2.0 KiB
2.0 KiB
Autonomous Liquidity Provision System (ALPS)
Overview
ALPS is the autonomous liquidity engine of DBIS, providing real-time liquidity injections without human intervention. It includes real-time liquidity monitoring, predictive stress module, automated stabilization executor, and GLP interface.
Architecture
ALPS includes:
- Real-time liquidity monitor: Monitors SXLR (Sovereign Liquidity Ratio) for all sovereigns
- Predictive stress module: Predicts liquidity stress events
- Automated stabilization executor: Executes injections/withdrawals automatically
- GLP interface: Integrates with Global Liquidity Pool
Liquidity Injection Algorithm
if (liquidity_ratio < threshold)
amount = required_liquidity - current_liquidity
inject(amount)
Inputs:
- SXLR (Sovereign Liquidity Ratio)
- SRI risk levels
- FX volatility indices
- CBDC flow constraints
Autonomous Liquidity Withdrawal
Reverse mechanism triggers when:
- Excess liquidity → inflation risk
- Settlement congestion decreases
- FX bands stabilize
API Endpoints
Run Autonomous Engine
POST /api/v1/alps/run
Monitor Liquidity
GET /api/v1/alps/monitor
GET /api/v1/alps/monitor/:sovereignBankId
Predict Stress Events
POST /api/v1/alps/stress/predict
GET /api/v1/alps/stress?sovereignBankId=xxx
Get Actions
GET /api/v1/alps/actions?sovereignBankId=xxx&actionType=INJECTION
Manual Injection/Withdrawal
POST /api/v1/alps/inject
POST /api/v1/alps/withdraw
Usage Example
import { alpsService } from '@/core/treasury/alps';
// Run autonomous engine
await alpsService.runAutonomousEngine();
// Monitor liquidity
const ratios = await alpsService.monitorLiquidity();
// Predict stress events
const events = await alpsService.predictStressEvents();
Database Models
AutonomousLiquidityAction: Injection/withdrawal recordsLiquidityStressEvent: Predicted stress eventsSovereignLiquidityRatio: SXLR tracking