Release Radar
Changelog
Continuous improvements to your trading edge. Every feature, fix, and optimization — timestamped and documented.
33
Releases
199
Features
68
Days Active
Latest
January 15•v1.35.0
Unified Gates V7.1 - TRAP Gate + CVD Velocity (Bear Trap Prevention)
CVD Velocity Factor (12% weight)—Measures RATE OF CHANGE in CVD (USD/minute), not just the level. When CVD velocity >= 5M/min (extreme buying), SHORT score = 0.0 → BLOCKED. Case study: CVD -2.5M→+25M in 5 min would have blocked the $9 bear trap loss.
TRAP Gate V2 (12% weight)—Process-based trap detection with 3 analyzers: (1) Absorption - high volume but price stalls; (2) Momentum Exhaustion - slowing price velocity; (3) Orderbook Shift - sudden imbalance change. Each analyzer returns 0-1 score.
15 Balanced Factors—Expanded from 6 to 15 weighted factors. Primary: TRAP (12%), CVD Velocity (12%), Orderbook (12%), Whale (9%), CVD Level (8%). Secondary: RSI, MRD, Funding, LCP, Technicals, Time, Rebound, Pullback, Fear&Greed.
Weight Rebalancing—Redistributed weights to emphasize LEADING indicators (CVD velocity, TRAP) over LAGGING indicators (technicals, regime). Total still sums to 1.0.
SignalFusion CVD Velocity—cvd_velocity_per_min field added to SignalFusionResult dataclass. Calculated from CVD history over configurable time window (default 5 cycles).
Validation Manager Integration—evaluate_unified_short_gate() now receives cvd_velocity_per_min from both microstructure data and SignalFusion fallback.
Bear Trap Case Study—Trade #992 (Jan 14): Entry at 97425, MTF BULLISH 4/4, CVD was -2.5M but shifted to +25M in 5 min. Result: -$4.59 loss in 10.7 min. V7.1 would have detected the +5.5M/min velocity and blocked.
Configurable Thresholds—trap_cvd_velocity_extreme_pct: 5M, trap_absorption_threshold: 0.3, trap_momentum_exhaustion_threshold: 0.5. All in risk_presets.json.
January 12•v1.34.0
Unified Entry Gate V2 - Consolidated Architecture
Unified Entry Gate V2—Consolidated 20+ gate files into single unified_entry_gate.py. Principle: "tutti devono lavorare per l'obbiettivo comune" - everyone works toward the common goal with weights, no hard blocks.
Critical Gates (Hard Blockers)—Only 3 gates can hard-block: circuit_breaker (capital protection), edge_floor (positive EV required), spread (acceptable execution cost). Everything else is a weighted penalty.
Direction-Aware Scoring—Each factor produces 0.0-1.0 score based on trade direction. RSI 80 + LONG = low score (overbought), RSI 80 + SHORT = high score. Factors: rsi, cvd, orderbook, funding, trend, regime, signal_fusion, fear_greed, whale_flow, lcp.
Weighted Conviction Penalty—Final score = weighted average of all factors. conviction_penalty = (1 - score) * penalty_multiplier. Marginal setups trade with reduced conviction instead of being blocked.
Feature Flag Rollout—use_unified_entry_gate_v2 flag enables new system. Default: false for safe testing. When enabled, skips old unified_short/long gates and orchestrator.
Atomic Flip PnL Fix—Fixed atomic_flip to properly close old trade row with real PnL (including accumulated partial profits from Redis) and open new trade row for flipped position.
Design Document—Full architecture documented in docs/architecture/unified_gate_v2_design.md. Migration path: shadow mode → gradual rollout → full adoption.
January 9•v1.33.0
EV Optimization Suite - 10 Critical Bug Fixes
Atomic Flip Execution—Single 2x order to flip positions instead of CLOSE→WAIT→OPEN sequence. Saves fees, faster execution, no missed entries during volatility.
Signal-Adverse Exit Fix (P0)—LONG positions were exiting when fusion_score < 0.15, which included +0.10 (slightly bullish!). Now correctly uses <= -0.15 threshold.
Unified SHORT Gate Guard (P0)—Legacy orderbook_veto_short was running even when unified_short_gate was enabled, causing double-blocking. Now properly guarded.
