FillQualityAnalyzer

exec.fillqualityanalyzer

Execution planned Spec started frozen

FillQualityAnalyzer scores every completed fill on price slippage, execution latency, and post-fill toxicity relative to the original intent.

What it does

FillQualityAnalyzer scores every completed fill on price slippage, execution latency, and post-fill toxicity relative to the original intent. Low-scoring fills generate WARN annotations; systematic poor scores feed back to strategy tuning.

Pipeline placement

runs after: OrderLifecycleManager (FILLED event received) → FillQualityAnalyzer → runs before: Post-trade governance pipeline

Applies to: Every completed fill event emitted by OrderLifecycleManager

Why it matters

If this fails	Consequence
Slippage not tracked per fill	Execution costs compound silently; strategy returns eroded without visibility into the cause.
Post-fill toxicity not measured	The system continues submitting orders on markets with chronic adverse selection, accumulating losses.
Fill latency not profiled	Slow fills on fast-moving markets indicate queue-position issues that smarter order type selection could fix.

Inputs

Polymarket inputs

Input	Source	Required	Use
CLOB V2 trade tape — last 100 fills on market	ws_market	required	Compute post-fill mark drift over toxicity_horizon_s for toxicity score.
Market mid at time of fill (top-of-book snapshot)	clob_public	required	Compute arrival mid for slippage calculation.

Internal inputs

Input	Source	Required	Use
ExecutionReport (FILLED) from OrderLifecycleManager	exec.orderlifecyclemanager	required	Source fill price, size, intent price, and submit_ms for all score dimensions.
Original DecisionReport (intent price)	strat layer via internal bus	optional	Compare fill price against decision-time price to compute decision-to-fill slippage.

Authority

What this bot is permitted to do

Reshape

State

Readiness

Spec started

Status

planned

Class

Execution Utility

Default mode

shadow_only

Developer owner

Polytraders core — Execution pod

Capital impact

Direct

Reason codes emitted

Code	Severity	Meaning	Action
FILL_QUALITY_PASS	INFO	Fill quality score >= min_score_for_repeat on all dimensions.	Emit annotated ExecutionReport; no further action.
FILL_QUALITY_BELOW_THRESHOLD	WARN	Overall fill score below min_score_for_repeat.	Annotate ExecutionReport; emit WARN to strategy layer.
FILL_QUALITY_CRITICAL	HARD_REJECT	Overall fill score below 0.2 — severe slippage, latency, or toxicity.	Emit HARD_REJECT; alert risk pipeline.
FILL_SLIPPAGE_ELEVATED	WARN	Slippage exceeded warn_threshold_bps.	Annotate ExecutionReport.
FILL_QUALITY_TOXICITY_UNAVAILABLE	WARN	Post-fill trade tape unavailable; toxicity_score not computed.	Omit toxicity_score from overall; note in ExecutionReport.

Related bots in Execution

exec.antitoxicfill exec.cancelreplaceoptimizer exec.dustandroundingcleaner

Used by

Reverse index — strategies that currently reference exec.fillqualityanalyzer. If you change this bot's authority or reason codes, these strategies must re-pass shadow.

Strategy	State	Activity
Crypto Q2 — basket rebalance	frozen	last triggered 3m ago

Showing 1 of 1 · demo-wired ≠ production-live

Why this matters

Execution bots does NOT propose new positions; only routes and shapes approved intents. Understanding the authority boundary prevents misuse and makes promotion-gate reviews faster and more reliable. View raw spec JSON →

Polytraders Operator UX Mock · INTERNAL · demo-wired ≠ production-live · the plan · reason codes · shadow-mode pipeline