System Map
Package inventory (src/nexus_scalp/)
nexus_scalp/
├── domain/ frozen Pydantic contracts (TickData, TradeProposal, …)
├── ports/ IMT5Port · IGatewayPort ← the hexagon seam
├── adapters/ mt5/ (Win32 IPC) · gateway (ZMQ) · paper/ · database/ (AuditRepository, WAL)
├── features/ scalp_features (50D) · schema registry · schema_contract (70D SSoT)
│ liquidity_engine · regime_classifier · temporal (research)
├── models/ ScalpNet (dual-path TCN + self-attention)
├── training/ walk_forward_trainer · labeling/ (triple-barrier)
├── signals/ policy · rule matrix (~30 SMC rules)
├── strategies/ factory (+ provider_gate for LLM/AI services)
├── risk/ RiskEngine (Kelly sizing, clamps, kill switch)
├── execution/ order_manager (+ protection_ledger · position_state_machine ·
│ recovery_budget extracted seams)
├── accounting/ core · aggregation · retention
├── application/ live_engine (async orchestrator)
├── experience/ ledger · outcome_recovery · evaluator (autopsy intelligence)
├── intelligence/ behavior detection · lifecycle · store
├── mslie/ market-structure perception (advisory)
├── research/ dataset · discovery · pipeline · backtest · walkforward · oos ·
│ streaming_replay · forward_test · counterfactual · evidence · observability
├── model_generation/ artifact-first factory (datasets/experiments/models + manifests)
├── model_lifecycle/ candidate staging, champion/challenger
├── governance/ 14-gate verify · promotion transaction · rollback preview
├── shadow/ shadow70 runtime (zero order authority)
├── news/ ingest · analysis · bounded gate · database (schema/articles/analysis/queries)
├── incidents/ correlation · lineage · impact · reports · worker
├── forensics/ health engine · deploy gate · experience_gap · trend
├── hygiene/ retention · quarantine · consistency · index health
├── observability/ logging (severity-split) · telegram notifier (read-only)
├── web/ server + domain route modules · debug_snapshot · db_console
├── release/ CLI shim · updater · verifier · packaging
├── settings/ service (settings DB authority) · secret_store
└── configuration/ AppConfig (bootstrap) · RuntimeConfigStore (authoritative snapshots)Databases (SQLite, WAL)
| DB | Responsibility |
|---|---|
artifacts/audit.db | trading ledger, experience outcomes, accounting, research registry, strategy lifecycle, incidents |
artifacts/news.db | news ingestion, analysis, consensus, impacts |
Writes queue through AuditRepository's background worker thread — the tick
path never waits on the database (INV-001). Migrations are additive and
checksummed (nexus db); hygiene is AUDIT_ONLY by default.
Workers (all off the tick hot path)
AuditRepositorybackground writer thread- Research worker (dataset → discovery each cycle)
- Training worker via
asyncio.to_thread(auto-train disabled by default) - Hygiene worker (light 30m / deep 6h cadence, config-driven)
- Incident worker (state machine STARTING/RUNNING/DEGRADED/FAILED)
- Telegram notifier (read-only outbound, INV-010)
Model artifacts
artifacts/models/… + artifacts/model_generation/… — versioned bundles
(model, scaler, manifest with schema hash + dataset ID + git commit). The
10-gate load gate validates every bundle before attach; width/hash mismatch
blocks loudly. See Model pipeline.