Live delta-neutral cross-venue funding-carry deployment — the operational fund extracted from the Quant-lab research monorepo (topology Move 1), so its lifecycle (daily cron, secrets, uptime) is isolated from research churn. Proprietary — not open source.
The edge (E-cross-venue-funding-diff): long the low-funding venue perp / short the high-funding venue perp,
delta-neutral, sized to a friction/capacity envelope. Validated in Quant-lab across four realism layers
(exp082–085) and staged: record → paper (live) → testnet (built) → tiny live pilot (gated).
deploy/cross_venue/— the decision engine (engine.decide), the read-only paper harness, and the testnet execution adapter (place-both / reconcile, HALT-on-NAKED, report-never-crash).execution/— venue adapters: Binance USDⓈ-M futures testnet + Hyperliquid testnet (testnet-only by construction; dry-run default;--arm-gated).monitor/— fund-ops monitoring (freshness) + the persistence-gated alert debounce.cli/— the runners:cross_venue_paper(daily L3),cross_venue_testnet,carry_monitor, etc.
Market-data / execution-simulation primitives come from the published quant-marketdata package
(book-walking fills, market impact, funding-carry cost, live quotes). This repo carries only its own thin
boilerplate (config, paths, alerting.evaluate_alert).
Secrets are env-only, never committed. The deployment never auto-arms: placing/arming testnet or live
orders is a deliberate, credentialed, human step (--arm, gated). Testnet-only by construction until the
Stage-2→3 gate and a separate live-pilot decision.
Not financial advice.