SEICHE
LiquiLens, Seiche and Undertow are connected research products from LIQUILENS PRIVATE LIMITED, a registered company in India. Built for international review workflows: institution evidence → funding conditions → market liquidity. Market coverage, source clocks and authority remain specific to each product. Company and investors · Company profile · Try the connected workflow.
A seiche is a standing wave in an enclosed body of water — invisible from the
shore, until it sloshes over the edge. Funding stress behaves the same way.
Seiche is a free, open source (AGPL-3.0-or-later) money-, foreign-exchange and
capital-market evidence terminal organized around the dollar funding system —
US money markets, 22 public H.10 currency reference series, the Treasury
capital-market complex, the global basins connected through swap lines, and the
offshore-dollar crypto basin moored to the T-bill market through stablecoins. The core US board and
USD desk use free official/public APIs (FRED, NY Fed Markets, OFR STFM, Treasury
FiscalData, CFTC, ECB Data Portal, DeFiLlama, Coinbase Exchange). The global
market-pack catalog can also declare licensed or tenant sources, but public
outputs obey each source's redistribution policy and never expose restricted raw
values.
Seiche publishes a construction-PIT historical diagnostic—with misses and
eligibility limits kept visible—and is now accruing a separate as-published
forward record that can be verified instead of reconstructed. Licensed terminals
provide much broader real-time data and execution workflows, while OFR and NY Fed
dashboards provide authoritative source views. Seiche is a narrower, opinionated
research layer: forward-looking, alerting-ready, and provenance-honest. It is not
a Bloomberg/Reuters replacement, a real-time quote service, or an execution venue.
The lab
Seiche is one of three altitudes in a single liquidity lab that fills that gap:
Seiche reads the plumbing, LiquiLens organizes
institution evidence for review, and Undertow measures market liquidity itself
(who provides depth in each segment, what an exit at position size costs
today). The wiring between the three is real, not a brochure: the desk
assistant pulls the LiquiLens failure board over MCP, the MARKET tab renders
Undertow's published pack live, and the Windfetch engine reads the FETCH pack
built in the Undertow repo back into this board. On names: the internal
composite engine called "undertow" (critical slowing down,
engines/undertow.py) is unrelated to the Undertow sister product.
For a first connected review, start with
funding context in the browser.
The shared portfolio plan prioritizes a recurring
reviewer task while keeping each product's evidence and authority separate.
For a recurring agent workflow, the free starter kit
combines Seiche funding context with LiquiLens bank evidence and Undertow exit
estimates. Use the Hermes or
OpenClaw setup guide. The selected public
tools need no API key; fair-use limits and separate model-provider costs apply.
Use Seiche everywhere
Seiche is distributed as software, an MCP service, a research dataset, and
machine-readable catalog metadata. Status is receipt-based: listed means a
durable public record and receipt exist, prepared means an owner-controlled
submission or publication remains, and blocked means a named prerequisite
must clear first. “Usable in repo” describes local artifact readiness, not a
ledger status. The auditable source of truth is
distribution/submissions.csv.
| Surface | What is available | Status |
|---|
| OpenBB | Typed provider and obb.seiche router for funding stress, world markets, and data health (extension) | Usable/tested in repo; signed 0.1.0 PyPI publication and current ecosystem-list submission packet prepared |
| Zenodo | Release deposition metadata, citation identity, and related-source records (metadata) | Prepared; no deposit or DOI claimed |
| Hugging Face | Rights-reviewed direct-OFR dataset card and staging layout (dataset card) | Validated draft; upload prepared |
| Kaggle | Dataset metadata and reference-only staging layout (metadata) | Validated draft; upload prepared |
| Smithery | Owner-published hosted endpoint entry (live record) | Listed; authenticated refresh accepted, cached aliases may lag |
| MCP directories | Official Registry, Glama, Smithery, and eight additional live indexes (dated inventory) | 11 live records; claim/freshness gaps tracked |
| Research notebooks | Commit-pinned, hash-checking direct-OFR workflow (notebook) | Usable in repo |
| Python / R / JavaScript | Zero-secret world-markets API clients with evidence-contract checks (clients) | Usable in repo |
| Market Atlas + structured corpus | Interactive canonical market observations, rights-aware dataset receipts, full normalized BIS records, Seiche partitions, public API and MCP (contract) | Live gateway; protected exports remain restricted and bulk records use bounded snapshot cursors |
| Docker | Distroless, non-root, read-only Compose image and signed GHCR publication workflow (guide) | Built and tested locally; GHCR prepared |
| Academic dataset | 10 direct-OFR series and 11,163 audited observations, excluding restricted and derived rows (research kit) | Validated draft; not submitted |
| Data catalogs | Native-validated Croissant/Frictionless, graph-parsed DCAT 3/RO-Crate 1.3, and a DOI-free DataCite planning draft (metadata kit) | Validated as labeled; publication prepared |
| AI integrations | Hosted MCP configs for Claude Code, Cursor, VS Code, Gemini CLI, and Codex; separate OpenAI workspace/submission guidance (configs) | Configs usable; OpenAI listing prepared |
| PyPI | Python package and stdio MCP server (pip install seiche) | Repository version 0.14.1; immutable availability is authoritative only on the linked PyPI project |
Version 0.14.1 estuary is a candidate patch for the gold-carry gateway route, recovery SSH cleanup and safe ECB failure categories. It retains the GIFT City treasury desk, its exact-decimal gold financing calculations, source-separated FX and dated positioning evidence. Sixteen public MCP tools expose the same evidence and arithmetic. Deployment and publication remain pending until their signed receipts pass.
