polyflup-history

Session Improvements Summary

Bayesian Confidence Calculation: Implemented alternative confidence calculation using proper Bayesian evidence accumulation with log-odds and likelihood ratios
Dual Calculation System: Both additive and Bayesian methods calculated simultaneously for comprehensive A/B testing capabilities
Market Prior Integration: Bayesian method starts with Polymarket orderbook probability as prior, anchoring calculations to market reality
Quality Factor System: Signal evidence strength modulated by per-signal quality factors (0.7-1.5x multiplier on log-likelihood)
Database Schema Update: Migration 007 added additiveconfidence, additivebias, bayesianconfidence, bayesianbias, marketpriorp_up columns
Configuration Toggle: BAYESIAN_CONFIDENCE flag in settings allows switching between additive and Bayesian methods
A/B Testing Workflow: Collect 100+ trades with both methods stored, then compare win rates using SQL queries
Advantages: Bayesian method naturally handles conflicting signals (they cancel out), properly combines independent evidence, and provides better uncertainty handling

Exit Order Repair Fix: Implemented 0.05 share threshold to prevent infinite repair loops from exchange rounding differences
Real-Time Exit Validation: Added 1-second cycle exit order size validation to catch mismatches immediately
Balance API Cleanup: Removed noisy warnings for near-zero balance values to reduce log spam
MIN_SIZE Display: Added "Exit skipped" status indicator for positions below 5.0 share threshold
MIN_EDGE Enforcement: Fixed threshold enforcement to prevent low-confidence entries from bypassing filters
Notification Logging: Improved concise format with symbol and price info for better readability
Duplicate Log Removal: Eliminated duplicate position logging in monitoring loop for cleaner reports

Enhanced Position Reports: Implemented clean, aligned format with directional emojis (📈📉) and status indicators (⏰⏳📊)
Professional Display: Removed debug spam and redundant logging for cleaner trading logs
Visual Clarity: Perfect alignment with trade IDs, position sizes, and PnL percentages
Unified Format: Consolidated position monitoring with consistent visual indicators

Confidence Algorithm: Fixed false 100% confidence signals with proper capping at 85% and enhanced validation
Scale-in Order Safety: Implemented race condition prevention with order fill confirmation before cancellation
Synchronization: Added comprehensive locks for thread safety across all trading operations
Reconciliation System: Built order tracking reconciliation to prevent ghost trades and ensure accurate position sync
Smart Exit Pricing: Implemented 0.999 exit pricing strategy for winning trades with improved fill rates
Audit Trail: Enhanced comprehensive logging for scale-in orders, notifications, and position management
Notification System: Fixed unknown order ID extraction with robust multi-field parsing
Exit Plan Self-Healing: Improved balance validation consistency and grace period logic
Price Validation: Added multi-timeframe price movement validation to prevent extreme reversal trades

Knowledge Update: Added Polymarket Maker Rebates and Taker Fee details to polymarket-trading skill. Noted that taker fees are token-based for BUYS and USDC-based for SELLS, with higher effective rates for low-price sells.
Scale-In: Enhanced with confidence-weighted dynamic timing. Expanded default window to 7.5m (450s) and implemented tiered early entry (up to 12m) for high-confidence (>=90%) and high-price (>=0.80) winners.
Precision: Reduced balance sync threshold to 0.0001.
Min Size: Added pre-flight check for 5.0 share minimum.
Stability: Fixed NoneType safety in P&L summing and bet calculation.

Deadlocks: Fixed "database is locked" errors by passing active cursors to write functions.
Duplicate Protection: Added hassidefor_window() check to prevent over-leveraging.
Stop Loss: Implemented "Triple Check" Reversal-First stop loss (Hedge duration > 120s, confidence > 30%, absolute floor $0.15).
Logging: Implemented window-specific log files.

WebSocket: Replaced polling with real-time WebSocketManager for prices and user updates.
Modularity: Full refactor of src/trading/orders and src/data/market_data into packages.
Audit: Integrated Data API for automated settlement auditing.