MONARK

Coverage-gated decision from the real HIKAE L3 policy (commit/defer/abstain) over a caller-carried authorization budget B_t. Dispatches on task_class. For 'btc-dir-15m' it conformalizes against a committed synthetic calibration derived from the HIKAE S2a instrument (seed 101, n=300 draw), declared synthetic — a plumbing fixture, not a measured predictor. For 'cascade-liquidable-24h' no cascade calibration is committed; the gate abstains (under_calib) on this class. For 'stable-run-velocity-24h' (Narabi: a redemption-flow velocity forecast) the gate holds a committed stable-run velocity calibration for the USDe synthetic-dollar-whitelisted-redeem population (key narabi:persistence-v2@eip155:1/erc20:0x4c9edd5852cd905f086c759e8383e09bff1e68b3) over calm-window redemption flow; coverage is stated under the split-conformal bound of Barber, Candes, Ramdas and Tibshirani 2023 (Thm 2, unit weights): at least 1 − α minus the average total-variation gap between calibration windows and the next one; that gap is not estimated here and the calibration is measured non-stationary across half-years, so 1 − α is the coverage only if that gap is zero (exchangeability), which is not assumed here; no coverage is measured; for any other population, no stable-run velocity calibration is committed for this population; the gate abstains (under_calib). For 'liquidation-eligible-coverage' (Ukemi: a per-account liquidable-amount class, class A only) the served region is a conformal upper bound on the liquidable amount for the calibrated class; the lower edge is 0 by construction, not a calibrated bound; abstains (under_calib) outside it; this class requires alpha = 0.01, nMin = 100; calibrated on one recorded episode; no coverage is claimed on any other event; the H-3 exchangeability check is a report, a YES licenses nothing more; the bound holds only if yhat was produced by the frozen close-factor rule on a mono-collateral WETH account at the first crossing, which the gate does not check. When the caller instead supplies a `calibration` (its own nonconformity scores plus a `mode`: `interval` ⇒ region [yhat - q̂, yhat + q̂], or `set` ⇒ a conformal set over caller `candidates`), the gate conformalizes against THOSE caller-supplied scores (BYO): split-conformal quantile at miscoverage α over caller-supplied nonconformity scores. MONARK does not see, store, or verify the caller's data or model, and does not validate that the supplied numbers are nonconformity scores of any model. Marginal 1−α coverage holds ONLY for future points exchangeable with the supplied scores; non-exchangeable data (e.g. distribution-shifted or time-ordered) voids it. Never a probability of being right. A caller-carried `attested` price must declare a subject consistent with the committed task class (exact committed-URL membership; BYO classes do not accept `attested` in P1); the attestation is carried by the caller and is not re-verified at call time (the verifier is not executed here); `attest` only projects the committed witness — verify a caller-carried attestation offline with the Shōgen verifier; no temporal binding in P1. The gate only emits a decision; it never calls the named tool.

