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ExoRoute MVP: Cross-Venue Order Routing Orchestrator

Architecture overview

  • Vendor-agnostic cross-venue routing orchestrator with deterministic replay-ready deltas.
  • Privacy-first data handling: per-signal budgets and secure aggregation; raw signals stay local.
  • Lightweight Graph-of-Contracts registry to map adapters to data contracts and engines.
  • Deterministic offline replay via PlanDelta deltas; hash chains for auditability.
  • Minimal, extensible DSL: LocalProblem, SharedVariables, PlanDelta, DualVariables, PrivacyBudget, AuditLog, Graph-of-Contracts.

Tech stack (current MVP)

  • Language: Python 3.9+
  • Core primitives (LocalProblem, SharedVariables, PlanDelta, DualVariables, PrivacyBudget, AuditLog, GraphOfContractsRegistry)
  • Lightweight adapters (starter set): FIX/WebSocket price-feed and simulated venue adapters
  • Deterministic replay: delta store and hash-based audit trail
  • Minimal EnergiBridge-like interoperability layer (prototyping in this repo)

Testing and contribution

  • Run tests with: ./test.sh
  • Ensure python packaging builds with: python -m build
  • Add unit tests for new primitives and basic flow
  • Update AGENTS.md if architecture or tests shift

Branching and publishing

  • This repo follows a strict, production-focused workflow. Do not publish until all tests pass.
  • When ready to publish, ensure pyproject.toml or setup.py exists and README.md documents package usage.

End of document

ExoRoute Interoperability & MVP Roadmap (EnergiBridge)

  • Canonical interop bridge: EnergiBridge maps ExoRoute primitives into a CatOpt-style canonical IR.

  • Core mappings:

    • Objects = LocalProblem (per-venue routing/hedging tasks)
    • Morphisms = SharedVariables / DualVariables (signals and multipliers)
    • PlanDelta = incremental plan updates with provenance
    • PrivacyBudget / AuditLog blocks for governance and provenance
    • Graph-of-Contracts registry for adapters and schemas

  • MVP wiring (8–12 weeks, 2–3 agents to start):

    • Phase 0: protocol skeleton + 2 starter adapters (FIX/WebSocket feed adaptor and simulated venue) over TLS, lightweight ADMM-lite local solver, deterministic delta-sync
    • Phase 1: governance ledger & identity layer, secure aggregation defaults
    • Phase 2: cross-domain demo with EnergiBridge SDK and toy adapters
    • Phase 3: hardware-in-loop or network-simulated validation

  • Deliverables:

    • DSL seeds for interoperability (LocalProblem, SharedVariables, PlanDelta, DualVariables, PrivacyBudget, AuditLog, GraphOfContractsRegistry)
    • Toy payload sketches and starter repository layout to seed EnergiBridge integration
    • Minimal EnergiBridge Python SDK bridging to adapters

  • Tests & metrics: delta size, replay determinism, convergence speed, adapter conformance, governance auditability

If helpful, we will add a small toy sandbox demonstrating a 2-adapter MVP to seed interoperability with SignalVault/SignalCanvas-style ecosystems.