Stability Oracle

The DPX Stability Oracle v6.0 is a 6-tier signal pipeline plus four cross-body transmission mechanisms that aggregates 25+ real-world data sources into a single actionable confidence score. It provides 30–90 day early warning signals — not just reactive monitoring — and includes a full recommendation engine and policy manager that can propose basket adjustments and fee changes.

The 6 Tiers

Each tier feeds into the next. The output of Tier 0 causally influences Tier 1, which influences Tier 2, and so on.

Tier 0 — Climate & Environmental

Lead time: 30–90 days

Data source	What it tracks
NOAA, NASA, Copernicus, WMO	Global weather patterns
USDA FAS	Agricultural production forecasts
El Niño / La Niña indices	Multi-month oscillation forecasts
Regional climate models	Drought, flood, hurricane probability

Example: Brazil drought detected → coffee risk flagged 30–90 days before price spike → flows through Tier 1 (commodities) → Tier 2 (CPI) → Tier 3 (BRL/FX) → final stability score.

Score deductions: El Niño >70%: −20pts · Severe drought: −15pts · Active hurricanes >2: −10pts

Tier 1 — Commodities & Energy

Lead time: 2–8 weeks

Sources: EIA, World Bank, PJM, ERCOT, ENTSO-E. Includes AI data center impact modeling — structural electricity demand from AI infrastructure tracked as a separate signal, capturing durable non-cyclical upward pressure on electricity prices that traditional models miss.

Score deductions: Oil >$90: −15pts · Oil <$50: −10pts · Gas >$4.00/MMBtu: −10pts · EU grid stress: −8pts

Tier 2 — Macroeconomic

Lead time: 1–4 weeks

Four independent sources per indicator (BLS, FRED, IMF, World Bank). If sources disagree, a data confidence warning is flagged.

Indicators: GDP, M2 money supply, Fed Funds rate, CPI, unemployment, Treasury yields, breakeven inflation, TIPS spreads.

Score deductions: CPI >5%: −25pts · GDP <0%: −30pts · Unemployment >7%: −20pts

Tier 3 — Currency & FX

Lead time: Hours to days

Four independent FX APIs cross-validated: Open Exchange, Frankfurter, Exchange Rate API, Forex. All basket currencies covered. If volatility exceeds thresholds, FX alert raised before it reaches the peg.

Score deductions: Basket volatility >15%: −30pts · >12%: −20pts

Tier 4 — Basket Verification

Real-time on-chain vs. API comparison

Queries Base network + 3 FX APIs, computes DPX basket value on-chain, and compares to API calculation. If computed basket diverges from on-chain by more than peg tolerance, a peg alert is raised immediately. Agents should hold large settlements when peg.deviationBps >= 50.

Tier 5 — Causal Chains & Predictive Signals

Forward-looking multi-timeframe synthesis

Climate causal chain models (ENHANCED):

AMO Hurricane Chain — Atlantic oscillation → hurricane probability → energy disruption → inflation
NAO Energy Chain — North Atlantic Oscillation → European heating demand → gas prices → EUR CPI
El Niño / IOD / Australia — Ocean temps → Australia wheat (10% of global exports) → commodity inflation
PDO Southwest — Pacific oscillation → US Southwest drought → water stress → agricultural risk
Perfect Storm — Models simultaneous activation of multiple chains and amplification effects

Predictive signals: Four timeframes — immediate (1–7 days), short (1–4 weeks), medium (1–3 months), long (3–12 months).

Cross-Body Transmission Mechanisms

Four additional channels that cut across tier boundaries:

Geopolitical Risk

FRED GPR (Geopolitical Risk Index) — shipping disruptions, sanctions impacts, trade route risk, currency flight-to-safety, direct CPI inflation from supply chain shocks.

Output: riskLevel, shippingStatus, inflationImpact, per-currency signals (USD, EUR, JPY, GBP, CHF)

Capital Flows & Monetary Policy

FRED TIC data — cross-border capital flow direction, carry trade positions (JPY carry risk), interest rate differentials, USD strength outlook.

Tech & AI Supply Chain

Semiconductor supply chain health, AI infrastructure demand, data center electricity consumption, tech sector inflation contribution. The techHealthIndex (0–100) captures structural demand-side inflation traditional macro models miss.

