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Risk, compliance and auditStreaming decision and interventionevent spine

Market-conduct surveillance case builder

Potential conduct issues span orders, trades, communications, market events and employee relationships, with many legitimate alternative explanations.

Approach

The system aligns temporal evidence, proposes competing hypotheses and produces an investigation-ready case without assigning intent.

Organisations, systems and operating conditions are intentionally anonymised and recomposed. The design demonstrates engineering and banking-domain reasoning; it does not represent a named client estate, vendor product or measured production result.

Overview

System overview

Typed commands, state changes and receipts cross an event spine without surrendering domain ownership.

Market-conduct surveillance case builder: event-spine architecture Twelve independently owned platform services connect through a typed event and evidence spine. The design separates request admission, event ordering, capability execution, systems of record, dead-letter recovery, and an immutable receipt archive. aSystem boundary and decision authoritySchematic architecture · illustrative scenario Request and event admissionCommand-side servicesAuthoritative systemsOperations rail Channel & case eventsHTTPS · batch · streamSchema & identity gateOIDC · event versionPartition & ordering serviceentity key · watermarkBackpressure gatequota · pause envelopeadmittedlag signal Evidence ContextCompilerContext & evidenceParty RelationshipResolverIdentity & relationshipsAuthority Rules EngineAuthority & policyJourney StateCoordinatorWorkflow & custodyTyped Action BrokerIntegration & effectsDecision ReceiptLedgerEvidence & auditReasoning RouteManagerModel executionEffective-DatedKnowledge HubKnowledge & rulesBehaviour EvaluationHarnessEvaluation & releaseOutcome RecoverySupervisorResilience & recoveryOperational Read ModelWorld state & read modelsDecision ReviewWorkbenchHuman decision & operationspublishpublishpublishpublishpublishpublishconsumeconsumeconsumeconsumeconsumeconsume EVENT + STATE SPINErequest.accepted · context.qualified · authority.decided · action.dispatched · effect.readback · custody.changed Policysource of recordobligation registersource of recordGRC workflowsource of recordcontrol evidence storessource of record Dead-letter & replay queueDecision receipt archiveTrace, lag & cost telemetryIncident & custody queue
Figure 1. Typed events coordinate independently owned services without turning the event spine into a system of record. Ordering, backpressure, readback and replay stay explicit. This is an illustrative system model, not a named deployment.

Permitted workThe system assembles evidence and tests obligations. Accountable control owners decide ratings, exceptions, findings and closure.

Consistency ruleLink each conclusion to effective obligation, control, population, test and owner; corrections append rather than erase prior evidence.

Hard boundaryThe model is not a system of record, identity provider, policy authority or proof that an external effect occurred.

Deployment

Deployment

Events or conversation turns require a decision before the underlying situation changes, with strict latency and back-pressure constraints.

Market-conduct surveillance case builder: deployment and trust-zone topology A production topology separates public edge, identity boundary, workload cluster, integration plane, data enclave and operating controls. Connections name transport and identity protocols, and a second region provides controlled failover. bDeployment topology and failure domainsLogical deployment · no measured estate data EDGE AND ACCESS PRIVATE WORKLOAD CLUSTER INTEGRATION AND DATA ENCLAVE OPERATIONS, EVIDENCE AND RECOVERY PLANE Web applicationfirewallTLS · bot · rate API ingressschema · quota Identity brokerOIDC · MFA Purpose gateclaims · consent HTTPStokensubject Regional traffic managerhealth · canary · failover Workload identity issuershort-lived service tokens Event & work queuepartition · DLQ · backpressure Secrets & key serviceenvelope encryption · rotation PartyRelationship…zonal workloadAuthority RulesEnginezonal workloadDecision ReceiptLedgerzonal workloadReasoning RouteManagerzonal workloadOperational ReadModelzonal workloadReserved workloadslotdisabledReserved workloadslotdisabledReserved workloadslotdisabled HTTPS · scoped JWT workload token async eventkey lookup IntegrationgatewaymTLSPolicysystem of recordobligation registersystem of recordGRC workflowsystem of recordcontrol evidence storessystem of record Model route enclavepolicy · schema · egress Qualified data storesSQL · graph · object Trace, metric & cost pipelineOpenTelemetry · redaction Decision receipt archiveappend-only · retention Reconciliation workersreadback · replay · DLQ On-call & review queuescustody · SLA · escalation Secondary-region standbycompatible manifest telemetryreceiptsexceptions
Figure 2. Workloads remain isolated from systems of record. Short-lived identity, typed integration contracts, append-only evidence and controlled failover define the deployable boundary; the topology is schematic.
Authority checkpoint

