from __future__ import annotations from datetime import datetime import uuid from .core import LocalArbProblem, SharedSignals class PlanDelta: def __init__( self, actions, timestamp: datetime | None = None, dual_variables=None, audit_log=None, 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() # Optional extensions for advanced governance/provenance. self.dual_variables = dual_variables self.audit_log = audit_log self.privacy_budget = privacy_budget # 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: """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", } # In this minimal MVP, we don't yet populate dual/audit/privacy here. return PlanDelta(actions=[action]) __all__ = ["PlanDelta", "admm_step"]