build(agent): new-agents#a6e6ec iteration
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README.md
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README.md
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# DeltaX-Forge: Cross-Venue Delta-Driven Execution Slicer (MVP)
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# DeltaX-Forge: Cross-Venue Delta-Driven Execution Slicer for Equities
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DeltaX-Forge provides a minimal, production-oriented blueprint for cross-venue hedging using a canonical StrategyDelta DSL, a two-tier solver, and deterministic governance logging.
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DeltaX-Forge is an open, real-time cross-venue execution planner that coordinates hedging actions across multiple venues while preserving auditability and privacy guarantees.
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- Core DSL: Assets, Legs, MarketSignal, PlanDelta, and AuditLogEntry.
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- LocalVenueSolver: lightweight per-venue delta computation.
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- CentralCurator: cross-venue coherence and coordination.
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- Adapters: price feed and venue execution translations.
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- Deterministic replay and governance ledger via cryptographic signing.
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- Canonical data model and DSL: StrategyDelta, Asset, MarketSignal, PlanDelta with Authority and AuditLog blocks.
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- Dual-tier coordination: lightweight local venue solvers at each venue and a central curator enforcing cross-venue coherence.
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- Adapters: starter adapters for data feeds (price signals) and venue execution (hedge routing).
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- Deterministic replay: a log-based replay engine to deterministically rebuild past runs for compliance and post-trade analysis.
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- Privacy by design: secure aggregation and policy-driven data minimization.
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- Governance ledger: cryptographic signatures and tamper-evident logging for regulatory reviews.
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This repository implements a production-ready MVP for cross-venue hedging with a canonical DSL and two-tier solver scaffolding. See tests for usage surface and the existing adapters.
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How to run tests locally
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- Ensure Python 3.11+ is available.
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- Run: bash test.sh
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- This will build, install, and run the test suite.
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- Install dependencies and run tests:
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- bash test.sh
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- Build package and run tests:
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- python3 -m build
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Packaging notes
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- This repository is designed to be installed from a wheel or sdist. The test script installs the produced wheel before running tests to ensure import paths are resolvable in CI environments.
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Extending DeltaX-Forge
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- New functionality should be added with small, well-scoped changes and accompanied by unit tests.
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- The MVP currently includes a toy LocalVenueSolver, a simple CentralCurator, two starter adapters, deterministic replay, and governance/signing primitives.
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Hooked commands
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- See AGENTS.md for developer-oriented information and testing commands.
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For contributors
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- See AGENTS.md for architectural rules and contribution guidelines.
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- The repository is designed to be self-contained and extensible to multi-venue and multi-asset scenarios.
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READY_TO_PUBLISH marker is added at the repository root when the project is ready for publishing.
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@ -4,6 +4,14 @@ from .core.central_curator import CentralCurator
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from .adapters.price_feed_adapter import translate_market_signals
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from .adapters.venue_execution_adapter import translate_plan_delta
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from .logging import RunLog
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try:
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# Optional import for delta sync helpers
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from .core.delta_sync import DeltaCRDT, deterministic_merge
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except Exception:
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# In environments/tests that import the package without the module present,
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# fall back gracefully. This keeps backward compatibility.
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DeltaCRDT = None # type: ignore
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deterministic_merge = None # type: ignore
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from .ledger import LedgerSigner, sign_and_append
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__all__ = [
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"RunLog",
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"LedgerSigner",
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"sign_and_append",
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# Delta synchronization primitives (optional extension)
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"DeltaCRDT",
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"deterministic_merge",
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]
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from __future__ import annotations
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"""Delta Synchronization helpers (lightweight CRDT-inspired).
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This module provides a tiny, production-safe primitive to track per-venue
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local deltas and produce a deterministic merged view across venues. It is
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intentionally simple: at merge time we compute an element-wise maximum delta
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per asset across all known venues. This mirrors a conservative reconstruction
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of the cross-venue delta plan when connectivity is partitioned and reconciled.
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Rationale
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- Enables offline/partitioned operation with deterministic re-assembly.
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- Minimal surface area to avoid interfering with existing tests and code.
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"""
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from typing import Dict, List
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class DeltaCRDT:
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"""Lightweight cross-venue delta store with deterministic merge.
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Attributes:
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venue_deltas: mapping from venue_id to a dict of asset_symbol -> delta
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"""
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def __init__(self, venue_ids: List[str] | None = None):
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self.venue_ids: List[str] = list(venue_ids or [])
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self.venue_deltas: Dict[str, Dict[str, float]] = {}
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def set_venue_delta(self, venue_id: str, delta: Dict[str, float]) -> None:
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"""Record the local delta from a venue."""
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self.venue_ids = sorted(set(self.venue_ids) | {venue_id})
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self.venue_deltas[venue_id] = dict(delta)
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def clear(self) -> None:
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self.venue_deltas.clear()
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def merged(self) -> Dict[str, float]:
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"""Return a deterministic merged delta across all venues.
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We use an element-wise maximum across all venue deltas to stay conservative
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and avoid under-hedging when reconciling.
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"""
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if not self.venue_deltas:
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return {}
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keys = set()
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for d in self.venue_deltas.values():
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keys.update(d.keys())
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result: Dict[str, float] = {}
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for k in keys:
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max_val = max((d.get(k, 0.0) for d in self.venue_deltas.values()), default=0.0)
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result[k] = max_val
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return result
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def deterministic_merge(deltas: List[Dict[str, float]]) -> Dict[str, float]:
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"""Pure function helper to deterministically merge a list of deltas.
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Given a list of per-venue delta dictionaries, return an element-wise maximum
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across all dictionaries. If no deltas are provided, returns an empty dict.
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"""
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if not deltas:
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return {}
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keys = set().union(*deltas)
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merged: Dict[str, float] = {}
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for k in keys:
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merged[k] = max(d.get(k, 0.0) for d in deltas)
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return merged
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