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Problem: Traders and risk teams struggle to visually compose, replay, and audit cross-venue market signals (price, depth, order flow, volatility, liquidity) and their impact on multi-asset hedging without opaque, siloed tools. Current dashboards are
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README.md

SignalCanvas Graph-Based Market Signal Studio (MVP)

Overview

  • A graph-based approach to model, visualize, replay, and audit cross-venue market signals.
  • Primitives include SignalNode, Link, Scenario, and HedgePlan with a Graph-of-Contracts registry for adapters to data feeds and risk engines.
  • Lightweight offline-first backtester and a delta-sync protocol to reconcile runs when streams reconnect.
  • Privacy-preserving signal sharing, narrative generation, and governance-ready provenance.

What’s implemented now (MVP, 6–12 weeks plan):

  • Core graph primitives: SignalNode, Link, Scenario, HedgePlan are implemented in the graph module.
  • Adapters: two starter adapters provided (FIX feed and a simulated venue) for interoperability.
  • Local replay engine: backtester.replay_deltas provides a deterministic delta replay capability.
  • Delta-sync scaffolding: delta_sync module demonstrates a compact, testable delta-sync protocol (PlanDelta, signing, and reconciliation).
  • Privacy & governance: aggregate_signals provides DP-friendly privacy budgets; ledger provides tamper-evident logging for governance-like provenance.
  • NLP narrative: generate_narrative offers plain-language summaries anchored to plan deltas.
  • Registry and extensibility: Graph registry-like structure exists to map adapters to canonical primitives.

Roadmap highlights (aligned with your MVP plan):

  • Phase 0 (done-ish): Graph core (SignalNode/Link/Scenario/HedgePlan) + 2 adapters + local replay engine.
  • Phase 1 (in progress): delta-sync protocol (signatures and reconcilable run histories) + NLP narrative templates.
  • Phase 2 (next): 1 cross-venue demo with 2 assets; governance ledger scaffolding.

How to run tests and build (local verification):

  • Run unit tests: ./test.sh
  • Build wheel: python3 -m build --wheel --no-isolation

If you want to dive in, check the delta_sync module for a compact API around PlanDelta creation, signing, and reconciliation.