New official SOFR, EFFR, IORB, overnight reverse-repo and New York Fed funding
observations can reach the daily review without waiting through the previous
four-to-twelve-hour cache windows. Failed refreshes retain the original source
dates and stale warnings. Deployment and immutable package publication remain
subject to signed release gates.
The verified NY Fed historical importer covers 34 canonical instruments.
Archived observations retain unknown publication
clocks and actual ingestion times, preserve existing live vintages, and remain
excluded from forecast inputs that require known publication clocks. The
structured funding, forex and China workbench retains exact source dates, units,
capture evidence and missing states. Numerical China context requires its
independent signed acceptance. Verify deployment and package availability from
the release receipts and linked registries.
Sixteen evidence tools remain anonymous and free. Five compute-heavy tools are
account-gated; client and catalog copy must preserve that boundary. See the
distribution and container trust guide for verification
and release invariants.
v2 "Deep Water" — an accountable engine fleet, layered analytics, one terminal
v2.3 "Letters of Marque" (built in tandem across two sessions) adds the
forecast layer and the layer that makes every other layer accountable:
Undertow (critical slowing down — the basin's damping, measured on
ordinary days), the Swell Forecast (the funding-stress forward curve —
P(pop ≥ x bp) by date, six weeks out, from the public forcing calendar),
The Stack (walk-forward ensemble of every event forecaster — rule, ML,
analogs, Swell — plus The Tell, with a disagreement gauge), The Book
(HELM tab — explicit daily positions on 2y/10y duration proxies, S&P and
BTC over a T-bill base, walk-forward P&L with costs, block-bootstrap Sharpe
CIs and mandatory benchmarks, verdict printed even when it loses), a
hash-chained as-published track record shipped inside the static
publish (nobody, including the operator, can quietly rewrite a bad month),
and the Far Basin — Palimpsest's censorship-fear channel
(palimpsest.info), a policy confession signal no market data vendor
carries, honestly quarantined until it accrues testable history.
| Engine | Question it answers |
|---|
| Kink Engine | Where does reserve scarcity start, and how many days away is it at the current drain rate? (live hockey-stick fit of SOFR−IORB vs reserves/GDP) |
| Liquidity Weather | What does the reserve path look like 6 weeks out — and which auction-settlement days land on thin ice? (TGA seasonal model + Fed drift + settlement calendar + backtested error bands) |
| Tail Seismograph | Are the P99 tails of SOFR/TGCR/BGCR detaching from the median — the first tell of every squeeze? |
| USD Money Market Desk ★ | Seven institutional-depth sections over the US cash system: policy corridor and overnight spreads; SOFR/TGCR/BGCR distributions and tails; repo-segment rates and volumes; CP−Treasury spreads; bills; liquidity buffers and Fed facilities; and MMF repo plumbing. Cross-source arithmetic uses exact common dates, repo aggregates require a fixed component set, and the descriptive NORMAL/WATCH/STRAIN/STRESS label uses a dependence-robust family-wise adjustment rather than an uncalibrated maximum. |
| Global Money Market Atlas ★ | A licence-aware, native-frequency catalog and available-evidence comparison across 11 registered monetary-area packs, plus a dated source-audited discovery ledger of 52 additional monetary areas across nine regions. Registration and discovery are not live coverage. Each available market is compared only with its own history and can be LIVE_REFERENCE/STALE_REFERENCE, DERIVED_CONTEXT, POLICY_ONLY, or DECLARED_UNAVAILABLE; no global stress score is manufactured from unlike rate levels. |
| Echo Engine | Does today's 30-day trajectory rhyme with the run-up to any historical stress episode? |
| Tide Tables ★ | What happened next, every time the water looked like this? Markets rhyme, so forecast like a tide table: the k nearest analogs of today's trailing state trajectory over ALL history (labeled or not, expanding-z — no look-ahead) publish their actual forward spread paths as a fan, the share followed by a funding event within 5bd (Wilson CI vs climatology), a NOVELTY gauge ("the board has never looked like this" is its own signal, and flags the fan as extrapolation), and a walk-forward hindcast that says honestly whether analogs beat the base rate. |
| RV X-Ray | How big is the leveraged Treasury RV complex, and what does a 5/15/30bp shock do to it? |
| Crowding | Where are leveraged funds most crowded relative to their own history (UST curve, SOFR/FF futures, S&P)? |
| Auction Digestion | Is the market choking on Treasury supply? |
| Warehouse | How full is the primary-dealer balance sheet — the shock absorber of last resort? (NY Fed PD stats by maturity bucket) |
| Resonance Engine ★ | The seiche made literal: does the same calendar forcing (month-end, quarter-end, year-end, tax dates) produce a bigger slosh than it used to? Amplification = damping loss = fragility rising while levels look calm. |
