Dubstrata is engineered for low latency to ensure point-in-time alternative data is delivered to algorithmic agent swarms and systematic trading desks.
Concurrently fetches raw prediction market metadata, resolution status, and active orderbook details.
Performs vector similarity matches and selective 2-Hop Cypher traversals in our high-performance graph database.
Structures unstructured text data, aligns fact parameters, and generates final narrative reports using advanced reasoning models.
Queries and aggregates current spot pricing and historical variance across digital assets and equities.
Stamps transaction hashes, writes logs to telemetry databases, and broadcasts data events to message queues.
The flattener tracks telemetry values closely. If the incoming prediction market tick reflects minimal volatility (where change in probability is less than 0.5% and change in sentiment score is less than 2.0%), the system automatically bypasses the database write and LLM synthesis.
