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# DeltaX-Forge: Cross-Venue Delta-Driven Execution Slicer for Equities
# DeltaX-Forge: Cross-Venue Delta-Driven Execution Slicer (MVP)
DeltaX-Forge is an open, real-time cross-venue execution planner that coordinates hedging actions across multiple venues while preserving auditability and privacy guarantees.
This repository implements a minimal, production-oriented MVP of DeltaX-Forge:
- Canonical StrategyDelta DSL with Assets, Legs, MarketSignal, PlanDelta, and AuditLog
- Lightweight LocalVenueSolver per venue and a CentralCurator coordinating across venues
- Adapters to translate MarketSignal -> feed data and PlanDelta -> execution maps
- Deterministic replay via RunLog for post-trade analysis and audits
- Governance-friendly ledger (HMAC-based signatures) for deterministic integrity checks
- A skeleton EnergiBridge binding to bootstrap adapter interoperability
- Canonical data model and DSL: StrategyDelta, Asset, MarketSignal, PlanDelta with Authority and AuditLog blocks.
- Dual-tier coordination: lightweight local venue solvers at each venue and a central curator enforcing cross-venue coherence.
- Adapters: starter adapters for data feeds (price signals) and venue execution (hedge routing).
- Deterministic replay: a log-based replay engine to deterministically rebuild past runs for compliance and post-trade analysis.
- 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.
Architecture highlights
- Canonical data model and DSL (StrategyDelta, Asset, MarketSignal, PlanDelta)
- Dual-tier coordination: Local venue solvers + central curator
- Adapters for data feeds and execution (price_feed_adapter, venue_execution_adapter)
- Deterministic replay and auditability (RunLog)
- Privacy-friendly design with per-message metadata and governance ledger (LedgerSigner)
How to run tests locally
- Install dependencies and run tests:
- bash test.sh
- Build package and run tests:
- python3 -m build
- This project uses the standard packaging flow:
1) Build distribution: python3 -m build
2) Install the produced wheel: python3 -m pip install dist/*.whl
3) Run tests: pytest -q
Extending DeltaX-Forge
- 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.
Notes
- The EnergiBridge module under deltax_forge_cross/bridge/ provides a minimal
scaffold to bootstrap cross-venue adapter interoperability. It is intentionally
lightweight to avoid impacting the current MVP tests.
- This README intentionally documents the MVP boundaries and extension points for
future work aligned with the cross-venue, audited DeltaX-Forge roadmap.
For contributors
- 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.
Contributing
- If you add new features, ensure unit tests cover them and keep changes scoped.
- Update README and AGENTS.md as architecture evolves.
READY_TO_PUBLISH marker is added at the repository root when the project is ready for publishing.
License: MIT

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from __future__ import annotations
"""EnergiBridge (Skeleton)
Minimal, vendor-agnostic binding layer to map DeltaX primitives to a
canonical IR and expose simple translation entry points for adapters.
This MVP skeleton provides the surface area for interop without changing
existing behavior or test expectations. It can be extended to support a full
EnergiBridge-style binding in later iterations.
"""
from typing import Dict
from deltax_forge_cross.dsl import StrategyDelta, MarketSignal, PlanDelta
def to_canonical_ir(strategy_delta: StrategyDelta) -> Dict:
"""Translate a StrategyDelta into a minimal canonical IR dict.
This is intentionally lightweight: it captures basic asset symbols,
budgets, and market signals when present. The result is designed to be
consumed by adapters and the central coordinator in a future extension.
"""
assets = [a.symbol for a in strategy_delta.assets] if strategy_delta.assets else []
signals = {}
if getattr(strategy_delta, "signals", None):
for s in strategy_delta.signals:
signals[s.symbol] = {
"price": s.price,
"liquidity": s.liquidity,
"latency_proxy": s.latency_proxy,
}
# Minimal PlanDelta representation; actual delta actions would be populated by solvers
plan = {
"hedge_updates": strategy_delta.legs[0].asset.symbol if strategy_delta.legs else {},
}
return {
"LocalArbProblem": {
"assets": assets,
"target_delta_budget": getattr(strategy_delta, "delta_budget", 0.0),
"liquidity_budget": getattr(strategy_delta, "vega_budget", 0.0),
"latency_budget": getattr(strategy_delta, "gamma_budget", 0.0),
},
"SharedSignals": signals,
"PlanDelta": plan,
}
def from_canonical_plan(plan_delta: PlanDelta) -> PlanDelta:
"""Identity mapping placeholder for converting a canonical PlanDelta back.
In a full implementation, this would materialize the canonical PlanDelta back
into the framework's internal PlanDelta representation after a round-trip
through adapters/coordinator.
"""
return plan_delta