mirror of
https://github.com/SHOGGOTH-SECTOR/sica-fondt.git
synced 2026-07-31 16:16:26 +00:00
3919e70ed0
M0: economy organ stores local memory ledger; M6 supervises M5
directly, M7 is independent antivirus/guarddog alerting M6 via
Ichor; Ada dependency reframed to economy scope; build sequence
changed to subcomponent-first with ablative tests.
M1: submit_action returns {succeeded|failed}, diagnostics internal
to Conductor; stubs now print "if finished, would respond with..."
for debugging; law script changes require operator + Homunculus
signatures; law script format added as open item.
M2: removed Python/Rust from language options; confidence scale
changed to [0.0, 10.0] per position.
M3 hub: normalized all time horizons to ~40s wall time windows;
confidence scale 0.00-10.00 with "X.XX/10.00" print format; gain
rates as "low - mid - high / 10.00"; removed Python from language
list across all sub-specs (M3a-M3g).
M3a: Julia/R/Fortran/Octave replaces Python; fBM citation added
(Hosking 1984, Wood & Chan 1994); confidence/correctness/certainty
distinguished as 3 separate metrics; models span multiple horizons.
M3b: models span multiple horizons note added; Mesa/Python removed.
M3c: Solidity for on-chain precision; Julia/Octave for analytics.
M3d-M3g: Python removed; confidence values updated to 10.0 scale.
71 lines
3.9 KiB
Markdown
71 lines
3.9 KiB
Markdown
# M2 — Data feeds (market data pipeline)
|
|
|
|
## 1. Component
|
|
The economy organ's sensory nervous system: **live RSS feeds, price streams, and on-chain data**
|
|
flowing into both the Marketplace (M1) and the Sims (M3). Sits between them — the Marketplace
|
|
produces execution data (fills, positions, P&L) that feeds back into Sims, and Sims produce
|
|
predictions that inform Traders operating through the Marketplace. Data Feeds is the bridge.
|
|
|
|
## 2. Status / certainty
|
|
DESIGN-FIRST · ABSENT. Role C3; implementation C1.
|
|
|
|
## 3. Language & location
|
|
TBD · `src/economy/feeds/`. Needs async I/O for streaming data (WebSockets, SSE, RSS polling).
|
|
Pony actors are a natural fit (async, backpressure-aware).
|
|
|
|
## 4. Does / does-not
|
|
- **Does:** ingest live market data from external sources (RSS, price APIs, DEX subgraphs,
|
|
on-chain event logs); normalize heterogeneous data into a common internal format; distribute
|
|
to Sims (M3) for prediction and to Traders (M5) for decision-making; ingest Marketplace (M1)
|
|
execution data (fills, portfolio state) and feed it back into Sims for calibration; maintain
|
|
time-series history within session (ring buffer).
|
|
- **Does-not:** predict (Sims do); trade (Marketplace does); filter or editorialize data — it
|
|
delivers raw, normalized feeds. Interpretation is the consumer's job.
|
|
|
|
## 5. Interface contract
|
|
- `subscribe(feed_type: FeedType, consumer_id) -> subscription_handle`.
|
|
`FeedType` ∈ { `price_tick`, `rss_news`, `on_chain_event`, `dex_pool_state`, `execution_fill`,
|
|
`portfolio_state` }.
|
|
- `publish(feed_type, data_point: NormalizedDatum)` — internal; sources push into the pipeline.
|
|
- `query_history(feed_type, time_range) -> [NormalizedDatum]` — sims and traders can pull
|
|
historical data within the session window.
|
|
- `NormalizedDatum { feed_type, source, timestamp, payload, confidence }` — common shape.
|
|
`confidence` ∈ [0.0, 10.0] — data source reliability per position produced (exchange-reported
|
|
price = high; RSS sentiment = lower). Sims produce even finer-grained confidence.
|
|
|
|
## 6. Dependencies & stubs
|
|
- External data sources (price APIs, RSS, RPC nodes) — *stub:* canned market data replay.
|
|
- M1 Marketplace — execution data source (fills, positions); *stub:* canned fills.
|
|
- M3 Sims — primary consumer; *stub:* print data points.
|
|
- M5 Traders — secondary consumer; *stub:* print data points.
|
|
|
|
## 7. Invariants / laws
|
|
- **L1 (C4):** data feeds are **raw and unnormalized in meaning** — the pipeline normalizes
|
|
*format* (schema, timestamps, units) but never interprets, filters, or editorialize content.
|
|
- **L2 (C4):** **bidirectional flow** — external data flows in (market → sims/traders), and
|
|
internal execution data flows back (marketplace → sims). Both directions use the same
|
|
`NormalizedDatum` shape.
|
|
- **L3 (C3):** **backpressure, not drop** — if a consumer is slow, buffer up to a cap, then
|
|
apply backpressure to the source. Never silently drop data points.
|
|
- **L4 (C3):** every datum carries a **source and timestamp** — consumers can always trace
|
|
where data came from and when.
|
|
|
|
## 8. Build steps
|
|
1. Define `NormalizedDatum` and `FeedType` shapes.
|
|
2. Implement the pub/sub pipeline (subscribe, publish, distribute).
|
|
3. Wire external source adapters (start with one price API + one RSS feed).
|
|
4. Wire M1 execution data feedback loop.
|
|
5. Implement session-scoped time-series history (ring buffer).
|
|
|
|
## 9. Tests
|
|
Normalization: heterogeneous inputs produce uniform `NormalizedDatum` output. Pub/sub: subscriber
|
|
receives published data. History: query returns correct time range. Backpressure: slow consumer
|
|
does not cause data loss. Bidirectional: marketplace fills reach sims via the feed.
|
|
|
|
## 10. Open items
|
|
- Which price APIs / RSS sources to support initially (CoinGecko? DeFiLlama? specific DEX
|
|
subgraphs?).
|
|
- History buffer size / eviction policy.
|
|
- Whether feeds need authentication / rate limiting management.
|
|
- Latency requirements (how fresh must data be for each consumer type?).
|