Track every update to the Liquid Edge platform
Investors can now sign their purchase agreement with a wallet signature as an alternative to email signing. An agreement whose amount has changed is regenerated or refused rather than signed out of date, and the agreement wording has been updated.
Registered wallets and every incoming deposit are screened against sanctions lists, and a positive match cannot be overridden by an admin.
Admins can export a proof package covering the full investor activity record. The whole record is verified on export, and exports are kept in write-once storage.
A security review before launch tightened the investor portal's browser protections, kept data access on the server only, removed invite codes from server logs, and required secure links in every sign-in email.
Public pages now display the real round's details with no placeholder figures, and the contracts page lists each contract as published or not yet published. Invite links fill in the code automatically, funded investors land on My Allocation, and admins manage real invite codes and sign-in activity.
Access to the investor portal now requires an invite code together with a verified Liquid Edge account. Codes are stored securely and rate-limited, every refusal looks the same so nothing can be guessed from it, and investors can issue invite codes of their own.
Signed-in investors are taken straight to their next step: profile, allocation with a live quote, funding, and signing their purchase agreement, which arrives by email and can be downloaded once signed. The My Allocation and Agreements pages show real data, and the whole flow works without JavaScript.
An expired payment window now releases the tokens it held, a payment made on time is never expired because it was seen late, and a deposit the network reverses goes back to awaiting payment. Deposit details are validated before any payment instruction is issued.
Every investor portal table is now closed to direct access from outside the application. Admins sign in with a password plus a one-time code that cannot be reused.
Investors sign in with an emailed link that only completes on an explicit confirmation. Sessions now expire after a set time and when left idle, and the admin area sits behind its own sign-in.
Reservations in the investor portal are checked so that simultaneous requests can never allocate more than a round holds. Vesting is calculated from each investor's own signed agreement, and payment windows are time-limited.
Several places assumed a position's direction when the exchange data didn't state it clearly, and one close path could pick the wrong position on an account holding both directions at once. Direction is now derived from a single source everywhere, and anything unrecognised is refused rather than guessed. Incoming trade signals with an unrecognised action are likewise rejected instead of acted on.
Manually adding to a position had no protection against a repeated request, so a double-click or retry could place two real orders. Requests for the same bot are now handled one at a time, and an identical resubmission shortly after a successful one is refused with a clear message.
After a successful two-factor check, some users were left on a spinning screen and never reached their dashboard. Every path out of verification now performs a full page navigation, so sign-in always completes.
Grid bot cards and trade details no longer display an estimated entry size presented as a real one, or DCA fields that don't apply to grid bots. The grid setup panel also stopped showing a fixed price range that wasn't tied to the pair being configured.
Grid bots could process the same moment of market data more than once, occasionally re-buying a level they had just sold and, in one case, preventing a paper bot from restarting. Each template bot now acts only on the market data it is configured for.
Following the grid fix, DCA template bots were also found recording a fixed leverage value on their trades, which made derived performance figures wrong. They now record the bot's configured leverage. Only paper bots were affected.
All connections from the app to the trading servers now require encryption, with no exceptions. A temporary allowance used during the certificate rollout has been removed now that every server is covered.
A configuration error at the start of a vault withdrawal could leave the request showing as pending forever. Any failure after a request is recorded now marks it as failed, so its status is always accurate.
Added a dedicated endpoint for real-money net profit across the platform, replacing a figure that summed only winning trades and mixed paper with live. Reporting now reads the canonical trade view so every consumer sees the same number.
Internal bookkeeping rows were appearing in trade history and per-position order lists as zero-value trades, roughly doubling the trade count on affected bots. They are now excluded everywhere trades are read.
Exchange names were spelled several ways across the system and kept consistent by memory alone, which is how a mismatch silently loses a lookup. There is now a single canonical spelling per venue, enforced rather than remembered.
Grid strategy trade records stored a fixed leverage value instead of the bot's configured one, making derived figures wrong for any bot not running at that setting. The real value is now recorded.
A watchdog could sever a close that had already been dispatched to the exchange, leaving our record and the venue disagreeing. It now leaves an in-flight close alone. A related check that decided from a five-minute-old cache now asks the database directly.
