Data Integrity

Risk scores are only as good as the data feeding them. Philidor enforces strict data integrity guarantees.

Finality Depths

Per-chain confirmation depths prevent reading unfinalized (potentially reorganized) data:

Chain	Chain ID	Confirmation Depth	Notes
Ethereum	1	64 blocks	2 epochs post-Merge
Polygon	137	128 blocks	Heimdall checkpoints
Avalanche	43114	1 block	Sub-second finality
Optimism	10	0	L2 sequencer, finality via L1
Arbitrum	42161	0	L2 sequencer, finality via L1
Base	8453	0	L2 sequencer, finality via L1

Reorg Safety

Six invariants protect against data corruption from chain reorganizations:

Finalized blocks only — toBlock capped at getFinalizedBlockNumber, never getBlockNumber
Persist-then-advance — events written to database before sync cursor advances. If persistence fails, cursor stays put
All-or-nothing — any batch/module failure means no state advancement. Retry next cycle
Reorg rollback never jumps forward — uses Math.min(lastFinalizedBlock, lastProcessedBlock)
DB write failures propagate — RPC read failures are swallowed; DB write failures are exceptions
Deduplication — ON CONFLICT (tx_hash, log_index) DO NOTHING. Re-fetching is safe

Reconciliation

Automated checks run every 30 minutes to detect:

Sync gaps — missing block ranges in the event log
Event density drift — unusual changes in event frequency
Stale cursors — sync state that hasn't advanced
Data anomalies — inconsistencies between expected and observed data

Anomalies trigger alerts before they affect risk scores.

Sync Intervals

Process	Interval	Description
API sync	30 minutes	Pull from protocol APIs
On-chain indexer	30 minutes	Poll RPCs for events
Risk calculator	30 minutes	Recompute all risk scores
Oracle freshness	15 seconds	Poll Chainlink feeds
Reconciliation	30 minutes	Verify data consistency

Oracle Freshness Monitoring

A dedicated worker polls Chainlink price feeds every 15 seconds and writes freshness data to Redis. This provides:

Real-time staleness detection for oracle-dependent vaults
Historical freshness data for the Oracle Freshness API
Automatic score adjustment when feeds go stale

APR Data Sources

APR is sourced from on-chain share price reads (ERC-4626) or protocol APIs (Aave, Compound). Forward-looking estimates and boosted marketing figures are never used.

Base APR: native protocol return (lending interest, share price accrual)
Rewards: token emissions, points, trading fees — sourced from Morpho rewards API, Aavescan, and protocol subgraphs
Invariant: apr_net = base_apr + SUM(reward APRs)