DOSSIERSBP-ARCHITECTURE
github.com/bayesianpivot-public7-Gate Sovereign Light Funnel
Dual-Feed Pricing & High-Probability Sweeps
Published: 2026-06-20 | Project: BayesianPivot | Discipline: Distributed Systems & High-Throughput State
Author: Nicholas Alexander MacAskill — Founder & CTO, Flocano Labs | Canonical: https://www.nicholasmacaskill.com/dossier/bp-architecture
Feed Outage Delta
< 0.5%
Verified Invariant
Wick Threshold
>= 30% of range
Verified Invariant
The Structural Density (How): Architectural Resilience
The core execution engine is structured as an asynchronous, multi-agent pipeline designed around defensive execution using two primary layers:
1. The Synchronized Data Buffer
To eliminate fake prints and pricing anomalies, the engine runs a parallel stream validator (fetch_data). It compares CCXT Coinbase Advanced Trade quotes against Yahoo Finance API streams in real-time.
- If the price delta between the feeds exceeds 0.5% or data latency exceeds 120 seconds, the engine automatically halts to prevent execution during data de-synchronization.
- This safeguard ensures that an exchange-specific API outage does not result in toxic execution.
2. The 7-Gate Sovereign Light Funnel
To capture high-probability sweeps, the system maps 1H swing highs/lows (fractals). A 5m LTF (Low Time Frame) trigger is only validated if it:
- Sweeps the HTF (High Time Frame) level within a specific ATR window (
0.1x to 1.5x ATR). - Closes back inside the level with a candlestick wick representing ge 30% of the total candle range.