{
  "type": "object",
  "properties": {
    "prediction": {
      "type": "object",
      "additionalProperties": false,
      "required": [
        "schema_version",
        "task_class",
        "yhat",
        "predictor_id",
        "produced_at"
      ],
      "properties": {
        "schema_version": {
          "type": "string",
          "pattern": "^\\d+\\.\\d+\\.\\d+$"
        },
        "task_class": {
          "type": "string",
          "pattern": "^[ -~]+$",
          "minLength": 1
        },
        "yhat": {
          "type": [
            "string",
            "number"
          ]
        },
        "predictor_id": {
          "type": "string",
          "pattern": "^[ -~]+$",
          "minLength": 1
        },
        "produced_at": {
          "type": "string",
          "format": "date-time"
        },
        "features_digest": {
          "type": "string",
          "pattern": "^[0-9a-f]{64}$"
        }
      }
    },
    "params": {
      "type": "object",
      "additionalProperties": false,
      "required": [
        "remainingBudget",
        "bFloor",
        "tau",
        "tauInterval",
        "alpha",
        "nMin",
        "intent",
        "tool",
        "clockOpen"
      ],
      "properties": {
        "remainingBudget": {
          "type": "number",
          "description": "B_t — remaining authorization capacity (caller-owned, D6)."
        },
        "bFloor": {
          "type": "number",
          "description": "B_floor threshold (>= 0)."
        },
        "tau": {
          "type": "number",
          "description": "Set-size threshold for the `set` path (>= 0)."
        },
        "tauInterval": {
          "type": "number",
          "description": "Width threshold for the `interval` path (>= 0)."
        },
        "alpha": {
          "type": "number",
          "description": "Target miscoverage in (0,1)."
        },
        "nMin": {
          "type": "integer",
          "description": "Minimum calibration count (>= 1)."
        },
        "intent": {
          "type": [
            "string",
            "number",
            "null"
          ],
          "description": "The intent tested against the region."
        },
        "tool": {
          "type": "string",
          "description": "The NAMED gated tool (echoed, never invoked — D0/D1)."
        },
        "clockOpen": {
          "type": "boolean",
          "description": "Whether the coverage window is still open (caller-owned)."
        },
        "calibration": {
          "type": "object",
          "additionalProperties": false,
          "required": [
            "scores",
            "mode"
          ],
          "description": "OPTIONAL BYO calibration (ADR-M007 D7): caller-supplied nonconformity scores + region mode. Present ⇒ the gate conformalizes on the caller's model, not a committed class.",
          "properties": {
            "scores": {
              "type": "array",
              "items": {
                "type": "number"
              },
              "maxItems": 10000,
              "description": "Caller-supplied nonconformity scores (interval mode requires all >= 0)."
            },
            "mode": {
              "type": "string",
              "enum": [
                "interval",
                "set"
              ],
              "description": "`interval` ⇒ region [yhat - q̂, yhat + q̂]; `set` ⇒ conformal set over `candidates`."
            },
            "candidates": {
              "type": "array",
              "maxItems": 10000,
              "description": "Set-mode candidate labels with their nonconformity scores (required and non-empty when mode = set).",
              "items": {
                "type": "object",
                "additionalProperties": false,
                "required": [
                  "label",
                  "score"
                ],
                "properties": {
                  "label": {
                    "type": "string",
                    "description": "Candidate label (printable ASCII, unique, no `|`)."
                  },
                  "score": {
                    "type": "number",
                    "description": "The candidate's nonconformity score."
                  }
                }
              }
            }
          }
        }
      }
    },
    "attested": {
      "type": "object",
      "additionalProperties": false,
      "required": [
        "schema_version",
        "subject",
        "attestor",
        "residual",
        "transport",
        "utterance",
        "observed_at",
        "octets_recalcules",
        "verifier_revision"
      ],
      "properties": {
        "schema_version": {
          "type": "string",
          "pattern": "^\\d+\\.\\d+\\.\\d+$"
        },
        "subject": {
          "type": "string",
          "pattern": "^[ -~]+$",
          "minLength": 1
        },
        "attestor": {
          "type": "array",
          "minItems": 1,
          "uniqueItems": true,
          "items": {
            "type": "object",
            "additionalProperties": false,
            "required": [
              "identity",
              "key"
            ],
            "properties": {
              "identity": {
                "type": "string",
                "pattern": "^[ -~]+$",
                "minLength": 1
              },
              "key": {
                "type": "string",
                "pattern": "^([0-9a-f]{2})+$"
              }
            }
          }
        },
        "residual": {
          "type": "array",
          "minItems": 1,
          "uniqueItems": true,
          "items": {
            "type": "string",
            "pattern": "^[ -~]+$",
            "minLength": 1
          }
        },
        "transport": {
          "type": "string",
          "pattern": "^[ -~]+$",
          "minLength": 1
        },
        "utterance": {
          "type": "object",
          "additionalProperties": false,
          "required": [
            "hash"
          ],
          "properties": {
            "hash": {
              "type": "string",
              "pattern": "^[0-9a-f]{64}$"
            },
            "bytes": {
              "type": "string",
              "pattern": "^([0-9a-f]{2})*$"
            }
          }
        },
        "observed_at": {
          "type": "object",
          "additionalProperties": false,
          "required": [
            "clock",
            "instant"
          ],
          "properties": {
            "clock": {
              "type": "string",
              "pattern": "^[ -~]+$",
              "minLength": 1
            },
            "instant": {
              "type": "integer",
              "minimum": 0
            }
          }
        },
        "octets_recalcules": {
          "type": "boolean"
        },
        "verifier_revision": {
          "type": "string",
          "pattern": "^[ -~]+$",
          "minLength": 1
        },
        "sens_emis_digest": {
          "type": "string",
          "pattern": "^[0-9a-f]{64}$"
        }
      }
    }
  },
  "required": [
    "prediction",
    "params"
  ],
  "additionalProperties": false
}

