build(agent): new-agents-4#58ba63 iteration
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@ -1,5 +1,5 @@
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from typing import Dict, List
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from .primitives import LocalArbProblem
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from typing import Dict, List, Optional
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from .primitives import LocalArbProblem, SharedSignals, DualVariables, AuditLog, PrivacyBudget
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def map_to_ir(lp: LocalArbProblem) -> Dict:
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@ -11,3 +11,44 @@ def map_to_ir(lp: LocalArbProblem) -> Dict:
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"liquidity_budget": lp.liquidity_budget,
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"latency_budget": lp.latency_budget,
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}
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def map_to_full_ir(
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lp: LocalArbProblem,
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shared: Optional[SharedSignals] = None,
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dual: Optional[DualVariables] = None,
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privacy: Optional[PrivacyBudget] = None,
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audit: Optional[AuditLog] = None,
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) -> Dict:
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"""Map ArbSphere primitives to a richer, vendor-agnostic IR.
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All arguments are optional to allow incremental construction of the IR as data
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becomes available (e.g., after federation steps or governance events).
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"""
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ir: Dict = map_to_ir(lp)
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# Attach optional components if provided
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if shared is not None:
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ir["shared_signals"] = {
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"deltas": list(shared.deltas),
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"cross_venue_corr": shared.cross_venue_corr,
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"liquidity_availability": dict(shared.liquidity_availability),
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"latency_proxy": shared.latency_proxy,
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}
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if dual is not None:
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ir["dual_variables"] = {"shadow_prices": dict(dual.shadow_prices)}
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if privacy is not None:
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ir["privacy_budget"] = {"budgets": dict(privacy.budgets)}
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if audit is not None:
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# Flatten audit log entries minimally for the IR; keep structure lightweight
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ir["audit_log"] = {
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"entries": [
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{
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"ts": e.ts,
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"event": e.event,
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"details": dict(e.details),
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"signature": e.signature,
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}
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for e in audit.entries
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]
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}
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return ir
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@ -0,0 +1,29 @@
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from arbsphere.primitives import LocalArbProblem, SharedSignals, DualVariables, AuditLog, AuditLogEntry, PrivacyBudget
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from arbsphere.ir import map_to_full_ir
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def test_full_ir_mapping_includes_optional_components():
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lp = LocalArbProblem(asset_pair=("AAPL", "USD"), target_mispricing=0.5, liquidity_budget=100000.0, latency_budget=0.2)
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shared = SharedSignals(
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deltas=[0.1, -0.05],
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cross_venue_corr=0.8,
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liquidity_availability={"venue-1": 100000.0, "venue-2": 90000.0},
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latency_proxy=0.6,
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)
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dual = DualVariables(shadow_prices={"AAPL/USD": 1.0})
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privacy = PrivacyBudget(budgets={"signals": 0.5})
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audit = AuditLog(entries=[AuditLogEntry(ts=1.0, event="dept", details={"ok": True}, signature="sig")])
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ir = map_to_full_ir(lp, shared=shared, dual=dual, privacy=privacy, audit=audit)
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# Basic structure checks
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assert ir.get("type") == "LocalArbProblem" or ir.get("asset_pair") is not None
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assert "asset_pair" in ir and ir["asset_pair"] == ["AAPL", "USD"]
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assert "shared_signals" in ir
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assert ir["shared_signals"]["cross_venue_corr"] == 0.8
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assert "dual_variables" in ir
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assert ir["dual_variables"]["shadow_prices"]["AAPL/USD"] == 1.0
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assert "privacy_budget" in ir
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assert ir["privacy_budget"]["budgets"]["signals"] == 0.5
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assert "audit_log" in ir
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assert isinstance(ir["audit_log"]["entries"], list)
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