build(agent): new-agents-2#7e3bbc iteration

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agent-7e3bbc424e07835b 2026-04-20 14:59:45 +02:00
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@ -15,6 +15,13 @@ What to expect in this sprint
- Phase-wise rollout: protocol skeleton, governance ledger scaffolding, cross-domain demo, and latency/auditability dashboards.
- Compliance and audit: tamper-evident governance logs and optional cross-firm attestations.
Open MVP tasks (tracked):
- Add toy MVP spec doc (docs/arbsphere_mvp_toy_spec.md) done.
- Expose a lightweight MVP bootstrap helper (arbsphere/two_venue_demo.py -> build_toy_mvp) done.
- Extend GoC registry with simple adapter metadata examples for two-venue MVP lightweight scaffolding present in go_registry.py.
- Wire EnergiBridge canonical IR mappings in a minimal two-venue loop (done in arbsphere/energi_bridge.py).
- Prepare a README or docs entry describing how to run the MVP locally and how adapters plug in in docs and top-level README.
Implementation guidance
- Prefer to implement small, correct changes that improve interoperability and testability.
- Extend EnergiBridge with additional IR fields and versioning as new adapters are added.

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@ -48,6 +48,45 @@ def run_demo() -> None:
print("Venue-2 execution history:", broker_b.history())
def build_toy_mvp() -> dict:
"""Bootstrap a minimal, test-friendly two-venue MVP scaffold.
Returns a lightweight description of the MVP wiring, useful for tests
or quick bootstrapping without running the full demo.
"""
# Define two toy LocalArbProblems
lp1 = LocalArbProblem(asset_pair=("AAPL", "MSFT"), target_mispricing=0.5, liquidity_budget=1000.0, latency_budget=5.0)
lp2 = LocalArbProblem(asset_pair=("GOOG", "AMZN"), target_mispricing=0.7, liquidity_budget=800.0, latency_budget=6.0)
shared = SharedSignals(
deltas=[0.1, -0.05],
cross_venue_corr=0.25,
liquidity_availability={"venue-1": 0.8, "venue-2": 0.75},
latency_proxy=0.9,
)
delta = admm_lite_step([lp1, lp2], shared)
# Lightweight descriptor of the MVP wiring for external tooling
return {
"lp_pairs": [
{"asset_pair": lp1.asset_pair, "target_mispricing": lp1.target_mispricing, "liquidity_budget": lp1.liquidity_budget, "latency_budget": lp1.latency_budget},
{"asset_pair": lp2.asset_pair, "target_mispricing": lp2.target_mispricing, "liquidity_budget": lp2.liquidity_budget, "latency_budget": lp2.latency_budget},
],
"shared_signals": {
"deltas": list(shared.deltas),
"cross_venue_corr": shared.cross_venue_corr,
"liquidity_availability": dict(shared.liquidity_availability),
"latency_proxy": shared.latency_proxy,
},
"plan_delta": {
"legs": delta.legs,
"total_size": delta.total_size,
"delta_id": delta.delta_id,
"timestamp": delta.timestamp,
},
}
def main() -> None:
print("Starting ArbSphere two-venue demo...")
run_demo()

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@ -0,0 +1,38 @@
# ArbSphere Toy MVP: Two-Venue Federated Cross-Exchange Arb
Overview
- A lightweight, privacy-preserving, two-venue MVP to demonstrate canonical ArbSphere primitives and federated coordination.
- Primitives used:
- LocalArbProblem: per-venue task defining asset_pair, target_mispricing, liquidity budget, latency budget
- SharedSignals: aggregated price deltas, cross-venue correlations, liquidity proxies, latency proxies
- PlanDelta: incremental hedge actions with legs, sizes, and timing
- DualVariables, PrivacyBudget, AuditLog: governance and provenance hooks for later phases
Canonical IR mapping
- EnergiBridge (vendor-agnostic IR) maps primitives to a stable, versioned IR that adapters can consume.
- Phase 0 MVP uses a minimal IR shape:
- Object: LocalArbProblem
- SharedSignals
- PlanDelta (optional)
Two-venue MVP surface
- Data-feed adapter: streams quotes and order-book depth from venue A and B (toy data for MVP).
- Execution adapter: aggregates legs and routes orders across venues with per-order metadata.
- Lightweight ADMM-lite coordinator at the edge/regional node coordinates local tasks and shares only aggregated signals.
Data contracts seeds (seed artifacts)
- LocalArbProblem, SharedSignals, PlanDelta, DualVariables, PrivacyBudget, AuditLog, TimeRounds
- Graph-of-Contracts (GoC) registry for adapter metadata, versioning, and compatibility checks
MVP milestones (812 weeks)
- Phase 0: protocol skeleton + 2 adapters over TLS; deterministic delta-sync; toy cross-venue hedge.
- Phase 1: governance ledger scaffold; DID/short-lived certs; secure aggregation defaults.
- Phase 2: cross-domain demo in a simulated two-venue environment; ArbSphere SDK; reference transport.
- Phase 3: latency tests; KPI dashboards for convergence, delta-merge latency, and auditability.
Open questions
- Do we start with two venues using synthetic feeds, then scale to live pilots?
- What is the minimum EnergiBridge surface and per-message metadata needed for plug-and-play adapters?
Notes
- This document intentionally stays lightweight and extensible to avoid premature optimization.