53 lines
2.9 KiB
Markdown
53 lines
2.9 KiB
Markdown
# ExoRoute MVP: Cross-Venue Order Routing Orchestrator
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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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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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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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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 Do not publish until all tests pass.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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End of document
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## ExoRoute Interoperability & MVP Roadmap (EnergiBridge)
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- Canonical interop bridge: EnergiBridge maps ExoRoute primitives into a CatOpt-style canonical IR.
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- Core mappings:
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- Objects = LocalProblem (per-venue routing/hedging tasks)
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- Morphisms = SharedVariables / DualVariables (signals and multipliers)
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- PlanDelta = incremental plan updates with provenance
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- PrivacyBudget / AuditLog blocks for governance and provenance
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- Graph-of-Contracts registry for adapters and schemas
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- MVP wiring (8–12 weeks, 2–3 agents to start):
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- Phase 0: protocol skeleton + 2 starter adapters (FIX/WebSocket feed adaptor and simulated venue) over TLS, lightweight ADMM-lite local solver, deterministic delta-sync
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- Phase 1: governance ledger & identity layer, secure aggregation defaults
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- Phase 2: cross-domain demo with EnergiBridge SDK and toy adapters
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- Phase 3: hardware-in-loop or network-simulated validation
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- Deliverables:
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- DSL seeds for interoperability (LocalProblem, SharedVariables, PlanDelta, DualVariables, PrivacyBudget, AuditLog, GraphOfContractsRegistry)
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- Toy payload sketches and starter repository layout to seed EnergiBridge integration
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- Minimal EnergiBridge Python SDK bridging to adapters
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- Tests & metrics: delta size, replay determinism, convergence speed, adapter conformance, governance auditability
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If helpful, we will add a small toy sandbox demonstrating a 2-adapter MVP to seed interoperability with SignalVault/SignalCanvas-style ecosystems.
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