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GIE-Soliton V2.5: AWACS Engineering Specification

Project Type: High-Frequency Market Microstructure / Ma-Chao Equation Filter Version: 2.5.0 (Codename: AWACS) Build Date: 2026-03-06 Standard: Python 3.12+ / Scalar-Native

1. Mathematical Foundation (Core Operators)

The V2.5 kernel operates exclusively in $log_{10}$ space to ensure numerical stability and prevent floating-point collapse during singular market events ($AI_{raw} < 10^{-6}$).

1.1 The Ma-Chao Equation Log-Space ($AI_{\log}$)

The base admissibility metric defined over window $W$: $$AI_{\log, t} = \log_{10} \left( \frac{M_t}{|\Delta P_t| + \epsilon} \right)$$

  • $M_t$: Executed mass (cumulative volume).
  • $|\Delta P_t|$: Net price displacement.
  • $\epsilon = 10^{-9}$: Singular-market stabilizer.

1.2 Discrete Laplacian ($\Psi$)

Second-order price acceleration estimator: $$\Psi_t = P_t - 2P_{t-1} + P_{t-2}$$ Used as a damping factor in MSTS and a kinematic break-point detector.

1.3 Pressure Gradient ($\nabla AI$)

First-order temporal decay of structural stability: $$\nabla AI_t = \frac{AI_{\log, t} - AI_{\log, t-1}}{\Delta t_{\mu s}}$$

2. AWACS Sensing Modules (Pre-Collapse Intercept)

2.1 Lead-Lag Cross-Field Radar (CFR)

  • Target: Signal leakage detection via auxiliary manifolds.
  • Logic: Compute online Pearson correlation $\rho_{LL}$ between primary $AI_{\log}$ and $N$ auxiliary streams.
  • Constraint: Deferred sqrt. Compute $\sqrt{M2}$ only at batch-end (26-tick interval) to minimize per-tick CPU load.
  • Protocol: Stale-data drop (threshold > 2 ticks).

2.2 Multi-Scale Tensor Sweep (MSTS)

  • Target: Micro-structural resonance detection.
  • Scales: $W \in {8, 16, 26, 40, 60, 100}$.
  • Optimization: Arithmetic Unrolling. Manual unrolling of the scale-power loop to eliminate Python FOR_ITER overhead.
  • Trigger: Resonance signaled when $\text{count}(PSD_s > \sigma_{limit}) \ge K$.

2.3 Identification Friend or Foe (IFF)

  • Target: Endogenous vs. Exogenous impact separation.
  • Formula: $$AI_{adj} = \frac{M_t - \text{Vol}{self}}{|\Delta P_t - \hat{I}{self}| + \epsilon}$$
  • Action: If $AI_{raw}$ collapses but $AI_{adj}$ remains stable, trigger Execution Damping (self-harm mitigation) instead of system standby.

3. Finite State Machine (V2.5 Enhanced)

State Definition Triggering Condition Gateway Status
ACTIVE Normal Operation All sensors within $\sigma_{limit}$ OPEN
PRE_DRIFT Signal Leakage CFR $\rho_{LL} > 0.85$ CONSTRICTED
RESONANCE Multi-Scale Sync MSTS Resonance Count $\ge 4/6$ CLOSED (HARD)
DRIFT Potential Collapse $\nabla AI$ Sustained Negative ADVISORY
PHOENIX Liquidity Void $AI_{\log} < -3.0$ STANDBY (IDLE)
LOCKED Physical Singularity $AI_{raw} < 1e-6$ OR $\Psi > 500$ SHUTDOWN

4. Engineering Constraints (The Hot-Path)

  1. Zero Dynamic Allocation:
    • No list.append(), dict creation, or object instantiation during ACTIVE or RESONANCE states.
    • Mandatory use of __slots__ and pre-allocated array.array('d').
  2. Scalar-Only Hot-Path:
    • No numpy, pandas, or scipy in the sensing layer.
    • All math functions must be localized to __init__ (e.g., self._log10 = math.log10).
  3. The 26-Tick Benchmark:
    • CPython Median: < 0.350 ms.
    • Cython Target: < 0.035 ms.

5. Compliance & Security

  • ETL Moat Isolation: Data cleansing logic (Moat) must not be accessible via the awacs_sensing interface.
  • Traceability: All gate rejections must be indexed with a Reason_Flag (CFR, MSTS, or IFF).
  • Data Integrity: Continuous Welford verification ($error &lt; 10^{-8}$) required in the standalone validation benchmark.

Ma, C. (2026). GIE-Soliton V2.5 Specification. ORCID: 0009-0004-2456-9098.