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A portable, open-source software stack that enables researchers and practitioners to design, simulate, and reproduce cross-venue market microstructure experiments with multiple assets. MercuryMesh provides a canonical contract-driven representation o
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README.md

MercuryMesh Federated Reproducible Market Sandbox (MVP)

Overview

  • A minimal, portable Python-based MVP for a federated, contract-driven market microstructure sandbox.
  • Primitives: MarketStateSnapshot, SharedSignals, PlanDelta, AuditLog.
  • Coordination: FederatedCoordinator provides a tiny, safe aggregation layer to mimic cross-venue signal exchange.
  • Deterministic replay and auditability are scaffolded around the core data contracts.

What you get in this MVP

  • A reproducible Python package: mercurymesh_federated_reproducible_marke
  • Lightweight, testable contracts and a toy federated coordinator
  • Basic tests ensuring serialization, coordination, and data contracts work as intended
  • A test script (test.sh) to run tests and packaging checks

Usage

  • Install: python3 -m build (outside-of-repo tooling) and pip install dist/*
  • Run tests: bash test.sh

Notes

  • This is a starter MVP meant for extension. It intentionally focuses on clarity and correct packaging wiring, not production-grade performance or security.