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

README.md

@@ -1,48 +1,17 @@
-# ArbSphere Federated Cross (Toy)
+ArbSphere - Federated Cross-Exchange Equity Arbitrage Primitives (Toy MVP)
 
-This repository provides a minimal, test-focused Python package that defines
+Overview
-the canonical ArbSphere primitives and a deterministic ADMM-like step function
+- Provides a minimal, test-driven prototype of canonical ArbSphere primitives:
-used by unit tests. It serves as a starting point for a more comprehensive
+  - LocalArbProblem, SharedSignals, PlanDelta, DualVariables, AuditLog, PrivacyBudget
-federated arbitrage prototype with privacy-preserving provenance and auditability.
+- A lightweight EnergiBridge-like IR mapping (arbsphere.ir.map_to_ir)
+- A tiny ADMM-style coordinator (arbsphere.coordinator.admm_lite_step)
+- A Graph-of-Contracts registry scaffold (arbsphere.go_registry.GoCRegistry)
+- Toy adapters (price feed, broker) to bootstrap interoperability
 
-What this repo delivers today
+How to run tests
-- Core primitives: LocalArbProblem and SharedSignals, plus a simple PlanDelta
+- Ensure Python 3.8+ is available
-  generated by admm_step, suitable for deterministic testing and replay.
+- Run: pytest -q
-- A lightweight translator: EnergiBridge, which serializes ArbSphere primitives into
+- (Optional) Run packaging check: python -m build
-  a canonical IR for adapters and cross-venue bridges.
-- A small Graph-of-Contracts registry (GoC) and a basic registry for adapters.
-- Packaging scaffold with a test suite (pytest) and a packaging check (python -m build).
 
-Roadmap (high level)
+Notes
-- Phase 0: protocol skeleton and two starter adapters with a lightweight ADMM-lite
+- This is a production-oriented scaffold focused on deterministic replay, auditable provenance, and interoperability. It is not a complete trading system.
-  coordinator. Demonstrate a simple cross-venue mispricing capture with bounded
-  plan feasibility and deterministic replay.
-- Phase 1: governance ledger scaffold, identity management (DID/short-lived certs),
-  and secure aggregation for SharedSignals.
-- Phase 2: end-to-end cross-domain demo in a two-venue simulation, SDK bindings (Python/C++),
-  and a minimal contract example.
-- Phase 3: latency-aware backtesting harness, performance dashboards, and auditability metrics.
-
-Interoperability and privacy
-- Canonical bridge mapping ArbSphere primitives to a vendor-agnostic IR (EnergiBridge).
-- Protobuf/JSON-like IR is designed to be adapter-friendly, with per-message metadata
-  for replay protection and auditability.
-- A lightweight Graph-of-Contracts registry to describe adapters, versions, and endpoints.
-
-Testing and packaging
-- Run tests with: bash test.sh
-- Packaging verification via: python3 -m build
-- The repository is configured to be production-ready enough for CI checks while
-  remaining a clean, educational scaffold for exploring federated arbitration ideas.
-
-If helpful, I can draft toy adapter blueprints, an EnergiBridge mapping for ArbSphere,
-and a minimal two-venue toy contract to bootstrap interoperability.
-
-Two-Venue MVP Orchestrator
-- A small Python script (orchestrator.py) wired in idea159_arbsphere_federated_cross/ that demonstrates a complete two-venue flow:
-  - Build two LocalArbProblem instances for two venues
-  - Run admm_step against each to produce PlanDelta
-  - Deterministically merge deltas via EnergiBridge.merge_deltas
-  - Serialize to canonical IR with EnergiBridge.to_ir
-  - Route the merged delta through a toy broker adapter to simulate execution
-- This serves as a practical, end-to-end demonstration of ArbSphere interoperability across two exchanges and a minimal governance/traceable flow.

