23 lines
1.3 KiB
Markdown
23 lines
1.3 KiB
Markdown
GreeksHub: Federated Cross-Venue Options Greeks Aggregation for Hedge Optimization
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Overview
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- A production-ready, Python-based MVP that demonstrates canonical primitives for local hedge problems, aggregated signals, and incremental hedge actions across multiple venues.
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- Core primitives mirror CatOpt-like representations: LocalHedge, SharedGreeks, PlanDelta, with Governance via AuditLog and PrivacyBudget.
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- A Graph-of-Contracts (GoC) skeleton registry to version adapters and data contracts; two toy adapters to bootstrap interoperability.
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- An ADMM-lite coordinator enabling edge/cloud cross-venue aggregation with deterministic replay semantics.
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What's included
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- Core primitives (src/idea147_greekshub_federated_cross/core.py)
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- GoC registry skeleton (src/idea147_greekshub_federated_cross/registry.py)
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- Adapters (price/vol feed, broker) under src/idea147_greekshub_federated_cross/adapters/
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- Lightweight coordinator (src/idea147_greekshub_federated_cross/coordinator.py)
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- Minimal tests (tests/test_greeks_hub.py)
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- Packaging metadata (pyproject.toml) and test script (test.sh)
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Usage
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- Run tests: ./test.sh
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- For local experimentation, import modules from idea147_greekshub_federated_cross.*
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Note
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- This is an MVP scaffold intended to evolve into a production-ready architecture as per the project spec.
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