| Undertow ★ | The free-decay half of the resonance physics: critical slowing down (Scheffer et al.), measured continuously. Rising lag-1 autocorrelation + variance of the detrended spread/tail and a stretching recovery half-life after everyday pops = the basin losing damping on days when NOTHING is happening. Expanding percentiles only; weighted into the composite as structural evidence. |
| Swell Forecast ★ | A 42-business-day funding-stress forward curve: P(SOFR−IORB pop ≥ 2/5/10/20bp) by date, built from the public forcing calendar (turn/tax/settlement days each keep their full expanding distribution of historical pops), lifted by the live damping state and announced coupon settlements. It compounds to P(event by horizon), is walk-forward scored vs climatology on final-vintage history with the reliability table printed, and self-demotes to "trust the dates, not the levels" when the levels stop earning it. |
| Hydrophone Array ★ | How connected is the plumbing right now? (absorption ratio over 11 funding series + a live lead-lag map of which pipe is upstream) |
| Global Basin Coupling ★ | Are the US, euro-area, UK, India (FX channel) and crypto basins moving as one tide? Plus the global confession channel: USD swap-line draws (test operations excluded). |
| The Estuary / Passage ★ | Where FX settlement and physical inventory become money-market cash demand. Twenty-two H.10 currencies, advanced/emerging dollar indices, daily energy and monthly IMF commodity breadth are normalized into an upstream-pressure reading, then compared with SOFR−IORB and commercial-paper spreads. Its differentiator, The Passage, chooses each candidate target and lag on the first 60% of aligned history and calls it earned only if direction and magnitude survive the untouched final 40%; unstable stories print not earned. De-clustered analog outcomes, BIS PvP settlement structure and an editable cash-conversion lab keep statistical evidence, structural benchmarks and scenarios visibly separate. Context only, never a composite input. |
| Oil × Funding ★ | The barrel's balance sheet, in both directions: WTI/Brent, CP−bill and SOFR−IORB evidence; live Cushing stocks and Brent−WTI basis kept separate from dated capacity, benchmark and chokepoint references; a rolling change-on-change coupling diagnostic; the observed mechanical carry hurdle; energy/core CPI into IORB; broad foreign-official dollar-parking proxies for the recycling channel; and an editable, explicitly scenario-only lab for cargo credit, margin calls, RBI liquidity absorption and OMC commercial-paper demand. Context only, never a composite input. |
| Ballast ★ | The energy-futures cash ledger inside Oil × Funding. Exact CFTC contract codes for WTI and Henry Hub join weekly open interest, trader classes and paying-side concentration to public benchmark moves and contract multipliers; EIA commercial crude stocks supply the physical-collateral leg; SOFR−IORB and CP−bill show a separate funding-amplifier overlay. The output is a bounded gross mark-displacement proxy—not an observed margin call—and the headline takes the worst own-history commodity/physical percentile without blending or letting funding alone manufacture a commodity alert. Typed handoffs route exit cost to Undertow and named-institution exposure to LiquiLens. Context only, never a composite input. |
| Stablecoin Moorings ★ | The offshore-dollar basin's tie lines: peg deviations (USDT history + live board), total-circulation flows ($200B+ of T-bills behind them), and the 24/7 BTC canary — crypto trades when funding markets sleep. |
| ML Lab | Learned P(funding event within 5bd): walk-forward with a 5bd boundary embargo, benchmarked against climatology AND the rule-based index, reliability table + decision-utility scoring published. Verdict at build: ranks better than the rule (OOS AUROC 0.826 vs 0.806; 0.812 on the orthogonal feature set) but probability levels don't beat climatology — use for ranking/alerting, not literal odds. The verdict self-updates. |
| Station-Keeping ★ | Orbit-determination transfer: propagate the reserve system's expected state (fiscal seasonal, calendar buckets, trailing drift), CUSUM the innovation residuals, flag unmodeled "burns" — debt-ceiling cash games, RMP pace changes — often before they're narrated. Doubles as the Weather model's health monitor. |
| Riptide ★ | The pop prognosis — the one morning the whole desk asks the same question, answered: chop or current? Every declustered spread pop becomes a trial; the discriminators (RRP co-sign — a pop WITHOUT its mechanical quarter-end co-move is genuine scarcity, the 2025 signature; calendar bucket; damping state) feed a deliberately tiny walk-forward logistic that classifies the live pop as calendar mechanics or the start of a squeeze, with P(sticky) and P(escalates) scored pop-by-pop against the base rate on final-vintage history. Speaks only when there is a live pop; flat water is itself the reading. |
