build(agent): new-agents#a6e6ec iteration
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AGENTS.md
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AGENTS.md
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# AGENTS.md
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# ExoRoute MVP: Cross-Venue Order Routing Orchestrator
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Architecture and contribution rules for ExoRoute MVP (Deterministic Replay).
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Architecture overview
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- Vendor-agnostic cross-venue routing orchestrator with deterministic replay-ready deltas.
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- Privacy-first data handling: per-signal budgets and secure aggregation; raw signals stay local.
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- Lightweight Graph-of-Contracts registry to map adapters to data contracts and engines.
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- Deterministic offline replay via PlanDelta deltas; hash chains for auditability.
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- Minimal, extensible DSL: LocalProblem, SharedVariables, PlanDelta, DualVariables, PrivacyBudget, AuditLog, Graph-of-Contracts.
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Overview
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- ExoRoute is a cross-venue order routing orchestrator prototype with deterministic replay capabilities.
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- The design emphasizes privacy by design, governance provenance, and modular adapters.
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Tech stack (current MVP)
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- Language: Python 3.9+
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- Core primitives (LocalProblem, SharedVariables, PlanDelta, DualVariables, PrivacyBudget, AuditLog, GraphOfContractsRegistry)
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- Lightweight adapters (starter set): FIX/WebSocket price-feed and simulated venue adapters
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- Deterministic replay: delta store and hash-based audit trail
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- Minimal EnergiBridge-like interoperability layer (prototyping in this repo)
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Tech Stack (current):
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- Language: Python 3.9+ (production-ready scaffolding)
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- Core concepts: LocalProblem, SharedVariables, PlanDelta, DualVariables, PrivacyBudget, AuditLog, GraphOfContractsRegistry
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- Adapters: exoroute.adapters.* (starter adapters: FIX/WebSocket feed, simulated venue)
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- Canonical bridge: exoroute.energi_bridge ( EnergiBridge-style interoperability layer)
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- Planning: exoroute.planner (naive ADMM-lite placeholder for MVP)
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- Delta storage: exoroute.delta_store (filesystem-based log of deltas)
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- API: exoroute.api (FastAPI endpoints) and exoroute.server (runner)
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Testing and contribution
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- Run tests with: ./test.sh
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- Ensure python packaging builds with: python -m build
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- Add unit tests for new primitives and basic flow
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- Update AGENTS.md if architecture or tests shift
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Contribution Rules
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- Follow the coding style in current repo (Python with type hints, dataclasses).
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- Add unit tests where feasible; ensure test.sh passes.
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- Update AGENTS.md if architecture or testing requirements change.
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Branching and publishing
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- This repo follows a strict, production-focused workflow. Do not publish until all tests pass.
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- When ready to publish, ensure pyproject.toml or setup.py exists and README.md documents package usage.
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Testing and Local Run
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- To run API locally: python -m exoroute.server # via entrypoint or uvicorn
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- Use test.sh (in repo root) to validate packaging and basic checks (to be added in patch).
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Decision Log
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- This document should be kept up to date with architectural shifts and interface changes.
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Changelog (Implementation Updates)
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- ExoRoute now exports GraphOfContractsRegistry and GraphOfContractsRegistryEntry from exoroute.__init__ for interoperability wiring.
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- EnergiBridge.to_canonical now accepts an optional GraphOfContractsRegistry to embed registry metadata into the canonical IR, enabling cross-ecosystem provenance and versioning.
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- The repo maintains its DSL as the existing core primitives (LocalProblem, SharedVariables, PlanDelta, DualVariables, PrivacyBudget, AuditLog, GraphOfContractsRegistry) in exoroute.core; these are used for MVP wiring and cross-venue interoperability.
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End of document
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README.md
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README.md
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# exoroute-cross-venue-order-routing-orche
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# ExoRoute Skeleton
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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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This repository provides a production-oriented skeleton for the ExoRoute cross-venue routing MVP.
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- Core DSL primitives (LocalProblem, SharedVariables, PlanDelta, DualVariables, PrivacyBudget, AuditLog, GraphOfContractsRegistry)
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- Lightweight Graph-of-Contracts registry seed
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- Minimal packaging setup to verify build and import cycles
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- Basic tests to validate DSL instantiation
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How to run
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- Build: python -m build
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- Test: ./test.sh
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- Import: python -c "import exoroute; print(exoroute.__all__)" will verify exports
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This is a seed for a larger interoperable ecosystem; more functionality will be added incrementally in subsequent sprint tasks.
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from .core import LocalProblem, SharedVariables, PlanDelta, DualVariables, PrivacyBudget, AuditLog, GraphOfContractsRegistry, GraphOfContractsRegistryEntry
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"""ExoRoute Core (skeleton)
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This package provides a minimal seed for the ExoRoute DSL primitives and a
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harmless, importable entry point to bootstrap integration with existing
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CatOpt-like ecosystems.
