SMK step() result schema: the pipeline data contract

SMKPipeline.step() is the core method of the QUIMERIA-HYPERION backend. It processes one OHLCV bar through all 18 detector modules, the plugin layer, and the AEGIS bridge, then returns a single Python dict. This dict is the data contract between every consumer: the WebSocket sends it, the frontend renders it, and the AEGIS bridge reads r['veto']['trade_allowed'] before placing any order.

Stability rules

Adding a new key is safe. Consumers ignore keys they do not recognise.
Removing or renaming an existing key breaks the frontend. The sensor panel, execution panel, and AMD state display all read specific key paths by name.
All values are plain Python types — no numpy scalars, no numpy arrays. The _sanitize() function enforces this before any dict leaves the pipeline.

The execution gate

r["veto"]["trade_allowed"]  # bool — THE key execution gate

AEGIS checks this boolean before doing anything. True means all Ring 0 conditions are satisfied. False means at least one veto condition fired; r["veto"]["reasons"] lists which ones.

Sample result dict

{
  "bar": {
    "time": 1715123400,
    "open": 1.09100,
    "high": 1.09250,
    "low":  1.09050,
    "close": 1.09200,
    "volume": 1250
  },
  "bar_index": 42,
  "total_bars": 300,

  "dealing_range": {
    "high": 1.09800, "low": 1.08200, "eq": 1.09000,
    "zone": "DISCOUNT", "coherence": 0.72, "status": "ACTIVE"
  },
  "bias": {
    "bias": "BULLISH", "eq": 1.09000, "zone": "DISCOUNT",
    "coherence": 0.68, "valid": true
  },
  "ipda_phase": {
    "phase": "DELIVER_BUY", "eq": 1.09000, "confidence": 0.81, "valid": true
  },
  "eq_cross": {
    "zone": "DISCOUNT", "cross": false, "direction": "UP", "confidence": 0.55
  },
  "session": {
    "active": true, "name": "LONDON", "killzone": true, "score": 0.9, "status": "KZ_ACTIVE"
  },
  "swings": {
    "count": 4,
    "nodes": [
      {"idx": 38, "price": 1.09050, "type": "LOW"},
      {"idx": 40, "price": 1.09220, "type": "HIGH"}
    ]
  },
  "fvg": {
    "count": 2, "active": 1,
    "recent": [{"type": "BULL", "top": 1.09150, "bot": 1.09100, "eq": 1.09125}]
  },
  "ob": {
    "count": 1, "active": 1,
    "recent": [{"type": "BULL", "level": 1.09080, "high": 1.09120, "low": 1.09040, "score": 0.77}]
  },
  "vol_profile": {
    "zones": 5,
    "hvn": [{"price": 1.09100, "density": 0.85}, {"price": 1.08900, "density": 0.61}]
  },
  "vol_decay": {
    "ratio": 0.63, "entrapped": true, "energy": 0.82, "stasis": 3, "status": "ENTRAPPED"
  },
  "displacement": {
    "is_disp": false, "dir": "NONE", "body_ratio": 0.41, "range_mult": 0.9,
    "vetoed": false, "status": "CALM"
  },
  "harmonic": {
    "phase_diff": 0.41, "inverted": false, "freq": 8.2, "trap": false, "status": "HARMONIC"
  },
  "expansion": {
    "sigma": 1.2, "prob": 0.73, "entrapped": false, "target": 1.09380, "status": "EXPANDING"
  },
  "manipulation": {
    "active": false, "score": 0.21, "level": 1.09050, "wick": 0.0003, "status": "CLEAN"
  },
  "kl": {
    "score": 0.44, "stable": true, "h_curr": 0.51, "h_ref": 0.48, "status": "STABLE"
  },
  "topology": {
    "h1_score": 0.12, "fractured": false, "islands": 0, "status": "INTACT"
  },
  "amd": {
    "state": "Manipulation", "prev": "Accumulation", "changed": true, "R_MASTER": false
  },
  "fusion": {
    "p_fused": 0.74, "confidence": 0.81, "veto_active": false,
    "active_lambdas": ["λ1", "λ3", "λ5"], "regime": "TRENDING", "status": "PROCEED"
  },
  "mandra": {
    "open": true, "delta_e": 0.048, "size": 0.012, "regime_stable": true, "status": "OPEN"
  },
  "veto": {
    "decision": "Proceed", "reasons": [], "trade_allowed": true
  },
  "gmos": {
    "execute": true, "action": "EXECUTE", "p_fused": 0.74, "coherence": 0.79,
    "hamiltonian": 0.31, "regime_stable": true, "drawdown": 0.008,
    "phase": 1, "available": true
  },
  "sensors": [
    {"id": "s01", "name": "VolatilityDecay", "score": 0.82, "active": true, "layer": "L3", "status": "ENTRAPPED"},
    {"id": "s02", "name": "Displacement",    "score": 0.14, "active": false, "layer": "L3", "status": "CALM"},
    {"id": "p01", "name": "MarketRhythm",    "score": 0.67, "active": true,  "layer": "L3-ext", "status": "BEAT:4"}
  ],
  "plugins": {
    "MarketRhythm": {"tempo": 4.1, "harmony": true, "fingerprint": "a3f2b1", "active": true, "score": 0.67, "status": "BEAT:4"},
    "MarketHeuristic": {"wick_score": 0.2, "vol_spike": false, "entropy": 0.41, "active": false, "score": 0.2, "status": "IDLE"}
  },
  "execution": {
    "action": "LONG",
    "reason": "IPDA_DELIVER",
    "is_armed": true,
    "pattern": "BWBUI",
    "dominant": "B",
    "direction": "BUY",
    "stop_loss_price": 1.09020,
    "take_profit_price": 1.09450,
    "lot_size": 0.05,
    "kelly_size": 0.022,
    "venue_allocation": [{"venue": "paper", "fraction": 1.0}],
    "risk_pips": 18,
    "rr_ratio": 2.1,
    "delta_e": 0.048,
    "rev_score": 0.12,
    "risk_profile": "MODERATE"
  }
}

