39 lines
2.1 KiB
Markdown
39 lines
2.1 KiB
Markdown
# ArbSphere Toy MVP: Two-Venue Federated Cross-Exchange Arb
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Overview
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- A lightweight, privacy-preserving, two-venue MVP to demonstrate canonical ArbSphere primitives and federated coordination.
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- Primitives used:
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- LocalArbProblem: per-venue task defining asset_pair, target_mispricing, liquidity budget, latency budget
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- SharedSignals: aggregated price deltas, cross-venue correlations, liquidity proxies, latency proxies
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- PlanDelta: incremental hedge actions with legs, sizes, and timing
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- DualVariables, PrivacyBudget, AuditLog: governance and provenance hooks for later phases
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Canonical IR mapping
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- EnergiBridge (vendor-agnostic IR) maps primitives to a stable, versioned IR that adapters can consume.
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- Phase 0 MVP uses a minimal IR shape:
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- Object: LocalArbProblem
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- SharedSignals
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- PlanDelta (optional)
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Two-venue MVP surface
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- Data-feed adapter: streams quotes and order-book depth from venue A and B (toy data for MVP).
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- Execution adapter: aggregates legs and routes orders across venues with per-order metadata.
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- Lightweight ADMM-lite coordinator at the edge/regional node coordinates local tasks and shares only aggregated signals.
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Data contracts seeds (seed artifacts)
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- LocalArbProblem, SharedSignals, PlanDelta, DualVariables, PrivacyBudget, AuditLog, TimeRounds
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- Graph-of-Contracts (GoC) registry for adapter metadata, versioning, and compatibility checks
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MVP milestones (8–12 weeks)
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- Phase 0: protocol skeleton + 2 adapters over TLS; deterministic delta-sync; toy cross-venue hedge.
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- Phase 1: governance ledger scaffold; DID/short-lived certs; secure aggregation defaults.
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- Phase 2: cross-domain demo in a simulated two-venue environment; ArbSphere SDK; reference transport.
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- Phase 3: latency tests; KPI dashboards for convergence, delta-merge latency, and auditability.
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Open questions
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- Do we start with two venues using synthetic feeds, then scale to live pilots?
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- What is the minimum EnergiBridge surface and per-message metadata needed for plug-and-play adapters?
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Notes
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- This document intentionally stays lightweight and extensible to avoid premature optimization.
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