arbsphere/__init__.py

@@ -0,0 +1,20 @@
+"""ArbSphere minimal package for testing
+
+This package provides lightweight stand-ins for the canonical primitives
+used by the tests in this repository. The real project implements a full
+federated arbitrage engine; here we only provide deterministic, testable
+behaviors.
+"""
+
+from .primitives import LocalArbProblem, SharedSignals  # noqa: F401
+from .coordinator import admm_lite_step  # noqa: F401
+from .ir import map_to_ir  # noqa: F401
+from .go_registry import GoCRegistry  # noqa: F401
+
+__all__ = [
+    "LocalArbProblem",
+    "SharedSignals",
+    "admm_lite_step",
+    "map_to_ir",
+    "GoCRegistry",
+]

arbsphere/adapters/broker_adapter.py

@@ -0,0 +1,27 @@
+from __future__ import annotations
+
+"""Toy broker adapter.
+Accepts PlanDelta-like dicts and records execution plan with per-order metadata.
+"""
+
+from typing import List, Dict, Any
+import time
+
+
+class BrokerAdapter:
+    def __init__(self, venue_name: str = "venue-1") -> None:
+        self.venue_name = venue_name
+        self.executed: List[Dict[str, Any]] = []
+
+    def route(self, plan_delta: Dict[str, Any]) -> None:
+        # naive simulated execution: record legs with venue assignment
+        ts = time.time()
+        for leg in plan_delta.get("legs", []):
+            self.executed.append({
+                "venue": self.venue_name,
+                "leg": leg,
+                "ts": ts,
+            })
+
+    def history(self) -> List[Dict[str, Any]]:
+        return list(self.executed)

arbsphere/adapters/price_feed_adapter.py

@@ -0,0 +1,31 @@
+from __future__ import annotations
+
+"""Toy price-feed adapter.
+This adapter simulates receiving quotes from an exchange and exposes a simple
+interface that the ArbSphere coordinator can consume.
+"""
+
+from typing import Dict, Any, List
+import time
+
+
+class PriceFeedAdapter:
+    def __init__(self, source: str = "mock-exchange") -> None:
+        self.source = source
+        self._tick = 0
+
+    def poll(self) -> Dict[str, Any]:
+        # deterministic synthetic data
+        self._tick += 1
+        now = time.time()
+        price = 100.0 + (self._tick % 5)  # simple wobble
+        return {
+            "source": self.source,
+            "ts": now,
+            "price": price,
+            "bid": price - 0.05,
+            "ask": price + 0.05,
+        }
+
+    def as_series(self, n: int = 10) -> List[Dict[str, Any]]:
+        return [self.poll() for _ in range(n)]

arbsphere/coordinator.py

@@ -0,0 +1,40 @@
+import hashlib
+from typing import List
+from dataclasses import dataclass
+
+from .primitives import LocalArbProblem, SharedSignals
+
+
+@dataclass
+class PlanDelta:
+    legs: List[dict]
+    total_size: float
+    delta_id: str
+
+
+def _deterministic_id(inputs: List[LocalArbProblem], shared: SharedSignals) -> str:
+    # Create a stable representation of inputs for deterministic hashing
+    parts = []
+    for lp in sorted(inputs, key=lambda x: (x.asset_pair[0], x.asset_pair[1])):
+        parts.append(
+            f"{lp.asset_pair}:{lp.target_mispricing}:{lp.liquidity_budget}:{lp.latency_budget}"
+        )
+    s = "|".join(parts) + f"|shared:{shared.cross_venue_corr}:{shared.latency_proxy}"
+    return hashlib.sha256(s.encode("utf-8")).hexdigest()
+
+
+def admm_lite_step(local_problems: List[LocalArbProblem], shared_signals: SharedSignals) -> PlanDelta:
+    # Deterministic, simple projection: create one leg per local problem
+    legs = []
+    # deterministic order by asset_pair
+    for lp in sorted(local_problems, key=lambda x: (x.asset_pair[0], x.asset_pair[1])):
+        leg_size = max(0.0, float(lp.liquidity_budget) * 0.01)
+        legs.append({
+            "asset_pair": list(lp.asset_pair),
+            "size": leg_size,
+            "venue": "default",
+        })
+
+    total_size = float(sum(lp.liquidity_budget for lp in local_problems)) * 0.01 if local_problems else 0.0
+    delta_id = _deterministic_id(local_problems, shared_signals)
+    return PlanDelta(legs=legs, total_size=total_size, delta_id=delta_id)

arbsphere/go_registry.py

@@ -0,0 +1,14 @@
+from typing import Any, Dict
+
+
+class GoCRegistry:
+    """Lightweight Graph-of-Contracts registry stub for tests."""
+
+    def __init__(self) -> None:
+        self._registry: Dict[str, Any] = {}
+
+    def register_adapter(self, name: str, metadata: Any) -> None:
+        self._registry[name] = metadata
+
+    def get_adapter(self, name: str) -> Any:
+        return self._registry.get(name)

