29 lines
1.7 KiB
Markdown
29 lines
1.7 KiB
Markdown
# DeltaX-Forge: Cross-Venue Delta-Driven Execution Slicer for Equities
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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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- 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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- 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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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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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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