Risk Oracle Layer

The Risk Oracle Layer is Layer 1 of Aegis. Its job is to detect stablecoin panic, compute risk, and publish a machine-readable risk feed that the Circuit Breaker Layer consumes.

Components

1. Data Ingestion Layer
   Collects raw Solana and oracle data from RPC, DEX pools, stablecoin accounts, price feeds, bridge flows, and whale activity.
2. Market State Builder
   Converts raw events into current stablecoin market state, such as price, liquidity depth, pool imbalance, slippage, volume, and flow direction.
3. Signal Engine
   Computes normalized risk signals from market state. Examples include peg deviation, oracle divergence, pool imbalance, whale exit velocity, liquidity depth drop, and bridge outflow velocity.
4. Stress Score Engine
   Combines risk signals into a single 0-100 stress score for each supported stablecoin.
5. Liquidity Health Engine
   Classifies liquidity condition as Healthy, Watch, Stressed, Critical, or Severe.
6. Depeg Probability Engine
   Estimates near-term peg instability risk using rule-based bands first, with room for historical and ML-based models later.
7. Panic Classification Engine
   Labels the type of panic event, such as liquidity panic, oracle dislocation, whale exit event, bridge outflow event, or systemic market stress.
8. Alert Engine
   Creates risk alerts for protocols, dashboards, SDK clients, and off-chain notification channels.
9. Oracle Publisher
   Takes the computed risk output and submits it to the on-chain Risk Oracle Program.
10. Risk Oracle Program
    Stores the latest canonical risk state on Solana so integrated protocols can read it directly.

Production Flow

Data Ingestion
  -> Market State Builder
  -> Signal Engine
  -> Stress Score / Liquidity Health / Depeg Probability
  -> Panic Classification
  -> Oracle Publisher
  -> On-Chain Risk Oracle Program
  -> Circuit Breaker Layer / Protocol Integrations