The IPDA Structural Compiler is Layer 1 of the Sovereign Market Kernel. It treats every price chart as the output of a deterministic Interbank Price Delivery Algorithm (IPDA) — the sequence of institutional price delivery steps that major banks use to move liquidity from accumulation zones to distribution targets. By decoding that sequence in real time, the compiler provides the structural context that every upstream sensor and veto guard depends on.Documentation Index
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IPDA philosophy
Traditional technical analysis assumes markets are driven by supply and demand from many independent actors. IPDA inverts this assumption: central bank–adjacent institutions control liquidity delivery through a repeatable algorithm. Price moves between pre-defined dealing ranges (20, 40, and 60-day nodes) and visits draw-on-liquidity (DOL) targets at external range liquidity highs and lows before reversing. The implication is that price is not random between candles — it follows a delivery schedule. The compiler’s job is to identify where in that schedule the market currently sits.AMD state machine
The AMD cycle is the core behavioral model. Every significant price move passes through four sequential states:Accumulate (σ_t = 0)
Accumulate (σ_t = 0)
Price consolidates inside a dealing range. Volatility decays (λ₁ triggers). Institutional orders are placed without alerting retail participants. The expansion predictor assigns
sigma_t = 0 and monitors the λ₁ volatility ratio.Manipulate (σ_t = 1)
Manipulate (σ_t = 1)
Price sweeps liquidity beyond the previous range high or low — the Judas Swing. Stop orders are triggered, retail traders enter in the wrong direction, and the manipulation detector fires. The
ManipulationPhaseDetector scores wicks, volume anomalies, and IPDA range touches to assign a confidence score ≥ 70.Distribute (σ_t = 2)
Distribute (σ_t = 2)
Institutional orders are filled against the retail crowd’s trapped positions. Price displaces aggressively in the true direction. The
IPDAExpansionPredictor assigns sigma_t = 2 and sets the DOL target at the H60 or L60 external range liquidity level.Retrace
Retrace
Price pulls back to fill imbalances left behind during the distribution leg. Layer 2 FVG and Order Block detectors mark the precise re-entry zones. The IPDA phase classifier identifies this as a Retracement phase.
The AMD cycle is fractal. It plays out across the 20-day, 40-day, and 60-day dealing ranges simultaneously. A retrace on the H1 timeframe may be the accumulation leg of the daily AMD cycle.
Dealing range detection
The compiler tracks three range nodes. Each node defines a set of structural highs and lows that act as liquidity magnets.| Range | Lookback | Key levels | Role |
|---|---|---|---|
| Short-term | 20-day | H20, L20 | Near-term manipulation targets |
| Medium-term | 40-day | H40, L40 | Intermediate DOL objectives |
| Long-term | 60-day | H60, L60 | Primary distribution targets (ERL) |
ManipulationPhaseDetector uses all three simultaneously:
Premium, discount, and equilibrium
Within any dealing range, the compiler classifies the current price relative to the range midpoint (equilibrium):- Premium zone — price is above equilibrium. Institutional sellers distribute here. Retail longs are at maximum risk.
- Equilibrium (EQ) — the 50% midpoint of the range. A closing cross of equilibrium confirms bias direction.
- Discount zone — price is below equilibrium. Institutional buyers accumulate here. Retail shorts are trapped.
EquilibriumCrossDetector monitors real-time closes against the EQ level and issues a bias confirmation or bias flip signal to Layer 3 sensors.
IPDA phases
TheIPDAPhaseDetector classifies the current structural state into one of four phases. These phases inform which λ sensors are weighted most heavily in the fusion engine.
| Phase | Description | Primary sensors active |
|---|---|---|
| Consolidation | Low volatility, AMD accumulation in progress | λ₁, λ₂ |
| Expansion | Displacement underway, DOL delivery active | λ₅, λ₄ |
| Retracement | Post-expansion pullback to FVG / OB | λ₃, λ₆ |
| Reversal | Full AMD cycle completion, new range forming | λ₇, λ₈ |
Layer 2: FVG detector
Fair Value Gaps are structural voids created when price moves too fast for opposing orders to fill. They represent unfilled institutional orders that price will eventually return to deliver. TheFVGDetectorEngine uses a three-candle sequence validation: a bullish FVG exists when the low of candle i is above the high of candle i-2, leaving a gap around the middle candle.
FVGTelemetry record exposes:
gap_type—BULLISH_FVGorBEARISH_FVGtop_boundary/bottom_boundary— the precise price levels of the gapequilibrium— the 50% “fair value” reentry point within the gap
Layer 2: Order block detector
Order blocks are the origin candles immediately before a major displacement move. They mark price levels where institutional orders were initially placed and where price will return to pick up remaining orders.analyze_displacement method validates the qualifying displacement candle against two conditions:
OrderBlockTelemetry record includes an is_mitigated flag that tracks whether price has already returned to the block. Mitigated blocks are no longer valid re-entry targets.
Lambda sensors
Layer 3 sensors that consume IPDA structural context
Ring 0 veto
Hard-stop guards that protect the execution layer