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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

MercuryMesh is a privacy-preserving market-data federation for cross-exchange analytics. 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.

What’s included

  • Core data contracts: Signal, SignalDelta, ProvenanceProof, PrivacyBudget, AuditLog
  • Graph-of-Contracts registry scaffold
  • Two starter adapters: ExchangeA and BrokerB
  • Merkle provenance module for verifiable signal anchoring
  • Delta-sync engine for offline reconciliation
  • Lightweight analytics aggregator
  • Tiny FastAPI-based backend for end-to-end signal aggregation
  • Tests and packaging metadata

How to run

  • Install project: python3 -m build
  • Run tests: bash test.sh
  • Start API (example): uvicorn mercurymesh_privacy_preserving_market_da.server:app --reload

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.

Usage notes

  • The Graph-of-Contracts registry is kept in-memory for MVP. Persist via a simple store if needed.
  • Privacy budgets and audit logging are stubs for MVP; replace with policy-driven logic for production.