build(agent): new-agents-2#7e3bbc iteration
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AGENTS.md
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AGENTS.md
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# DeltaTrace SWARM Agent Guidelines
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- Architecture: MVP for end-to-end deterministic replayable tracing in partitioned live-market pipelines.
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- Tech stack: Python 3.9+, dataclasses, simple crypto-like signing via HMAC, and a tiny sandbox replay engine.
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- Testing: `bash test.sh` runs tests and builds packaging to verify metadata and structure.
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- Contribution rules: follow module layout under the deltatrace namespace; add tests for new features; update README.
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- Repository layout:
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- deltatrace/ core package (dsl.py, replay.py, governance, privacy, adapters)
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- README.md, AGENTS.md (this doc), READY_TO_PUBLISH as signal for publishing readiness
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- Running locally:
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- python -m pip install -e . (if a packaging file exists) or use your preferred environment
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- Run tests with `bash test.sh` (exists in root or repo-specific). Ensure packaging builds with `python3 -m build`.
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DeltaTrace MVP: Deterministic Replayable Latency & Compliance Tracing
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Architecture overview
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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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- 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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- 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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- 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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- 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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README.md
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README.md
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# deltatrace-deterministic-replayable-late
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DeltaTrace MVP
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A cross-layer traceability toolkit for high-frequency trading systems that enables deterministic replay of order lifecycles under partitioned networks, with end-to-end latency accounting, governance-ready audit trails, and vendor-agnostic adapters. T
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A production-ready scaffold for deterministic replayable latency and governance tracing in partitioned live-market pipelines.
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- Core: LocalEvent, PlanDelta, OrderEvent, FillEvent, RiskCheck, AuditLog, PrivacyBudget, Metadata
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- Deterministic replay engine skeleton to reproduce decision paths in sandbox environments
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- Lightweight adapters (FIX feed and exchange gateway) as starting points
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- Tiny CLI to run toy replay scenarios
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- Governance-friendly audit trail and privacy controls are planned for MVP rollout
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How to run
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- Python package imports live under delta_trace
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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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Notes
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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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"""DeltaTrace MVP scaffold
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A minimal, production-friendly starting point for end-to-end traceability
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in partitioned live-market pipelines. This package provides core data models,
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a deterministic replay engine skeleton, and starter adapters to bootstrap
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interoperability.
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"""
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from .core import LocalEvent, PlanDelta, OrderEvent, FillEvent, RiskCheck, AuditLog, PrivacyBudget, Metadata
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from .replay import DeterministicReplayEngine
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from .adapters import FIXFeedAdapter, ExchangeGatewayAdapter
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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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"Metadata",
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"DeterministicReplayEngine",
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"FIXFeedAdapter",
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"ExchangeGatewayAdapter",
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]
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from __future__ import annotations
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class TLSAdapter:
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def __init__(self, name: str, tls_enabled: bool = True) -> None:
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self.name = name
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self.tls_enabled = tls_enabled
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def connect(self) -> bool:
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# Placeholder for TLS connection bootstrap
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return True
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class FIXFeedAdapter(TLSAdapter):
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def __init__(self, tls_enabled: bool = True) -> None:
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super().__init__(name="FIXFeedAdapter", tls_enabled=tls_enabled)
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class ExchangeGatewayAdapter(TLSAdapter):
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def __init__(self, tls_enabled: bool = True) -> None:
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super().__init__(name="ExchangeGatewayAdapter", tls_enabled=tls_enabled)
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from __future__ import annotations
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from delta_trace.replay import DeterministicReplayEngine
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from delta_trace.core import LocalEvent, OrderEvent, FillEvent
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def build_toy_stream():
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now = 1700000000.0
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tick = LocalEvent(event_id="evt1", asset="AAPL", venue="MD", timestamp=now, source="TOY")
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order = OrderEvent(order_id="ord1", timestamp=now + 0.1, side="buy", instrument="AAPL", price=150.0, quantity=10)
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fill = FillEvent(fill_id="fill1", order_id="ord1", timestamp=now + 0.5, price=149.8, quantity=10, venue="XCH")
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return [tick, order, fill]
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def main():
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engine = DeterministicReplayEngine()
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stream = build_toy_stream()
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result = engine.replay(stream, [])
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print("Replay result:", result)
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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
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from typing import Optional, Dict, Any, List
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@dataclass
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class LocalEvent:
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event_id: str
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asset: str
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venue: str
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timestamp: float # epoch seconds
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source: str
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payload: Optional[Dict[str, Any]] = None
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@dataclass
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class PlanDelta:
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delta_id: str
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timestamp: float
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author: str
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payload: Dict[str, Any]
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signature: Optional[str] = None
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@dataclass
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class OrderEvent:
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order_id: str
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timestamp: float
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side: str # "buy" | "sell"
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instrument: str
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price: float
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quantity: float
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provenance: Optional[Dict[str, Any]] = None
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@dataclass
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class FillEvent:
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fill_id: str
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order_id: str
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timestamp: float
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price: float
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quantity: float
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venue: str
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provenance: Optional[Dict[str, Any]] = None
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@dataclass
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class RiskCheck:
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check_id: str
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timestamp: float
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result: str
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details: Dict[str, Any]
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@dataclass
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class AuditLog:
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log_id: str
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timestamp: float
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entry: str
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signature: Optional[str] = None
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@dataclass
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class PrivacyBudget:
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budget_id: str
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per_signal_budget: float
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leakage_bound: float
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@dataclass
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class Metadata:
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version: str
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nonce: str
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source_adapter: str
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from __future__ import annotations
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from typing import List, Dict
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from .core import LocalEvent, PlanDelta, OrderEvent, FillEvent, AuditLog
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class DeterministicReplayEngine:
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def __init__(self, latency_tolerance_ms: float = 1.0) -> None:
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self.latency_tolerance_ms = latency_tolerance_ms
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def replay(self, delta_stream: List[LocalEvent], event_log: List[AuditLog]) -> Dict[str, object]:
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# Lightweight, deterministic replay skeleton:
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# - Walk the incoming LocalEvents, matching with later Order/Fill events when possible
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# - Compute a toy end-to-end latency metric if FillEvent timestamps are present
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first_ts = delta_stream[0].timestamp if delta_stream else None
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last_ts = None
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for ev in delta_stream:
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if isinstance(ev, FillEvent):
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if last_ts is None or ev.timestamp > last_ts:
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last_ts = ev.timestamp
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end_to_end_latency_ms = ((last_ts - first_ts) * 1000.0) if (first_ts is not None and last_ts is not None) else 0.0
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fidelity = 1.0 if end_to_end_latency_ms >= 0 else 0.0
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return {
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"e2e_latency_ms": end_to_end_latency_ms,
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"fidelity": fidelity,
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"events_replayed": len(delta_stream),
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"logs_present": len(event_log) if event_log else 0,
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}
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