arbsphere/ir.py

@@ -0,0 +1,13 @@
+from typing import Dict, List
+from .primitives import LocalArbProblem
+
+
+def map_to_ir(lp: LocalArbProblem) -> Dict:
+    # Simple IR mapping that preserves essential fields in a canonical form
+    return {
+        "type": "LocalArbProblem",
+        "asset_pair": [lp.asset_pair[0], lp.asset_pair[1]],
+        "target_mispricing": lp.target_mispricing,
+        "liquidity_budget": lp.liquidity_budget,
+        "latency_budget": lp.latency_budget,
+    }

arbsphere/primitives.py

@@ -0,0 +1,18 @@
+from dataclasses import dataclass
+from typing import List, Tuple, Dict
+
+
+@dataclass(frozen=True)
+class LocalArbProblem:
+    asset_pair: Tuple[str, str]
+    target_mispricing: float
+    liquidity_budget: float
+    latency_budget: float
+
+
+@dataclass
+class SharedSignals:
+    deltas: List[float]
+    cross_venue_corr: float
+    liquidity_availability: Dict[str, float]
+    latency_proxy: float

conftest.py

@@ -0,0 +1,10 @@
+import sys
+import os
+
+# Ensure the repository root is on sys.path so tests can import local packages
+ROOT = os.path.dirname(os.path.abspath(__file__))
+GET_CWD = os.path.abspath(os.getcwd())
+if ROOT not in sys.path:
+    sys.path.insert(0, ROOT)
+if GET_CWD not in sys.path:
+    sys.path.insert(0, GET_CWD)

idea159_arbsphere_federated_cross/energi_bridge.py

@@ -48,6 +48,10 @@ class EnergiBridge:
                 "parent_id": getattr(delta, "parent_id", None),
             }
 
+            # Optional cryptographic attestation for verifiable reproducibility
+            if getattr(delta, "signature", None) is not None:
+                payload["PlanDelta"]["signature"] = delta.signature
+
             # Optional governance/provenance extensions
             def _to_plain(obj):
                 return asdict(obj) if hasattr(obj, "__dataclass_fields__") else obj
@@ -78,11 +82,21 @@ class EnergiBridge:
         A real CRDT-like merge would deduplicate and order actions, but this
         keeps the implementation small and deterministic for replay.
         """
+        # Deterministic merge with de-duplication of identical actions
         merged_actions: List[Dict[str, Any]] = []
+        seen = set()
+        def _add_action(act: Dict[str, Any]):
+            key = str(act)
+            if key not in seen:
+                seen.add(key)
+                merged_actions.append(act)
+
         if isinstance(base.actions, list):
-            merged_actions.extend(base.actions)
+            for a in base.actions:
+                _add_action(a)
         if isinstance(new.actions, list):
-            merged_actions.extend(new.actions)
+            for a in new.actions:
+                _add_action(a)
 
         latest_ts = max(base.timestamp, new.timestamp)
         # Deterministic delta_id wiring for CRDT-like replay
@@ -111,8 +125,23 @@ class EnergiBridge:
             dual_variables=merged_dual,
             audit_log=merged_audit,
             privacy_budget=merged_priv,
+            signature=None,
         )
         return merged
 
+    @staticmethod
+    def replay_deltas(deltas: List[PlanDelta]) -> PlanDelta:
+        """Deterministically replay a list of PlanDelta objects by folding them.
+
+        This provides a lightweight, verifiable path to reproduce a sequence of
+        plan decisions without exposing raw data from individual deltas.
+        """
+        if not deltas:
+            raise ValueError("deltas must be a non-empty list")
+        merged = deltas[0]
+        for d in deltas[1:]:
+            merged = EnergiBridge.merge_deltas(merged, d)
+        return merged
+
 
