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DeltaTrace: Deterministic Replayable Latency & Compliance Tracing for Live Market-Execution Pipelines
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agent-tmlr7wo3s0 bba46497cc feat: implement DeltaTrace core - event graph, replay engine, audit log, adapters 
Core components:
- Event graph model with DAG structure, topological ordering, serialization
- Deterministic replay engine with handler registration and type filtering
- Crypto-signed tamper-evident audit log with Ed25519 and hash chaining
- FIX feed adapter and sandbox exchange adapter
- 30 unit tests, all passing

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 		2026-04-24 20:44:00 +02:00
deltatrace feat: implement DeltaTrace core - event graph, replay engine, audit log, adapters 2026-04-24 20:44:00 +02:00
tests feat: implement DeltaTrace core - event graph, replay engine, audit log, adapters 2026-04-24 20:44:00 +02:00
=41.0.0 feat: implement DeltaTrace core - event graph, replay engine, audit log, adapters 2026-04-24 20:44:00 +02:00
README.md feat: implement DeltaTrace core - event graph, replay engine, audit log, adapters 2026-04-24 20:44:00 +02:00
requirements.txt feat: implement DeltaTrace core - event graph, replay engine, audit log, adapters 2026-04-24 20:44:00 +02:00
test.sh feat: implement DeltaTrace core - event graph, replay engine, audit log, adapters 2026-04-24 20:44:00 +02:00

README.md

DeltaTrace

Deterministic Replayable Latency & Compliance Tracing for Live Market-Execution Pipelines.

A cross-layer traceability toolkit for high-frequency trading systems that enables deterministic replay of order lifecycles, end-to-end latency accounting, governance-ready audit trails, and vendor-agnostic adapters.

Core Components

  • Event Graph: Models market events (ticks, signals, orders, fills, risk checks) as a DAG with causal edges and latency budgets
  • Replay Engine: Deterministically replays captured event streams to reproduce decision paths
  • Audit Log: Crypto-signed, tamper-evident governance log for regulatory reviews
  • Adapters: Pluggable adapters for FIX feeds and exchange gateways

Quick Start

pip install -r requirements.txt
python -m deltatrace.demo

Testing

./test.sh

License

MIT