31 lines
1.7 KiB
Markdown
31 lines
1.7 KiB
Markdown
# CrossVenueArbX (MVP)
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CrossVenueArbX is a lightweight, privacy-aware framework for federated discovery and execution of cross-venue equity arbitrage signals.
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- Core IR: LocalArbProblem, SharedSignals, PlanDelta, DualVariables, AuditLog, PrivacyBudget.
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- Lightweight coordination: Async ADMM-lite with deterministic replay and bounded staleness.
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- Privacy by design: secure aggregation stubs, optional local DP budgets, cryptographic attestation of adapters.
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- Adapters and data feeds: starter price-feed adapters and a minimal broker adapter for execution.
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- Governance and provenance: tamper-evident audit logs and a Graph-of-Contracts registry.
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- MVP pipeline: Phase 0 skeleton with 2 starter adapters; Phase 1 governance ledger; Phase 2 cross-venue demo; Phase 3 production-like testing and SDK.
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Getting Started
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- Run tests and build: `bash test.sh`.
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- Run the demo locally: `python -m crossvenue_arbx.demo --iterations 3`.
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- View coverage and governance artefacts in `crossvenue_arbx/governance.py` and `crossvenue_arbx/core.py`.
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Architecture Summary
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- Local signal discovery per venue; aggregated signals managed by a central coordinator.
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- PlanDelta encodes actionable cross-venue arb legs.
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- Graph-of-Contracts provides versioning for adapters and data contracts.
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- CRDT-like delta merges enable deterministic replay after reconnects.
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Usage and API surface
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- LocalArbProblem: per-asset, per-venue problem statement.
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- SharedSignals: cross-venue deltas, correlations, liquidity estimates.
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- PlanDelta: incremental arb actions with timestamps and signatures.
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- AuditLog/PrivacyBudget: governance and data-leakage controls.
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Notes
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- This release aims for a production-ready architecture rather than a bare MVP. See AGENTS.md for contribution rules and testing commands.
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