7-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.
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