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README.md

MercuriusMesh — Cross-Venue Market Microstructure Sandbox (Phase 0)

This repository contains a Phase 0 implementation of MercuriusMesh: a deterministic, offline-first sandbox for cross-venue market microstructure experiments.

What is included

  • Core pydantic contracts: LocalBook, OrderEvent, QuoteSnapshot, SharedSignals, PlanDelta
  • A tiny deterministic two-venue simulator and toy adapters
  • Deterministic latency, packet-loss, and partition handling for offline-first replay
  • Tests validating model serialization, delayed delivery, and replay reconciliation

Run tests and build

  1. Install dev deps: pip install -r requirements.txt or pip install pydantic pytest build
  2. Run bash test.sh which runs pytest and python3 -m build

This is a focused chunk (Phase 0). Future work: ADMM-lite coordinator, delta-sync, governance logs, conformance harness and adapters marketplace.