# DeltaX-Forge: Cross-Venue Delta-Driven Execution Slicer for Equities

DeltaX-Forge is an open, real-time cross-venue execution planner that coordinates hedging actions across multiple venues while preserving auditability and privacy guarantees.

- 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.

How to run tests locally
- Install dependencies and run tests:
  - bash test.sh
- Build package and run tests:
  - python3 -m build

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.

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.

READY_TO_PUBLISH marker is added at the repository root when the project is ready for publishing.