ATR-Based Trailing Stop—Dynamic trailing distance based on Average True Range: 2x ATR multiplier with configurable min 0.3% / max 2.0% bounds.
Gate Conviction Applied (P1)—gate_result.total_conviction_adjustment was logged but NEVER applied to actual conviction. Now properly modifies decision conviction.
Neutral Dilution Prevention—Signal Fusion was dividing by total_weight including neutral signals, diluting the score. Now only counts directional signals (|direction| >= 0.1).
Cross-Tenant Isolation (P1)—FlipStrategy._flip_state was keyed by symbol only, affecting all tenants. Now uses tenant_id:symbol for proper multi-tenant isolation.
MRD Confidence Scaling—During regime transitions, detected_confidence was used without adjustment. Now scales with pending_count/min_persistence ratio.
`or 0.5` Parsing Fix—Signal Fusion used `x or 0.5` which returns 0.5 when x=0.0 (valid value). Changed to `x if x is not None else 0.5`.
FlipStrategy Logging Fix—Flip reason always said "Signal Fusion triggered" even when orderbook fallback was used. Now correctly reports ORDERBOOK_FALLBACK.
January 9•v1.32.0
Economic Calendar Intelligence - Macro Event Awareness
Macro Event Calendar—Daily economic event tracking (NFP, CPI, FOMC, Jobless Claims, Fed speeches). Events fetched at 06:00 CET via Finnhub API or manual input.
Morning Analysis (Gemini 3.0 Pro)—At 09:00 CET, Gemini 3.0 Pro Preview analyzes ALL events ONCE for the day. Creates bullish/bearish scenarios with key thresholds (e.g., "Jobless >220K = bullish BTC").
Pre-Event Caution Mode—30 minutes before high-impact events: position size reduced 50%, conviction requirement +10, edge requirement +0.1%. 5 minutes before: trading paused entirely.
Scenario-Based Reaction—Post-event, Flash compares actual results to Pro morning scenarios for immediate directional bias. No waiting for slow research - scenarios pre-computed.
Daily Risk Assessment—Morning analysis produces overall_risk (low/medium/high) for the day. High-risk days automatically reduce size 30% and boost conviction requirements.
Event Impact in Prompt—Alpha receives formatted calendar alerts with upcoming events, Pro scenarios, and key thresholds. Full context for informed decisions.
Dual-Model Architecture—Pro (expensive, smart) runs ONCE at 09:00 for deep analysis. Flash (fast, cheap) runs every cycle with Pro scenarios loaded. Cost-efficient macro awareness.
Today Example—Jobless Claims 14:30 CET: "If >220K = bullish BTC (weak labor = Fed cuts)", Fed Waller 16:00: "Watch for restrictive vs easing keywords".
January 9•v1.31.0
Flip Strategy & Adaptive Risk Controls
Flip Strategy V2—Continuous position flipping system - keeps exactly ONE position open at all times. When market reverses, closes current position and immediately opens opposite direction.
Flush Detection—Prevents flipping LONG→SHORT during extreme capitulation (imbalance < 20%). V-bounce detection avoids getting trapped shorting the bottom of flushes.
Anti-Whipsaw Protection—Minimum 3 cycles and 180 seconds between flips. Prevents rapid flip-flop from noise while allowing legitimate reversals.
Flip Cost Validation—Ensures edge > 2x flip costs before executing. Accounts for taker fees (0.035%), slippage (0.05%), and spread.
Loss Close Prevention Widened—RISK_004 threshold changed from -0.15% to -1.0% ROE. Allows flip strategy to exit small losses while protecting against panic closes on larger drawdowns.
Post-Restart Cooldown Reduced—STRAT_007 reduced from 3 cycles (6 min) to 1 cycle (2 min). Faster market response after service restarts while still allowing data initialization.
SHORT Parameter Wiring—Fixed wiring gaps: short_stop_loss_mult (0.8x), short_take_profit_mult (0.6x), short_max_leverage_mult (0.8x) now properly applied to SHORT trades.
Boss Size Modifier—Boss guidance affects SIZE only, not direction. Aligned: 125%, Neutral: 100%, Opposing: 75%. Direction decisions delegated to unified gates.
January 8•v1.30.0
Momentum Detection - Early Entry System
MomentumDetector Engine—Enterprise-grade LEADING indicator for early entry timing. Detects price velocity, volume spikes, CVD acceleration, and orderbook sweeps BEFORE lagging indicators confirm.
