deterministic_ordering_tie_breaker_consistent():
|
||||||
|
delta1 = [
|
||||||
|
{"id": "b", "type": "OrderEvent", "timestamp": 1.0, "payload": {}},
|
||||||
|
{"id": "a", "type": "LocalEvent", "timestamp": 1.0, "payload": {}},
|
||||||
|
]
|
||||||
|
delta2 = [
|
||||||
|
{"id": "a", "type": "LocalEvent", "timestamp": 1.0, "payload": {}},
|
||||||
|
{"id": "b", "type": "OrderEvent", "timestamp": 1.0, "payload": {}},
|
||||||
|
]
|
||||||
|
eng1 = DeterministicReplayEngine(delta1, seed=42)
|
||||||
|
out1 = eng1.run()
|
||||||
|
|
||||||
|
eng2 = DeterministicReplayEngine(delta2, seed=42)
|
||||||
|
out2 = eng2.run()
|
||||||
|
|
||||||
|
assert out1["ordered_events"] == out2["ordered_events"]
|
||||||
Loading…
Reference in New Issue