A vendor-agnostic, cross-venue order routing and hedging orchestrator for equities and derivatives that minimizes data exposure while maximizing execution quality. ExoRoute ingests venue feeds (FIX/WebSocket/REST), latency proxies, fees, spread, and
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README.md

ExoRoute Skeleton

This repository provides a production-oriented skeleton for the ExoRoute cross-venue routing MVP.

  • Core DSL primitives (LocalProblem, SharedVariables, PlanDelta, DualVariables, PrivacyBudget, AuditLog, GraphOfContractsRegistry)
  • Lightweight Graph-of-Contracts registry seed
  • Minimal packaging setup to verify build and import cycles
  • Basic tests to validate DSL instantiation

How to run

  • Build: python -m build
  • Test: ./test.sh
  • Import: python -c "import exoroute; print(exoroute.all)" will verify exports

This is a seed for a larger interoperable ecosystem; more functionality will be added incrementally in subsequent sprint tasks.