1.5 KiB
1.5 KiB
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