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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: Cross-Venue Order Routing Orchestrator (EnergiBridge skeleton)

This repository provides a production-ready skeleton for ExoRoute, a cross-venue order routing and hedging orchestrator with deterministic replay semantics and privacy-preserving data handling.

  • Core primitives (LocalProblem, SharedVariables, PlanDelta, DualVariables, PrivacyBudget, AuditLog, GraphOfContractsRegistry)
  • Minimal EnergiBridge mapping layer to a canonical Graph-of-Contracts IR
  • Packaging scaffolding for a robust build and distribution (pyproject.toml)

Enhanced Overview

  • Deterministic offline replay: store and replay deltas with provenance for auditability.
  • Privacy-first signals: per-signal budgets and secure aggregation; raw data stays local.
  • Lite Graph-of-Contracts registry to map adapters to data contracts and engines.
  • End-to-end MVP: 2 starter adapters (FIX/WebSocket price feed and simulated venue) over TLS.
  • EnergiBridge-like interoperability layer to enable cross-domain reuse and conformance testing.

MVP Plan (8–12 weeks)

  • Phase 0: Protocol skeleton + 2 starter adapters over TLS; lightweight ADMM-lite local solver; end-to-end delta-sync with deterministic replay.
  • Phase 1: Governance ledger and identity management; secure aggregation defaults for SharedVariables.
  • Phase 2: Cross-venue demo with a toy two-asset setup; EnergiBridge SDK integration and toy adapters.
  • Phase 3: SDKs, conformance tests, and lightweight audit dashboards.

Usage

  • Run tests: ./test.sh
  • Build package: python -m build
  • Import and exercise core primitives:
    • from exoroute import LocalProblem, SharedVariables, PlanDelta, DualVariables

Roadmap alignment

  • Phase 0: protocol skeleton + 2 adapters (FIX/WebSocket price-feed, simulated venue) over TLS
  • Phase 1: governance ledger and identity management
  • Phase 2: cross-venue demo with toy two-asset setup
  • Phase 3: SDKs, conformance tests, and audit dashboards

This repo adheres to the ExoRoute architecture described in AGENTS.md at the repository root.