idea83-mercuriusmesh-cross-venue/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.