| The Breakwater ★ | The rescuer modeled — the feature no forecaster ships: the Fed is not weather, it is a PLAYER, and every intervention in the public record is a confession of where its pain threshold sat that day. A zero-parameter revealed-preference catalog (repo ops '19, QE '20, SRF '21, BTFP '23, QT taper '24, RMPs '25) compared with the final/current-vintage construction-PIT board for the day before each announcement yields a diagnostic threshold and a live rescue proximity gauge — which cuts both ways, and the engine says so: a forecast miss after an intervention is a save, not a false alarm. |
| Bathymetry ★ | The basin floor mapped from the water's motion — the physics program end to end. The daily pop statistic is treated as a diffusion and its dynamics are RECONSTRUCTED from the data (Kramers–Moyal / empirical Langevin): drift → the effective potential (the well the spread rests in, its restoring stiffness, and the escape barrier printed in units of thermal energy k_BT); the binned transition operator → the quantum-dual energy spectrum (Fokker–Planck ↔ Schrödinger: stationary density = ground state, eigenvalue moduli = energy levels, spectral gap = inverse of the slowest relaxation time — critical slowing down measured operator-theoretically, corroborating Undertow by an independent estimator); stationary probability currents → entropy production (Schnakenberg, nats/day — the arrow of time: a calm basin relaxes, a stressed one is pumped); and absorbing-boundary first passage → P(funding event within h bd |
| The Stack ★ | One P(funding event, 5bd) from the whole fleet: rule index, ML Lab, Tide Tables, Swell and Bathymetry calibrated per-member and blended walk-forward (with regime dummies, ~10 params on purpose). Publishes the equal-weight mean instead whenever the fitted stack fails to beat it OOS, publishes member DISPERSION — when the fleet disagrees, conviction drops — and wraps today's number in a Venn–Abers calibrated band [p0, p1] with finite-sample validity guarantees: not "our probability is 7%" but "the calibrated probability is provably between these bounds". |
| The Book ★ | The signal made accountable (HELM tab): a FROZEN rulebook maps the ensemble to explicit daily long/short/flat weights (2y/10y UST duration proxies, S&P 500, BTC over T-bill cash; hysteresis bands, a disagreement gate, vol targeting, per-sleeve cost haircuts), then walk-forward P&L — signal t earns returns t+1, enforced in one place and unit-tested — with stationary-block-bootstrap Sharpe CIs, Newey–West t-stats, per-episode attribution, doubled-cost rerun, and benchmarks through the identical pipeline. If it doesn't beat the static mix after costs, the page says so in bold. Every day's positions land in a hash-chained as-published ledger carried by the published site — tamper-evident by construction. Paper proxy; not advice. |
| Merian Modes ★ | (v2.6 "Bathysphere") The seiche eigenmodes, estimated instead of assumed. Merian's formula gives a real basin's standing-wave period from its geometry; we go the other way — Hankel-DMD (a finite-dimensional estimate of the Koopman operator: classical dynamics in the Hilbert-space clothes of Koopman–von Neumann mechanics) reads the funding basin's actual modes out of the plumbing panel: period, growth rate, current excitation. A mode with |λ| > 1 is a growing oscillation — instability visible before levels move; the ~21bd mode is the month-end forcing seen a second, independent way. The linear mode-propagation forecast is scored vs persistence and self-demotes (modes are structure, not a crystal ball). |
| The Gyre ★ | (v2.6) Is prediction possible at all? Takens delay embedding + empirical dynamic modeling (Sugihara): simplex-projection skill by horizon (chaos decays, noise never had skill), a phase-randomized surrogate gate for determinism beyond linear autocorrelation, the S-map θ test for state-dependent (nonlinear) dynamics, and the S-map Jacobian's local expansion rate |λ| as a live "the water is locally unstable" gauge. Tide Tables asks WHICH history rhymes; the Gyre asks whether the basin's dynamics are deterministic enough to rhyme at all. |
| Rogue Wave ★ | (v2.6) The tail law. Extreme value theory is literally the mathematics of rogue waves: peaks-over-threshold GPD (probability-weighted moments, bootstrap CIs, threshold-sensitivity table printed) on the SAME declustered pop statistic as PROOF. Swell's empirical exceedance curves stop dead at the largest pop in the sample; the GPD is the honest instrument for the wave that is NOT in the sample yet — the once-a-decade pop in bp, P(pop ≥ 25bp within a quarter), and whether the tail is getting heavier as the buffers drain (annual expanding ξ refits). |
| Far Basin ★ | The policy-fear channel: Palimpsest (palimpsest.info) measures what the Chinese state rushes to delete — the DDTI deletion-threat index, newly-targeted terms, the Generative Firewall Index — CI-published, keyless, mirrored on GitHub raw. A confession channel one basin further out, carried by no market data vendor. Honest scope: days old as a public series, so it accrues locally and stays QUARANTINED (context only, never in the composite, never a model feature) until it clears 250 daily observations. |
| Seiche Index | One 0–100 number with full decomposition and a regime call: CALM / EROSION / STRAIN / STRESS. |
★ = methods invented for this tool.
