1.6 KiB
1.6 KiB
FeedTrust: Blockchain-backed Access Control & Provenance for Cross-Venue Market Data Feeds
Overview
- FeedTrust is a modular, open-source layer that sits between market data venues and algo trading pipelines to enforce fine-grained, policy-driven data access while preserving auditability and traceability across venues. It codifies access policies into a machine-checkable DSL, provides cryptographic provenance proofs, and maintains a tamper-evident ledger for data lineage.
Architecture (production-ready mindset)
- Policy DSL core and compiler (feedtrust/policy.py)
- Provenance ledger (Merkle-based) with proofs (feedtrust/ledger_merkle.py)
- Adapters for feeds (FIX/WebSocket) to canonical signals (feedtrust/adapters/*)
- Lightweight aggregation layer for cross-venue signals (feedtrust/aggregation.py)
- Core orchestrator to enforce policies and log provenance (feedtrust/core.py)
MVP Scope (as implemented in this repo)
- Tiny policy DSL with allow and deny rules
- Two toy adapters bridging FIX and WebSocket feeds to canonical signals
- Merkle-based provenance ledger with a simple proof mechanism
- Simple cross-venue aggregator for price-like signals
- End-to-end flow: ingest adapter signals, log to ledger, generate aggregates, expose root proof
How to Run
- Prerequisites: Python 3.11+
- Install test dependencies: pytest
- Run tests: ./test.sh
- Build package: python -m build
Notes
- This project is designed as an MVP and a proof-of-concept toward a production-grade, contract-governed data-gateway with verifiable provenance.
- See AGENTS.md for repository conventions and testing commands.