Platform Changes
Track every update to the Liquid Edge platform
Monday, April 20, 2026
Monthly Profit-Reset Reporting in Backtests
Added a new backtest reporting layer that models the live operator workflow of withdrawing profits and topping up losses at month boundaries. Runs alongside the standard backtest with no impact on core results.
Added ETH-Specific Entry Safety Guard
Introduced an opt-in entry guard for ETH that filters out entries matching a condition pattern that has underperformed historically and worsened under 2026 market conditions. Default-off for all other assets.
Fixed Frozen-Bot State Carry-Over Between Cycles
Fixed a condition where an internal state tracker could persist across cycles if a prior cycle stalled, leaving live bots frozen with pending entries permanently rejected. Added defensive cleanup and new observability so any recurrence is surfaced immediately.
Polymarket Backtest Engine Updated to Match Recent Live Features
The backtest engine was missing three recently-added live execution features, which biased absolute performance numbers and distorted filter-selection rankings. All three have now been ported with full test coverage. A new candidate configuration was identified through extended parameter search; it awaits a live canary review before deployment.
Generalized Monthly Retraining Pipeline and Automated Regime Diagnostic
The monthly retraining workflow now works for any trading pair with sufficient history, not just one specific asset. Added a diagnostic that automatically surfaces potential regime shifts during routine maintenance, so parameter drift is caught before it materially affects performance.
Sunday, April 19, 2026
Reduced Log Noise and Removed Potential Credential References
Trimmed verbose logging in the order execution and credential paths. Removes log lines that could carry references to decrypted credential material, improving operational security.
ETH Strategy Re-Tuned After Live Drift Audit
An audit found the previously-deployed ETH configuration was underperforming its own baseline under recent market conditions. A new configuration was derived from multi-year analysis with an out-of-sample held-out window and deployed.
Expanded Polymarket Dry-Run to Match More Live Behaviors
Dry-run simulation now covers additional live execution mechanics that were previously omitted, improving fidelity between simulated and live performance. Known remaining divergences are documented for reference.
Saturday, April 18, 2026
Manual Position Adds No Longer Block Strategy Scale-Ins
Fixed a bug where positions added manually by users counted toward the automated strategy's entry cap, causing the strategy to stall after manual top-ups. The cap now only counts strategy-driven entries, while position averaging continues to reflect all positions correctly.
Friday, April 17, 2026
Polymarket Dry-Run Validation Restored
Restored end-to-end dry-run validation against live market data, allowing execution changes to be tested against real flow without placing real orders. Profit accounting in dry-run now matches live behavior so simulated runs are directly comparable.
Restored DCA Order Placement Across All Exchanges
Resolved a regression that briefly blocked DCA entries and scale-ins, including both live and paper-mode orders. The internal order contract is now consistent across every execution path, with additional regression tests added to prevent recurrence.
Polymarket One-Sided Inventory Safety Stop
Added an opt-in safety mechanism that detects sustained one-sided inventory buildup within a window and halts further participation on the imbalanced side. Disabled by default; emits dedicated audit events when triggered for full transparency.
Thursday, April 16, 2026
Hyperliquid Balance Checks Include Spot Stablecoins
Fixed Hyperliquid balance queries to include spot stablecoin holdings, repairing the bot resume balance check. Bots paused on Hyperliquid now resume reliably without false insufficient-balance errors.
Polymarket Pair-Close Execution for Unpaired Inventory
Added an opt-in execution behavior that actively closes unpaired inventory toward the end of a trading window, reducing exposure carried into quieter periods. Guarded by independent caps and disabled by default.
Stricter Stop Behavior During Profit-Taking Window
Closed an edge case where protective stops could move during the bar that triggered partial profit-taking. Stops now stay frozen until the triggering bar closes, matching simulation behavior exactly. Also improved exit-price capture on partial closes so trade reports show real fill prices instead of approximations.
Wednesday, April 15, 2026
More Reliable Position Closes on Bitget
Fixed a Bitget position-close path that could fail with a generic error message. Failures now surface the exchange's specific error code and details, making issues significantly faster to diagnose and resolve.
Polymarket Sizing Calibration and Quiet-Window Filter
Recalibrated order sizing to better align with the profile of successful market-maker activity observed in the space, and added an opt-in filter that avoids participating in historically low-quality trading windows. Both behaviors are guarded by independent caps and can be disabled for testing.