The desk assistant: seiche ask "why is the index elevated?" (or the Ask box on
BOARD) answers strictly from a deterministic context pack of the live board — every
number cited to its engine and as-of date, "not on the board" instead of improvisation.
Routed through free-llm-router's free tiers, or any OpenAI-compatible endpoint via
SEICHE_LLM_BASE_URL; with neither configured it returns the context pack itself.
The analytics layers on top:
- The Tell — plumbing percentile minus market-priced-stress percentile (VIX, HY/IG
OAS, rates vol). Positive = the basin is sloshing and the screens haven't noticed.
The whole thesis in one tradeable number.
- The Estuary — upstream FX/material pressure minus the funding pressure already
priced in SOFR and commercial paper. A positive Passage gap says the cash burden is
running ahead of its usual landing zones; the discovery/holdout map then shows which
links actually survived unseen history. Monthly physical breadth is never filled
forward into the daily evidence, and the cash lab never pretends user assumptions
are observed exposures.
- The Navigator — an LLM forecaster made accountable: one committed
P(funding event, 5bd) per data-day, grounded strictly in the live board,
written into the hash-chained record. An LLM cannot be honestly backtested
(it has read the history), so its FORWARD record is its only evidence and
its weight stays zero until that record earns a hearing.
seiche navigator.
- The Communiqué — FOMC statements read as vintage-stamped data: frozen
deterministic lexicons score policy direction, balance-sheet bias and
funding-stress vocabulary per statement; the change vs the previous
statement is the signal, and the Time Machine replays text as it stood.
- The TED bridge — the ML Lab pretrains on the TED spread's 1990–2018
funding-stress record (2008/2011/2016) in the same feature slots,
down-weighted, and publishes the transfer gain vs the SOFR-only model
either way.
- The Stack + The Book — the rule index, ML Lab, Tide Tables analogs, the
Swell curve and Bathymetry's first-passage odds all emit P(funding event, 5bd); the Stack calibrates and blends them
walk-forward (publishing the equal-weight mean whenever the fitted blend can't
beat it), publishes member dispersion as a first-class ambiguity signal, and
the Book converts the result into explicit daily paper positions with costs,
benchmarks and bootstrap CIs. Every view's daily forecast and every position is
appended to the hash-chained PIT record — a track record no reconstruction can
polish.
- Turn Barometer — forecasts the next month/quarter-end turn's severity with
leave-one-out cross-validation, always benchmarked against a naive forecast. When
the model can't beat naive, it says so and publishes naive instead.
- Playbook — what S&P/VIX/OAS/yields did the last N times the board looked like
this, in native units, with n printed. Decision support, not advice.
- PROOF — the construction-PIT diagnostic lab: the index rebuilt with expanding-window statistics
only (causal truncation is unit-tested, but source history is final/current-vintage), recall/precision with Wilson 95%
intervals, run-level precision (alert days are serially correlated; runs are the
honest trials), episode-by-episode lead times including the ones it missed —
and the orthogonal signal test: the same event-capture with the target's own
variable family (spread/tails) removed from the signal. At build: orthogonal
recall 69% [CI 42–87] vs 62% full, with the structural components alone at the
98th–100th percentile 42 days before the Sep/Dec-2025 squeezes. The claim is
causal structure, not autocorrelation.