 __all__ = ["EnergiBridge"]

idea159_arbsphere_federated_cross/solver.py

@@ -15,6 +15,7 @@ class PlanDelta:
         privacy_budget=None,
         delta_id: str | None = None,
         parent_id: str | None = None,
+        signature: str | None = None,
     ):
         self.actions = actions
         self.timestamp = timestamp or datetime.utcnow()
@@ -25,6 +26,8 @@ class PlanDelta:
         # Lightweight, deterministic delta identifiers to enable CRDT-like merging.
         self.delta_id = delta_id or uuid.uuid4().hex
         self.parent_id = parent_id
+        # Optional cryptographic attestation or provenance signature for this delta.
+        self.signature = signature
 
 
 def admm_step(local: LocalArbProblem, signals: SharedSignals) -> PlanDelta:

sitecustomize.py

@@ -0,0 +1,12 @@
+"""Site customization to ensure local repo is importable as a package.
+
+This helps CI environments that may spawn isolated interpreters where the
+repository root isn't on sys.path by default. We explicitly insert the repo
+root to sys.path so local packages like arbsphere are discoverable by tests.
+"""
+import os
+import sys
+
+REPO_ROOT = os.path.dirname(os.path.abspath(__file__))
+if REPO_ROOT not in sys.path:
+    sys.path.insert(0, REPO_ROOT)

test.sh

@@ -1,8 +1,10 @@
 #!/usr/bin/env bash
 set -euo pipefail
 
-# Run Python tests
+echo "Running tests..."
 pytest -q
 
-# Build the package (verifies packaging metadata and structure)
+echo "Running Python build..."
 python3 -m build
+
+echo "All tests and build succeeded."

tests/test_arbsphere.py

@@ -0,0 +1,26 @@
+import time
+from arbsphere.primitives import LocalArbProblem, SharedSignals
+from arbsphere.coordinator import admm_lite_step
+from arbsphere.ir import map_to_ir
+from arbsphere.go_registry import GoCRegistry
+
+
+def test_deterministic_plan_delta_generation():
+    lp1 = LocalArbProblem(asset_pair=("AAPL", "USD"), target_mispricing=0.5, liquidity_budget=100000.0, latency_budget=0.2)
+    lp2 = LocalArbProblem(asset_pair=("MSFT", "USD"), target_mispricing=0.3, liquidity_budget=80000.0, latency_budget=0.3)
+    shared = SharedSignals(deltas=[0.1, -0.05], cross_venue_corr=0.9, liquidity_availability={"venue-1": 100000.0}, latency_proxy=0.5)
+    delta = admm_lite_step([lp1, lp2], shared)
+
+    # deterministic: legs ordered by asset_pair; total_size computed from legs
+    assert isinstance(delta.total_size, float)
+    assert len(delta.legs) == 2
+    # delta_id must be stable for identical inputs
+    delta_id_1 = delta.delta_id
+    delta2 = admm_lite_step([lp1, lp2], shared)
+    assert delta2.delta_id == delta_id_1
+
+def test_ir_mapping_roundtrip():
+    lp = LocalArbProblem(asset_pair=("AAPL", "USD"), target_mispricing=0.5, liquidity_budget=100000.0, latency_budget=0.2)
+    ir = map_to_ir(lp)
+    assert ir["type"] == "LocalArbProblem"
+    assert ir["asset_pair"] == ["AAPL", "USD"]

tests/test_replay.py

@@ -0,0 +1,27 @@
+from datetime import datetime
+
+from idea159_arbsphere_federated_cross.solver import PlanDelta
+from idea159_arbsphere_federated_cross.energi_bridge import EnergiBridge
+from idea159_arbsphere_federated_cross.core import LocalArbProblem, SharedSignals
+
+
+def test_merge_deltas_deduplicates_actions_and_supports_replay():
+    base = PlanDelta(actions=[
+        {"venue_from": "NYSE", "venue_to": "CROSS-VENUE", "instrument": "AAPL/GOOG", "size": 100, "time": "t1"}
+    ], timestamp=datetime(2020, 1, 1))
+
+    # New delta with a duplicate action and a new one
+    new = PlanDelta(actions=[
+        {"venue_from": "NYSE", "venue_to": "CROSS-VENUE", "instrument": "AAPL/GOOG", "size": 100, "time": "t1"},
+        {"venue_from": "NYSE", "venue_to": "CROSS-VENUE", "instrument": "AAPL/GOOG", "size": 50, "time": "t2"},
+    ], timestamp=datetime(2020, 1, 2))
+
+    merged = EnergiBridge.merge_deltas(base, new)
+    # Deduplication should keep 2 unique actions total (one duplicate removed)
+    assert isinstance(merged, PlanDelta)
+    assert len(merged.actions) == 2
+
+    # Deterministic replay should fold the same two deltas into the same final delta
+    replayed = EnergiBridge.replay_deltas([base, new])
+    assert isinstance(replayed, PlanDelta)
+    assert len(replayed.actions) == 2