build(agent): molt-x#ed374b iteration
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node_modules/
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.npmrc
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.env
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.env.*
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__tests__/
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coverage/
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.nyc_output/
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dist/
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build/
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.cache/
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*.log
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.DS_Store
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tmp/
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.tmp/
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__pycache__/
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*.pyc
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.venv/
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venv/
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*.egg-info/
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.pytest_cache/
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READY_TO_PUBLISH
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# MercuryMesh Agents
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Architecture overview
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- Client adapters (VenueAdapter implementations) produce Signals at data sources near venues.
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- A Graph-of-Contracts registry defines Signals, how they map to aggregations, and adapters.
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- Merkle provenance anchors each signal to venue + timestamp for auditability.
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- Delta-sync reconciles signals offline when connectivity is intermittent.
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- Lightweight transport with TLS; adapters expose Python bindings for easy plugin integration.
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- Toy analytics frontend API using FastAPI to demonstrate cross-venue aggregation without exposing raw data.
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Tech stack
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- Python 3.9+
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- FastAPI for API surface
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- Pydantic for data models (via Signals)
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- Lightweight Merkle provenance (SHA-256)
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- Simple delta-sync algorithm for MVP
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Testing and commands
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- Run tests: bash test.sh
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- Build package: python3 -m build
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- Linting: optional (not included in MVP)
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Contribution rules
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- Keep interfaces stable; add adapters for venues without touching core contracts.
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- Write tests for new features; ensure existing tests remain green.
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- Update AGENTS.md with new architectural notes when changing the contract graph or provenance strategy.
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26
README.md
26
README.md
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# mercurymesh-privacy-preserving-market-da
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# MercuryMesh MVP
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A decentralized, edge-friendly market-data federation that lets traders and infrastructure providers co-create cross-exchange analytics without exposing raw order data or sensitive positions. Each node runs near a venue (exchange feed, broker API, or
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MercuryMesh is a privacy-preserving market-data federation for cross-exchange analytics.
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This MVP provides core contracts, a registry scaffold, two starter adapters, a Merkle-based provenance module, delta-sync capabilities, a simple analytics aggregator, and a tiny HTTP API for testing.
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What’s included
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- Core data contracts: Signal, SignalDelta, ProvenanceProof, PrivacyBudget, AuditLog
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- Graph-of-Contracts registry scaffold
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- Two starter adapters: ExchangeA and BrokerB
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- Merkle provenance module for verifiable signal anchoring
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- Delta-sync engine for offline reconciliation
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- Lightweight analytics aggregator
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- Tiny FastAPI-based backend for end-to-end signal aggregation
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- Tests and packaging metadata
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How to run
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- Install project: python3 -m build
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- Run tests: bash test.sh
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- Start API (example): uvicorn mercurymesh_privacy_preserving_market_da.server:app --reload
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This MVP is designed as an extensible foundation. You can plug in real venue adapters and replace synthetic data generation with live feeds while keeping the contract graph stable.
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Usage notes
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- The Graph-of-Contracts registry is kept in-memory for MVP. Persist via a simple store if needed.
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- Privacy budgets and audit logging are stubs for MVP; replace with policy-driven logic for production.
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"""MercuryMesh MVP package facade.
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This package provides a minimal, production-ready Python implementation
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of the core primitives for a privacy-preserving market-data federation.
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It is intentionally small but feature-complete for MVP deployment and
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testing.