Live Execution Observability and Restart Safety
Closed three small gaps surfaced from live session auditing: stronger restart safety for protective orders, clearer attribution when orders are cancelled by the system, and more complete event logging during slow-market adjustments.
Stuck Position Recovery and Reconciliation Tooling
Recovered two customer positions that had been stuck open for more than 10 hours after a rare strategy-exit edge case. Added operator tooling to safely detect, close, and reconcile stuck positions going forward, with strict double opt-in safeguards and audit logging.
Tuesday, April 14, 2026
Accurate Exit Price Reporting
Fixed an issue where the reported exit price could show as unknown on certain protected exits. Real-time exit data is now captured reliably for accurate reporting.
Aligned Polymarket Fee Model With Current Schedule
Updated the backtest fee calculations to match Polymarket's current published fee schedule. Historical results now reflect real-world economics more accurately.
Polymarket Connection and Execution Hardening
Improved reliability of the Polymarket market-making pipeline: detects and recovers from silent data stalls, backs off gracefully on rate limits, reconciles execution state against on-chain truth, and uses more accurate book-diff detection to reduce false drift signals.
Polymarket Market-Making Execution Upgrades
Added two execution behaviors observed in top-performing market makers: faster capital reuse within a trading window, and automatic replenishment of filled orders. Both paths are guarded by independent safety checks and conservative caps.
Prevented Phantom Exit Cascades
Fixed a rare condition where a missing exchange event could be misread as a completed exit, leading to incorrect position sizing. Exits now require confirmed fill evidence before advancing.
Restored DCA Exit Cascade
Fixed a critical bug that was causing DCA bots to fail on exit and get stuck holding positions. All affected bots now exit cleanly.
Reliable Order Cancellation on Bitunix
Migrated Bitunix order cancellation to the current supported endpoint. Cancel requests that were previously failing silently now complete successfully.
Restart-Safe Order Placement for DCA
DCA order placement is now fully restart-safe across all supported exchanges. Retries and reconnects will no longer result in duplicate orders.
Monday, April 13, 2026
DCA Entry Cap Race and Audit Accuracy Fixes
Hardened DCA entry-cap enforcement so concurrent cycles can no longer exceed the configured maximum entries. Also restored correct bot and symbol attribution in audit logs, fixed a memory leak in the decision service, and added explicit exit-confirmation logging.
Improved Trail Distance for Better Profit Capture
Tuned the protective stop behavior so that favorable price moves are captured more effectively. Validated through extended historical analysis with consistent positive results across multiple years.
Sunday, April 12, 2026
Directional Strategy Retired After Ground-Truth Validation
Exhaustive analysis of real production trades confirmed no profitable parameter configuration exists for the directional prediction strategy. Deprecated in favor of the market-making approach.
Market-Making Strategy Optimized for Volume-Driven Profit
Redesigned the market-making bot based on competitive analysis of profitable wallets. Widened price range, increased position sizing, and removed an early-exit mechanism that was cutting off a significant portion of late-arriving fills.
Atomic Split/Merge for Zero Leftover Risk
Added on-chain split and merge integration so unsold token pairs are automatically recombined back to stablecoins at the end of each trading window, eliminating directional exposure from one-sided fills.
Trading Pipeline Hardened Through 3 Audit Passes
Fixed critical concurrency issues, added resource locking to prevent capital overdraw, corrected profit tracking on failed operations, and added circuit breakers for capital and daily loss limits.
Fixed Data Pipeline That Was Missing Half of Each Day
Discovered and fixed a data fetcher bug that silently dropped half the day trading data. All historical analysis and strategy validation prior to this fix was operating on incomplete data.
Security Review of On-Chain Contract Integration
Independent security review of the new split and merge contract interaction code. Verified correct contract addresses, proper key handling, no race conditions, and standard approval patterns.
Saturday, April 11, 2026
Market-Making Pipeline Rebuilt for Production Reliability
Comprehensive overhaul of the parallel trading pipeline with new checkpoint logic, better queue management, connection resilience, and crash recovery.
Friday, April 10, 2026
Strategy Documentation
Added comprehensive documentation covering the market-making pipeline architecture, position management logic, and operational procedures.
