build(agent): new-agents#a6e6ec iteration
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54
AGENTS.md
54
AGENTS.md
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# ExProve SWARM Guidelines
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# ExProve Agent Guidelines
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Architecture overview
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Architecture
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- Canonical primitives form the Covariant IR for cross-venue execution provenance:
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- Core primitives:
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- LocalExecutionTask: per-instrument, per-venue planning unit
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- LocalExecutionTask: per-instrument, per-venue execution task
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- SharedMarketContext: privacy-safe, versioned market signals
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- SharedMarketContext: versioned market signals across venues
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- PlanDelta: incremental routing/size/timing decisions with metadata
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- PlanDelta: incremental routing/size/timing decisions with metadata
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- Attestation/AuditLog: cryptographic attestations and append-only logs
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- Attestation/AuditLog: cryptographic attestations and an append-only log
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- Graph-of-Contracts: adapters and data-contract schemas
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- Graph-of-Contracts: registry for adapters and data contracts
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- Edge-native solver: lightweight optimizer co-located with venue data to produce PlanDelta
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- Delta-sync with deterministic replay for offline backtesting and regulatory review
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- Governance ledger: cryptographic signing, policy hooks, optional cloud anchoring
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- Adapters marketplace: plug-in venue adapters translating venue data into canonical IR
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MVP plan (8–12 weeks)
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Development workflow
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- Phase 0: Skeleton protocol, 2 starter adapters, toy objective (VWAP-like), deterministic delta-sync
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- Use Python as the MVP language for the core primitives.
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- Phase 1: Governance scaffolding, identity management, secure aggregation for SharedMarketContext
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- Tests live under tests/ and are executed via test.sh.
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- Phase 2: Cross-venue demo in simulated env; publish ExProve SDK and minimal contract example
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- Packaging uses pyproject.toml with a standard build-system block.
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- Phase 3: Backtesting harness and deterministic replay; compliance-report generator
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Deliverables
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Validation
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- Core data contracts: LocalExecutionTask, SharedMarketContext, PlanDelta, Attestation, AuditLog, Graph-of-Contracts
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- Ensure test.sh runs: pytest and python3 -m build (to validate packaging).
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- Toy adapters (2 starters) and conformance harness
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- Maintain deterministic behavior for replayability in tests where applicable.
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- Seed DSL for LocalExecutionTask/SharedMarketContext/PlanDelta
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- Reference ExProve SDK (Python/C++ bindings) and transport layer
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Testing and QA
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Contribution
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- Lightweight conformance harness and toy adapters (end-to-end replay tests)
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- Add small, well-scoped changes. Update tests accordingly.
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- Deterministic tests for PlanDelta generation
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- Document public API in README.md and inline comments where necessary.
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- Audit-ready logs and crypto tagging (signatures stubs for MVP)
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Repository rules
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This file documents the architectural rules and contribution guidelines for ExProve in this repository.
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- Use Python for core MVP; keep dependencies minimal
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- Add test.sh that builds and runs tests; ensure python packaging compiles
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- If you add external dependencies, update pyproject.toml and keep tests deterministic
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Contributing
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- Follow the existing coding style in this repo; keep changes minimal and well-scoped
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- Add tests for any bug fixes or new primitives
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- Update README with usage notes and contributor guidelines
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28
README.md
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README.md
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# ExProve: Open-Source Execution Provenance Engine for Cross-Venue Equity Trading
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# ExProve Open-Source Execution Provenance Engine
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ExProve provides a minimal, production-oriented MVP for verifiable cross-venue execution provenance.
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ExProve provides cryptographically verifiable provenance primitives for cross-venue execution decisions in equity trading. This repository implements core data contracts and a deterministic planning primitive suitable for testing, backtesting, and regulatory review workflows.
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- Core primitives: LocalExecutionTask, SharedMarketContext, PlanDelta, Attestation, AuditLog, GraphOfContracts
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Key Primitives
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- Edge-native planner: deterministic PlanDelta generation for replay and backtesting
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- LocalExecutionTask: per instrument/venue planning unit
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- Deterministic delta-synchronization for offline replay
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- SharedMarketContext: privacy-safe, versioned market signals
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- Python-based MVP with a small test suite and packaging metadata
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- PlanDelta: incremental routing/size/timing decisions with metadata
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- Attestation/AuditLog: cryptographic attestations and an append-only log
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- GraphOfContracts: registry for adapters and data-contract schemas
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- How to run
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How to use
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1. Install dependencies via pyproject.toml (build uses setuptools)
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- Install dependencies and run tests via the provided test script (test.sh).