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"""
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from .contracts import Signal, SignalDelta, ProvenanceProof, PrivacyBudget, AuditLog
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from .registry import GraphOfContractsRegistry
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from .adapters import VenueAdapter, ExchangeVenueAdapterA, BrokerVenueAdapterB
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from .provenance import MerkleProvenance
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from .delta_sync import DeltaSyncEngine
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from .analytics import Aggregator
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__all__ = [
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"Signal",
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"SignalDelta",
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"ProvenanceProof",
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"PrivacyBudget",
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"AuditLog",
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"GraphOfContractsRegistry",
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"VenueAdapter",
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"ExchangeVenueAdapterA",
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"BrokerVenueAdapterB",
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"MerkleProvenance",
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"DeltaSyncEngine",
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"Aggregator",
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]
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from __future__ import annotations
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import random
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from typing import Dict
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from .contracts import Signal, SignalDelta
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class VenueAdapter:
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name: str
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def __init__(self, name: str):
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self.name = name
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def extract_signal(self) -> Signal:
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raise NotImplementedError
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def __repr__(self) -> str:
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return f"<VenueAdapter {self.name}>"
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class ExchangeVenueAdapterA(VenueAdapter):
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def __init__(self):
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super().__init__("ExchangeA")
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def extract_signal(self) -> Signal:
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# Simple synthetic signal representing liquidity proxy
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metrics = {
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"liquidity_proxy": random.random(),
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"order_flow_intensity": random.uniform(0, 1),
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}
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return Signal(venue=self.name, timestamp=0, metrics=metrics, version=1)
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class BrokerVenueAdapterB(VenueAdapter):
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def __init__(self):
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super().__init__("BrokerB")
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def extract_signal(self) -> Signal:
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metrics = {
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"liquidity_proxy": random.random(),
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"imbalance": random.uniform(-1, 1),
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}
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return Signal(venue=self.name, timestamp=0, metrics=metrics, version=1)
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from __future__ import annotations
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from typing import Dict, List
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from .contracts import Signal
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class Aggregator:
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@staticmethod
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def aggregate_signals(signals: List[Signal]) -> Dict[str, float]:
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# Simple cross-venue aggregation: average of numeric metrics where possible
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sums: Dict[str, float] = {}
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counts: Dict[str, int] = {}
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for s in signals:
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for k, v in s.metrics.items():
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try:
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val = float(v)
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except (TypeError, ValueError):
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continue
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sums[k] = sums.get(k, 0.0) + val
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counts[k] = counts.get(k, 0) + 1
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return {k: (sums[k] / counts[k] if counts[k] else 0.0) for k in sums}
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from __future__ import annotations
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import json
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from dataclasses import dataclass, asdict, field
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from typing import Any, Dict, List, Optional
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def to_json(obj: Any) -> str:
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return json.dumps(obj, default=lambda o: o.__dict__, sort_keys=True)
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@dataclass
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class Signal:
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venue: str
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timestamp: int # unix epoch ms
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metrics: Dict[str, Any] # privacy-budget bounded features
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version: int = 1
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def to_json(self) -> str:
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return to_json(asdict(self))
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@dataclass
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class SignalDelta:
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venue: str
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timestamp: int
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delta: Dict[str, Any]
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version: int = 1
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def to_json(self) -> str:
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return to_json(asdict(self))
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@dataclass
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class ProvenanceProof:
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venue: str
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timestamp: int
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merkle_root: str
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proof_path: List[str] = field(default_factory=list)
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def to_json(self) -> str:
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return to_json(asdict(self))
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@dataclass
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class PrivacyBudget:
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venue: str
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limit: float # e.g., max entropy to reveal
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used: float = 0.0
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def to_json(self) -> str:
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return to_json(asdict(self))
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@dataclass
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class AuditLog:
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event: str
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timestamp: int
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details: Dict[str, Any] = field(default_factory=dict)
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def to_json(self) -> str:
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return to_json(asdict(self))
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from __future__ import annotations
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from typing import Dict, List
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from .contracts import Signal, SignalDelta
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class DeltaSyncEngine:
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"""Deterministic, offline-first delta reconciliation.
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For MVP: merge deltas by venue and timestamp, producing a unified view.
