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GreeksHub: Federated Cross-Venue Options Greeks Aggregation for Hedge Optimization

Overview

  • A production-ready, Python-based MVP that demonstrates canonical primitives for local hedge problems, aggregated signals, and incremental hedge actions across multiple venues.
  • Core primitives mirror CatOpt-like representations: LocalHedge, SharedGreeks, PlanDelta, with Governance via AuditLog and PrivacyBudget.
  • A Graph-of-Contracts (GoC) skeleton registry to version adapters and data contracts; two toy adapters to bootstrap interoperability.
  • An ADMM-lite coordinator enabling edge/cloud cross-venue aggregation with deterministic replay semantics.

What's included

  • Core primitives (src/idea147_greekshub_federated_cross/core.py)
  • GoC registry skeleton (src/idea147_greekshub_federated_cross/registry.py)
  • Adapters (price/vol feed, broker) under src/idea147_greekshub_federated_cross/adapters/
  • Lightweight coordinator (src/idea147_greekshub_federated_cross/coordinator.py)
  • Minimal tests (tests/test_greeks_hub.py)
  • Packaging metadata (pyproject.toml) and test script (test.sh)

Usage

  • Run tests: ./test.sh
  • For local experimentation, import modules from idea147_greekshub_federated_cross.*

Note

  • This is an MVP scaffold intended to evolve into a production-ready architecture as per the project spec.