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2. Run test script: bash test.sh
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- The core models are defined under exprove.contracts and can be composed by a solver.
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- What’s included
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- AGENTS.md: SWARM guidelines and MVP plan
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- src/exprove: core primitives and engine
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- tests/test_exprove_basic.py: basic unit tests
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- test.sh: build and test harness
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This README should evolve as the MVP matures and more adapters and backtests are added.
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Development notes
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- This repo focuses on a production-ready, minimal core that can be extended to a full edge-native solver and delta-sync pipeline.
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"""ExProve – Open-Source Execution Provenance Engine (Core Primitives)
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This package provides lightweight, production-oriented data contracts for cross-venue
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execution provenance. It is intentionally minimal but designed to be easily extended
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into a full edge-native solver and validator stack.
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"""
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from __future__ import annotations
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from .contracts import (
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LocalExecutionTask,
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SharedMarketContext,
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PlanDelta,
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Attestation,
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AuditLog,
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GraphOfContracts,
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)
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__all__ = [
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"LocalExecutionTask",
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"SharedMarketContext",
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"PlanDelta",
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"Attestation",
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"AuditLog",
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"GraphOfContracts",
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]
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from __future__ import annotations
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from dataclasses import dataclass, asdict
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from typing import Dict, Any, List
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@dataclass
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class LocalExecutionTask:
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"""Canonical LocalExecutionTask per instrument/venue planning unit."""
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task_id: str
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instrument: str
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venue: str
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objective: str
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constraints: Dict[str, Any]
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def to_dict(self) -> Dict[str, Any]:
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return asdict(self)
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@dataclass
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class SharedMarketContext:
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"""Canonical SharedMarketContext with privacy-safe signals."""
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signals: Dict[str, Any]
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version: int
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contract_id: str
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def to_dict(self) -> Dict[str, Any]:
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return asdict(self)
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@dataclass
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class PlanDelta:
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"""Incremental routing/size/timing decisions with metadata."""
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delta: Dict[str, Any]
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timestamp: float
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author: str
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contract_id: str
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privacy_budget: float
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def to_dict(self) -> Dict[str, Any]:
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return asdict(self)
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@dataclass
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class Attestation:
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"""Cryptographic attestation for a delta or event."""
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entry: str
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signer: str
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timestamp: float
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contract_id: str
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version: int
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def to_dict(self) -> Dict[str, Any]:
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return asdict(self)
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@dataclass
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class AuditLog:
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"""Append-only log of attestations and approvals."""
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entries: List[Attestation]
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def to_dict(self) -> Dict[str, Any]:
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return {"entries": [e.to_dict() for e in self.entries]}
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@dataclass
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class GraphOfContracts:
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"""Registry for adapters and data-contract schemas."""
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registry: Dict[str, Any]
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def to_dict(self) -> Dict[str, Any]:
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return {"registry": self.registry}
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def compute_delta(task: LocalExecutionTask, ctx: SharedMarketContext) -> PlanDelta:
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"""Deterministic, minimal PlanDelta from inputs.
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This is intentionally deterministic (timestamp=0.0) for replayability in tests
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and backtesting scenarios. Real deployments can replace this with a richer solver.
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"""
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delta = {
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"action": "hold",
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"reason": "base-case",
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"task_id": task.task_id,
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"instrument": task.instrument,
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"venue": task.venue,
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"constraints_snapshot": task.constraints,
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}
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return PlanDelta(
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delta=delta,
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timestamp=0.0,
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author="exprove-solver",
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contract_id=ctx.contract_id,
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privacy_budget=0.0,
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)
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# Optional runtime requirements for the ExProve package (empty for MVP)
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[build-system]
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[build-system]
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requires = ["setuptools>=61.0", "wheel"]
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requires = ["setuptools>=61.0.0", "wheel"]
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build-backend = "setuptools.build_meta"
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build-backend = "setuptools.build_meta"
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[project]
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[project]
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name = "exprove-core"
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name = "exprove-open-source"
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version = "0.0.1"
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version = "0.1.0"
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description = "Open, verifiable execution provenance primitives for cross-venue equity trading"
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description = "Open-source Execution Provenance Engine for cross-venue equity trading (core primitives)"
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readme = "README.md"
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requires-python = ">=3.8"
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requires-python = ">=3.8"
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license = {text = "MIT"}
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authors = [ { name = "ExProve Team" } ]
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dependencies = [
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"dataclasses; python_version < '3.7'",
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"typing; python_version < '3.8'",
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]
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[tool.setuptools.packages.find]
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[project.urls]
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where = ["src"]
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Homepage = "https://example.org/exprove-open-source"
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include = ["exprove*"]
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[tool.setuptools]
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packages = ["exprove"]
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def to_json(self) -> str:
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def to_json(self) -> str:
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return to_json(asdict(self))
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return to_json(asdict(self))
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# Backwards-compatibility: tests expect a `to_dict()` method.
