Platform Changes
Track every update to the Liquid Edge platform
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.