LiquidityForecastModel
intel.liquidityforecastmodel
Intelligence
planned
Spec started
frozen
Predict near-term book depth and trade pacing per market for sizing decisions.
What it does
Predict near-term book depth and trade pacing per market for sizing decisions.
Pipeline placement
runs after: —
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LiquidityForecastModel
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runs before: —
Applies to: —
Why it matters
| If this fails | Consequence |
|---|---|
| Strategies size on stale liquidity | Sizing decisions made from current top-of-book ignore that depth can collapse seconds before fill. A forecast — even a coarse one — gives strategies a concrete number to clamp size against before submitting an OrderIntent. Worked example Setup: Market 0xc4d9 shows 8,500 pUSD of asks within 2 ticks of mid. A strategy plans to take 6,000 pUSD of inventory based on that visible depth. Without bot: Between the strategy's read and the OrderIntent reaching CTFExchangeV2, three other takers have already cleared the visible asks. The strategy's order walks the book and fills the last 2,000 pUSD at 30 bps worse than planned. With bot: LiquidityForecastModel estimates 5-second forward depth at 3,200 pUSD. PortfolioGuard clamps the order to 2,500 pUSD on that input, the strategy fills at the planned price, and the remaining size is re-evaluated next tick. |
| Execution router under-quotes its own fill probability | Without forward-looking depth, smartrouter can only react to the book it sees. With a forecast, it can prefer a passive ladder that is expected to refill, instead of crossing into thin liquidity that disappears mid-fill. |
| Risk caps lag the actual market | Static per-market notional caps assume yesterday's depth. A liquidity forecast lets Risk widen or tighten caps in line with predicted near-term depth, reducing both missed opportunities in deep books and oversize entries in thin ones. |
| Operators have no leading indicator before a liquidity collapse | When depth dries up before a known event (a debate, a game start), having no model means the team only sees the collapse on the chart after it happens. A forecast emits a warning the operator can act on. |
Inputs
Polymarket inputs
| Input | Source | Required | Use |
|---|---|---|---|
| CLOB V2 order book snapshot (bids and asks) per condition_id | clob_public | required | Compute current bid/ask depth in pUSD for forecast baseline. |
| Historical fill rate for each condition_id | data | required | Weight forecast using observed fill rate to discount unfilled book depth. |
Internal inputs
| Input | Source | Required | Use |
|---|---|---|---|
| KillSwitch active flag | KillSwitch | required | Suppress all forecast emissions when KillSwitch is active. |
Authority
What this bot is permitted to do
Read-only
State
Readiness
Spec started
Status
planned
Class
Signal Service
Default mode
shadow_only
Developer owner
Polytraders core
Capital impact
Indirect
Reason codes emitted
| Code | Severity | Meaning | Action |
|---|---|---|---|
| LIQUIDITYFORECAST_LOW_FORECAST | WARN | Forecasted liquidity over the horizon falls below min_liquidity_pusd threshold. | Emit ObservationReport with low_forecast=true; downstream strategies may reduce size. |
| STALE_DATA | WARN | CLOB order book snapshot is unavailable or older than staleness_threshold_s. | Skip emission; retry on next poll. |
| KILL_SWITCH_ACTIVE | HARD_REJECT | KillSwitch active; all LiquidityForecastModel emissions suppressed. | Continue computing forecasts but suppress ObservationReport emissions. |
| LIQUIDITYFORECAST_BOOK_EMPTY | WARN | Order book has no bids or asks — market may be in a halted or pre-open state. | Emit ObservationReport with book_empty=true; strategies avoid entry on this market. |
Related bots in Intelligence
Used by
Reverse index — strategies that currently reference intel.liquidityforecastmodel. 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 25m ago |
| US Elect — book-builder | demo-wired | last triggered 32m ago |
Showing 2 of 2 · 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 →