Field reference

Top-level envelope

bar

object

The current OHLCV bar.

Show Bar fields

time

integer

Unix timestamp (seconds).

open

number

Open price.

high

number

High price.

low

number

Low price.

number

Close price.

volume

number

Volume.

bar_index

integer

0-based index of this bar in the loaded dataset.

total_bars

integer

Total bars in the current dataset.

veto — the execution gate

veto

object

Ring 0 veto decision. This is the canonical execution gate.

Show Veto fields

decision

string

"Proceed" or "Halt".

reasons

array

List of veto reason codes, for example ["MANDRA:DE<0", "CONF:INSUFFICIENT"]. Empty when proceeding.

trade_allowed

boolean

true when all Ring 0 conditions are satisfied and AEGIS may act. false on any veto.

sensors — the frontend sensor panel

sensors

array

List of sensor rows rendered in the frontend. Contains 14 SMK sensor rows followed by one row per loaded plugin. Order is stable within a session.

Show Sensor row fields

string

Sensor identifier, for example "s01" (SMK) or "p01" (plugin).

name

string

Display name, truncated to 14 characters.

score

number

Normalized score, 0.0–1.0.

active

boolean

Whether the sensor detected its condition this bar.

layer

string

Layer classification: "L1", "L2", "L3", "L4", "L3-ext", "L2-ext".

status

string

Short status string for the tooltip.

execution — AEGIS output

execution

object

Output from the AEGIS bridge. Only populated on PROCEED bars when the bridge is available.

Show Execution fields

action

string

"LONG", "SHORT", "VETO", or "FLAT".

reason

string

Human-readable signal reason, for example "IPDA_DELIVER".

is_armed

boolean

true when the bridge is fully wired and ready to route a real order.

pattern

string

CLM sequence of the last 8 bars, for example "BWBUIDB".

stop_loss_price

number

Computed stop-loss price level.

take_profit_price

number

Computed take-profit price level.

lot_size

number

Raw lot size from SequenceStopLossManager.

kelly_size

number

Kelly-adjusted position size from AegisExtensions.

venue_allocation

array

List of {venue, fraction} objects from SchurRouter.

rr_ratio

number

Risk-to-reward ratio for this trade setup.

delta_e

number

Mandra information energy gain for this bar.

amd, fusion, mandra

amd

object

AMD state machine output.

Show AMD fields

state

string

"Accumulation", "Manipulation", "Distribution", or "Retracement".

string

Previous AMD state.

changed

boolean

true if the state transitioned this bar.

R_MASTER

boolean

true when KL fracture + topology fracture force a hard reset to Accumulation.

fusion

object

Lambda fusion engine output (Ring 0 OBNFE).

Show Fusion fields

p_fused

number

Fused probability signal, 0.0–1.0.

confidence

number

Overall fusion confidence, 0.0–1.0.

veto_active

boolean

true when the fusion engine itself issued a hard veto.

active_lambdas

array

List of lambda sensor names that contributed to this bar’s fusion.

regime

string

"TRENDING", "RANGING", or "VOLATILE".

mandra

object

Mandra Gate output (information energy gate).

Show Mandra fields

open

boolean

true when ΔE ≥ 0.02 and the gate allows passage.

delta_e

number

Information energy gain this bar. Must be > 0.02 to pass the gate.

size

number

Mandra kernel size (position sizing factor).

regime_stable

boolean

true when the HMM regime is stable (state 1 or 2).

REST API

WebSocket

Plugin Development

SMK step() result schema: the pipeline data contract

Stability rules

The execution gate

Sample result dict

Field reference

Top-level envelope

veto — the execution gate

sensors — the frontend sensor panel

execution — AEGIS output

amd, fusion, mandra

Build docs developers (and LLMs) love

REST API

WebSocket

Plugin Development

Documentation Index

​Stability rules

​The execution gate

​Sample result dict

​Field reference

​Top-level envelope

​veto — the execution gate

​sensors — the frontend sensor panel

​execution — AEGIS output

​amd, fusion, mandra

Build docs developers (and LLMs) love

Stability rules

The execution gate

Sample result dict

Field reference

Top-level envelope

veto — the execution gate

sensors — the frontend sensor panel

execution — AEGIS output

amd, fusion, mandra