Cross-Region Commodity Matrix

Maps how regional climate events transmit to specific currencies through commodity markets. Example: US wheat export share gain from Russia/Ukraine disruption → USD strength signal.

Cross-Body Integration

Aggregates all four channels into unified currency impact vectors. Detects interaction effects — when multiple channels amplify each other. Outputs a single confidence-weighted basket signal.

Recommendation Engine

Produces actionable outputs from all tier and cross-body data:

Output	Description
`stabilityScore.overall`	0–100 composite score
`stabilityScore.status`	STABLE (90–100) / CAUTION (75–89) / UNSTABLE (<75)
`stabilityScore.components`	Per-tier scores: climate, commodity, macro, FX, basket
`alerts.items`	HIGH / MEDIUM / LOW alerts with rationale
`basketAdjustments`	Proposed % changes per currency with confidence
`feeAdjustments`	Proposed basis point changes with rationale
`overallRecommendation`	EXECUTE / PREPARE / MONITOR

Policy Manager

Governance constraints on top of recommendations. The engine proposes — the policy manager decides.

Basket execution rules:

Confidence >80% AND stability <85 → EXECUTE
Confidence >90% (any condition) → EXECUTE
Stability <75 AND confidence >70% → EXECUTE (urgent)

Fee execution rules:

Confidence >70% AND high volatility → EXECUTE
Stability <75 AND confidence >65% → EXECUTE

Hard constraints: Max basket adjustment 5%/currency · 24h basket cooling period · 1h fee cooling period · Circuit breaker halts all adjustments if score <50

Policy history persisted to policy-history.json.

Data Sources (25+)

Tier	Sources
Tier 0 — Climate	NOAA, NASA, USDA FAS, regional forecasts, Copernicus, WMO
Tier 1 — Energy	EIA, World Bank, PJM, ERCOT, ENTSO-E + AI data center tracking
Tier 2 — Macro	BLS, FRED, IMF, World Bank (4 per indicator)
Tier 3 — FX	Open Exchange, Frankfurter, Exchange Rate API, Forex (4 sources)
Tier 4 — Basket	Base network + 3 FX APIs
Tier 5 — Analysis	Integrated causal modeling + predictive signals
Cross-body	FRED GPR, FRED TIC, tech supply chain, climate-commodity matrix

File Structure

stability-oracle/
  oracle.js                             ← v6.0 orchestrator (968 lines)
  server.js                             ← HTTP server, port 3000
  adapters/
    climateMonitoringIntegrated.js      ← Tier 0
    commodityPricesVerified.js          ← Tier 1
    energyMarketsReal.js                ← Tier 1
    ercotGridReal.js                    ← Tier 1 (Texas grid)
    pjmGridReal.js                      ← Tier 1 (Eastern US grid)
    macroIndicatorsVerified.js          ← Tier 2
    multiSourceEconomic.js              ← Tier 2
    bondYields.js                       ← Tier 2
    inflationData.js                    ← Tier 2
    fxDataEnhanced.js                   ← Tier 3
    basketVerification.js               ← Tier 4
    geopoliticalRisk.js                 ← Cross-body
    capitalFlows.js                     ← Cross-body
    techSupplyChain.js                  ← Cross-body
    chainlinkGold.js                    ← Price verification
    openMeteoWeather.js                 ← Weather data
  processors/
    climateCausalChains-ENHANCED.js     ← Tier 5 (AMO, NAO, El Niño, PDO)
    climateCausalChains.js              ← Tier 5 (base)
    predictiveSignals.js                ← Tier 5 (multi-timeframe)
    crossRegionCommodityMatrix.js       ← Cross-body
    crossBodyIntegration.js             ← Cross-body aggregation
    recommendationEngine.js             ← Scores + alerts + adjustments
    policyManager.js                    ← Governance + circuit breaker
    macroSignals.js                     ← Macro signal processing
    yieldCurveSignals.js                ← Yield curve analysis
    dataVerification.js                 ← Multi-source validation
  routes/
    agentEndpoints.js                   ← /manifest /quote /reliability /verify-fees
    settlerClient.js                    ← ethers.js bridge to DPXSettlementRouter
  storachaClient.js                     ← IPFS audit trail