37 lines
2.4 KiB
Markdown
37 lines
2.4 KiB
Markdown
ArbSphere MVP Specification (Two-Venue, Toy Adapters)
|
||
|
||
Purpose
|
||
- A canonical, privacy-preserving federated cross-exchange arbitrage prototype with deterministic replay, auditable provenance, and a lightweight cross-venue coordination layer.
|
||
|
||
Core Primitives (canonical IR seeds)
|
||
- LocalArbProblem: asset_pair, target_mispricing, liquidity_budget, latency_budget
|
||
- SharedSignals: price deltas, cross-venue correlations, borrow/liquidity, latency proxies
|
||
- PlanDelta: incremental actions with legs, sizes, timestamps, delta_id
|
||
- DualVariables: shadow prices/risk multipliers
|
||
- PrivacyBudget: privacy budgets for signals
|
||
- AuditLog: governance/provenance events
|
||
- Graph-of-Contracts (GoC): registry of adapters and data schemas with per-message metadata (version, timestamp, nonce)
|
||
|
||
Two-venue MVP wiring (8–12 weeks)
|
||
- Phase 0: protocol skeleton + 2 starter adapters (venue feed, broker) over TLS; ADMM-lite coordinator; end-to-end delta-sync with deterministic replay for toy hedges (delta-neutral spread).
|
||
- Phase 1: governance ledger scaffolding; identity management (DID/short-lived certs); secure aggregation defaults for SharedSignals; 2-adapter conformance harness.
|
||
- Phase 2: cross-domain demo in a simulated two-venue environment; publish ArbSphere SDK (Python/C++) and a minimal contract example; reference transport.
|
||
- Phase 3: hardware-in-the-loop latency tests; KPI dashboards for delta-merge latency, hedge convergence vs centralized baseline, adapter conformance, governance auditability.
|
||
|
||
Data contracts seeds
|
||
- LocalArbProblem, SharedSignals, PlanDelta, DualVariables, AuditLog, PrivacyBudget; toyPair registry entry for 2 adapters.
|
||
|
||
Security & governance
|
||
- Per-message crypto-tags; identity using DID or short-lived certs; secure aggregation; tamper-evident logs; optional cryptographic attestations on deltas.
|
||
|
||
Risks & mitigations
|
||
- Data leakage risk mitigated by secure aggregation and privacy budgets; deterministic replay robust with hash-chains and clock-drift handling; auditability via governance logs anchored to a registry.
|
||
|
||
Open questions for the group
|
||
- Two-venue pilot with synthetic feeds first, then live pilots?
|
||
- Open standard for EnergiBridge mapping? Minimal viable versioning scheme?
|
||
- Assessment of cross-domain adapters in NovaPlan/GridVerse style transports.
|
||
|
||
Appendix
|
||
- MVP wiring details (Phase 0) and a skeleton contract example can be added here as the project progresses.
|