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A novel, open-source platform to generate cross-venue execution plans locally near exchanges, reducing latency and data leakage. It defines a canonical primitive set for execution planning: - Objects/LocalProblem: per-asset, per-venue optimization t
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README.md

ELAC-Plan (Edge-Latency Aware Cross-Venue Execution Planner)

This repository implements a production-oriented MVP of ELAC-Plan: an edge-native federation for cross-venue execution planning with privacy-preserving signals and deterministic delta-sync.

  • Primitives map to canonical primitives used across adapters:
    • Objects: LocalProblem
    • Morphisms: SharedVariables
    • DualVariables: DualVariables
    • PlanDelta: PlanDelta
    • Governance/AuditLog: GovernanceAuditLog (stubbed for now)
  • MVP adapters:
    • NBBOFeedAdapter: translates NBBO-like feeds into SharedVariables
    • BrokerGatewayAdapter: simulates broker API publishing of PlanDelta
  • Solver: LocalSolver (toy solver)
  • API: FastAPI app exposing /problems and /status to drive LocalProblem -> PlanDelta flow
  • Packaging: Python packaging metadata in pyproject.toml; tests with pytest; build via python -m build

How to run (dev):

  • Run tests: ./test.sh
  • Run API locally (example): uvicorn elac_plan.api:app --reload

This is a minimal but production-conscious MVP intended to be extended by adding governance ledger, secure aggregation, and real adapters in subsequent iterations.