The $LEN joining grant and the raised commission rate now require a proved social identity, not merely a claimed one. Status reporting was corrected to reflect proved identity rather than membership.
Closed three issues raised by a white-box security pass over the production trading host.
Messages explaining why a bot paused or cannot trade were being silently discarded before they were saved, so owners never saw them. They are now stored reliably, and every place that writes one goes through the same audited path.
Your profile page now includes an ambassador card matching the Referral Hub, and you can apply to the ambassador programme directly from it.
The investor data room now shows the platform's real figures, including real-money net profit, in place of fixed placeholder numbers.
Investor portal changes are now saved as single all-or-nothing operations, and each one is added to a tamper-evident activity log, so the record of who did what can be checked for alterations.
Several internal data reads returned an empty or default result when the database call itself failed, so callers could not tell a real "nothing here" from a fault. Every one of those reads now distinguishes the two.
Billing previously ran two parallel payment mechanisms. The older recurring-subscription path was removed and every charge now flows through a single helper, so pricing, invoicing and plan grants behave identically no matter how a purchase started.
The Referral Hub was reading placeholder values. It now shows your real summary, referred users, funnel and performance, with rewards displayed as a dollar amount and the approximate $LEN beneath. The ambassador section is open, and sections with nothing earned no longer render a figure.
An automatic renewal charge is now refused when the condition that triggers it has not actually been met, rather than being attempted and rejected later.
An account paused because of a disputed payment showed no reason, and could be resumed without the dispute being resolved. The reason is now surfaced, and the blind resume was removed.
Added an applications flow with apply, accept and decline, and a status that reflects where an application actually stands. The public form no longer claims a submission it never made.
Several strategy calculations returned a plausible-looking neutral number when they had insufficient data, which downstream logic then treated as a real reading. They now report no value at all. One of them was additionally failing on every call, and a group of catalog calculations had the same defect — all fixed together as one class.
When a plan lookup failed for technical reasons, customers were told their plan did not exist. A failure is now reported as a failure, separately from a genuine absence, and internal errors return a reference the customer can quote instead of the underlying mechanism.
A stop signal arriving in the brief window while the service was still starting left supervised work to die unmarked. Shutdown now finds the running supervisor in that window and stops it properly, and announces the first time it does so.
Clicking renew twice could create two charges. Each renewal attempt now carries a unique key, and a repeated request returns the original result without charging again or extending the billing date a second time.
Starting a wallet sign-up now requires passing a captcha, and the login challenge it issues is bound to the requester so it cannot be used by anyone else. The sign-up lane is separately rate-limited, and a build will not ship without the captcha configured.
Administrative access now requires a second factor to be enrolled, not merely available. An admin blocked for this reason is told why and routed to enrolment instead of seeing a bare refusal.
Ambassador commission is now converted from a cash amount to $LEN using a live price at the moment of claim, and a bonus is computed from posting activity with a cost cap. An ambassador's first partial month is exempt from the posting requirement.
An active bot is now checked periodically for whether it could actually open a position, and the owner is told directly when it cannot. The dashboard also shows that state on the visible error path rather than only for bots in a terminal state.
A configuration check that failed for one customer's exchange account halted new entries for every customer using that strategy. The halt is now scoped to the account it applies to. This had never fired in production.
A small number of positions were closed at the exchange while our record stayed open, leaving them unmanaged. They were repaired from their own paired record, and a standing detector now finds this class independently of how far back the logs go.
The launch-era limit of one live hedge bot per account has been lifted. You can now run one live hedge bot per trading pair, on as many pairs as you like.
When the authentication service cannot be reached, the API now refuses requests instead of letting them through. Password hashing was also moved off the main processing path so it cannot stall other requests, and an account-level limit is now enforced by the database rather than by application code alone.
Ambassadors can now read their own status, posting record and community link directly, instead of that information existing only in the admin view.
When a bot is picked up by the engine, any position already open on the exchange that our records do not account for is now detected and reported. A failure to read our own records is reported as a failure, never as a confirmed finding.
One exchange reports its account position mode using different wording than we expected, so a correctly configured account read as misconfigured. We now accept the exchange's real vocabulary.
If the charge succeeded but writing the invoice record failed, the failure was swallowed and the discrepancy was invisible. It now fails loudly with enough detail to reconcile the charge against the missing record.