ROC (Rate of Change)—Price velocity tracking with configurable thresholds: WEAK (0.2%), MODERATE (0.4%), STRONG (0.6%), EXPLOSIVE (1.0%). 5-minute rolling window.
Volume Spike Detection—Unusual volume activity detection with ratios to average: 1.3x (weak) to 4x (explosive). Confirms momentum with participation.
CVD Acceleration—Tracks rate of change in Cumulative Volume Delta. Thresholds from $50K (weak) to $500K (explosive) in 3-min window.
Orderbook Sweep Detection—Detects rapid consumption of price levels (3+ levels in 30 sec). Early signal for aggressive positioning.
Signal Fusion Integration—Momentum added as 7th signal with 15% base weight in MICRO timeframe. When STRONG/EXPLOSIVE, weight dynamically boosted +10-20%.
Dynamic Weight Override—Strong momentum reduces lagging indicators (Boss, Whale, Polymarket) proportionally. Prioritizes LEADING signals during fast moves.
Time Decay System—Momentum signals valid for 5 minutes with exponential decay. Fresh signals weighted higher, stale signals fade gracefully.
Entry Urgency Scoring—Returns "immediate", "normal", or "wait" based on momentum strength. Size multiplier suggestions for position sizing.
Solves Late Entry Problem—Previous issue: waiting for 3+ lagging signals = entering at 70-80% of move. Momentum detects moves EARLY for better R:R.
January 6•v1.29.0
Polymarket Integration - Prediction Market Macro Overlay
Polymarket Signal Fusion—New 6th signal in Signal Fusion Engine (10% weight). Integrates prediction market probabilities for BTC price targets, FOMC rates, and crypto catalysts.
Gamma API Integration—Real-time data from Polymarket's Gamma API. Fetches crypto-tagged markets: Bitcoin milestones ($100k, $150k, $75k), Ethereum targets, macro events.
Unified Signal Weights—Rebalanced weights: Boss (28%), Orderbook (25%), MRD (18%), Whale (14%), Polymarket (10%), Options (5%). Sum = 1.0 with normalization.
Risk Temperature Scoring—Computes macro_risk_temperature (0-1) from bullish/bearish probabilities. Low risk + high bullish = LONG friendly, high risk + bearish = SHORT friendly.
Event Volatility Alerts—Flags when 2+ high-volume catalysts approaching within 7 days. Reduces conviction during uncertain macro periods.
Direction Score Computation—Converts btc_bullish, btc_bearish, risk_temp into normalized direction (-1 to +1). Confidence capped at 0.8 (prediction markets not perfect).
Removed Standalone Adjustment—Previous direct conviction adjustment replaced with unified Signal Fusion integration. No more disconnected polymarket penalty/boost - all signals weighted equally.
5-Minute Cache—Prediction market data cached for 5 minutes to reduce API load while maintaining freshness. Fetched in gather_context() alongside other signals.
January 5•v1.28.0
Parlant Guidelines Engine & Signal Fusion Fix
Parlant Guidelines Engine—55 YAML-based trading guidelines replacing hardcoded rules. Categories: risk (14), signals (13), regimes (13), strategy (15). Full explainability traces.
GuidelineEngine Class—Core engine with condition parsing, priority evaluation, and conviction/edge adjustments. Supports operators: <, >, <=, >=, ==, !=, IN, NOT IN, BETWEEN.
Context-Aware Matching—Guidelines evaluated against 40+ context fields: HLSI, MRD regime, LCP risk, signals, position state, time, exchange state.
Preset Overrides—Each guideline can have different thresholds per risk preset (safe/balanced/growth). Zero hardcoding in Python code.
RISK_006 Bug Fix—Fixed OR condition parsing bug that was blocking ALL trades. Disabled guideline pending split into multiple AND-based rules.
Signal Fusion Logging Fix—Fixed structlog keyword conflict causing signal_fusion_failed errors. Weights normalization now logs correctly.
Nuclear Pause Reset—Added ability to reset cooling period after consecutive losses. Bot status properly updates to RUNNING.
Prompt Size Reduction—Context-aware guideline injection reduces LLM prompt size by 40-60% while maintaining decision quality.
