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