- Time Machine — final/current-vintage construction-PIT reconstruction using observations dated on or before any date since ~2018; it does not recreate the publication vintage visible then. Reconstructed to
Sep 12 2019, the board reads EROSION with reserves $576B below the kink and
flags Sep 16 2019 — the exact day the repo market broke — as a crunch window.
Principles: no naked numbers (every value carries source + as-of + staleness),
fail-loud (a dead feed shows as DEAD and reduces published coverage — it never
silently vanishes), honest lags (COT is T+3 by construction; shown, not hidden),
and honest scope (a registered market with no qualifying public benchmark stays
visible as unavailable; a policy rate or restricted input is never relabelled as a
live traded benchmark).
Public world-market contracts
The Market Atlas drills from nine live
market packs into canonical instruments, observations, source/publication/
knowledge clocks and rights, then continues into the shared bulk corpus at
/api/v2/corpus. Full normalized
BIS rows use bounded, generation-bound access. The engine ledger reconciles
1,118 acquisition attempts to 1,110 verified unique objects, including eight
recovered retries; its immutable public index exposes only rights-approved
metadata and structural profiles. BSE, NSE, NY Fed and restricted acquisition
recipes remain explicit metadata-only collections when values or downloads are
not publishable. Complete public BIS flows use immutable manifests and
content-addressed, byte-range-capable gzip shards so large transfers can resume
without mixing generations. Seiche request handlers do not fetch this corpus into an
analytic, and an object's data_class or acquisition review never grants
model, training, scoring, execution or redistribution permission. See
docs/MARKET_CORPUS.md for endpoints and invariants.
GET /api/v2/world-markets returns the versioned
seiche.world-markets.v1 projection of an already completed snapshot. It
connects money-market funding, 22 official daily FX reference series, three
trade-weighted dollar indexes, and a bounded macro-capital transmission view
through selected Treasury, credit, volatility, dealer, positioning and
commodity evidence, plus a signed metadata-only China macro side projection
over four release-reviewed NBS series identities. The response carries canonical citation URLs, separate
generation/evidence clocks, and observed, derived, structural,
restricted or unavailable status. Add ?section=forex (or summary,
money_markets, capital_markets, china_macro, sources, methodology, all) for a
smaller projection. The request never starts collection, scans historical
repositories or fits a model.- Crawlable citation pages live at
/markets/,
/markets/forex/ and
/markets/capital-markets/,
with the signed metadata-only China catalog at
/markets/china-macro/.
They describe real public coverage and its gaps; they do not claim executable
quotes, every security or licensed redistribution rights. China raw exports,
histories and values remain restricted and never enter a gauge or score; see
docs/NBS_SIGNED_EXPORT.md for the operator and
verification contract.
Public money-market contracts
GET /api/money-markets returns the full USD Money Market Desk. Every
metric carries its source, as-of date, cadence and plain-language explanation;
meaningful cards add native-series changes, a one-year robust z-score and a
three-year empirical percentile. Derived spreads use exact common observation
dates—there is no forward-fill across unrelated source clocks. The headline
displays both the raw most-extreme channel and a conservative Bonferroni-
adjusted desk-wide rank; reserve and ON-RRP stock levels remain visible
context but cannot manufacture a funding-stress label by themselves.GET /api/v2/money-markets returns the Global Money Market Atlas from
already collected canonical observations for all 11 registered packs.
Eleven is a catalog count, not a claim of 11 live benchmarks or validated
markets. It also returns a 52-row source-audited expansion ledger with
benchmark taxonomy, authority link, access/rights caveat, confidence, review
stage and verification date. Those rows are discovery metadata, not quotes.
Query coverage, faults and per-market status for what is actually available
now; the request never starts collection.
Atlas state is explicit. AVAILABLE means a redistributable raw observation is
present. DERIVED_CONTEXT means a restricted/derived-only input may contribute
non-reversible own-history statistics, while its raw level and history remain
withheld. POLICY_ONLY means an official policy anchor is visible but no eligible
traded benchmark is available; policy is not used as a substitute. A declared
unavailable market remains an evidence gap, not a calm reading. Changes and
history windows follow each adapter's native cadence—weekly or monthly series
are never padded into daily data—and cross-market comparison uses own-history
normalization rather than unlike rate levels.
Seiche's AGPL-3.0-or-later license covers the code. It does not override upstream terms:
allowed inputs may expose values, derived_only inputs expose bounded derived
context, metadata_only inputs can describe availability but cannot enter public
calculations, and prohibited values and source metadata are omitted.
Run it
cd backend
python3 -m venv .venv && .venv/bin/pip install -e .
.venv/bin/uvicorn seiche.api:app --port 8787
cd frontend
npm install
npm run dev
First load is slow (cold fetch of several years of history); everything after is
served from the SQLite cache with cadence-aware TTLs.
