Platform Changes
Track every update to the Liquid Edge platform
Saturday, May 23, 2026
Fixed Trade-Entry Blockage
Resolved an internal data-routing issue that was preventing bots from opening new positions on both live and simulated accounts. Affected bots now enter trades normally.
Lower Live-Processing Overhead
Reduced overhead in the live processing loop and added diagnostics that pinpoint sources of delay, helping keep real-time trading responsive.
Major Backend Refactor
Completed a major refactor of internal backend components to improve maintainability and reliability and to support future capabilities.
Admin API Key Management
Added an admin interface to mint, list, and revoke API keys, with access controls and rate limiting.
Strengthened Request Filtering
Improved filtering of malicious request patterns and added regression coverage to prevent legitimate pages from being blocked.
Fixed False Unprotected-Position Alerts
Corrected an internal tracking mismatch that could wrongly flag a live position as missing its protective order and trigger unnecessary corrective action. Protective-order state is now tracked consistently from one source.
Friday, May 22, 2026
More Accurate Position Reconciliation
Position reconciliation now verifies order status directly with the exchange instead of relying on local state, improving the accuracy of paired-position tracking.
Thursday, May 21, 2026
Consistent Simulated-Account Handling
Unified how simulated (paper) accounts are detected across the system, so paper bots behave consistently across order routing, reconciliation, and credential handling.
Redesigned Vault Enrollment
Refreshed the vault enrollment experience with featured options, a clearer enrolled-state display, and updated balance cards.
Refreshed Crypto Purchase and Escrow
Restyled the crypto purchase and escrow flows for a cleaner, more consistent experience.
Settings Panel and Quick Search
Added a settings panel and quick search to the top navigation for faster access to common actions.
Wednesday, May 20, 2026
Durable Diagnostics for Position State Changes
Every position state change now records its reason to durable storage, so operators can trace exactly why a position moved between states even after logs rotate.
More Reliable Market-Data Feed
Hardened the market-data feed in lightweight consumer mode, preventing crashes during sessions that only need price ticks and improving startup safety.
Database Write Correctness
Corrected database upsert semantics and guarded against a realtime-client reconnection bug, reducing the risk of inconsistent stored state.
Hardened Background Compute Workers
Strengthened isolation of the background worker processes used for heavy computation, with restricted deserialization, a scrubbed environment, and resource limits.
Faster Portfolio Charts and Activity
Moved portfolio charts, activity history, and drawdown calculations to the server for faster, paginated loading, with results that match across live and simulated accounts.
Monday, May 18, 2026
Redesigned Dashboard with Live Portfolio
Rebuilt the dashboard with live-updating portfolio metrics and a 1d / 7d / 30d / all time-period selector, plus refreshed login and navigation.
Two-Factor Setup Fix
Fixed reading of pending two-factor authentication factors during setup so enrollment completes reliably.
Sunday, May 17, 2026
Symbol Format Boundary Enforcement
Trading symbols are now canonicalized at the construction boundary, with a safety-critical entry guard test preventing future format drift from causing mismatched lookups.
Simplified Trade Query API
Unified the internal trade query API around a single bot-scoped lookup, removing a dual API surface and reducing risk of inconsistent reads.
Hyperliquid Credential Validation
Tightened Hyperliquid credential validation at startup. Bots missing required credentials are now excluded with a clear error at boot, rather than failing later in trade flows.
Paper Mode Reconciliation Skip
Reconciliation now correctly skips paper-mode bots, preventing unnecessary work and confusing diagnostics on simulated accounts.
Memory Pressure Tuning
Tuned an internal memory-pressure threshold to reduce overhead from emergency cleanup cycles during normal operation.
Extended Validation Run Tooling
Improved dry-run simulation parity with live and added monitoring passthrough for long-form validation runs.
Saturday, May 16, 2026
Paired-Position Persistence Hardening
Fixed an issue where persistence failures while recording paired positions could be silently swallowed, in rare cases allowing the same pair to be re-evaluated. Failures now raise explicitly so they are addressed at first occurrence.
Error Tracker State Consistency
Internal error-tracker cache cleanup is now aborted when downstream status updates fail, preventing the system from holding inconsistent state.
Friday, May 15, 2026
Unified Symbol Handling Across System
Consolidated trading symbol comparison and normalization into a single source of truth, eliminating subtle bugs where the same symbol could be treated differently by different components.
