Concept Registry — emerald-exchange¶
Prefix:
CONCEPT:EE-*Version: 0.1.0 Bridge:CONCEPT:AU-ECO.messaging.native-backend-abstraction(Unified Toolkit Ingestion)
Project-Specific Concepts¶
| Concept ID | Name | Description |
|---|---|---|
CONCEPT:AU-AHE.assimilation.autonomous-trading-ecosystem |
MCP Server | MCP entrypoint — action-routed finance tools with config.json backend resolution |
CONCEPT:EX-AHE.harness.ee |
Exchange Backend Protocol | Abstract ExchangeBackend protocol with factory registry pattern |
CONCEPT:EX-AHE.harness.ee-2 |
Paper Backend | Full simulation backend — default for all new installations |
CONCEPT:EX-AHE.harness.ee-3 |
Alpaca Backend | Alpaca Markets integration (equities + crypto, FREE paper trading) |
CONCEPT:EX-AHE.harness.ee-4 |
CCXT Backend | CCXT multi-exchange crypto support (Binance, Coinbase, Kraken, 100+) |
CONCEPT:EX-AHE.harness.ee-5 |
Freqtrade Backend | Freqtrade REST API strategy execution backend |
CONCEPT:EX-AHE.harness.ee-6 |
Risk Guards | Pre-trade risk validation, circuit breakers, kill switch (OS-5.1) |
CONCEPT:EX-AHE.harness.ee-7 |
Market Data Tools | MCP tool domain market_data — quote, historical, exchanges |
CONCEPT:EX-AHE.harness.ee-8 |
Order Management Tools | MCP tool domain orders — submit, cancel, status, halt, resume |
CONCEPT:EX-AHE.harness.ee-9 |
Portfolio Tools | MCP tool domain portfolio — positions, account |
CONCEPT:AU-AHE.assimilation.skill-workflow-ingest |
Risk Management Tools | MCP tool domain risk — drawdown_check, daily_loss_check, kelly, limits |
CONCEPT:EX-AHE.harness.ee-11 |
Signal Generation Tools | MCP tool domain signals — regime, alpha, fuse |
CONCEPT:AU-AHE.assimilation.trading-ecosystem-spec |
Strategy Management Tools | MCP tool domain strategy — list, promote, export |
CONCEPT:EX-AHE.harness.ee-13 |
Trading Mode Enum | Paper/Live mode gating with config-driven default |
CONCEPT:EX-AHE.harness.ee-14 |
Kelly Criterion Sizing | Half-Kelly position sizing capped at configurable max_position_pct |
CONCEPT:EX-AHE.harness.ee-15 |
Circuit Breaker Engine | Drawdown + daily loss + regime shift auto-halt system |
CONCEPT:EX-AHE.harness.ee-16 |
Kill Switch | Emergency halt/resume lifecycle for all trading activity |
CONCEPT:EX-AHE.harness.ee-17 |
Crypto-Native Analytics | crypto MCP domain: funding rates, whale alerts, arb scan via CCXT |
CONCEPT:EX-AHE.harness.ee-18 |
Trading Debate Engine | debate MCP domain: multi-agent bull/bear debate with risk veto |
CONCEPT:EX-AHE.harness.ee-19 |
A2A Server Integration | Native agent-to-agent interface via agent_server.py |
CONCEPT:EX-AHE.harness.ee-20 |
Engine Client (lazy) | Lazy/cached SyncEpistemicGraphClient accessor; import never requires a running engine |
CONCEPT:EX-AHE.harness.ee-21 |
Polymarket V2 Fee Model | Category-aware taker fee / maker rebate schedule (fees.py) |
CONCEPT:EX-AHE.harness.ee-22 |
Market-Making Controller | Per-book-update quoting policy (microprice/OFI/AS/logit/VPIN gate); decision-only, never places orders (market_making.py) |
CONCEPT:EX-AHE.harness.ee-23 |
Event-Driven Backtester | Heap event-loop with latency injection, L2 queue, fee accounting + deflated-Sharpe/CPCV/PBO validation hooks (backtester.py) |
CONCEPT:EX-AHE.harness.ee-24 |
Production WebSocket Client | Polymarket market-channel subscriber: auto-reconnect, heartbeat watchdog, sequence-gap resync (ws_client.py) |
CONCEPT:EX-AHE.harness.ee-25 |
Forensic Screener | Two-year Beneish/Altman/Piotroski/Sloan screen via engine forensic_report (forensic.py) |
CONCEPT:EX-AHE.harness.ee-26 |
Fundamentals (SEC EDGAR) | emerald_fundamentals MCP domain: filings/financials/risk_factors/mdna/full_text_search/standardize + forensic_screen chaining standardize→engine forensic_report (data/edgar.py, optional edgartools) |
CONCEPT:EX-AHE.harness.ee-27 |
Wallet Intelligence | emerald_wallet_intel MCP domain: Polymarket rank_wallets/wallet_profile/smart_money_convergence/exit_behavior over a poly_data trade dataset (data/wallet_intel.py, optional polars) |
CONCEPT:EX-AHE.harness.ee-28 |
Dynamic-Beta Hedging | Time-varying CAPM Kalman-beta hedge: current beta + uncertainty band → beta-neutral hedge ratio via engine kalman_beta (EG-KG.domains.state-space-statistical-arbitrage). hedging.py; emerald_statarb action dynamic_beta. Decision-only |
CONCEPT:EX-AHE.harness.ee-29 |
OU Statistical-Arbitrage Signal | Cross-venue spread → ADF stationarity gate → OU calibration + optimal thresholds → entry/exit signal via engine adf_test/ou_calibrate/ou_optimal_thresholds (EG-KG.domains.state-space-statistical-arbitrage). stat_arb.py; emerald_statarb action ou_signal. Decision-only |
CONCEPT:EX-AHE.harness.by-default |