The operator CLI
seiche pull
seiche brief --save
seiche alert
seiche watch -i 1800
seiche replay 2019-09-12
seiche backtest
seiche ml
seiche analogs
seiche swell
seiche physics
seiche bathymetry
seiche book
seiche ask "…"
seiche serve
seiche mcp
seiche nbs-intake catalog
seiche nbs-intake status
For AI agents (MCP)
Seiche is also a Model Context Protocol
server — any MCP-capable agent (Claude Code, Codex, your own) can read the live
board as tools. Where a data feed hands an agent raw macro numbers, Seiche hands
it the conclusion: a regime read, forward event odds, historical analogs, and a
historical diagnostic whose status, misses, and eligibility flags stay attached.
Stdlib-only, no new dependencies.
claude mcp add seiche -- seiche-mcp
SEICHE_MCP_PUBLIC=1 seiche-mcp
Or, zero-install, over HTTP: the same tools are served at /mcp on the API
(https://api.seiche.info/mcp). Add the URL and start calling. Sixteen tools
answer anonymously, no token, no sign-up, no email:
claude mcp add --transport http seiche https://api.seiche.info/mcp
curl https://api.seiche.info/api/gauge
The copy-paste quickstart and live tool runner are at
seiche.info/developers.
| tool | what it answers |
|---|
latest_article | today's exact full-text editorial with its evidence clock and publication receipt |
funding_stress_now | the live composite, the regime, the decomposition, the Tell |
trade_safety_risk_context | deterministic cache-only regime/index/coverage/clocks for order guards; context-only and never execution authority |
historical_analogs | the closest days in the record, and what followed them |
proof_backtest | the track record with its misses and its confidence intervals |
data_health | freshness and provenance for every input, before you trust a reading |
crypto_stress_record | labelled crypto episodes replayed against the funding board |
institutional_flows | who is positioned where, from public prints |
money_market_context | compact, chartless USD desk summary or one requested section, plus sources/methodology selectors |
gift_city_context | bounded INR/USD funding, CBUAE and ECB reference FX, and weekly gold positioning with source clocks |
gold_inventory_carry | caller-assumption fine-gold carrying costs, simple interest and INR breakeven; no quote retrieval |
market_workbench | selectable official FX providers, matching-date crosses, dated histories and accepted Palimpsest China structural evidence |
world_markets_context | bounded summary or money, forex, capital, source and methodology sections with canonical citation URLs |
oil_funding_context | observed oil/funding and Ballast evidence, live-vs-reference market structure, plus clearly separated scenarios |
fx_materials_passage | upstream FX/material pressure and the Passage's holdout-tested links |
That is the conclusion, the precedent, the honest record, the freshness, granular
USD money-market context, unified world-market context and cross-market transmission context, and it stays
free. Five analysis tools want a bearer token because they read gated
forecasting, replay, positioning, prose, or LLM engines rather than a published
contextual conclusion:
funding_stress_forecast, replay_asof, positioning_book, desk_brief and
ask_desk. institutional_flows answers anonymously but keeps its
method_versions back for the same reason.
An authenticated hosted caller also sees five private Agent Room preview
tools: agent_room_register_key, agent_room_create,
agent_room_append_event, agent_room_list_events, and agent_room_verify.
They record client-signed, server-co-signed agent discussion in a tamper-evident
room; every record is non-executable and grants no acceptance, order, execution,
payment, settlement, or custody authority. The full bearer-authenticated hosted
catalog is therefore 24 tools (14 public evidence + five gated analysis + five
Agent Room). See the exact security and signing contract.
Nothing fails at call time over this: tools/list returns exactly the tools the
caller can run, so an agent never sees a tool it cannot use. Both surfaces are
rate-limited per caller and metered per UTC day (anonymous callers per IP).
Full setup, the tool catalogue, client config, metering, tokens, and the
pay-per-call option for the five analysis tools: docs/MCP.md.
Want the board in your pocket instead of a client config? The
Hermes desk-agent kit turns
hermes-agent into a Seiche desk
agent on Telegram/Discord/Slack: a scheduled morning brief, regime alerts with
anti-noise rules, construction-PIT episode replays, and a PROOF-grounded answer to
"can I trust this". Walkthrough: docs/HERMES.md.
Where this is heading on the crypto side (stablecoin reserves, tokenized
Treasuries, DeFi rates all sit on the market Seiche reads): docs/CRYPTO.md.
Alerts dedupe per state in SQLite, notify via macOS notification and optional
webhook (SEICHE_WEBHOOK_URL — Slack/Telegram/ntfy style {"text": ...}).
A launchd template lives in ops/com.seiche.watch.plist.
