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README.md

EdgeMarketSignal: Edge-Native Market Data Plane

This repository provides a compact, production-oriented starting point for an edge-native market data plane that extracts privacy-preserving signals from venue feeds, enables delta-sync for offline modes, and offers a clean pathway to central risk/strategy engines.

  • Edge-first signal extraction: lightweight per-venue summaries (top-of-book changes, mid-price, last-trade prices, liquidity metrics).
  • Local summarization and aggregation: per-venue metrics with compact representations.
  • Privacy-preserving sharing: secure aggregation and optional privacy budgets.
  • Delta-sync: deterministic reconciliation on reconnects with auditability.
  • Transport-agnostic adapters: pluggable interfaces for FIX/WebSocket/MQTT (future work).
  • Security: basic governance metadata scaffolding (AuditLog placeholders).
  • MVP roadmap: end-to-end toy demonstration with 2 venues, 2 central analyzers.

EnergiBridge Interop (IR)

  • This repo now includes a lightweight EnergiBridge-compatible intermediate representation (IR) to map edge primitives to a common cross-venue interface.
  • Key primitives:
  • LocalMarketContext: per-venue local state snapshot.
  • SharedSignalsIR: IR payload carrying core metrics plus optional privacy budgets and version metadata.
  • Converter: EdgeSignalProcessor.to_ir(signals, context, privacy_budget, version) converts SharedSignals into SharedSignalsIR.

Usage sketch:

  • Compute signals via EdgeSignalProcessor.extract_signals(feed).
  • Optionally attach a LocalMarketContext for venue context.
  • Convert to IR via EdgeSignalProcessor.to_ir(signals, context, privacy_budget=0.25, version=1).

This addition enables pluggable adapters to interoperate with a canonical IR without altering existing consumers of SharedSignals.

This project is designed to be production-friendly, with a real packaging setup, tests, and a clear readme that explains how to extend the system.

See pyproject.toml for packaging configuration and the src/edgemarketsignal package for the implementation details.