The vault event dispatcher recognised only some of the events the trading engine sends, so the rest were dropped. It now accepts all of them, and four superseded delivery endpoints were removed. Deposit-funding events also now carry the identifiers needed to reconcile them.
The shutdown path could re-resolve the application instead of using the services that were actually running, so a stop could act on the wrong objects. It now holds direct references, making a clean stop reliable.
A plan could be granted the moment a charge was accepted rather than when it actually settled. Access now waits for settlement.
A chargeback now revokes the plan it paid for, and a dispute resolved in our favour restores it automatically. A plan is also refused outright while the payment for it is under dispute.
Automatic and quick renewals now carry an idempotency key and short-circuit on a replay, so a retried request can never produce a second charge.
The login message now states its own lifetime, and verification refuses a signature that is missing one, already past it, or valid for longer than an hour.
A position-management decision could measure against a completed, already-closed trade instead of the position actually held, which suppressed actions that should have fired. Measured across the live fleet, this affected a small number of bots including real-money ones. The reference now always comes from open positions only.
Payment provider events we do not act on were being recorded as successfully processed. They are now recorded as ignored, so the ledger distinguishes work done from work skipped.
Every write to exchange links, wallet records, vault withdrawal requests and trade records now goes through the server with an explicit ownership check, instead of being issued by the browser and relying on database rules alone. Append-only records were additionally protected so they cannot be emptied.
Three unused endpoints allowed trade records to be created directly. Because referral rewards activate on real trading activity, those endpoints were a route to manufacturing it. They were removed, and the read endpoints they sat beside were restored intact.
Invoice records were written from several places with slightly different rules. They now go through a single path, and the amount charged is re-derived from the plan at both billing checkpoints rather than trusted from the request.
Accepting an ambassador now grants a one-time joining reward, recorded in a dedicated ledger so the grant is traceable and cannot be issued twice.
Added an operator screen for queueing, approving, sending and cancelling ambassador outreach messages, with five message variants rotated deterministically, a minimum gap between sends and a daily cap. Ambassadors are now disabled rather than deleted, and every action is written to their history.
A resource that failed to initialise at start-up was logged and then ignored, leaving the service running in a half-configured state. Start-up now stops and reports the underlying cause.
A pair of orders could be opened twice for the same position when two evaluations overlapped. Two independent guards now close that window — a durable check before any order is minted, and a lock that lets only one evaluation act on a given position at a time.
A bot record missing core fields used to be silently filled with defaults, which could put a bot into the wrong operating mode. Missing fields are now refused at the point the record enters the system, so nothing downstream operates on an invented value.
Several places defaulted to assuming a trade was a buy when they could not recognise its recorded direction. Every one of them now refuses rather than guessing, closing a class of defect where a position could be closed the wrong way.
A signed-out visitor who connects a wallet is now issued an account on the spot instead of hitting a dead end. Sections that need a full account are clearly locked behind the sign-up prompt rather than appearing available and then failing.
Vaults can now be browsed and deposited into from the public site, without needing to reach them through an existing account dashboard.
A signature produced for our login can no longer be replayed against a different site, or vice versa — the message now names our origin and is rejected anywhere else. The older, looser message formats were removed outright rather than kept for compatibility.
Upgraded several packages to close published security advisories, including the web framework and the image-processing library.
The header briefly rendered as signed-out while your session was still loading. It now waits. Locked sections are also no longer reachable by keyboard or direct navigation, and loading a saved strategy no longer wipes edits you are in the middle of making.
Starting a social sign-in while already signed in could swap you into a different account. That path is now refused.
Error text raised from several internal paths could carry a full dump of the record being processed, including exchange responses. Those messages now carry only what identifies the problem.
Recovering from a gap in incoming market data always requested a fixed large block regardless of the size of the gap, wasting capacity on every recovery. It now requests exactly the missing range, and backs off properly when a refill does not resolve.
A systematic analysis identified code paths that production could never reach, including several whole subsystems, and removed them along with the tests that only exercised the dead paths. Removing them makes the remaining behaviour easier to verify and stops future work from being built on top of something nothing calls.