January 4•v1.27.0
System Hardening & Observability Sprint
MRD Regime Persistence—Requires 3 consecutive cycles before confirming regime change. Prevents oscillation between ACCUMULATION/DISTRIBUTION/CHOPPING.
Signal Fusion Dynamic Weights—Weights auto-adjust based on regime: MRD +10% in DISTRIBUTION, Options +5% in high volatility, Whale +10% when flow >$100M.
Whale Feed Bug Fix—Fixed misclassification of beacon staking as exchange inflow. Added DeFi protocol detection (Aave, Compound, Lido).
Execution Slippage Tracking—Every fill now logs slippage in basis points with maker/taker distinction. Stats persisted in Redis with 24h TTL.
Orderbook Quality Penalties—Moderate skew (50-200x): -5 conviction. Severe skew (200-500x): -10 conviction. Uses fresh skewed data instead of stale snapshots.
Maker Timeout Increase—Extended from 6s to 10s to reduce IOC fallback frequency and improve maker fill rates.
Regime Change Telegram Alerts—Automatic notification when MRD regime transitions (5-minute cooldown to prevent spam).
Whale Health Monitoring—Tracks consecutive fetch failures and parsing errors. Alerts when feed becomes unreliable.
January 3•v1.26.0
Unified Direction Gates V2 - Zero Hardcoding
Unified Gate Architecture V2—9-factor weighted scoring system replacing ALL scattered direction rules. RSI, CVD, orderbook, fear_greed, funding, whale, LCP, MRD, technicals - all in one gate.
Whale Flow Integration—Net whale flow (inflow/outflow) now scored: -$100M outflow = bullish for SHORT, +$100M inflow = bullish for LONG. Real institutional money flow.
LCP (Liquidation Cascade) Scoring—avoid_long/avoid_short signals converted to scores. CASCADE_RISK levels (LOW/MEDIUM/HIGH/CRITICAL) affect conviction penalty.
MRD (Micro Regime) Scoring—ACCUMULATION = great for LONG (1.0), DISTRIBUTION = great for SHORT (1.0), CHOPPING = neutral (0.5) with trading_bias consideration.
Technicals Integration—M15/H1/H4 EMA trends scored together. All BULLISH = 1.0, All BEARISH = 0.2. Intentionally low weight (5%) - technicals are lagging indicators.
Configurable Weights—unified_long_gate_weights and unified_short_gate_weights in dashboard. Default: orderbook 20%, cvd 15%, whale 15%, lcp 10%, mrd 10%, rsi 10%, funding 10%, fear_greed 5%, technicals 5%.
Prompt Cleanup—Removed hardcoded SHORT TRADING RULES, HLSI SHORT rules, and LCP avoid rules from AI prompts. Direction filtering now 100% programmatic.
Score-Based Penalties—penalty = (1 - score) × multiplier. Score 0.40+ passes, below 0.40 blocks. No more binary vetoes - gradual conviction adjustment.
January 2•v1.25.0
Signal Fusion Engine & Alpha Clarity
Signal Fusion Engine—Academic-grade weighted consensus system combining 5 signal sources: Boss (30%), Orderbook (25%), MRD (20%), Whale (15%), Options (10%).
Trading Signal Summary—Human-readable signal digest injected into Alpha prompts. No more raw JSON confusion—clear directional guidance with conflict warnings.
Conflict Detection—Automatic detection when signals disagree (e.g., Whale BULLISH vs MRD Distribution). Alpha now sees "HIGH CONFLICT" warnings before deciding.
Conviction Adjustments—+20 points when all 5 signals align, +15 for 4/5, -10 penalty for 2+ conflicting signals. Size multiplier: 1.1x consensus, 0.7x conflict.
Alpha Receives All Signals—Critical fix: Alpha now sees whale_alerts, alpha_intelligence, signal_fusion, boss_guidance—previously these were only passed to Boss agent.
Smart WAIT Decisions—Alpha correctly identifies signal conflicts and waits for clarity instead of forcing trades. "Technicals bullish but MRD Distribution + Bearish Orderbook = WAIT."
Direction Score—Normalized -1.0 to +1.0 directional score. >0.20 = LONG, <-0.20 = SHORT, between = NEUTRAL. Eliminates ambiguity.
MRD None Handler—Fixed confidence *= None crash in MRD parsing. Now uses `or 0.5` fallback for None values.
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