build(agent): new-agents#a6e6ec iteration

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agent-a6e6ec231c5f7801 2026-04-20 15:07:26 +02:00
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commit 53d916fb9b
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# DeltaX-Forge: Cross-Venue Delta-Driven Execution Slicer (MVP) # DeltaX-Forge: Cross-Venue Delta-Driven Execution Slicer for Equities
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. DeltaX-Forge is an open, real-time cross-venue execution planner that coordinates hedging actions across multiple venues while preserving auditability and privacy guarantees.
- Core DSL: Assets, Legs, MarketSignal, PlanDelta, and AuditLogEntry. - Canonical data model and DSL: StrategyDelta, Asset, MarketSignal, PlanDelta with Authority and AuditLog blocks.
- LocalVenueSolver: lightweight per-venue delta computation. - Dual-tier coordination: lightweight local venue solvers at each venue and a central curator enforcing cross-venue coherence.
- CentralCurator: cross-venue coherence and coordination. - Adapters: starter adapters for data feeds (price signals) and venue execution (hedge routing).
- Adapters: price feed and venue execution translations. - Deterministic replay: a log-based replay engine to deterministically rebuild past runs for compliance and post-trade analysis.
- Deterministic replay and governance ledger via cryptographic signing. - Privacy by design: secure aggregation and policy-driven data minimization.
- Governance ledger: cryptographic signatures and tamper-evident logging for regulatory reviews.
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.
How to run tests locally How to run tests locally
- Ensure Python 3.11+ is available. - Install dependencies and run tests:
- Run: bash test.sh - bash test.sh
- This will build, install, and run the test suite. - Build package and run tests:
- python3 -m build
Packaging notes Extending DeltaX-Forge
- 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. - New functionality should be added with small, well-scoped changes and accompanied by unit tests.
- The MVP currently includes a toy LocalVenueSolver, a simple CentralCurator, two starter adapters, deterministic replay, and governance/signing primitives.
Hooked commands For contributors
- See AGENTS.md for developer-oriented information and testing commands. - See AGENTS.md for architectural rules and contribution guidelines.
- The repository is designed to be self-contained and extensible to multi-venue and multi-asset scenarios.
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
from .adapters.price_feed_adapter import translate_market_signals from .adapters.price_feed_adapter import translate_market_signals
from .adapters.venue_execution_adapter import translate_plan_delta from .adapters.venue_execution_adapter import translate_plan_delta
from .logging import RunLog from .logging import RunLog
try:
# Optional import for delta sync helpers
from .core.delta_sync import DeltaCRDT, deterministic_merge
except Exception:
# In environments/tests that import the package without the module present,
# fall back gracefully. This keeps backward compatibility.
DeltaCRDT = None # type: ignore
deterministic_merge = None # type: ignore
from .ledger import LedgerSigner, sign_and_append from .ledger import LedgerSigner, sign_and_append
__all__ = [ __all__ = [
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"RunLog", "RunLog",
"LedgerSigner", "LedgerSigner",
"sign_and_append", "sign_and_append",
# Delta synchronization primitives (optional extension)
"DeltaCRDT",
"deterministic_merge",
] ]

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from __future__ import annotations
"""Delta Synchronization helpers (lightweight CRDT-inspired).
This module provides a tiny, production-safe primitive to track per-venue
local deltas and produce a deterministic merged view across venues. It is
intentionally simple: at merge time we compute an element-wise maximum delta
per asset across all known venues. This mirrors a conservative reconstruction
of the cross-venue delta plan when connectivity is partitioned and reconciled.
Rationale
- Enables offline/partitioned operation with deterministic re-assembly.
- Minimal surface area to avoid interfering with existing tests and code.
"""
from typing import Dict, List
class DeltaCRDT:
"""Lightweight cross-venue delta store with deterministic merge.
Attributes:
venue_deltas: mapping from venue_id to a dict of asset_symbol -> delta
"""
def __init__(self, venue_ids: List[str] | None = None):
self.venue_ids: List[str] = list(venue_ids or [])
self.venue_deltas: Dict[str, Dict[str, float]] = {}
def set_venue_delta(self, venue_id: str, delta: Dict[str, float]) -> None:
"""Record the local delta from a venue."""
self.venue_ids = sorted(set(self.venue_ids) | {venue_id})
self.venue_deltas[venue_id] = dict(delta)
def clear(self) -> None:
self.venue_deltas.clear()
def merged(self) -> Dict[str, float]:
"""Return a deterministic merged delta across all venues.
We use an element-wise maximum across all venue deltas to stay conservative
and avoid under-hedging when reconciling.
"""
if not self.venue_deltas:
return {}
keys = set()
for d in self.venue_deltas.values():
keys.update(d.keys())
result: Dict[str, float] = {}
for k in keys:
max_val = max((d.get(k, 0.0) for d in self.venue_deltas.values()), default=0.0)
result[k] = max_val
return result
def deterministic_merge(deltas: List[Dict[str, float]]) -> Dict[str, float]:
"""Pure function helper to deterministically merge a list of deltas.
Given a list of per-venue delta dictionaries, return an element-wise maximum
across all dictionaries. If no deltas are provided, returns an empty dict.
"""
if not deltas:
return {}
keys = set().union(*deltas)
merged: Dict[str, float] = {}
for k in keys:
merged[k] = max(d.get(k, 0.0) for d in deltas)
return merged