idea65-edgemarketsignal-edge-native/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.