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README.md
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README.md
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ArbSphere - Federated Cross-Exchange Equity Arbitrage Primitives (Toy MVP)
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# ArbSphere: Federated Cross-Exchange Equity Arbitrage (Prototype)
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Overview
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ArbSphere is a lightweight, standards-driven prototype for federated cross-exchange equity arbitrage with privacy-preserving provenance and verifiable reproducibility. The repository includes a minimal canonical IR and an end-to-end two-venue demo to bootstrap interoperability across data feeds and execution adapters.
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- Provides a minimal, test-driven prototype of canonical ArbSphere primitives:
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- LocalArbProblem, SharedSignals, PlanDelta, DualVariables, AuditLog, PrivacyBudget
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- A lightweight EnergiBridge-like IR mapping (arbsphere.ir.map_to_ir)
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- A tiny ADMM-style coordinator (arbsphere.coordinator.admm_lite_step)
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- A Graph-of-Contracts registry scaffold (arbsphere.go_registry.GoCRegistry)
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- Toy adapters (price feed, broker) to bootstrap interoperability
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How to run tests
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Key concepts (canonical primitives):
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- Ensure Python 3.8+ is available
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- LocalArbProblem: per-venue arbitrage task (asset pair, target mispricing, liquidity budget, latency budget)
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- Run: pytest -q
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- SharedSignals: aggregated signals across venues (price deltas, cross-venue correlations, liquidity, latency proxies)
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- (Optional) Run packaging check: python -m build
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- PlanDelta: incremental arbitrage actions (legs, sizes, timing) with deterministic identifiers for replay
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- DualVariables, AuditLog, PrivacyBudget: governance/provenance extensions for auditable operation
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- Graph-of-Contracts (GoC): registry of adapters and data schemas with per-message metadata to support replay/provenance
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Notes
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Architecture overview
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- This is a production-oriented scaffold focused on deterministic replay, auditable provenance, and interoperability. It is not a complete trading system.
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- ARBSphere primitives live in arbsphere/primitives.py and arbsphere/coordinator.py for the toy two-venue demo.
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- A lightweight EnergiBridge (arbsphere/energi_bridge.py) translates primitives into a canonical IR for adapters.
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- A small GoC registry (arbsphere/go_registry.py) tracks adapters and their metadata.
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- A two-venue demo (arbsphere/two_venue_demo.py) wires a price-feed adapter and a broker adapter to demonstrate end-to-end operation.
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Getting started
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- Run tests and packaging checks:
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bash test.sh
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- Run the two-venue demo:
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python arbsphere/two_venue_demo.py
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- Explore the IR mapping helper:
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python -c "from arbsphere.ir import map_to_ir; from arbsphere.primitives import LocalArbProblem; lp = LocalArbProblem(asset_pair=('AAPL','USD'), target_mispricing=0.5, liquidity_budget=100000.0, latency_budget=0.2); print(map_to_ir(lp))"
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Extending ArbSphere
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- The MVP is intentionally small: work in small, well-scoped steps.
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- Extend the EnergiBridge with additional IR fields and versioning as new adapters are added.
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- Expand the GoC registry to describe more adapters and their schemas.
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- Add more sophisticated replay (CRDT-like delta merging) and cryptographic attestations for plan deltas.
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Foundations for the 8–12 week MVP plan are documented in the repository wiki/docs:
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- docs/arbsphere_mvp_spec.md (toy two-venue MVP spec, contract example, and adapters)
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If you want, I can draft and implement a concrete toy two-venue MVP spec and a minimal arb contract to bootstrap ArbSphere interoperability across exchanges.
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For reference, the package is named and versioned as:
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- Package: idea159-arbsphere-federated-cross
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- Version: 0.1.0
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Happy to adjust the scope or naming conventions to fit your team’s standards.
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---
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This README intentionally mirrors the project structure and provides a quick-start for new contributors.
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ArbSphere MVP Specification (Two-Venue, Toy Adapters)
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Purpose
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- A canonical, privacy-preserving federated cross-exchange arbitrage prototype with deterministic replay, auditable provenance, and a lightweight cross-venue coordination layer.
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Core Primitives (canonical IR seeds)
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- LocalArbProblem: asset_pair, target_mispricing, liquidity_budget, latency_budget
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- SharedSignals: price deltas, cross-venue correlations, borrow/liquidity, latency proxies
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- PlanDelta: incremental actions with legs, sizes, timestamps, delta_id
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- DualVariables: shadow prices/risk multipliers
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- PrivacyBudget: privacy budgets for signals
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- AuditLog: governance/provenance events
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- Graph-of-Contracts (GoC): registry of adapters and data schemas with per-message metadata (version, timestamp, nonce)
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Two-venue MVP wiring (8–12 weeks)
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- Phase 0: protocol skeleton + 2 starter adapters (venue feed, broker) over TLS; ADMM-lite coordinator; end-to-end delta-sync with deterministic replay for toy hedges (delta-neutral spread).
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- Phase 1: governance ledger scaffolding; identity management (DID/short-lived certs); secure aggregation defaults for SharedSignals; 2-adapter conformance harness.
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- Phase 2: cross-domain demo in a simulated two-venue environment; publish ArbSphere SDK (Python/C++) and a minimal contract example; reference transport.
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- Phase 3: hardware-in-the-loop latency tests; KPI dashboards for delta-merge latency, hedge convergence vs centralized baseline, adapter conformance, governance auditability.
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Data contracts seeds
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- LocalArbProblem, SharedSignals, PlanDelta, DualVariables, AuditLog, PrivacyBudget; toyPair registry entry for 2 adapters.
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Security & governance
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- Per-message crypto-tags; identity using DID or short-lived certs; secure aggregation; tamper-evident logs; optional cryptographic attestations on deltas.
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Risks & mitigations
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- Data leakage risk mitigated by secure aggregation and privacy budgets; deterministic replay robust with hash-chains and clock-drift handling; auditability via governance logs anchored to a registry.
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Open questions for the group
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- Two-venue pilot with synthetic feeds first, then live pilots?
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- Open standard for EnergiBridge mapping? Minimal viable versioning scheme?
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- Assessment of cross-domain adapters in NovaPlan/GridVerse style transports.
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Appendix
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- MVP wiring details (Phase 0) and a skeleton contract example can be added here as the project progresses.
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