Eliminated Silent Recovery Failures
Reconciliation and recovery flows now surface failures explicitly instead of degrading quietly, so issues during restart or recovery are caught immediately.
Adaptive Data-Stall Diagnostics
Made internal data-stall warnings adaptive so transient slowdowns don't flood logs while genuine stalls remain clearly visible.
Strategy-Agnostic Trade Repository
Generalized the internal trade repository so multiple strategy types cleanly share the same storage layer, reducing duplication and risk of drift.
Improved Execution Visibility
Added observability into bundled execution flows so operators can diagnose partial-execution issues quickly.
Quoting Reliability Improvements
Improved how quotes are managed on paired positions to close gaps that could otherwise cause execution drift.
Thursday, May 14, 2026
More Resilient Database Connections
Hardened database connection handling with idle cleanup, graceful shutdown drain, and per-phase timeouts to eliminate long-running connection leaks under sustained load.
Credential Log Redaction
Removed two diagnostic log statements that could write sensitive credential values into server log files. No user action required.
Trade Cache Race Condition Fixes
Closed several race conditions in the internal trade cache so per-bot lookups stay consistent during concurrent processing.
Faster Bot Lookups During Live Processing
Routed high-frequency bot lookups through a cached service, reducing redundant database calls during per-candle work.
Long-Running Stability Test Gates
Added regression test gates that catch file-descriptor leaks and unexpected call-rate growth during extended runs, protecting against regressions in long-lived processes.
Centralized Cancellation-Aware Error Handling
Standardized how strategy code handles task cancellation so shutdowns and restarts no longer surface misleading errors from in-flight work.
Additional Risk Filtering Layer
Added a defense layer that limits combined exposure across paired positions to reduce risk during adverse scenarios.
Wednesday, May 13, 2026
Fixed Long-Running Memory Leak
Eliminated a memory leak that grew steadily over multi-hour live runs, significantly improving stability on long-running sessions.
Live Trader Latency Reduction
Multi-phase refactor reducing event-loop contention and improving real-time responsiveness during heavy concurrent activity.
Protective Order Placement Hardening
Tightened how protective exit orders are placed and updated in live trading, including stricter validation and safer rollback behavior on partial failures.
Sharper Performance Diagnostics
Improved internal performance diagnostics so the system can pinpoint stalls more accurately and avoid flagging its own diagnostic activity as a culprit.
More Resilient Exchange Reconnection
Refactored exchange real-time connection recovery to remove a fragile background task pattern; reconnects are now handled by a single resilient loop.
Polymarket Execution Improvements
Improved order-handling and dry-run accuracy in the polymarket runtime, supporting cleaner evaluation of candidate strategy variants.
Tuesday, May 12, 2026
Unified Live Market Data Source
Consolidated the live market data path into a single source of truth, eliminating a class of bugs where different parts of the system could see different views for the same symbol.
Parallelized Per-Symbol Strategy Execution
Strategies now run in parallel across symbols within each batch, reducing end-to-end processing latency on accounts with many active bots.
Removed Silent-Failure Paths
Replaced several silent-failure paths with explicit errors so that misconfiguration and unexpected states surface immediately instead of degrading quietly.
Polymarket Validation Tooling
Added automated monitoring and parity-check tooling for polymarket strategy candidates, enabling safer multi-day observation runs with fail-fast on regression.
Monday, May 11, 2026
Account-Based Sizing for Hedge Strategy
Hedge strategy now sizes positions based on per-bot capital allocation and supports independent leverage settings for each side of the pair, with a revamped backtest summary.
Restored Live Market Data Pipeline
Resolved a multi-round incident affecting real-time market data delivery to live bots. Bots now consistently receive the latest market updates without dropped or stalled events.
Polymarket Strategy Refinement
Refined live polymarket strategy behavior based on detailed analysis of prior run data.
Sunday, May 10, 2026
Eliminated Duplicate Init Paths
Removed a duplicate startup path that could spawn reconciliation tasks twice when the live trader launched.
Clearer Bot Query Error Handling
Bot lookups now distinguish 'no bot found' from 'database unreachable', so operational failure modes can be triaged accurately instead of being swallowed by a catch-all.
