build(agent): new-agents-4#58ba63 iteration
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@ -12,3 +12,9 @@ Getting started
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- The repository uses a minimal in-tree packaging setup (Python) and PyTest-based tests.
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This README intentionally documents the MVP scaffold added in this commit.
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Blueprints and Starter Interoperability
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- This repository includes a minimal adapter blueprint and a toy cross-venue analytics pipeline to bootstrap MercuryMesh interoperability across ecosystems.
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- blueprint/adapter_blueprint.py: A lean, copy-paste friendly adapter skeleton showing how to connect, extract signals, and emit MarketSignal-like payloads.
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- blueprint/toy_cross_venue_pipeline.py: A tiny end-to-end example that simulates two venues and merges signals into an AggregatedSignal with a deterministic, offline-friendly merge strategy.
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- You can adapt these templates to fit into your existing adapters and contract graph workflow.
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@ -0,0 +1,100 @@
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"""
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Adapter Blueprint for MercuryMesh MVP
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This module provides a minimal, well-documented skeleton that teams can copy
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when implementing new venue adapters. It is intentionally simple and self-contained
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so it can be dropped into new repos or integrated into the existing codebase with
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minimal friction.
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The blueprint focuses on three responsibilities:
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- Connect to a venue feed (simulated or real)
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- Extract raw venue data and normalize it into a common signal format
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- Emit a Signal contract compatible object that downstream components can consume
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Note: This is a blueprint, not a fully-featured adapter. It lacks networking,
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security, and production-grade error handling which should be added in production use.
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"""
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from __future__ import annotations
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from dataclasses import dataclass
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from typing import Dict, Any, Optional
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import time
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@dataclass
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class LocalMarketContext:
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venue_id: str
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symbol: str
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timeframe: str
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@dataclass
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class MarketSignal:
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venue_id: str
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symbol: str
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timestamp: float
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features: Dict[str, float]
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class AdapterBlueprint:
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"""Minimal adapter blueprint.
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- venue_id: identifier for the venue this adapter connects to
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- registry: optional contract/GoC registry payload (not required for the blueprint)
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"""
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def __init__(self, venue_id: str, registry: Optional[Dict[str, Any]] = None) -> None:
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self.venue_id = venue_id
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self.registry = registry or {}
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self.connected = False
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def connect(self) -> bool:
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"""Simulate a connection to the venue feed.
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In a real adapter this would establish a network connection, authenticate, etc.
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For the blueprint, we simply mark as connected and return True.
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"""
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# In a real implementation, add try/except and reconnection logic
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self.connected = True
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return self.connected
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def fetch_raw(self) -> Any:
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"""Fetch a raw payload from the venue feed (simulated).
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Returns a simple dict that a concrete subclass would parse.
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"""
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if not self.connected:
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raise RuntimeError("Adapter not connected to venue feed")
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# Simulated raw payload; in practice this would be a socket/HTTP feed, etc.
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now = time.time()
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return {
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"venue": self.venue_id,
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"symbol": "XYZ",
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"ts": now,
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"raw_features": {
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"liquidity_proxy": 0.9,
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"order_flow_intensity": 0.6,
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"volatility_proxy": 1.1,
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},
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}
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def extract_signal(self, raw: Any) -> MarketSignal:
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"""Normalize and map raw payload to a MarketSignal contract."""
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venue = str(raw.get("venue", self.venue_id))
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symbol = str(raw.get("symbol", "UNKNOWN"))
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timestamp = float(raw.get("ts", time.time()))
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features = dict(raw.get("raw_features", {}))
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return MarketSignal(venue_id=venue, symbol=symbol, timestamp=timestamp, features=features)
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def emit(self, signal: MarketSignal) -> MarketSignal:
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"""Hook for downstream consumers. In a real adapter this might publish to a bus."""
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# For blueprint purposes, simply return the signal to show it was produced
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return signal
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if __name__ == "__main__":
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# Simple demonstration when run as a script
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adapter = AdapterBlueprint(venue_id="venue_example")
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adapter.connect()
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raw = adapter.fetch_raw()
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sig = adapter.extract_signal(raw)
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print("Blueprint adapter produced signal:", sig)
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@ -0,0 +1,91 @@
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"""
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Toy cross-venue analytics pipeline
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This script demonstrates a very small, deterministic cross-venue merge
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workflow that mirrors the MVP idea of aggregating signals from multiple venues
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without sharing raw data.
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It is intentionally lightweight and self-contained to serve as a starter.
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Run: python3 blueprint/toy_cross_venue_pipeline.py
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"""
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from __future__ import annotations
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from dataclasses import dataclass
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from typing import Dict, List
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import time
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@dataclass
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class LocalMarketContext:
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venue_id: str
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symbol: str
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timeframe: str
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@dataclass
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class MarketSignal:
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venue_id: str
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symbol: str
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timestamp: float
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features: Dict[str, float]
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@dataclass
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class AggregatedSignal:
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venue_set: List[str]
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feature_vector: Dict[str, float]
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privacy_budget_used: float
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nonce: int
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def simulate_two_venues() -> List[MarketSignal]:
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now = time.time()
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sigs = [
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MarketSignal(
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venue_id="venue-A",
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symbol="ABC",
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timestamp=now,
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features={"liquidity_proxy": 0.82, "order_flow_intensity": 0.55, "volatility_proxy": 1.15},
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),
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MarketSignal(
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venue_id="venue-B",
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symbol="ABC",
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timestamp=now,
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features={"liquidity_proxy": 0.78, "order_flow_intensity": 0.60, "volatility_proxy": 1.10},
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),
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]
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return sigs
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def aggregate_signals(signals: List[MarketSignal]) -> AggregatedSignal:
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if not signals:
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return AggregatedSignal(venue_set=[], feature_vector={}, privacy_budget_used=0.0, nonce=0)
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# Simple averaging across venues for each feature
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keys = set().union(*(s.features.keys() for s in signals))
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avg = {k: 0.0 for k in keys}
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for s in signals:
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for k in keys:
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avg[k] = avg[k] + s.features.get(k, 0.0)
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n = float(len(signals))
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feature_vector = {k: (v / n) for k, v in avg.items()}
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privacy_budget_used = min([s.features.get("privacy_budget", 0.0) for s in signals] or [0.0])
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return AggregatedSignal(venue_set=[s.venue_id for s in signals], feature_vector=feature_vector, privacy_budget_used=privacy_budget_used, nonce=int(now_epoch()) )
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def now_epoch() -> int:
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return int(time.time())
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def main():
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signals = simulate_two_venues()
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agg = aggregate_signals(signals)
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print("Toy AggregatedSignal")
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print(" venues:", agg.venue_set)
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print(" features:")
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for k, v in agg.feature_vector.items():
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print(f" {k}: {v:.4f}")
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print(" privacy_budget_used:", agg.privacy_budget_used)
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print(" nonce:", agg.nonce)
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if __name__ == "__main__":
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main()
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