Production deployment
bash /home/seiche/app/ops/deploy/install-release-poller.sh
SEICHE_CONTROL_GATE_ONLY=1 /usr/local/sbin/seiche-release-poll
Production uses the operator-provisioned /home/seiche/app layout documented
in ops/deploy/RELEASE-POLLER.md; this repository intentionally has no
unattended first-VPS bootstrap. The old /opt installer is retired because its
service and state layout never matched production.
GET /api/health never starts or waits for the full board build. It returns
the last completed snapshot's health fields with HTTP 200, or an immediate
HTTP 503 with status: warming_or_unavailable while the cache is cold. The
production background warmer owns snapshot construction; deployment probes
only observe whether it has published a result.
Put a TLS reverse proxy in front. The box already serving another site
(e.g. Palimpsest) just adds a vhost — nginx:
server {
listen 443 ssl http2;
server_name seiche.example.com; # certbot --nginx -d seiche.example.com
location / { proxy_pass http://127.0.0.1:8787; proxy_set_header Host $host; }
}
Signed releases: the on-host release poller is the sole automatic
controller. It accepts only the reviewed SSH-signed main tip, tests that exact
SHA in isolation, and hands it to the rollback-owning deploy wrapper. The
deploy-hetzner workflow is workflow_dispatch-only break-glass recovery and
must not run while the poller is active. The API cache lives under
/home/seiche/app/backend/data; canonical market state and backup receipts live
under /var/lib/seiche and /var/backups/seiche-market. Follow the poller and
market backup runbooks rather than copying one directory as if it were the
whole track record.
LLM keys for the desk assistant/Navigator and Telegram alert credentials belong
in a root-owned production environment file, not the retired
ops/deploy/seiche.service template. On the host, create
/etc/seiche/operator.env with mode 0600, then attach it to the actual
seiche-api.service through a non-secret systemd drop-in:
sudo install -d -o root -g root -m 0755 /etc/seiche
sudo test -e /etc/seiche/operator.env || \
sudo install -o root -g root -m 0600 /dev/null /etc/seiche/operator.env
sudoedit /etc/seiche/operator.env
sudo install -d -o root -g root -m 0755 \
/etc/systemd/system/seiche-api.service.d
printf '%s\n' '[Service]' \
'EnvironmentFile=/etc/seiche/operator.env' | \
sudo tee /etc/systemd/system/seiche-api.service.d/operator-env.conf >/dev/null
sudo systemctl daemon-reload
sudo systemctl restart seiche-api.service
Use systemd KEY=value syntax in the environment file for only the required
SEICHE_LLM_*, SEICHE_TELEGRAM_*, or webhook settings. Never commit their
values. Confirm permissions with stat, then check systemctl status seiche-api.service and the API health route after restart.
Tuning the editorial voice
backend/seiche/config.py quarantines every judgment call: composite weights, regime
thresholds, resonance/turn/tell parameters, alert rules, the episode library, contract
DV01s. The math never hides an opinion.
Non-goals
The sixteen-tool public evidence surface needs no account and does not depend on
paid upstream data; optional licensed or tenant inputs remain explicitly bounded.
Five compute-heavy forecast, replay, positioning, prose and LLM tools are
account-gated. Seiche does not claim intraday-tick coverage: daily cadence plus
operation results is the honest granularity of the public stack. Historical
reconstruction uses final/current-vintage inputs and is therefore
construction-PIT, not validated-backtest evidence. The engine blocks the
historical backtest output unless every required input has an ALFRED/as-published
vintage manifest. From v2 onward Seiche accrues a true as-published point-in-time
record (/api/pit) and stores immutable observation captures for forward vintage
reconstruction. Those forward captures cannot repair vintages that were never
retained. Not investment advice.
Connected research
The Seiche research_network tool and /api/v2/research-network endpoint
connect Palimpsest's complete source catalog with separately completed funding
context and explicit research steps into LiquiLens, Undertow and NarcoScope.
Use topic, offset and limit; follow next_offset for remaining datasets.
The human desk is https://seiche.info/#RESEARCH. Telegram readers can use
/research china, /research regions or /research liquidity.
Catalog rows are references, not permission to redistribute source values or
change a score. Source clocks, rights and missingness remain attached. The
retrieved catalog hash is a byte identity, not a producer attestation.
Quant research agent integrations
Native framework tools and cited quant pipeline captures connect Seiche funding, LiquiLens bank diagnostics and Undertow market liquidity through compact read-only tables. LangChain/LangGraph, CrewAI, OpenAI Agents and Pydantic AI share one evidence contract and repeat-call revision tokens. Current published history is not an as-published vintage archive. No execution authority or institutional-adoption claim is implied.