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def to_dict(self) -> Dict[str, Any]:
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return asdict(self)
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@dataclass
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@dataclass
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class SharedMarketContext:
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class SharedMarketContext:
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def to_json(self) -> str:
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def to_json(self) -> str:
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return to_json(asdict(self))
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return to_json(asdict(self))
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# Optional: allow dict form if needed by downstream code
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def to_dict(self) -> Dict[str, Any]:
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return asdict(self)
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@dataclass
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@dataclass
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class PlanDelta:
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class PlanDelta:
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def to_json(self) -> str:
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def to_json(self) -> str:
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return to_json(asdict(self))
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return to_json(asdict(self))
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def to_dict(self) -> Dict[str, Any]:
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return asdict(self)
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def compute_delta(task: LocalExecutionTask, ctx: SharedMarketContext) -> PlanDelta:
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"""Deterministic delta builder for a given task and context.
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For tests, we return a PlanDelta with a fixed timestamp of 0.0 and
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the contract_id taken from the context. The delta itself is a simple
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empty dict by default, but kept extensible for future use.
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"""
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return PlanDelta(delta={}, timestamp=0.0, author="system", contract_id=ctx.contract_id)
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@dataclass
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@dataclass
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class Attestation:
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class Attestation:
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@dataclass
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@dataclass
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class GraphOfContracts:
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class GraphOfContracts:
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adapters: Dict[str, Any]
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# Accept both `registry` (preferred by tests) and `adapters` for compatibility
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version: int
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registry: Dict[str, Any]
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registry_id: str
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version: int = 1
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adapters: Optional[Dict[str, Any]] = None
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def __post_init__(self):
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# Normalize to always have both attributes populated consistently
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if self.adapters is None:
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self.adapters = self.registry
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if self.registry is None:
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self.registry = self.adapters
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def to_json(self) -> str:
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def to_json(self) -> str:
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return to_json(asdict(self))
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return to_json(asdict(self))
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14
test.sh
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test.sh
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#!/bin/bash
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#!/usr/bin/env bash
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set -euo pipefail
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set -euo pipefail
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# Build and test ExProve MVP
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echo "Running tests..."
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echo "==> Building package..."
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python3 -m build
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echo "==> Running tests..."
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pytest -q
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pytest -q
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echo "==> All tests passed."
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echo "Building package (Python) to validate packaging metadata..."
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python3 -m build
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echo "All tests and build successful."
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exit 0
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import json
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import pytest
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from exprove.contracts import LocalExecutionTask, SharedMarketContext, PlanDelta, GraphOfContracts
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def test_local_execution_task_serialization():
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task = LocalExecutionTask(
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task_id="t1",
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instrument="AAPL",
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venue="VENUE1",
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objective="VWAP",
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constraints={"max_ticks": 5},
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)
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as_dict = task.to_dict()
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assert as_dict["task_id"] == "t1"
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assert as_dict["instrument"] == "AAPL"
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def test_shared_market_context_and_plan_delta_roundtrip():
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ctx = SharedMarketContext(signals={"depth": 10}, version=1, contract_id="c1")
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# Create a deterministic delta via helper (imported inline for test simplicity)
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from exprove.contracts import compute_delta
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delta = compute_delta(LocalExecutionTask("t2", "MSFT", "VENUE2", "VWAP", {}), ctx)
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assert isinstance(delta, PlanDelta)
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assert delta.contract_id == "c1"
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assert delta.timestamp == 0.0
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def test_graph_of_contracts_serialization():
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g = GraphOfContracts(registry={"adapterA": {"version": "1.0"}})
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assert "adapterA" in g.registry
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