Saturday, May 9, 2026
Trade Cache Key Collision Fix
Fixed a cache key collision that could surface stale trade state when a bot ran multiple strategies on the same symbol. Cache entries are now partitioned per bot and strategy.
Per-Strategy Candle Dispatch
Live market data is now fanned out per strategy across the dispatch chain, reducing the risk of cross-strategy interference when multiple strategies run on the same bot.
Friday, May 8, 2026
Hedge Strategy Now Available in Bot Creator
Users can now create hedge-style trading bots directly from the dashboard, with a leverage selector and a clear pairing badge in the trades view that shows which positions are paired together.
Expandable Paired Trades in History
Trade history now groups paired hedge trades into a collapsible parent row, making it easier to see the relationship between paired positions at a glance.
Pre-Flight Credential Check on Bot Start
Bots now validate exchange credentials before going live, surfacing configuration issues at startup instead of failing mid-trade.
Hardened Live Trader Against Bad Data
Fixed two issues that could destabilize the live trading process — malformed market data rows can no longer crash the trader, and a class of long-running operations no longer blocks live processing.
Hedge Strategy Live Execution Parity
Completed live-execution parity for the hedge strategy — paired positions now open and close atomically with reconciled state, and a retry path covers transient close failures so live behavior matches simulation.
Thursday, May 7, 2026
Tightened Database Access Controls
Sensitive tables and database functions are no longer accessible from the browser; all reads now flow through authenticated server routes. Removed unused public access grants and closed multiple database security audit findings.
Backend Table Access Locked Down
Backend-only tables now have explicit deny-all access policies, ensuring that operational data is never reachable through public APIs.
Per-Bot Leverage Configuration
Each bot now stores and applies its own leverage setting end-to-end, from the dashboard form through validation to live execution.
Wednesday, May 6, 2026
Whitepaper v4 + Walkthrough
Updated the whitepaper to v4 and added a walkthrough section to the navigation for new users.
Strategy Safety + Recovery Upgrades
Strengthened active-position safety checks, added continuous health monitoring of protective orders, and improved post-restart recovery so live state is reconciled more reliably. Added a circuit breaker on exchange API calls to prevent cascading failures during outages.
Monday, May 4, 2026
New Hedge Strategy Variant
Introduced a new hedge-style strategy that can open partial offsetting positions to reduce directional risk under specific conditions.
Post-Entry Protective Order Verification
Live trading now verifies protective orders are correctly registered after entry and self-heals if any are missing, reducing the risk of unprotected positions.
Live-Backtest Parity Improvements
Tightened parity between backtest and live execution for strategy decisions, including pre-entry order queuing and per-symbol exclusion controls.
Retraining Pipeline Hardening
Closed multiple detection gaps so the monthly retraining run more reliably catches genuine issues with deployed strategies, with new alerting and conservative defaults that prevent silent escalations.
Polymarket Execution Path Hardening
Strengthened the Polymarket execution path with idempotency on close operations, additional event telemetry, and stricter canonicalization of internal state schemas.
Sunday, May 3, 2026
Monthly Strategy Discovery & Cross-Year Validation
New monthly workflow surfaces strategy candidates and validates them across multiple historical years before promotion to live, raising the bar for what gets deployed.
Saturday, May 2, 2026
Smarter Strategy Retraining Pipeline
Added an automatic router that selects between incremental and full retraining paths based on detected drift, cutting unnecessary work while ensuring complete refreshes when needed.
Backtest Warmup Period Fix
Corrected how warmup history is propagated during backtests so simulation conditions more closely match live runtime.
Polymarket Trading Circuit Breakers
Added safety circuit breakers that automatically pause Polymarket activity and force-close exposed positions when abnormal conditions are detected.
Friday, May 1, 2026
Exit Price Capture Reliability
Redesigned how exit prices are recorded during live fills so trade history matches actual execution outcomes across all event-timing edge cases.
Daily Safety Floor for Polymarket
Added an automatic daily safety floor that pauses Polymarket activity if cumulative daily losses cross a configured threshold, providing a hard guardrail against bad-day cascades.
Tighter Polymarket Entry Filters
Refined entry filters and added cooldowns between consecutive entry events to reduce noise and avoid stacking similar exposures.
Thursday, April 30, 2026
Polymarket Transaction Collision Recovery
Fixed a condition where overlapping on-chain submissions could fail. The system now detects collisions and retries with a fresh sequence number automatically.
