DeltaTrace

Deterministic replay, latency accounting, and compliance tracing for live market-execution pipelines.

DeltaTrace provides a small, production-oriented Python package for capturing market events as a causal graph, replaying them deterministically, and writing a tamper-evident audit trail for governance review.

What It Does

• Models market-data ticks, signals, plan deltas, orders, fills, and risk checks as graph nodes.
• Links nodes with causal edges and latency measurements.
• Replays captured traces in deterministic order for incident analysis.
• Signs audit entries with Ed25519 and chains them with SHA-256 hashes.
• Includes two starter adapters:
  • FIX feed adapter for FIX-like market data messages.
  • Sandbox exchange adapter for order/fill simulation.

Package Layout

• deltatrace.event_graph: event and DAG primitives.
• deltatrace.replay_engine: deterministic replay runner.
• deltatrace.audit_log: signed audit log with hash chaining.
• deltatrace.adapters: FIX and sandbox adapters.
• deltatrace.demo: end-to-end example pipeline.

Install

pip install -e .

Run the Demo

python -m deltatrace.demo

Test And Build

./test.sh

This script installs dependencies, verifies python -m build, runs the test suite, and executes the demo.

Publishing Notes

• Project metadata lives in pyproject.toml.
• The package README is wired as the long description for distribution builds.
• The build backend is setuptools and supports standard wheel/sdist creation.

License

MIT