Surveillance signals cannot trigger disciplinary action or external reporting without independent investigation.

Runtime

Runtime flow

A deterministic outer workflow contains model-led work inside typed, observable calls. Dashed messages remain proposals until policy or a human grants authority.

Market-conduct surveillance case builder: event processing and recovery flow A five-lane event architecture shows authoritative producers, admission and ordering, evidence qualification, decision and effect handling, and the recovery rail. Late, duplicate and failed events follow separate paths to reconciliation and replay. cRuntime protocol and control pointsProtocol model · illustrative execution Authoritative producersAdmission and orderingEvidence and decisionEffect and reviewEvidence, reconciliation and replay Policyevent time · source versionobligation registerevent time · source versionGRC workflowevent time · source versioncontrol evidence storesevent time · source version Schema gateversion · identity · duplicatePartitioned event logentity key · watermark Enrichment workersbounded fan-out · freshnessDecision workerrule gate · bounded score Effect or review routetyped action · custodyOutcome verifierreadback · reconcile source eventsource eventqualified readqualified read admittedorderedcontextdecision Late-event correctionreopen · append · notifyDead-letter queuefault class · ownerIdempotent replaysame key · checkpointDecision receipt ledgerversions · basis · custodyOutcome monitorlag · drift · harm invalid / faileddelayed outcomecheckpoint replaydecision evidenceeffect receipt Consistency: Point-in-time correctness takes precedence over the newest unqualified value. Late events trigger correction or review instead of mutating the old decision invisibly.
Figure 3. Event time, admission, evidence qualification, decision and delayed outcome remain separate. Late or failed events enter correction and replay paths with preserved lineage. The paths are protocol semantics, not an observed production trace.
S

State model

A partitioned event log feeds time-windowed operational state. Per-entity sequence and watermark prevent late or duplicate events from appearing current.

I

Integration choice

Use streaming ingestion for signals, low-latency feature or state reads for the hot path, and asynchronous enrichment outside the decision budget.

C

Consistency semantics

Point-in-time correctness takes precedence over the newest unqualified value. Late events trigger correction or review instead of mutating the old decision invisibly.

Services

Services and interfaces

These roles are deliberately vendor-neutral. Each can be independently owned, versioned and replaced.

  1. ERG
    Identity and relationships

    Party Relationship Resolver

    Returns candidate entities and typed relationships with match features, contradictions, effective dates and non-merge evidence.

    Degraded routePreserve separate candidates and route ambiguity for review. Never collapse entities simply to complete the journey.
  2. DES
    Evidence and audit

    Decision Receipt Ledger

    Appends request, versions, policy result, model proposal, approval, action receipt, readback, correction and custody events under one correlation key.

    Degraded routeBlock a consequential close when mandatory evidence is missing; keep the case open with an explicit evidence defect.
  3. MSG
    Model execution

    Reasoning Route Manager

    Chooses an approved model route by task, risk, evidence quality, latency budget and cost ceiling; enforces structured outputs.

    Degraded routeUse a smaller certified route, deterministic fallback or human queue. Never lower the control bar to meet latency.
  4. OSR
    World state and read models

    Operational Read Model

    Builds time-qualified projections from source events and reconciliations without becoming the legal system of record.