Resilient Polymarket Real-Time Connections
Added exponential backoff to real-time data reconnection so transient outages don't repeatedly hammer the upstream service.
Wednesday, April 29, 2026
Close-Path Reliability Overhaul
Major hardening of how live bots close positions. Unified close handling with stricter intent contracts and a more atomic protective-order protocol prevents inconsistent state during disconnects, restarts, or partial fills.
Liquidation vs. Manual Close Classification
Position reconciliation now correctly distinguishes liquidation events from manual closes and withdrawals, preventing mislabeling that could affect performance reporting.
Fixed Scale-In Stall in DCA Bots
Resolved multiple root causes of a stall that could prevent scale-in entries from progressing under specific conditions. Live DCA bots now advance through entry stages reliably.
Polymarket V2 Reliability Hardening
Strengthened the Polymarket V2 integration with on-chain verification that rescues falsely reported transaction failures, additional RPC failover, more robust order-cancel handling, and broader exception coverage in the runtime watchdog.
More Realistic Polymarket Backtest Accounting
Improved how backtests account for unresolved scenarios so simulation results more closely track what would have happened in live execution.
Tuesday, April 28, 2026
Polymarket Exposure & Safety Defenses
Added new opt-in safety mechanisms for the Polymarket runtime that limit exposure under unusual conditions and pause activity when health signals degrade. Defaults are conservative — existing behavior is unchanged unless explicitly enabled.
Monday, April 27, 2026
Major Live Trading Reliability Overhaul
Multi-phase hardening of the live trading runtime: in-process recovery (no longer requires external supervisor restart), heartbeat and pipeline-progress watchdogs that detect stalled bots faster, bounded background pauses to prevent runtime lag, and more resilient WebSocket reconnect handling.
Polymarket V2 Protocol Support
Added support for Polymarket's V2 protocol, including new collateral handling, contract approvals, and a V2-aware launcher. Opt-in via flag; V1 remains the default.
Polymarket Backtest Accuracy Improvements
Multiple improvements so backtest results more closely track live execution, including better cross-session reconciliation and a calibration framework for tuning simulation parameters.
Polymarket Safety Mechanism Coverage
Added test coverage for emergency-lockout and canary-watchdog safety mechanisms in the Polymarket runtime.
Restored Binance Price Feed After Endpoint Sunset
Migrated the Binance perpetuals price feed to the new endpoint after Binance retired the legacy URL on 2026-04-23. Restores reliable real-time market data for affected bots.
New Strategy Added With Backtest Support
Added a new strategy to the platform with full backtest plumbing and supporting analysis tooling.
Sunday, April 26, 2026
Hyperliquid Connection Stability
Wrapped remaining synchronous calls in the Hyperliquid integration so they no longer block the live event loop, preventing intermittent stalls during heavy activity.
Saturday, April 25, 2026
Public Onboarding Walkthrough
New 7-step public guide page that walks visitors through getting started — no sign-in required.
Fixed Stale Indicator Values on Startup
Corrected the price-data preload so live bots no longer use stale candles for the first several minutes after startup.
Friday, April 24, 2026
Stricter Liquidation Detection Evidence
The automatic liquidation detection service now requires confirmed close-event evidence from the exchange before marking a bot as liquidated, replacing a heuristic that could misread transient sync gaps as real closes. Includes normalized symbol matching across exchanges and removal of temporary workarounds in favor of the root-cause fix.
More Accurate Exit Price Recording
Exit prices for closed positions are now read from the actual fill event rather than the protective-order trigger price, correcting small discrepancies in realized P&L reporting on closed bots.
Tightened Live-vs-Backtest Fill Accounting
Reconciliation now uses on-chain balance as the authoritative source for executed position size, closing a gap where simulated fills were over-reported during live sessions. Also adds configurable reconciliation cadence and a periodic order-book refresh for longer-running sessions.
Thursday, April 23, 2026
Removed Legacy Caching Dependency
Completed removal of a legacy caching layer that was no longer in use. Simplifies deployment by removing an external service requirement and reduces operational surface area.
Fixed Silent Order Submission Failures
Fixed a response-parsing bug where submission results were read from the wrong field, causing successfully placed orders to be reported as failures. Submission reliability reporting is now accurate.
