MercuryMesh Federated Reproducible Market Sandbox (MVP) Overview - A portable, open-source stack to design, simulate, and reproduce cross-venue market microstructure experiments for multiple assets. - Canonical primitives: LocalBook (per-asset local state), SharedSignals (aggregated metrics), PlanDelta (deltas/allocations), AuditLog (provenance). - Federated coordination: lightweight, ADMM-like signals exchange with bounded staleness, preserving data privacy. - Deterministic replay: offline backtesting and education through seedable, reproducible runs. - Edge-friendly runtimes and scenario builder: WebAssembly-ready cores, portable Python/C++ binaries, and an orchestration UI for scenario design and backtests. Status - MVP focus: Python-based core primitives and a minimal federated coordinator suitable for unit tests. - Testing: powered by pytest; packaging via setuptools. See test.sh for the verification workflow. Getting started - Core API: mercurymesh_federated_reproducible_marke.core - Replay: mercurymesh_federated_reproducible_marke.replay - Public exports: mercurymesh_federated_reproducible_marke.__init__ (MarketStateSnapshot, SharedSignals, PlanDelta, AuditLog, FederatedCoordinator) Usage example (high level) - Create a MarketStateSnapshot for initial state. - Produce PlanDelta updates from participating agents. - Use DeterministicReplayer.replay to deterministically apply deltas and obtain a final state. Future plans (phases) - Phase 0: protocol skeleton with two starter adapters and a basic ADMM-lite solver. - Phase 1: governance ledger, secure identities, and secure aggregation of signals. - Phase 2: cross-domain demo with simulated multi-venue scenarios and bindings. - Phase 3: hardware-in-the-loop validation with metrics and dashboards. Contributing - This project follows a lightweight MVP approach focused on quality and reproducibility. - See AGENTS.md for architectural notes and contribution guidelines. Licensing - MIT License. See LICENSE file in the repository root. For more details, see the code and tests under mercurymesh_federated_reproducible_marke.