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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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README.md

DeltaTrace MVP: Deterministic Replayable Latency & Compliance Tracing

Overview

  • DeltaTrace provides a tiny but practical MVP foundation for end-to-end traceability in live-market pipelines.
  • Focus areas: deterministic replay, cross-layer event graphs, auditability, and lightweight adapters that avoid vendor lock-in.
  • The current repository contains a minimal core, a deterministic replay engine, and a trace payload model that can be extended into a production-ready toolkit.

What’s inside (core MVP)

  • deltatrace.core: lightweight event graph primitives (LocalEvent, PlanDelta, OrderEvent, FillEvent, RiskCheck, AuditLog, PrivacyBudget, MessageMeta) and a minimal in-memory TraceGraph.
  • deltatrace.replay: DeterministicReplayEngine that consumes a delta-stream and yields a deterministic ordering of events.
  • deltatrace.trace: a small but usable form for trace payloads (LocalEvent, PlanDelta, etc.) with JSON-serializable to_dict and from_dict helpers.
  • adapters/: starter adapters (FIX feed simulator, exchange gateway) to illustrate plug-and-play deployment.
  • governance/: scaffolding for governance logs and audit trails.

How to run

  • Ensure you have Python 3.9+.
  • Install (local development): python3 -m build && pip install -e .
  • Run tests: ./test.sh
  • You can also import modules in an interactive session to experiment: from deltatrace.core import LocalEvent, PlanDelta, ReplayEngine from deltatrace.replay import DeterministicReplayEngine

Usage patterns (MVP approach)

  • Build an event graph across layers: LocalEvent -> PlanDelta -> OrderEvent/FillEvent -> RiskCheck -> AuditLog.
  • Capture a delta-stream and an event-log, then use the deterministic replay to reproduce a specific decision path.
  • Use the governance scaffolds to crypto-sign and tamper-evident-log entries for auditability.

Roadmap (high level)

  • Phase 0: Core schema, deterministic replay, 2 starters adapters (FIX feed, exchange gateway).
  • Phase 1: Privacy controls and governance ledger scaffold.
  • Phase 2: Partitioned-network testbed with sandboxed exchange.
  • Phase 3: Incident replay dashboard and governance reporting.

Contributing

  • Small, well-scoped changes with tests.
  • Follow the existing style and add docstrings.
  • Run test.sh after meaningful changes.

This repository is designed as a production-oriented MVP: small, well-typed, and easy to extend. For questions or collaboration, ping in the repository issues and PRs.

End of README