16 lines
1.2 KiB
Markdown
16 lines
1.2 KiB
Markdown
# EdgeMarketSignal: Edge-Native Market Data Plane
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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.
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- Edge-first signal extraction: lightweight per-venue summaries (top-of-book changes, mid-price, last-trade prices, liquidity metrics).
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- Local summarization and aggregation: per-venue metrics with compact representations.
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- Privacy-preserving sharing: secure aggregation and optional privacy budgets.
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- Delta-sync: deterministic reconciliation on reconnects with auditability.
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- Transport-agnostic adapters: pluggable interfaces for FIX/WebSocket/MQTT (future work).
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- Security: basic governance metadata scaffolding (AuditLog placeholders).
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- MVP roadmap: end-to-end toy demonstration with 2 venues, 2 central analyzers.
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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.
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See pyproject.toml for packaging configuration and the src/edgemarketsignal package for the implementation details.
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