{
  "type": "object",
  "properties": {
    "schema_version": {
      "type": "string",
      "pattern": "^\\d+\\.\\d+\\.\\d+$"
    },
    "action": {
      "enum": [
        "commit",
        "defer",
        "abstain"
      ]
    },
    "allow": {
      "type": "boolean"
    },
    "tool": {
      "type": "string",
      "pattern": "^[ -~]+$",
      "minLength": 1
    },
    "intent": {
      "type": [
        "string",
        "number",
        "null"
      ]
    },
    "verdict": {
      "type": "object",
      "additionalProperties": false,
      "required": [
        "schema_version",
        "task_class",
        "method",
        "alpha",
        "n_calib",
        "region",
        "qhat",
        "abstain",
        "reason",
        "residual",
        "calib_digest",
        "produced_at"
      ],
      "properties": {
        "schema_version": {
          "type": "string",
          "pattern": "^\\d+\\.\\d+\\.\\d+$"
        },
        "task_class": {
          "type": "string",
          "pattern": "^[ -~]+$",
          "minLength": 1
        },
        "method": {
          "enum": [
            "split",
            "hac-cp"
          ]
        },
        "alpha": {
          "type": "number",
          "exclusiveMinimum": 0,
          "exclusiveMaximum": 1
        },
        "n_calib": {
          "type": "integer",
          "minimum": 0
        },
        "region": {
          "oneOf": [
            {
              "type": "object",
              "additionalProperties": false,
              "required": [
                "kind",
                "labels",
                "label_schema"
              ],
              "properties": {
                "kind": {
                  "const": "set"
                },
                "labels": {
                  "type": "array",
                  "items": {
                    "type": "string",
                    "pattern": "^[ -~]+$"
                  }
                },
                "label_schema": {
                  "type": "string",
                  "pattern": "^[ -~]+$",
                  "minLength": 1
                }
              }
            },
            {
              "type": "object",
              "additionalProperties": false,
              "required": [
                "kind",
                "lo",
                "hi"
              ],
              "properties": {
                "kind": {
                  "const": "interval"
                },
                "lo": {
                  "type": "number"
                },
                "hi": {
                  "type": "number"
                }
              }
            }
          ]
        },
        "qhat": {
          "type": [
            "number",
            "null"
          ]
        },
        "abstain": {
          "type": "boolean"
        },
        "reason": {
          "enum": [
            "covered",
            "set_too_large",
            "interval_too_wide",
            "intent_not_in_region",
            "under_calib",
            "no_label_schema",
            "budget_exhausted",
            "clock_expired",
            "upstream_timeout",
            "attestation_absent",
            "attestation_refused",
            "binding_broken",
            "non_evaluable"
          ]
        },
        "residual": {
          "type": "array",
          "items": {
            "type": "string",
            "pattern": "^[ -~]+$"
          }
        },
        "scores": {
          "type": "array",
          "items": {
            "type": "number"
          }
        },
        "calib_digest": {
          "type": "string",
          "pattern": "^[0-9a-f]{64}$"
        },
        "produced_at": {
          "type": "string",
          "format": "date-time"
        }
      }
    },
    "remaining_budget": {
      "type": "number"
    },
    "reason": {
      "enum": [
        "covered",
        "set_too_large",
        "interval_too_wide",
        "intent_not_in_region",
        "under_calib",
        "no_label_schema",
        "budget_exhausted",
        "clock_expired",
        "upstream_timeout",
        "attestation_absent",
        "attestation_refused",
        "binding_broken",
        "non_evaluable"
      ]
    }
  },
  "required": [
    "schema_version",
    "action",
    "allow",
    "tool",
    "intent",
    "verdict",
    "remaining_budget",
    "reason"
  ],
  "additionalProperties": false
}