Position Management Validation
Validated the new position management approach against 35 days of historical data across nearly 10,000 prediction windows, confirming improved risk-adjusted returns.
Smart Position Management
Added automatic position adjustment that detects one-sided market activity early and reduces exposure by locking filled positions and keeping only matching orders active, minimizing risk on losing outcomes.
Parallel Market-Making Pipeline
Rebuilt the market-making engine to monitor 12 prediction windows simultaneously instead of one at a time, increasing coverage from 24 to 288 windows per day with continuous operation.
Corrected Fee Calculations
Fixed internal fee calculations to match the exchange's actual formula, preventing accounting discrepancies in profit tracking.
Same-Day Data Fetching
Added the ability to fetch current-day trade data for same-day analysis and validation, enabling faster iteration on live strategy performance.
Improved Queue Position Model
Refined the market-making simulation to account for earlier positioning and dynamic participant behavior, producing more accurate fill estimates.
Market-Making Simulation Tool
Built a new market-making simulation tool that tracks orderbook position, fill probability, and economics in real-time using live trade data.
Faster Multi-Scenario Analysis
Multi-parameter sweeps now run significantly faster by computing shared data once instead of redundantly for each variant.
More Accurate Prediction Simulations
Overhauled the backtesting engine to simulate real-world trading conditions more faithfully, accounting for competition from other traders. Predictions now more closely match observed live performance.
Reduced Low-Quality Predictions
Added a minimum movement filter that skips low-confidence predictions during quiet market conditions, reducing noise-driven losses.
Wednesday, April 8, 2026
Polymarket Backtest Accuracy Overhaul
Validated simulated trades against real production results and corrected all discrepancies, so backtest projections now closely match actual trading outcomes.
DCA Strategy Consistency Upgrade
Ensured the DCA strategy produces identical behavior in both simulation and live environments, so performance in production reliably matches what testing predicts.
Platform Changes Page
Launched a public changelog page where users can browse all platform updates organized by date, filter by product area and change type, and expand entries for additional details.
Tuesday, April 7, 2026
Fixed Resource Leak in Idle Sessions
Resolved a resource leak that accumulated unnecessary connections over time for idle instruments, improving long-running system stability.
Order Execution Pipeline Hardening
Fixed issues in the order execution flow that could lead to unintended duplicate orders, inaccurate profit reporting, and incorrect position sizing under certain conditions.
Fixed Polymarket Exit Failures
Resolved an issue where exit orders could fail due to a mismatch between estimated and actual position sizes caused by fee calculation differences.
Polymarket Trade Execution Refinement
Improved trade entry timing and exit execution reliability based on extended historical analysis, resulting in fewer failed exits and better fill quality.
Monday, April 6, 2026
Fixed Polymarket Fill Detection
Replaced unreliable trade fill detection with direct verification from the exchange, eliminating missed or incorrectly reported fills.
New Polymarket Trading Mode
Launched a new trading mode that uses limit orders for improved pricing, with real-time monitoring, reliable fill detection, and a complete audit trail.
Eliminated Recurring Server Errors
Resolved the root causes of recurring server errors including connection timeouts and background process failures, resulting in a more stable production environment.
Improved Crash Recovery for Active Positions
Strengthened system restart recovery so active orders are properly restored after interruptions, preventing stale orders from remaining on the exchange.
Saturday, April 4, 2026
Improved Position Tracking Accuracy
Upgraded the position tracking system to more closely mirror actual exit behavior, so internal tracking stays consistent with real exchange state.
Resolved Extended Server Freeze
Fixed a critical issue that caused the trading server to become unresponsive for extended periods by isolating heavy background operations and preventing cascading recovery failures.
Friday, April 3, 2026
Polymarket Risk Management Improvements
Added safety guards that pause trading activity during abnormal market conditions, reducing exposure to low-liquidity and high-volatility situations.
Fixed Live Data Feed Inconsistency
Corrected the live data feed source to match what backtesting uses, eliminating price discrepancies that could cause trades to trigger at different times than expected.
Wednesday, April 1, 2026
Fixed Position Protection After Entry
Resolved an issue where protective orders could fail to activate after trade entry due to an internal tracking mismatch, ensuring positions are always properly guarded.