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