The Sovereign Market Kernel (SMK) is organized as a hierarchical intelligence stack that processes each price bar through a sequence of analytical layers before any trade execution decision is made. Rather than treating signals as independent indicators, the SMK fuses structural market context, spectral forensics, and Bayesian regime state into a single gated decision — where any layer has the authority to halt execution outright.Documentation Index
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Full system diagram
The following diagram shows the complete SMK stack, from the top-level Bayesian orchestration ring down to the AEGIS execution bridge.Processing flow, ring by ring
Ring -1: Bayesian orchestration
Before any structural analysis begins, the HMM Regime Tracker classifies the current market state (0 = SIDEWAYS, 1 = STABLE, 2 = STABLE-trending). The GMOS Governor measures market exhaustion via Hamiltonian energy, and the OBNFE Kill Switch halts the entire pipeline if sensor reliability drops below acceptable posterior thresholds. Ring -1 is the “will” of the system — it decides whether the market is fit to trade at all.
Layer 1: IPDA structural compiler
The IPDA Structural Compiler establishes the market’s context: which dealing range is active (20-, 40-, or 60-day), whether price is in a Premium or Discount zone relative to equilibrium, and which phase of the AMD (Accumulate → Manipulate → Distribute → Retrace) cycle is in progress. Detectors run in
core/detectors/: DealingRangeDetector, BiasDetector, IPDACompiler, EquilibriumCrossDetector, SessionDetector, and SwingDetector.Layer 2: Memory and imbalance
Layer 2 captures the market’s memory: unmitigated Fair Value Gaps, institutional Order Blocks, and Volume Profile density (TAP zones). These supply-demand imprints inform lambda sensor scoring and execution targeting. Modules live in
liquidity/: FVGDetectorEngine, OrderBlockDetector, and VolumeProfileMemoryEngine.Layer 3: λ sensors (the senses)
Eight lambda sensors fire independently per bar and produce probability scores. λ₁–λ₆ cover volatility decay, killzone timing, harmonic inversion (FFT), manipulation phase, displacement, and macro bias. λ₇ gates on DXY/SPX correlation; λ₈ checks for light-cone violations (information leakage). Any sensor may issue a hard veto, which propagates forward to Ring 0.
Layer 4: Forensics and plugins
Six auto-discovered forensic plugins run after the core pipeline and append additional sensor rows to the
sensors[] array in the step result. These cover music-information-retrieval rhythm analysis, heuristic stop-hunt scoring, SIFT-based visual pattern recognition, seismic wave classification, support/resistance clustering, and a 14-pattern signature database.Ring 0: Fusion and veto authority
The Lambda Fusion Engine combines all λ scores into a single fused probability
p_fused. The Mandra Gate checks information energy gain (ΔE ≥ 0.02). KL Divergence and Topological Fracture detectors watch for regime breaks. If any of the six hard-stop conditions is met, r['veto']['trade_allowed'] is set to false and the AEGIS bridge will not execute.Execution layer
The AEGIS Bridge receives the fully gated result dict and only acts when
r['veto']['decision'] == 'Proceed'. It passes the signal through StopLossManager and SchurRouter for venue-optimized order placement. The SMART-EXE module (FAISS memory + GRU) provides historical pattern recall for position sizing. The Auto-Profit Manager defaults to a 2% target, configurable via environment variable.Explore each subsystem
Signal pipeline
How
SMKPipeline.step() processes each bar: data flow, result dict schema, JSON safety, and the fail-safe import pattern.Ring system
Deep dive into Ring -1 (HMM/GMOS) and Ring 0 (Lambda Fusion, Mandra Gate, KL Divergence, Topological Fracture) with all six veto conditions.
Plugin system
The
SMKPlugin base class, PLUGIN_REGISTRY, auto-discovery, the six built-in forensic plugins, and how to extend the system.API reference
Full plugin development contract, endpoint reference, and WebSocket streaming protocol.