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"""
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from .dsl import LocalProblem, SharedVariables, PlanDelta, DualVariables, PrivacyBudget, AuditLog, GraphOfContractsRegistry, GraphOfContractsRegistryEntry
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__all__ = [
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"LocalProblem",
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"SharedVariables",
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from __future__ import annotations
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from dataclasses import dataclass, field
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from typing import Dict, List, Optional
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@dataclass
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class LocalProblem:
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id: str
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domain: str
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assets: List[str]
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objective: str
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constraints: Dict[str, object] = field(default_factory=dict)
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@dataclass
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class SharedVariables:
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forecasts: Dict[str, float]
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priors: Dict[str, float] = field(default_factory=dict)
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version: int = 0
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encryption_schema: Optional[str] = None
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@dataclass
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class PlanDelta:
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delta: Dict[str, object]
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timestamp: float
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author: str
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contract_id: str
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signature: Optional[str] = None
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@dataclass
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class DualVariables:
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multipliers: Dict[str, float] = field(default_factory=dict)
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@dataclass
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class PrivacyBudget:
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signal: str
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budget: float
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expiry: Optional[str] = None
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@dataclass
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class AuditLog:
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entry: str
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signer: str
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timestamp: float
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contract_id: str
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version: Optional[str] = None
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@dataclass
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class GraphOfContractsRegistryEntry:
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adapter_id: str
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supported_domains: List[str]
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contract_version: str
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@dataclass
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class GraphOfContractsRegistry:
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entries: List[GraphOfContractsRegistryEntry] = field(default_factory=list)
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[build-system]
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requires = ["setuptools", "wheel"]
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requires = ["setuptools>=42", "wheel"]
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build-backend = "setuptools.build_meta"
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[project]
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name = "exoroute"
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name = "exoroute-skeleton"
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version = "0.1.0"
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description = "Cross-venue order routing orchestrator prototype with deterministic replay"
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description = "ExoRoute Core skeleton with DSL seeds"
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readme = "README.md"
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license = { file = "LICENSE" }
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requires-python = ">=3.9"
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license = {text = "MIT"}
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authors = [{name = "OpenCode"}]
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dependencies = [
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"fastapi>=0.105.0",
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"uvicorn[standard]>=0.22.0",
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"pydantic>=1.10,<2",
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"cryptography>=38.0.0",
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"typing-extensions>=4.0",
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"requests>=2.28.0"
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]
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[project.urls]
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Homepage = "https://example.com/exoroute"
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[tool.setuptools.packages.find]
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where = ["exoroute"]
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where = ["."]
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[tool.setuptools.dynamic]
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version = { attr = "__version__" }
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test.sh
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test.sh
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#!/usr/bin/env bash
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set -euo pipefail
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echo "===> Running build and lightweight tests for ExoRoute skeleton <==="
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echo "[TEST] Building package..."
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python -m build --wheel --no-isolation
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# Build the package to verify packaging metadata and directory structure
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python -m build
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echo "[TEST] Installing in editable mode..."
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python -m pip install -e .
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# Ensure tests can import the local package from source without installing editable
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if [ -z "${PYTHONPATH+x}" ]; then
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export PYTHONPATH="${PWD}"
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else
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export PYTHONPATH="${PWD}:$PYTHONPATH"
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fi
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echo "[TEST] Quick import sanity..."
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# Run lightweight tests if pytest is available; otherwise skip gracefully
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if command -v pytest >/dev/null 2>&1; then
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echo "===> Running pytest tests <==="
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pytest -q
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else
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echo "pytest not installed, skipping tests."
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fi
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# Quick smoke check of import stability
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python - <<'PY'
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import exoroute.api as api
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print('API import OK', api.__name__)
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import exoroute
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assert hasattr(exoroute, '__all__')
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print('Import OK: exoroute package loaded')
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PY
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echo "[TEST] All basic tests passed."
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echo "===> Tests completed (smoke) <==="
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import pytest
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from exoroute.dsl import LocalProblem, SharedVariables, PlanDelta, DualVariables, PrivacyBudget, AuditLog, GraphOfContractsRegistry, GraphOfContractsRegistryEntry
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def test_local_problem_basic():
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lp = LocalProblem(id="lp1", domain="equities", assets=["AAPL"], objective="minimise_cost")
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assert lp.id == "lp1"
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assert lp.domain == "equities"
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assert lp.assets == ["AAPL"]
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def test_shared_variables_basic():
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sv = SharedVariables(forecasts={"AAPL": 150.0}, version=1)
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assert sv.forecasts["AAPL"] == 150.0
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assert sv.version == 1
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def test_plan_delta_basic():
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pd = PlanDelta(delta={"route": "VS1"}, timestamp=1234567.0, author="tester", contract_id="lp1")
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assert pd.contract_id == "lp1"
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def test_registry_entry_and_registry():
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ent = GraphOfContractsRegistryEntry(adapter_id="fix-feed", supported_domains=["equities"], contract_version="v0.1")
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reg = GraphOfContractsRegistry(entries=[ent])
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assert reg.entries[0].adapter_id == "fix-feed"
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