77 lines
2.1 KiB
Markdown
77 lines
2.1 KiB
Markdown
ArbSphere MVP Contracts: Toy DSL Seeds and Canonical IR
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This document provides small, self-contained seeds for ArbSphere primitives that can be used by adapters to bootstrap interoperability in a two-venue MVP. The seeds follow the CatOpt-inspired canonical IR mapping used by EnergiBridge-like bridges.
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Primitives (DSL seeds)
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- LocalArbProblemSeed
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- id: string
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- venue: string
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- asset_pair: string (e.g. "AAPL/MSFT")
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- target_misprice: float
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- max_exposure: float
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- latency_budget_ms: int
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- SharedSignalsSeed
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- version: int
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- price_delta: float
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- cross_venue_corr: float
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- liquidity: float
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- PlanDeltaSeed
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- actions: list of dicts with keys {venue_from, venue_to, instrument, size, time}
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- timestamp: ISO8601 string
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- delta_id: string
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- signer: string (optional)
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- signature: string (optional)
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- DualVariablesSeed
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- multipliers: dict
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- version: int
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- PrivacyBudgetSeed
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- limit: float
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- remaining: float
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- expiration: ISO8601 string
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- AuditLogSeed
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- entries: list of AuditLogEntrySeed
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- AuditLogEntrySeed
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- ts: ISO8601 string or numeric
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- event: string
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- details: dict
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- signature: string
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Example: two-venue MVP seed composition
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```
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LocalArbProblemSeed: {
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id: "seed-venue-A-1",
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venue: "venue-A",
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asset_pair: "AAPL/MSFT",
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target_misprice: 0.5,
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max_exposure: 10000.0,
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latency_budget_ms: 50
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}
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SharedSignalsSeed: {
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version: 1,
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price_delta: 0.12,
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cross_venue_corr: 0.75,
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liquidity: 20000.0
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}
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PlanDeltaSeed: {
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actions: [ {venue_from: "venue-A", venue_to: "CROSS-VENUE", instrument: "AAPL/MSFT", size: 100, time: "2026-01-01T00:00:00Z"} ],
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timestamp: "2026-01-01T00:00:00Z",
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delta_id: "delta-001",
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signer: "arb-issuer",
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signature: "sig"
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}
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```
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Usage guidance
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- Adapters should map their vendor-specific data to these seeds before translation into the canonical IR.
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- The seeds are intended to be minimal, deterministic, and extensible as more primitives are added.
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Sanity checks
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- Validate that LocalArbProblemSeed.asset_pair is two-tuple string when exported to IR.
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- Ensure that PlanDeltaSeed.actions are deduplicated in downstream merges to support deterministic replay.
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