Estimated liquidable amount from the real UKEMI cascade primitives (imported, never re-implemented): an Eisenberg-Noe clearing of the interbank system (L, e) with alpha=beta=1 yields the largest clearing vector L*; each node is then read as a leveraged position — collateral is its cleared balance-sheet value (external assets plus interbank receipts under L*), debt is its nominal obligations, liquidation threshold K=1 — and liquidableAmount sums the debts of the nodes whose cleared value, once shocked by the caller-carried 24h fraction, no longer covers their obligations. Shocking the whole cleared value is a v0 simplification; no source supports shocking interbank receivables. yhat is that liquidable amount: a monetary quantity in the reference asset, a single point that HIKAE conformalizes downstream — no guarantee, no score. Downstream, no cascade calibration is committed; the gate abstains (under_calib) on this class. This cascade tool is v0, replaced at U-5.

{
  "type": "object",
  "properties": {
    "L": {
      "type": "array",
      "description": "Nominal interbank liabilities matrix L[i][j] = what node i owes node j. Square, entries >= 0, zero diagonal.",
      "maxItems": 64,
      "items": {
        "type": "array",
        "items": {
          "type": "number"
        },
        "maxItems": 64
      }
    },
    "e": {
      "type": "array",
      "description": "External assets (liquidation value) per node at the clearing date. One value per node.",
      "maxItems": 64,
      "items": {
        "type": "number"
      }
    },
    "shock": {
      "type": "number",
      "description": "24h collateral price shock fraction in [0,1] — a declared fixture parameter, not a dynamics model."
    },
    "producedAt": {
      "type": "string",
      "description": "Caller-carried RFC3339 instant, injected for hash stability (D4); the tool reads no clock."
    }
  },
  "required": [
    "L",
    "e",
    "shock",
    "producedAt"
  ],
  "additionalProperties": false
}

{
  "type": "object",
  "properties": {
    "schema_version": {
      "type": "string",
      "pattern": "^\\d+\\.\\d+\\.\\d+$"
    },
    "task_class": {
      "type": "string",
      "pattern": "^[ -~]+$",
      "minLength": 1
    },
    "yhat": {
      "type": [
        "string",
        "number"
      ]
    },
    "predictor_id": {
      "type": "string",
      "pattern": "^[ -~]+$",
      "minLength": 1
    },
    "produced_at": {
      "type": "string",
      "format": "date-time"
    },
    "features_digest": {
      "type": "string",
      "pattern": "^[0-9a-f]{64}$"
    }
  },
  "required": [
    "schema_version",
    "task_class",
    "yhat",
    "predictor_id",
    "produced_at"
  ],
  "additionalProperties": false
}

projection of a committed Shōgen-verified witness (Binance BTCUSDT, self-notarized); the verifier is NOT executed at call time.

