I actually asked Andy to respond to you and point you to his paper because your post concerned me and I thought the caution and historical context his writeup provided was highly applicable.
What you're asking its not generally possible in an anonymous system. A signature proves the knowledge of a secret. In an anonymous distributed system there can be no secret. (Ignoring the question of effective program obfuscation being possible which is hotly debated, and is not currently practical in any case, and even assuming it is, it is if this task can be accomplished without trusted initialization in any case).
If your system was not anonymous but had predefined membership then you could have a distributed secret but there is no known way to do an ECDSA threshold signature directly. You could however use multisig in an enumerated entity (non-anonymous) distributed (but not decenteralized) system, and you can find a lot of information on that. Alternatively, in a non-anonymous system multiparty computation could be used to use a shared key which is known to no one but again not practical at this time, and not really any better than just multisig for this sort of application.
(And I provide this advice in some fear that you'll continue heedlessly to the cautions provided here but I also want to make it clear that the response to you is fully in good faith, and trying to be helpful)
Generally the questions you're asking indicate to me that you haven't done that basic reading just to understand what things in cryptography are hard/easy and/or dangerous vs safe and that you have a lot of learning left to do that goes beyond the scope of the limited questions you're asking here.
I think oracle work is pretty interesting, but talking about things that would be highly cutting edge cryptography (if possible at all) ... isn't necessary for basic oracle work and should only be done with heavy research and caution.