Conviction Gate + Calibration | Convergence gate (engine convergence_gate, EG-KG.domains.quant-finance) wired ON by default into the market-making decision path (no N/N strong-signal agreement ⇒ withdraw); empirical-Kelly sizing (empirical_kelly) on RiskGuard; Brier calibration helper (brier_score). market_making.py/risk_guards.py; emerald_market_making action brier, emerald_risk action empirical_kelly |
CONCEPT:AU-AHE.assimilation.trading-ecosystem-changelog |
Execution Bridge | Routes a strategy/debate/optimizer TradeDecision (side/size/symbol/type/venue) to an ExchangeBackend behind the live-approval gate: paper executes freely, LIVE is BLOCKED while require_human_approval_live is set (returns approval_required), and every routed order still clears RiskGuard.pre_trade_check. Decision→action seam (execution_bridge.py) |
CONCEPT:AU-AHE.assimilation.microstructure-signal-fusion |
Live Cockpit (text-mode) | GUI-free cockpit rendering a structured snapshot + rich/plain table: engine status, account/positions, risk (kill-switch/drawdown/daily-loss), watchlist quotes, signals. Offline-safe (engine: offline). emerald-cockpit console script + cockpit() (cockpit.py) |
CONCEPT:AU-AHE.assimilation.decision-distillation |
SABR Volatility Surface | emerald_derivatives MCP domain delegating to engine SABR kernels (sabr_implied_vol/sabr_smile/sabr_calibrate, AU-KG.domains.derivatives): implied_vol/smile/calibrate + a decision-only vol_arb helper diffing market vs SABR-fair smile (rich/cheap strikes). derivatives.py; lazy/optional engine |
CONCEPT:EX-AHE.harness.bounded-autonomous-allows-small |
Paper-First Staged Execution | Execution-policy gating (data/execution_policy.json): default paper stage, human-only promotion (RiskGuard.approve_stage + token; the agent never self-escalates), and evaluate_graduation reporting paper→advisory→bounded_autonomous eligibility against policy thresholds. risk_guards.py |
CONCEPT:EX-AHE.harness.ee-31 |
Kyle Insider/Stealth Surveillance Signal | emerald_signals action surveillance calling the engine surveillance_risk kernel (EG-KG.domains.concept-2, distils arXiv:2605.27684) → informed-flow/detection-hazard/legal-risk scores; registers a discoverable MicrostructureSignal whose priors are set later by emerald_strategy backtest (AU-AHE.assimilation.microstructure-signal-fusion). DEFENSIVE: informed-flow detection, not trade concealment. mcp/mcp_signals.py |
CONCEPT:EX-AHE.harness.sustained-adverse-selection |
Kyle Legal-Risk / Adverse-Selection Gate | Market-making decide always computes + surfaces the Kyle legal_risk_score/informed_share (engine surveillance_risk) and withdraws quotes when it exceeds MMConfig.legal_risk_max (default 1.0 ⇒ no-op until tightened); RiskGuard.evaluate_graduation blocks promotion on max_legal_risk. market_making.py/risk_guards.py |
CONCEPT:EX-AHE.harness.ee-32 |
Insider Equilibrium under Dynamic Legal Risk | emerald_signals action insider_equilibrium routes to agent_utilities.domains.finance.insider_equilibrium (KG-2.6, distils arXiv:2605.27684 Qiao & Xia) — deepens the snapshot EX-AHE.harness.ee-31 surveillance score into the full continuous-time Kyle game: solves equilibrium trading intensity β, the end-of-window acceleration schedule, and a penalty-policy verdict (criminal cost suppresses β exactly; civil fines have diminishing, enforcement-gated effect). DEFENSIVE: surveillance/enforcement-design tool, not a concealment aid. mcp/mcp_signals.py |
Cross-Project References (from agent-utilities)¶
| Concept ID | Name | Origin |
|---|---|---|
CONCEPT:AU-ECO.messaging.native-backend-abstraction |
Unified Toolkit Ingestion | agent-utilities |
CONCEPT:AU-ORCH.adapter.hot-cache-invalidation |
Confidence-Gated Router | agent-utilities |
CONCEPT:AU-OS.config.secrets-authentication |
Prompt Injection Defense / Financial Hardening | agent-utilities |
CONCEPT:AU-OS.state.cognitive-scheduler-preemption |
Cognitive Scheduler | agent-utilities |
CONCEPT:AU-OS.governance.reactive-multi-axis-budget |
Guardrail Engine | agent-utilities |
CONCEPT:AU-OS.governance.wasm-micro-agent-sandbox |
Audit Logging | agent-utilities |
CONCEPT:AU-KG.query.object-graph-mapper |
Knowledge Graph Core | agent-utilities |
CONCEPT:AU-KG.research.research-pipeline-runner |
Finance Domain | agent-utilities |
Synergy with agent-utilities¶
This project integrates with agent-utilities via CONCEPT:AU-ECO.messaging.native-backend-abstraction (Unified Toolkit Ingestion). The emerald_exchange MCP server registers its tools with the agent-utilities FastMCP middleware, enabling automatic discovery, telemetry, and Knowledge Graph ingestion of all EE-* concepts.
Finance Domain Integration:
- Signal generation routes to agent_utilities.domains.finance (regime_detector, alpha_factors, signal_fusion)
- Strategy lifecycle uses agent_utilities.domains.finance.strategy_engine
- Heavy compute (qlib backtest, model training) routes to data-science-mcp
- Risk monitoring integrates with KG-native cron scheduling