A referral now counts as activated when the referred user actually completes a trade, not merely when they connect an exchange. Trades closed by the exchange itself count as well. Already-activated referrals are unaffected.
You can now generate one-time backup codes and use one to sign in when your authenticator is unavailable. Recovering with a code retires the factor it recovered from and invalidates the remaining codes, so an old code can never let someone past a newer factor.
Signing in or switching accounts with a wallet previously skipped the two-factor step entirely. Wallet accounts can now enrol a second factor, are challenged for it on every sign-in, and checkout is refused until the challenge is satisfied.
Account, exchange and wallet changes are now checked server-side for a fully verified session before they are accepted, rather than relying on the interface to hide the option.
Connecting and disconnecting a social account is now handled entirely on our servers, including releasing the link on the provider's side when you unlink. The browser no longer holds any part of that exchange.
Settings told wallet-based accounts they had signed in by email and showed a placeholder address as if it were real. Account type is now derived from the owning record, disconnecting a wallet in the browser no longer signs you out, and the unlink button states what it will actually do.
Ambassador earnings are now recorded in an append-only ledger that cannot be edited or cleared after the fact, and the admin view shows the amount accrued but not yet paid for each ambassador.
Commission calculation resolved the plan from a record that did not prove money had changed hands. It now keys on a genuine payment, and supports a per-ambassador rate override.
Two production services were writing to the same health file, so each overwrote the other's status and one of them was never visible. Every process now publishes its own health independently and writes it atomically, so a monitor can never read a half-written record.
The routine that compares our records against the exchange treated a normal, expected position shape as a fault and raised warnings for it. It now only reports a genuine disagreement between the two, with the evidence attached.
Whether a wallet owns an account was previously answered by comparing an address-derived email and self-declared signup metadata, both of which an ordinary signup could set. Ownership is now recorded explicitly on a table only our servers can write. Lookup failures fail closed instead of being read as no wallet linked, and existing accounts missing that record were repaired.
Connecting a social account to your profile now refuses when that account is already attached to the session, instead of quietly re-linking it. Errors during the connection also return you to the page you started from.
The registration dialog was rebuilt and now offers signing up with a wallet alongside email. It closes on Escape or a backdrop click, locks page scrolling while open, keeps keyboard focus inside it, and links the Terms and Privacy Policy from the acknowledgement.
A banned account can no longer be issued a session through any sign-in path, and a wallet sign-in can only sign into the account that wallet belongs to. Disconnecting a wallet now runs with the correct privileges and reports not-found when there was nothing to remove, instead of a silent success.
The Create Vault action no longer states that a paid plan is required when it is not.
A template bot that has finished its cycle now says so, a paused template bot states why it paused, and a grid bot whose market has moved outside its configured range reports that instead of appearing idle for no visible reason.
The crypto dashboard moved to its own public address with a signed-out preview, and gained Staking, Liquidity Pools and Escrow panels alongside a restyled Vaults view. Token balances are now read directly from the blockchain rather than routed through our own service.
Wallet sign-in on the login page now connects and signs in one click instead of two, with cancelling and reconnecting handled cleanly.
The official-account checker now normalizes handles the same way for every platform, so a genuine official account is no longer reported as unrecognized. Personal handles that were never official were removed from the list.
Copy trading gained detection and replay of missed activity, recovery of anything that happened while a connection was down, per-wallet work queues with backpressure, a check that a relationship's execution venue is actually supported before following it, a bounded shutdown, and a clear report when the live feed rejoins.
A shared database call path returned nothing on failure, making an error indistinguishable from an empty result. It now raises a classified error so callers can tell the two apart.
An Ambassador Program screen now tracks ambassadors, their public profiles and weekly posting compliance, with the ability to record posts and keep a history per person. Profile details are pulled in automatically when an ambassador is added.
Wallet handling was collapsed to a single linked wallet per account. The header chip and wallet sheet now describe one wallet instead of a list, the multi-wallet management screens were removed, and linking a second wallet is refused rather than silently accepted.
Connecting a wallet that already belongs to a different account now signs you into that account, instead of failing with an unclear message. A wallet not tied to any account is still offered for linking.
Swept every place where key or signature material could reach a diagnostic log and deleted those lines outright. Validation now reports lengths only, never any part of a secret.
