Terminology & Concepts Exit Plan: Automated limit sell at $0.99 placed as soon as position opens. Hedged Reversal: Holding both UP and DOWN positions simultaneously when trend flips. Midpoint Stop Loss: Market sell triggered by midpoint price dropping to/below $0.30. Scale-In: Adding capital to winning positions via Market Orders (FAK). Underdog: Side trading below $0.50. Requires >40% confidence for entry. Tick Size: Minimum price increment allowed for a market (e.g., 0.01 or 0.001). Strategy Nuances Confidence Calculation Methods (v0.5.0+)

The bot supports two confidence calculation methods for A/B testing:

Additive Method (Default):

Directional voting system with weighted signal aggregation Confidence = (winning_total - (losing_total × 0.2)) × lead_lag_bonus Trend agreement bonus (1.1x) when Binance and Polymarket momentum align

Bayesian Method (Alternative):

Statistically principled probability theory using log-odds Starts with market prior from Polymarket orderbook Accumulates evidence via log-likelihood ratios: evidence = (score - 0.5) × 2 # Scale to -1 to +1 log_LR = evidence × 3.0 × quality # Quality factor (0.7-1.5x) log_odds += log_LR × weight confidence = 1 / (1 + exp(-log_odds))

Naturally handles conflicting signals (they cancel out) Market prior anchors calculation to Polymarket reality

A/B Testing:

Both methods calculated simultaneously on every trade Results stored in database for comparison Toggle via BAYESIAN_CONFIDENCE environment variable (default: NO) Compare win rates after 100+ trades: SELECT AVG(CASE WHEN bias='UP' THEN edge ELSE -edge END) as avg_edge, COUNT() as total, SUM(CASE WHEN result='WIN' THEN 1 ELSE 0 END) as wins, CAST(wins AS REAL) / COUNT() as win_rate FROM trades WHERE settled = 1 GROUP BY method;

Exit Plan Optimization Smart Exit Pricing: High confidence trades (≥85%): Use $0.999 exit price for maximum profit Standard trades: Use $0.99 exit price (configurable via EXIT_PRICE_TARGET) Only apply 0.999 for winning positions (UP side with price ≥ entry OR DOWN side with price ≤ entry) Immediate Placement: Exit plans placed immediately after position fill (no age requirement) Real-Time Size Validation: Exit order size validated every 1-second cycle Repair Logic: Automatic repair if exit order size mismatches database size Uses 0.05 share threshold to prevent infinite repair loops from exchange rounding Cancels incorrect order and places new one with correct size Adoption Logic: Discovers and adopts existing SELL orders on exchange to prevent duplicates Scale-In Strategy (Dynamic) Default SCALE_IN_TIME_LEFT: 450s (7.5 minutes) Dynamic early entry timing based on confidence (edge) and midpoint price: 12m left: edge >= 90% and price >= $0.80 9m left: edge >= 80% and price >= $0.70 7m left: edge >= 70% and price >= $0.65 Uses Market Orders (FAK) to ensure immediate fills Multiplier: 1.5x (adds 150% more capital, creating 2.5x total position) Signal Bonuses Trend Agreement Bonus: 1.1x multiplier if Binance and Polymarket trends align Lead/Lag Bonus: 1.2x bonus or 0.8x penalty based on cross-exchange consistency Technical Requirements Precision: Use strict 0.0001 threshold for balance syncing Minimum Size: Polymarket enforces a 5.0 share minimum for limit orders Rounding: Use truncate_float(value, 2) for all order sizes to match exchange precision Fees & Rebates (15-Minute Crypto Markets) Taker Fees: Applied ONLY to 15-minute crypto markets. Fee Deduction: BUY: Fee is taken in Tokens from the proceeds. SELL: Fee is taken in USDC from the proceeds. Effective Rates: Buying: Peaks at ~1.6% at $0.50 price. Selling: Peaks at ~3.7% at $0.30 price. Selling is generally more expensive because USDC is taken directly. Fee Precision: Rounded to 4 decimal places (min 0.0001 USDC). Small trades at extremes might be fee-free. Maker Rebates: Distributed daily in USDC to makers who provide liquidity that gets filled. Strategy Implications: Prefer Maker orders (Limit orders that add liquidity) to avoid fees and potentially earn rebates. Selling at low prices as a taker is particularly costly. Common Code Patterns Market Data from src.trading.orders import get_midpoint, get_spread, check_liquidity

Get accurate midpoint price

price = get_midpoint(token_id)

Check if liquidity is good

if check_liquidity(token_id, size=100, warn_threshold=0.05): # Safe to trade

Order Placement from src.trading.orders import place_batch_orders, place_market_order

Batch Orders

results = place_batch_orders(orders)

Market Sell

result = place_market_order(token_id, amount=10.0, side="SELL", order_type="FAK")

Standard Emoji Guide Position Monitoring 👀 Monitoring positions 📈 UP side position (winning if PnL positive) 📉 DOWN side position (winning if PnL positive) 📦 Position size display 🧮 PnL percentage display Position Status ⏰ Exit plan active (limit sell order placed) ⏳ Exit plan pending (waiting for conditions) ⏭️ Exit skipped (position below MIN_SIZE threshold) 📊 Scaled in position indicator Order Lifecycle 🚀 Trade execution / Entry 🎯 Limit order placement ✅ Success / Order filled 🧹 Order cancellation ❌ Error/Failure Risk Management 🛑 Stop loss triggered 🔄 Reversal / Trend flip ⚠️ Warning / Validation issue 🔧 Position repair/sync System 💰 Money/Balance/Settlement 🌍 Geographic restriction 🧟 Ghost trade detection