    Degraded routeExpose source lag and fall back to direct reads for defined critical facts; never present missing feeds as zero.
  5. PDS
    Authority and policy

    Authority Rules Engine

    Evaluates identity, purpose, capability, amount, risk tier and policy version; returns allow, deny, step-up or human-review with reasons.

    Degraded routeFail closed for effects and restricted data. Read-only explanation may continue only from approved public or customer-visible sources.
Figure 4. Each service exposes a typed contract and a defined degraded route. Coordination stays in the control plane while domain ownership remains outside it.
Data

Data and records

Durable records carry provenance, authority, effect and custody without turning a transcript into an uncontrolled memory store.

Market-conduct surveillance case builder: state ownership and evidence lineage Authoritative source observations feed six versioned runtime records. Each record names a single write owner. An append-only event and evidence stream builds a disposable current-state projection and supports audit replay. dState lineage, ownership and temporal validityLogical records · fields are illustrative AUTHORITATIVE INPUTS · POINT-IN-TIME QUALIFIEDPolicysource version · observed atobligation registersource version · observed atGRC workflowsource version · observed atcontrol evidence storessource version · observed atqualified inputqualified inputqualified inputqualified input WRITE OWNER · Evidence Context CompilerRequest enveloperequest_idpurposeactor_refsubject_refversioned · attributable · retainedWRITE OWNER · Authority Rules EngineContext manifestcontext_idsource_refsource_versionobserved_atversioned · attributable · retainedWRITE OWNER · Typed Action BrokerCase statecase_idstatestate_versioncurrent_custodianversioned · attributable · retainedWRITE OWNER · Reasoning Route ManagerAuthority decisiondecision_idpolicy_versionrequested_capabilityoutcomeversioned · attributable · retainedWRITE OWNER · Behaviour Evaluation HarnessAction and effect receiptaction_ididempotency_keyinput_hashdispatch_statusversioned · attributable · retainedWRITE OWNER · Operational Read ModelCustody eventtransfer_idfrom_ownerto_ownerreasonversioned · attributable · retained APPEND-ONLY CASE EVENTS + DECISION RECEIPTSrequest hash · source versions · policy version · proposal · authority · effect readback · custody Operational current-state viewrebuildable projection
Figure 5. The record chain preserves source version, write ownership, authority and custody. Solid records are required in this scenario; dashed records remain compatible but dormant.
Consistency contractDomain source rule

Link each conclusion to effective obligation, control, population, test and owner; corrections append rather than erase prior evidence.

Choices

Trade-offs

The selected design is not universally superior. It is the safer fit for this boundary and failure cost.

  1. 01

    Optimise for fewer duplicate entities or fewer false merges

    Selected path

    Bias consequential journeys against false merge and retain unresolved candidates.

    Rejected path

    Automatically merge the highest-scoring candidate.

    Cost acceptedMore cases require clarification, but one person's authority or risk cannot silently attach to another.

  2. 02

    Mutable current-state record or append-only decision history

    Selected path

    Use append-only events plus a rebuildable current-state projection.

    Rejected path

    Overwrite the case row with its latest status.

    Cost acceptedReplay and storage are more complex, but point-in-time reconstruction and correction lineage remain possible.

  3. 03

    Use one frontier model for every step or a task-specific cascade

    Selected path

    Reserve larger models for residual reasoning after deterministic and smaller-model gates.

    Rejected path

    Send every request to the most capable available model.

    Cost acceptedRouting adds evaluation work and operational complexity, but controls cost, latency and unnecessary data exposure.

  4. 04

    Query every source in the critical path or maintain operational read models

    Selected path

    Use event-fed projections for scale and direct readback for consequential effects.

    Rejected path

    Fan out to all systems of record for every interaction.

    Cost acceptedRead models introduce lag and reconciliation work, but reduce source load and make cross-system views feasible.

  5. 05

    Reason over policy text at runtime or compile executable rules

    Selected path

    Compile stable decision logic and retain retrieval for explanation and residual ambiguity.

    Rejected path

    Ask a model to interpret the source document for every request.

    Cost acceptedRule compilation needs controlled change, but creates repeatable decisions, regression tests and clear exceptions.

