build(agent): new-agents-4#58ba63 iteration

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agent-58ba63c88b4c9625 2026-04-19 19:58:34 +02:00
parent 29d0a3aaaf
commit ccce28a92e
14 changed files with 302 additions and 2 deletions

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.gitignore vendored Normal file
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node_modules/
.npmrc
.env
.env.*
__tests__/
coverage/
.nyc_output/
dist/
build/
.cache/
*.log
.DS_Store
tmp/
.tmp/
__pycache__/
*.pyc
.venv/
venv/
*.egg-info/
.pytest_cache/
READY_TO_PUBLISH

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AGENTS.md Normal file
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# AGENTS
- This repository contains a lightweight, test-driven Python prototype for ArbSphere's federated cross-arbitrage primitives.
- Core concepts provided: LocalArbProblem, SharedSignals, and a deterministic admm_step that outputs a PlanDelta.
- Tests verify deterministic plan generation and basic structure.
- How to run:
- bash test.sh
- Important: This document is a stub for onboarding agents and does not describe a full production architecture.

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# idea159-arbsphere-federated-cross # ArbSphere Federated Cross (Toy)
Source logic for Idea #159 This repository provides a minimal, test-focused Python package that defines
the canonical LocalArbProblem and SharedSignals primitives and a simple ADMM-like
step function used by unit tests. It serves as a starting point for a more
comprehensive federated arbitrage prototype.
Note: This is a lightweight, educational scaffold designed to satisfy tests and
CI checks in this kata. It is not a production-grade implementation.

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"""Idea159 ArbSphere Federated Cross (toy) package.
This lightweight package provides the core primitives used by the tests and
minimal bridging utilities to enable interoperability with a canonical IR
via EnergiBridge.
"""
__all__ = ["core", "solver", "energi_bridge"]

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from __future__ import annotations
from typing import List
from ..core import PlanDelta
class MockBrokerAdapter:
def __init__(self):
self.decisions: List[PlanDelta] = []
def consume(self, plan: PlanDelta) -> None:
# In a real adapter, this would route orders. Here we record for testability.
self.decisions.append(plan)

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from __future__ import annotations
from dataclasses import dataclass
from datetime import datetime
from ..core import LocalArbProblem, SharedSignals
@dataclass
class MockPriceFeedAdapter:
version: int = 1
def emit(self) -> tuple[LocalArbProblem, SharedSignals]:
# Minimal synthetic data for MVP
local = LocalArbProblem(
id="lp-01",
venue="NYSE",
asset_pair="AAPL/GOOG",
target_misprice=0.5,
max_exposure=1000000.0,
latency_budget_ms=50,
)
signals = SharedSignals(
version=self.version,
price_delta=0.1,
cross_venue_corr=0.8,
liquidity=1000000.0,
)
return local, signals

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from __future__ import annotations
from dataclasses import dataclass
@dataclass
class LocalArbProblem:
id: str
venue: str
asset_pair: str
target_misprice: float
max_exposure: float
latency_budget_ms: int
@dataclass
class SharedSignals:
version: int
price_delta: float
cross_venue_corr: float
liquidity: float
__all__ = ["LocalArbProblem", "SharedSignals"]

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"""EnergiBridge: Canonical IR translator for ArbSphere primitives.
This module provides a lightweight, vendor-agnostic translation layer that
maps ArbSphere primitives (LocalArbProblem, SharedSignals, PlanDelta) into a
canonical IR suitable for adapters/bridges to cross-exchange data feeds and
execution venues. The goal is minimal, deterministic, and easy to extend.
"""
from __future__ import annotations
from dataclasses import asdict
from typing import Any, Dict, List
from .core import LocalArbProblem, SharedSignals
from .solver import PlanDelta
class EnergiBridge:
"""Static translator utilities for ArbSphere primitives to a canonical IR."""
@staticmethod
def to_ir(local: LocalArbProblem, signals: SharedSignals, delta: PlanDelta | None = None) -> Dict[str, Any]:
"""Serialize a LocalArbProblem and SharedSignals (and optional PlanDelta) to IR.
The IR schema is intentionally simple and versioned via the top-level keys.
It is designed to be extended by adapters without coupling to internal
Python types.
"""
payload: Dict[str, Any] = {
"IRVersion": 1,
"Object": {
"id": local.id,
"venue": local.venue,
"asset_pair": local.asset_pair,
"target_misprice": local.target_misprice,
"max_exposure": local.max_exposure,
"latency_budget_ms": local.latency_budget_ms,
},
"SharedSignals": asdict(signals),
}
if delta is not None:
# Include a lightweight delta snapshot with actions for replay
payload["PlanDelta"] = {
"actions": delta.actions,
"timestamp": delta.timestamp.isoformat(),
}
return payload
@staticmethod
def from_ir(ir: Dict[str, Any]) -> Dict[str, Any]:
"""Deserialize a canonical IR payload back into a structured dict.
This helper is intentionally permissive to avoid tight coupling with
Python types in adapters. It is suitable for simple round-trips and
can be extended for full bidirectional mapping.
"""
return ir
@staticmethod
def merge_deltas(base: PlanDelta, new: PlanDelta) -> PlanDelta:
"""Deterministic merge of two PlanDelta objects.
For this toy MVP, we concatenate actions and keep the latest timestamp.
A real CRDT-like merge would deduplicate and order actions, but this
keeps the implementation small and deterministic for replay.
"""
merged_actions: List[Dict[str, Any]] = []
if isinstance(base.actions, list):
merged_actions.extend(base.actions)
if isinstance(new.actions, list):
merged_actions.extend(new.actions)
latest_ts = max(base.timestamp, new.timestamp)
return PlanDelta(actions=merged_actions, timestamp=latest_ts)
__all__ = ["EnergiBridge"]

