18 lines
896 B
Markdown
18 lines
896 B
Markdown
# MercuriusMesh — Cross-Venue Market Microstructure Sandbox (Phase 0)
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This repository contains a Phase 0 implementation of MercuriusMesh: a deterministic,
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offline-first sandbox for cross-venue market microstructure experiments.
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What is included
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- Core pydantic contracts: LocalBook, OrderEvent, QuoteSnapshot, SharedSignals, PlanDelta
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- A tiny deterministic two-venue simulator and toy adapters
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- Deterministic latency, packet-loss, and partition handling for offline-first replay
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- Tests validating model serialization, delayed delivery, and replay reconciliation
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Run tests and build
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1. Install dev deps: `pip install -r requirements.txt` or `pip install pydantic pytest build`
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2. Run `bash test.sh` which runs `pytest` and `python3 -m build`
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This is a focused chunk (Phase 0). Future work: ADMM-lite coordinator, delta-sync,
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governance logs, conformance harness and adapters marketplace.
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