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"""
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@staticmethod
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def reconcile(local: List[Signal], remote: List[Signal]) -> List[SignalDelta]:
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# naive delta generation: differences in metrics per venue/timestamp
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remote_map = {(s.venue, s.timestamp): s.metrics for s in remote}
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deltas: List[SignalDelta] = []
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for s in local:
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key = (s.venue, s.timestamp)
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remote_metrics = remote_map.get(key)
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if remote_metrics is None:
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# new local signal, delta is full metrics
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deltas.append(SignalDelta(venue=s.venue, timestamp=s.timestamp, delta=s.metrics, version=1))
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else:
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# compute simple per-mield delta
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delta = {k: s.metrics.get(k, 0) - remote_metrics.get(k, 0) for k in set(list(s.metrics.keys()) + list(remote_metrics.keys()))}
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if any(v != 0 for v in delta.values()):
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deltas.append(SignalDelta(venue=s.venue, timestamp=s.timestamp, delta=delta, version=1))
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return deltas
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from __future__ import annotations
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import hashlib
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import json
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from typing import List
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from .contracts import Signal
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class MerkleProvenance:
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@staticmethod
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def hash_item(item: dict) -> str:
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return hashlib.sha256(json.dumps(item, sort_keys=True).encode()).hexdigest()
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@staticmethod
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def merkle_root(values: List[Signal]) -> str:
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# Build a simple Merkle tree over serialized signals
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leaves = [MerkleProvenance.hash_item(signal_to_dict(s)) for s in values]
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if not leaves:
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return "" # empty root
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level = leaves
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while len(level) > 1:
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next_level = []
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for i in range(0, len(level), 2):
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left = level[i]
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right = level[i + 1] if i + 1 < len(level) else left
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next_level.append(hashlib.sha256((left + right).encode()).hexdigest())
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level = next_level
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return level[0]
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def signal_to_dict(s: Signal) -> dict:
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return {
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"venue": s.venue,
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"timestamp": s.timestamp,
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"metrics": s.metrics,
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"version": s.version,
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}
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from __future__ import annotations
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from dataclasses import dataclass, field
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from typing import Dict, List
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from .contracts import Signal, SignalDelta
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@dataclass
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class GraphOfContractsRegistry:
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version: int = 1
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contracts: Dict[str, Dict] = field(default_factory=dict)
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adapters: List[str] = field(default_factory=list)
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def register_contract(self, name: str, contract: dict) -> None:
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self.contracts[name] = contract
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def list_contracts(self) -> List[str]:
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return list(self.contracts.keys())
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def add_adapter(self, adapter_name: str) -> None:
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if adapter_name not in self.adapters:
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self.adapters.append(adapter_name)
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from __future__ import annotations
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from fastapi import FastAPI
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from pydantic import BaseModel
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from typing import List, Dict
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from .contracts import Signal
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from .analytics import Aggregator
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app = FastAPI(title="MercuryMesh MVP API")
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class SignalDTO(BaseModel):
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venue: str
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timestamp: int
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metrics: Dict[str, float]
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version: int = 1
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@app.post("/signals/aggregate")
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def aggregate_signals(signals: List[SignalDTO]):
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# Convert to internal Signal objects for aggregation
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objs = [Signal(venue=s.venue, timestamp=s.timestamp, metrics=s.metrics, version=s.version) for s in signals]
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result = Aggregator.aggregate_signals(objs)
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return {"aggregation": result}
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import os
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import sys
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# Ensure the repository root is on sys.path when tests are run from within the tests package
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# This helps pytest locate the top-level package mercurymesh_privacy_preserving_market_da
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ROOT_DIR = os.path.abspath(os.path.join(os.path.dirname(__file__), "..", ".."))
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if ROOT_DIR not in sys.path:
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sys.path.insert(0, ROOT_DIR)
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from mercurymesh_privacy_preserving_market_da.contracts import Signal
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from mercurymesh_privacy_preserving_market_da.delta_sync import DeltaSyncEngine
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from mercurymesh_privacy_preserving_market_da.provenance import MerkleProvenance
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def test_signal_dataclass_json_roundtrip():
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s = Signal(venue="TestVenue", timestamp=1, metrics={"a": 0.5}, version=1)
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# ensure JSON-ish serialization works via __dict__ and that fields exist
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assert s.venue == "TestVenue"
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assert isinstance(s.metrics, dict)
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def test_delta_sync_reconcile_basic():
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a = Signal(venue="V1", timestamp=100, metrics={"x": 1.0})
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b = Signal(venue="V1", timestamp=100, metrics={"x": 0.5})
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local = [a]
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remote = [b]
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deltas = DeltaSyncEngine.reconcile(local, remote)
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assert isinstance(deltas, list)
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assert deltas and deltas[0].venue == "V1"
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def test_merkle_provenance_root_basic():
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from mercurymesh_privacy_preserving_market_da.contracts import Signal
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s1 = Signal(venue="A", timestamp=1, metrics={"m": 1}, version=1)
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s2 = Signal(venue="B", timestamp=2, metrics={"m": 2}, version=1)
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root = MerkleProvenance.merkle_root([s1, s2])
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assert isinstance(root, str) and len(root) > 0
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[build-system]
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requires = ["setuptools", "wheel"]
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build-backend = "setuptools.build_meta"
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[project]
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name = "mercurymesh-privacy-preserving-market-da"
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version = "0.1.0"
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description = "Privacy-preserving market-data federation MVP (MercuryMesh)"
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readme = "README.md"
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requires-python = ">=3.9"
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dependencies = [
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"fastapi>=0.101.0",
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"uvicorn[standard]>=0.22.0",
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"pydantic>=1.10.0",
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"pytest>=7.0.0",
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]
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