LiquidityDecayMonitor
intel.liquidity_decay_monitor
Intelligence
planned
Spec ready
frozen
Tracks how quickly inside liquidity decays after our orders rest on the book.
What it does
Tracks how quickly inside liquidity decays after our orders rest on the book. The output is a per-market liquidity-decay signal (in USD/second) that the smart router and order shaper consume to size and slice future orders. Pure observer — never blocks anything.
Pipeline placement
runs after: intel.orderflowanalyzer, exec.order_lifecycle_manager
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LiquidityDecayMonitor
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runs before: —
Applies to: Continuous
Why it matters
| If this fails | Consequence |
|---|---|
| Order shaping with no liquidity model | Without a decay estimate, the order shaper either over-slices (paying spread many times) or under-slices (eating its own resting depth). |
| Static liquidity assumptions | Polymarket markets have wildly different microstructure across event types; a single config does not fit all of them. |
| Hidden execution cost | Decay is the dominant hidden cost on illiquid markets; making it observable is the first step to controlling it. |
Inputs
Polymarket inputs
| Input | Source | Required | Use |
|---|---|---|---|
| OrderBookSnapshot stream | WebSocket / data-flow | required | Top-of-book depth at high frequency. |
| Our resting orders + fills | OrderLifecycleManager | required | Identify the windows where we were the dominant resting size. |
Internal inputs
| Input | Source | Required | Use |
|---|---|---|---|
| Per-market trade tape | intel.orderflowanalyzer | required | Used to attribute decay to taker flow vs cancellations. |
Authority
What this bot is permitted to do
Observe
State
Readiness
Spec ready
Status
planned
Class
Signal Service
Default mode
shadow
Developer owner
Intelligence pod
Capital impact
Indirect
Reason codes emitted
| Code | Severity | Meaning | Action |
|---|---|---|---|
| INTEL_DECAY_PUBLISHED | info | Intel Decay Published | See decision output and developer log for context. |
| INTEL_DECAY_SUPPRESSED_LOW_SAMPLES | info | Intel Decay Suppressed Low Samples | See decision output and developer log for context. |
| INTEL_DECAY_SUPPRESSED_HALTED | info | Intel Decay Suppressed Halted | See decision output and developer log for context. |
Related bots in Intelligence
Used by
Reverse index — strategies that currently reference intel.liquidity_decay_monitor. If you change this bot's authority or reason codes, these strategies must re-pass shadow.
| Strategy | State | Activity |
|---|---|---|
| BTC weekly — close-aware quotes | demo-wired | last triggered 31m ago |
| Fed Rates — surprise drift | frozen | last triggered 38m ago |
| AI Frontier — release-day taker | frozen | last triggered 45m ago |
Showing 3 of 3 · demo-wired ≠ production-live
Why this matters
Intelligence bots does NOT propose, veto, sign, or execute any trade. Understanding the authority boundary prevents misuse and makes promotion-gate reviews faster and more reliable. View raw spec JSON →