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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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README.md

MercuryMesh MVP

Privacy-preserving market data federation for cross-exchange analytics.

  • Core primitives: MarketSignal, AggregatedSignal, PlanDelta, PrivacyBudget, AuditLog, ProvenanceProof.
  • Graph-of-Contracts registry and two starter adapters (venue A & B).
  • Lightweight TLS-based wiring and a toy provenance module.
  • MVP focused on contract-driven, privacy-preserving signal sharing without raw data exposure.

Getting started

  • Run tests and build: bash test.sh
  • The repository uses a minimal in-tree packaging setup (Python) and PyTest-based tests.

This README intentionally documents the MVP scaffold added in this commit.

Blueprints and Starter Interoperability

  • This repository includes a minimal adapter blueprint and a toy cross-venue analytics pipeline to bootstrap MercuryMesh interoperability across ecosystems.
  • blueprint/adapter_blueprint.py: A lean, copy-paste friendly adapter skeleton showing how to connect, extract signals, and emit MarketSignal-like payloads.
  • 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.
  • You can adapt these templates to fit into your existing adapters and contract graph workflow.