A malformed price or quantity coming back from an exchange could previously pass every check and land in profit-and-loss records as an unusable number. All three supported exchanges now refuse such values at the boundary, closing the whole class rather than the one place it was first seen.
Repeatable coverage of the complete live trading path across all three supported exchanges now runs without spending real money. Building it surfaced three production defects, all fixed, including a reconciliation step that silently swallowed a failure in its own input.
Fixed a path where signing out could fail to clear the session cookie, and hardened the sign-in callback so a stale session cannot survive a fresh login.
Starting a backtest now fills capital and execution settings from the strategy you picked, and warns you when you change them, so a result is never quietly produced under different settings than the strategy actually holds.
A new Backtesting section lets you run a saved strategy over a historical date range and see how it would have performed, without deploying it. Runs are metered per plan, and a set of curated proprietary strategy templates is available alongside your own saved strategies.
One supported exchange began strictly enforcing its own size increments mid-week, which rejected new orders outright for two days. Order sizes and prices are now rounded to each venue's published increments before submission, read live from the venue rather than a hardcoded table, and a request that cannot be made compliant is refused rather than sent and rejected. Confirmed working against a real order.
Every exchange integration now reads its order rules from a single service instead of duplicated tables, and each must pass a conformance suite built from recorded real responses before it can ship. Unused integrations for exchanges we do not support were removed, and duplicated logic across the remaining ones was collapsed into shared components.
Added a public Accessibility page linked from the footer, replaced the default not-found page with a branded screen, refreshed the product walkthrough, and added a section covering artificial intelligence and machine learning to the privacy policy.
Public pages now publish structured data so search and answer engines read our guides and FAQs correctly, with an automated check that fails the build when a page's visible content and its structured data disagree.
The account-level stop-loss for copy trading is now wired to a real capital baseline and evaluated on every update, with an audited correction path for the peak-equity high-water mark. New changes must first replay real recorded activity through the live pipeline before they ship.
Removed a checkbox from the Edit Bot dialog that could trigger an immediate market close of everything the bot held. The bot list gained a Non-payment filter so you can see at a glance which bots are paused for billing.
The check that decides whether a bot is holding nothing now fails loudly when the database is unreachable, instead of returning an empty result that could be mistaken for a flat bot at the moment its records are finalized.
A paused bot now shows why: Subscription Overdue (linking to Billing), Profit Limit, or Paused By You — derived from the bot's own history so the reason is always accurate. Paused bots also join the close hand-off, so closing one that still holds positions is finalized by the engine just like an active bot.
Measurement showed the wallet-specific data feed only delivers a one-time snapshot for wallets we do not own, so no fill could ever be mirrored from it. A public trade-stream transport filtered by followed wallets is now built and wired behind a flag with connection-count controls for a staged rollout. Also fixed a ledger read order that could crash the live feed, and close records now show the fee they paid.
The Terms of Service gained a section covering the upcoming Strategy Marketplace, with the following sections renumbered.
Closing a Studio, DCA-template or grid-template bot through the API door failed on a missing fee setting and left the bot's trade records stranded. All three strategy types now resolve a closure fee and close cleanly.
Closing a bot that still holds positions now flags it for the engine to flatten and finalize, instead of the dashboard guessing a close price and writing the final status itself. The card shows a CLOSING state, the Stop button becomes Retry Close if a close gets stuck, and the bulk Stop All dialog reports Close Requested rather than a false Closed.
A bot flagged to close now transitions to closed once the engine confirms it holds nothing, including bots that were paused when the close was requested. Previously such a bot could sit flagged forever with its positions closed but its status never updated.
Closed a path on one supported exchange where a delayed order-status check could run under a different user's stored credentials on a shared connection, and removed the mechanism that let a shared client hold one user's keys process-wide. A request without credentials now fails loudly instead of signing as the previous user.
The copy-trading engine now picks up new, paused and stopped copy relationships in the running process — no restart, no polling — and runs under a supervisor with a real restart policy. The first end-to-end run against a real database found and fixed three configuration-reading defects that had blocked every mirrored trade, plus a crash in the periodic reconcile cycle.
Every API request to one supported exchange is now counted against a single process-wide rate budget at the client, instead of at only two of roughly two dozen call sites. Order placement, closes and cancels record their spend but are never delayed by it.