Figure 6. Teal marks the selected route; coral dotted rules preserve the rejected alternative. Each decision states the cost accepted rather than presenting one architecture as universally superior.
Recovery

Failures and recovery

Retries are bounded by knowledge of business effect; unknown outcome remains visible, owned and independently reconciled.

Market-conduct surveillance case builder: failure classification and recovery control flow Five failure sources converge on a classifier that distinguishes known no effect, known failure, unknown outcome, material evidence gaps and control-plane failure. Each state has an explicit recovery route, service degradation and evidence receipt. eFailure classification and recovery policyControl model · thresholds set by owners DETECTION POINTSEFFECT CLASSIFIERRECOVERY DECISIONSERVICE-SPECIFIC DEGRADATION Source dependencyClock drift or incomplete communication…Authority servicePolicy is unavailable, expired, or returns…Reasoning routeOutput fails schema, citation, grounding…Action pathTransport times out after dispatch & the…Evidence railReceipt or custody append fails after a… Outcome classifierattempt · idempotency · source readback ·… Known no effectSafe bounded retry with the same…Known failureNarrow, queue, compensate, or fail closed…Unknown outcomeRead back authoritative state before retry…Material evidence gapRetain custody & create an owned…Control-plane failureStop promotion or dispatch; restore the…Party Relationship ResolverPreserve separate candidates &route ambiguity for review. Nevercollapse entities simply to…Decision Receipt LedgerBlock a consequential close whenmandatory evidence is missing;keep the case open with an…Reasoning Route ManagerUse a smaller certified route,deterministic fallback or humanqueue. Never lower the control bar…Operational Read ModelExpose source lag & fall back todirect reads for defined criticalfacts; never present missing feeds…Authority Rules EngineFail closed for effects &restricted data. Read-onlyexplanation may continue only from… RECOVERY RECEIPTfault origin · classification basis · owner · retry/compensation key · readback reference · residual risk · resolved at classifier evidencerecovery evidence Pattern rule: When the scoring orstate tier is unavailable, fallback to a narrower deterministic…
Figure 7. Recovery follows the known business-effect state, not the transport symptom. Every branch ends in a receipt preserving fault origin, custody and reconciliation basis.
Capacity

Performance and capacity

Actual thresholds belong to accountable service owners. The design exposes the equations and observables that those owners must baseline.

Dependent variablesOperating
envelope
  • p95 and p99 decision latency
  • event lag and late-event rate
  • fallback activation
  • false intervention and missed-event rate
Capacity relationships
  1. 01partition_rate = peak_events_per_second / active_partitions
  2. 02decision_budget = ingest + state_read + policy + score + action_commit
  3. 03backlog_clear_time = queued_events / recovery_throughput
Privacy lens

Separate privileged, investigation and employee data from general model context; preserve legal-hold and access evidence.

Figure 8. The variables define what must be measured before capacity or quality claims can be accepted. Relationships are analytical scaffolds, not invented targets or production results.
Operations

Release and operations

A design is production-ready only when teams can prove what happened, recover it and change it safely.

Minimum release gates
  1. 01

    obligation-to-control coverage

  2. 02

    sampling and population integrity

  3. 03

    evidence freshness and independence

  4. 04

    finding closure and residual-risk approval

Figure 9. Promotion requires evidence at each gate and a compatible rollback route. No gate is implied to have passed; accountable owners set thresholds and sign the record.
Operating stateReleaseRecover
Evidence

Time alignment, source completeness, relationship paths, hypothesis support, counter-evidence and investigator decisions.

Human authority

Conduct investigators determine escalation and outcome.

Evolution

Start with advisory intervention and measured shadow scoring. Increase automation only when peak-load, late-event and fallback tests preserve the control outcome.

Ownership

First-line control, second-line risk, compliance, audit and legal owners keep their separate decision rights.

Figure 10. Evidence, human authority, ownership and controlled evolution remain coupled throughout operation. Removing any quadrant breaks the assurance case.