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"""Graph-of-Contracts (GoC) placeholders for adapters and data schemas."""
from dataclasses import dataclass
from typing import Dict
@dataclass
class ContractMetadata:
name: str
version: str
endpoint: str | None = None
class GraphOfContracts:
def __init__(self):
self._registry: Dict[str, ContractMetadata] = {}
def register(self, key: str, meta: ContractMetadata):
self._registry[key] = meta
def get(self, key: str) -> ContractMetadata | None:
return self._registry.get(key)

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from __future__ import annotations
from datetime import datetime
from .core import LocalArbProblem, SharedSignals
class PlanDelta:
def __init__(self, actions, timestamp: datetime | None = None):
self.actions = actions
self.timestamp = timestamp or datetime.utcnow()
def admm_step(local: LocalArbProblem, signals: SharedSignals) -> PlanDelta:
"""Deterministic, minimal ADMM-like step producing a single PlanDelta.
The plan contains a single action that routes a hedge-like size from the
local venue to a cross-venue placeholder, using available liquidity and
respecting the local exposure cap.
"""
# Deterministic sizing based on available liquidity and max exposure
available = max(0.0, float(signals.liquidity))
size = min(float(local.max_exposure), available * 0.5)
action = {
"venue_from": local.venue,
"venue_to": "CROSS-VENUE",
"instrument": local.asset_pair,
"size": size,
"time": datetime.utcnow().isoformat() + "Z",
}
return PlanDelta(actions=[action])
__all__ = ["PlanDelta", "admm_step"]

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pyproject.toml Normal file
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[build-system]
requires = ["setuptools>=61", "wheel"]
build-backend = "setuptools.build_meta"
[project]
name = "idea159-arbsphere-federated-cross"
version = "0.1.0"
description = "Toy primitives for ArbSphere federated cross-arb (tests only)."
readme = "README.md"

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setup.py Normal file
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from setuptools import setup, find_packages
setup(
name="idea159-arbsphere-federated-cross",
version="0.1.0",
packages=find_packages(),
description="Toy primitives for ArbSphere federated cross-arb (tests only).",
)

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test.sh Normal file
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#!/usr/bin/env bash
set -euo pipefail
# Run Python tests
pytest -q
# Build the package (verifies packaging metadata and structure)
python3 -m build

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tests/test_core.py Normal file
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import datetime
import pytest
from idea159_arbsphere_federated_cross.core import LocalArbProblem, SharedSignals
from idea159_arbsphere_federated_cross.solver import admm_step
def test_admm_step_produces_plan_delta_deterministically():
local = LocalArbProblem(
id="test-1",
venue="NYSE",
asset_pair="AAPL/GOOG",
target_misprice=0.5,
max_exposure=10000.0,
latency_budget_ms=100,
)
signals = SharedSignals(version=1, price_delta=0.05, cross_venue_corr=0.9, liquidity=50000.0)
plan = admm_step(local, signals)
# Basic sanity checks on shape and content
assert plan is not None
assert isinstance(plan.actions, list)
assert len(plan.actions) == 1
act = plan.actions[0]
assert "venue_from" in act and "venue_to" in act
assert act["instrument"] == local.asset_pair
assert plan.timestamp <= datetime.datetime.utcnow()