Entry, Professional and Elite are now purchasable directly from the Billing page — pick a plan and an invoice is created for it, with your current plan clearly marked.
When a subscription payment fails, your bots are paused — they stop opening new positions but keep managing what they hold — and they resume automatically once the renewal or a new subscription is paid. An overdue account cannot resume or create live bots until it is current, and the reason is shown clearly instead of a generic error.
Changing plans used to leave a pending renewal invoice for the old plan, which blocked the correct next invoice from being created. The old plan's future-period invoice is now cancelled on plan change, while an invoice for an already-elapsed period is kept because it is genuinely owed.
A paused bot that still holds positions now shows an Exits Only chip, and Force Entry is disabled while paused. If that bot's pair is not in the curated streamed set, a Pair Not Streamed chip replaces it, so you are not told exits are managed when no live data is flowing.
A paused bot — for example one paused for an overdue subscription — no longer opens new positions or adds to existing ones, but the engine keeps managing and exiting what it already holds until the bot is resumed. Previously a pause dropped the bot from the engine entirely, leaving its open positions unmanaged.
Manually adding a position to a paper bot returned an error for every paper bot; it now routes through the same central order path as live bots. The API-only order door was wired to that path as well, and a readiness check that wrongly blocked it was corrected, so manual entries succeed on both paper and live.
Real-time order-fill capture now runs for every real-money user on the two exchanges that support it, not just one strategy family, so a close that a polling check could miss is confirmed immediately and booked with the right profit. A user whose first live bot arrives after startup is wired in on the spot instead of waiting for the next restart.
Twelve places in the two DCA engines that discarded exceptions now log them through the shared handler, and the bot error-message writer fails loudly on a malformed payload instead of storing it. Errors that used to vanish are now visible to operators.
Every server-side page render was leaving a background timer running that kept the whole rendered request in memory, which caused an outage after a couple of days of uptime. The timer is now browser-only and the framework was upgraded to a release carrying related leak fixes.
Closing a bot and the automatic pause on subscription cancellation now both write an entry to the bot's history, and a cancellation pause now tells the trading engine immediately so it stops treating the bot as active. Studio bot leverage is now always taken from the deployed strategy itself.
Bots carrying an informational advisory (such as no entry signal for an extended period) now show a quiet info chip that is visually distinct from an error and never triggers the error dialog. Saving a Studio strategy with an unusually wide stop-loss shows plain-language warning copy.
Every automatic pause of a Studio bot now writes a reason the owner can read, and a strategy edited after deployment reaches the running bot without a restart. Paper sizing now compounds the bot's own results and stops at zero instead of trading a fixed amount forever.
A Studio bot that keeps evaluating but has not found an entry for an extended period now carries an informational advisory, so a bot that will never trade is no longer indistinguishable from one that is simply waiting. Saving a strategy with an unusually wide stop-loss now shows an advisory without blocking the save.
An exchange connection with no wallet linked yet is now reported as unconfigured instead of as expired credentials, so you are told what to set up rather than asked to regenerate keys that were never the problem. Portfolio snapshots for your other exchanges continue instead of being skipped entirely.
The bot audit history refuses a status change without a written reason, and two events that previously carried none now do. A trade record missing a monetary value now reports exactly which field is missing instead of retrying a permanent data error.
The first building blocks of the copy-trading engine are in place: live tracking of followed traders' activity, a verified ledger of every observed fill, and self-monitoring that surfaces sync problems instead of hiding them behind silent restarts.
Free-plan users who hit their profit limit were shown a Renew button that always failed. They now see that the free limit resets at period end, along with the recommended upgrade plan and a direct path to Billing.
If an exchange fills a closing order but the confirmation is lost in transit, the trade record is now settled automatically on every supported exchange, and a persistent settlement failure raises an alert instead of retrying silently forever.
The copy wizard's Deploy button is now live for paper-mode relationships, and the Copying tab shows your real relationships with status, copy P&L, allocation, and pause, resume and stop controls. Exit-rule inputs validate inline before deploy instead of failing with a generic error.
A bot configured with an order size below the exchange's minimum now stops with a clear written reason instead of silently retrying every cycle, stopping such a bot no longer leaves its open positions unmanaged, and per-exchange minimum sizes are now sourced accurately.