{
  "type": "object",
  "properties": {},
  "additionalProperties": false
}

{
  "type": "object",
  "properties": {
    "price": {
      "type": "object",
      "additionalProperties": false,
      "required": [
        "schema_version",
        "subject",
        "attestor",
        "residual",
        "transport",
        "utterance",
        "observed_at",
        "octets_recalcules",
        "verifier_revision"
      ],
      "properties": {
        "schema_version": {
          "type": "string",
          "pattern": "^\\d+\\.\\d+\\.\\d+$"
        },
        "subject": {
          "type": "string",
          "pattern": "^[ -~]+$",
          "minLength": 1
        },
        "attestor": {
          "type": "array",
          "minItems": 1,
          "uniqueItems": true,
          "items": {
            "type": "object",
            "additionalProperties": false,
            "required": [
              "identity",
              "key"
            ],
            "properties": {
              "identity": {
                "type": "string",
                "pattern": "^[ -~]+$",
                "minLength": 1
              },
              "key": {
                "type": "string",
                "pattern": "^([0-9a-f]{2})+$"
              }
            }
          }
        },
        "residual": {
          "type": "array",
          "minItems": 1,
          "uniqueItems": true,
          "items": {
            "type": "string",
            "pattern": "^[ -~]+$",
            "minLength": 1
          }
        },
        "transport": {
          "type": "string",
          "pattern": "^[ -~]+$",
          "minLength": 1
        },
        "utterance": {
          "type": "object",
          "additionalProperties": false,
          "required": [
            "hash"
          ],
          "properties": {
            "hash": {
              "type": "string",
              "pattern": "^[0-9a-f]{64}$"
            },
            "bytes": {
              "type": "string",
              "pattern": "^([0-9a-f]{2})*$"
            }
          }
        },
        "observed_at": {
          "type": "object",
          "additionalProperties": false,
          "required": [
            "clock",
            "instant"
          ],
          "properties": {
            "clock": {
              "type": "string",
              "pattern": "^[ -~]+$",
              "minLength": 1
            },
            "instant": {
              "type": "integer",
              "minimum": 0
            }
          }
        },
        "octets_recalcules": {
          "type": "boolean"
        },
        "verifier_revision": {
          "type": "string",
          "pattern": "^[ -~]+$",
          "minLength": 1
        },
        "sens_emis_digest": {
          "type": "string",
          "pattern": "^[0-9a-f]{64}$"
        }
      }
    },
    "provenance": {
      "type": "object",
      "additionalProperties": false,
      "required": [
        "source_lot_sha256",
        "source_verdict_sha256",
        "shogen_head_sha"
      ],
      "properties": {
        "source_lot_sha256": {
          "type": "string",
          "pattern": "^[0-9a-f]{64}$",
          "description": "sha256 of the committed witness lot (CBOR), recomputed from the bytes."
        },
        "source_verdict_sha256": {
          "type": "string",
          "pattern": "^[0-9a-f]{64}$",
          "description": "sha256 of the committed verifier output (UTF-8), recomputed from the bytes."
        },
        "shogen_head_sha": {
          "type": "string",
          "pattern": "^[0-9a-f]{40}$",
          "description": "Source revision the fixtures were extracted from (pinned)."
        }
      }
    },
    "label": {
      "type": "string",
      "description": "Honesty label carried OUTSIDE the frozen price (K-1): the witness is demonstrative, not probative."
    }
  },
  "required": [
    "price",
    "provenance",
    "label"
  ],
  "additionalProperties": false
}

split-conformal quantile at miscoverage α over caller-supplied nonconformity scores. MONARK does not see, store, or verify the caller's data or model, and does not validate that the supplied numbers are nonconformity scores of any model. Marginal 1−α coverage holds ONLY for future points exchangeable with the supplied scores; non-exchangeable data (e.g. distribution-shifted or time-ordered) voids it. Never a probability of being right.

{
  "type": "object",
  "properties": {
    "scores": {
      "type": "array",
      "description": "Caller-supplied nonconformity scores (BYO: the caller owns the score function; MONARK stays agnostic).",
      "maxItems": 10000,
      "items": {
        "type": "number"
      }
    },
    "alpha": {
      "type": "number",
      "description": "Target miscoverage in the open interval (0,1)."
    },
    "nMin": {
      "type": "integer",
      "description": "Minimum calibration count (>= 1); n < nMin fails closed to under_calib."
    }
  },
  "required": [
    "scores",
    "alpha",
    "nMin"
  ],
  "additionalProperties": false
}

{
  "type": "object",
  "properties": {
    "qhat": {
      "type": [
        "number",
        "null"
      ],
      "description": "The conformal quantile q̂, or null when the calibration is insufficient (fail-closed)."
    },
    "n": {
      "type": "integer",
      "description": "The number of supplied scores (echoed)."
    },
    "alpha": {
      "type": "number",
      "description": "The target miscoverage (echoed)."
    },
    "method": {
      "const": "split",
      "description": "The conformal method — always split."
    },
    "set_digest": {
      "type": "string",
      "pattern": "^[0-9a-f]{64}$",
      "description": "calibDigest(scores): recalculable by reference; the audit tie to verdict.calib_digest (C2)."
    },
    "label": {
      "type": "string",
      "description": "Honesty label (K-1): the marginal coverage holds only under exchangeability with the supplied scores."
    },
    "reason": {
      "type": [
        "string",
        "null"
      ],
      "description": "under_calib when q̂ is null, else null on success."
    }
  },
  "required": [
    "qhat",
    "n",
    "alpha",
    "method",
    "set_digest",
    "label",
    "reason"
  ],
  "additionalProperties": false
}