More Reliable Batched Order Submission
Large batches of simultaneous order submissions are now chunked and paced to respect exchange limits, eliminating rejections seen under bursty submission activity.
Fixed Phantom Orders After Connection Drops
Added a reconciler that resolves submitted-but-unacknowledged orders after a transient connection drop, preventing orphan orders from lingering in exchange state.
Faster Detection of Silent Connections
Reduced how long the system waits before treating a silent real-time feed as stale, enabling faster recovery when a connection degrades without an explicit disconnect.
Position Accounting Now Uses On-Chain Truth
At boundary events, position accounting now defers to on-chain balance as the source of truth rather than an internal estimate, eliminating small cumulative drift.
V2 Migration Scaffolding
Added parallel scaffolding and a migration runbook for an upcoming exchange protocol upgrade. The new path runs side-by-side with the current implementation in a dry-run mode to validate behavior before cutover.
Closed Backtest-vs-Live Parity Gaps
Addressed multiple audit-identified gaps between backtest simulation and live execution accounting, including label mismatches, resolution-credit handling, and phase-transition behavior. Backtest numbers are now more faithful to live results.
Restart-Safe State Persistence
Added persistence for internal state that previously reset on restart, so the system resumes from where it left off after a redeploy or crash.
Wednesday, April 22, 2026
Show Liquidation and Auto-Close Bot States
Bots that hit liquidation or are auto-closed by the system now display a clear dedicated status instead of a generic terminal state, and action buttons that don't apply to those states are hidden to prevent invalid operations.
Fixed Protection-Order Capture Timing
Fixed an internal tracking mismatch that caused the system to fall back to a slower path when recording protective orders on new positions. Protection is now captured on the first attempt, reducing setup latency.
Automatic Liquidation Detection and Recovery
Added a background service that automatically detects when a bot position has been liquidated by the exchange and cleanly closes the bot state, recovering trapped resources. Feature-flagged and off by default pending broader rollout.
Tuesday, April 21, 2026
Landing Page Visual Refresh
The public landing page was rebuilt on a lighter, more consistent design system. Faster first load and cleaner presentation on mobile.
Prevented Rare Duplicate-Order Edge Case
Cleared an internal flag that could linger after a profit-taking order was confirmed live, preventing a rare edge case that could cause unintended duplicate orders under specific timing conditions.
More Tolerant Real-Time Message Handling
Extended the timeout for processing real-time exchange messages during active periods, reducing spurious disconnects when activity is bursty.
Monday, April 20, 2026
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.
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.
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.
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.
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.
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
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 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.
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
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.
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.
Wednesday, April 15, 2026
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.
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.
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.
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.
Tuesday, April 14, 2026
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.
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.
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.
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.
Reliable Order Cancellation on Bitunix
Migrated Bitunix order cancellation to the current supported endpoint. Cancel requests that were previously failing silently now complete successfully.
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.
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.
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.
Monday, April 13, 2026
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.
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.
Sunday, April 12, 2026
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.
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.
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
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.
Faster Multi-Scenario Analysis
Multi-parameter sweeps now run significantly faster by computing shared data once instead of redundantly for each variant.
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.
Improved Queue Position Model
Refined the market-making simulation to account for earlier positioning and dynamic participant behavior, producing more accurate fill estimates.
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.
Corrected Fee Calculations
Fixed internal fee calculations to match the exchange's actual formula, preventing accounting discrepancies in profit tracking.
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.
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.
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.
Strategy Documentation
Added comprehensive documentation covering the market-making pipeline architecture, position management logic, and operational procedures.
Wednesday, April 8, 2026
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.
Polymarket Backtest Accuracy Overhaul
Validated simulated trades against real production results and corrected all discrepancies, so backtest projections now closely match actual trading outcomes.
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
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 Resource Leak in Idle Sessions
Resolved a resource leak that accumulated unnecessary connections over time for idle instruments, improving long-running system stability.
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.
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.
Monday, April 6, 2026
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.
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.
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.
Fixed Polymarket Fill Detection
Replaced unreliable trade fill detection with direct verification from the exchange, eliminating missed or incorrectly reported fills.
Saturday, April 4, 2026
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.
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.
Friday, April 3, 2026
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.
Polymarket Risk Management Improvements
Added safety guards that pause trading activity during abnormal market conditions, reducing exposure to low-liquidity and high-volatility situations.
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.