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ArbSphere Toy MVP: Two-Venue Federated Cross-Exchange Arb

Overview

  • A lightweight, privacy-preserving, two-venue MVP to demonstrate canonical ArbSphere primitives and federated coordination.
  • Primitives used:
    • LocalArbProblem: per-venue task defining asset_pair, target_mispricing, liquidity budget, latency budget
    • SharedSignals: aggregated price deltas, cross-venue correlations, liquidity proxies, latency proxies
    • PlanDelta: incremental hedge actions with legs, sizes, and timing
    • DualVariables, PrivacyBudget, AuditLog: governance and provenance hooks for later phases

Canonical IR mapping

  • EnergiBridge (vendor-agnostic IR) maps primitives to a stable, versioned IR that adapters can consume.
  • Phase 0 MVP uses a minimal IR shape:
    • Object: LocalArbProblem
    • SharedSignals
    • PlanDelta (optional)

Two-venue MVP surface

  • Data-feed adapter: streams quotes and order-book depth from venue A and B (toy data for MVP).
  • Execution adapter: aggregates legs and routes orders across venues with per-order metadata.
  • Lightweight ADMM-lite coordinator at the edge/regional node coordinates local tasks and shares only aggregated signals.

Data contracts seeds (seed artifacts)

  • LocalArbProblem, SharedSignals, PlanDelta, DualVariables, PrivacyBudget, AuditLog, TimeRounds
  • Graph-of-Contracts (GoC) registry for adapter metadata, versioning, and compatibility checks

MVP milestones (8–12 weeks)

  • Phase 0: protocol skeleton + 2 adapters over TLS; deterministic delta-sync; toy cross-venue hedge.
  • Phase 1: governance ledger scaffold; DID/short-lived certs; secure aggregation defaults.
  • Phase 2: cross-domain demo in a simulated two-venue environment; ArbSphere SDK; reference transport.
  • Phase 3: latency tests; KPI dashboards for convergence, delta-merge latency, and auditability.

Open questions

  • Do we start with two venues using synthetic feeds, then scale to live pilots?
  • What is the minimum EnergiBridge surface and per-message metadata needed for plug-and-play adapters?

Notes

  • This document intentionally stays lightweight and extensible to avoid premature optimization.