An early preview of Copy Trading: a leaderboard of top on-chain traders across multiple venues, per-wallet analysis with risk scoring, configurable filters with saved presets, and a guided setup wizard. Live copying is not yet enabled.
The first-visit welcome modal now offers a one-click Discord invite so new members can reach the community right away.
The website now covers everything Liquid Edge does: dedicated pages for every platform feature, strategy template, tradable asset, supported exchange, use case, market data source and trading-education topic — all reachable from the redesigned navigation and footer.
The pricing section now lets you compare yearly and monthly billing — yearly rates show a 25% saving on every paid plan.
Trade records now capture the fee the exchange actually charged — including rebates — and a fee that could not be measured is marked unknown instead of being recorded as zero. A missing fee can also no longer cancel an order that already filled.
Every order-sizing path now resolves leverage from your bot's actual configuration through a single shared rule, closing paths where an assumed or hardcoded value could size a real-money order.
Fixed broken order-status lookups on one supported exchange and added a missing order-cancel path, order records now use the exchange-certified fill data, and the stale-order cleanup tool requires live evidence from the exchange before it will cancel anything.
One hundred new topic landing pages are live, each with a hardened email sign-up flow — submissions are validated, rate-limited, and stored under strict access controls.
Password reset now completes reliably from the email link, login returns you to the page you came from with open-redirect protection, duplicate-email sign-ups are reported clearly, and several dependency security advisories were patched.
The trading engine no longer downgrades critical startup failures to warnings — a boot that cannot safely trade now stops cleanly with full diagnostics instead of continuing in a partially broken state.
The site now publishes full sitemaps, structured page data, and machine-readable summaries so search engines and AI assistants can find and describe Liquid Edge accurately — with verification that only genuine crawlers receive that access.
Exchange names are now normalized through one shared rule with an automated check that prevents divergent copies, closing a latent path where a mismatched name could silently fail a credentials lookup.
Each bot now records exactly which exchange connection it trades through and deploys are rejected on a mismatch, and on-chain trading now enforces a single active wallet per account.
The trading pair is now chosen when you deploy or backtest rather than being locked into the saved strategy, and higher-timeframe confirmation supports the full set of chart timeframes, auto-matched to your base chart.
A Studio bot that can never execute — whether invalid at creation or invalidated by a later engine change — is now paused immediately with a written reason instead of showing as active while never trading.
When the engine pauses a bot, the dashboard now shows why — including older pauses whose reason was lost — and every bot status change is recorded with a reason.
Fixed internal position tracking that could leave part of a multi-entry position open on the exchange after a strategy finished its cycle, or misread a multi-entry position as a single entry.
Failed payment events are now retried instead of being silently marked as processed, plan changes that fail to apply are surfaced instead of reporting success, and every billing event is recorded in an auditable ledger.
Bot creation and resume are blocked when the plan profit-limit check cannot complete, instead of quietly proceeding, and automatic resumes after a limit reset are audited and gated.
A deep audit of the live trading host closed a series of defects in connection handling, restart recovery, background monitoring, and alert noise, making the runtime more resilient and its warnings more meaningful.
Deploying from Studio now always saves your latest edits first, execution settings are persisted exactly as configured, and strategies are validated at save and deploy time. A same-day validation defect that briefly blocked saving was fixed within hours.
Client-side write access to profile, plan, and billing records has been revoked — these now flow only through server-controlled paths — and profile reads are limited to your own account.
Pricing, billing, and checkout now render plan names, prices, and features from a single source, so what you see is identical on every page.
You can now create referral campaigns with custom, previewable codes. Commission rates shown on the referrals page come from live plan data, and the page is fully readable in light mode.
Fixed a safety check that could mistake a bot's own close orders for external interference and shut the bot down. Affected bots' records were corrected.
Realized profit, returns, and fees are now derived at a single point for every close path, fixing cases where a completed trade could record zero or overstated profit. Historical records were corrected.
Bot drawdown is now shown as a dollar peak-to-trough figure instead of a percentage, Studio bot position sizing is visible on bot cards, and currency abbreviations are consistent across the dashboard.
Deploying a real-money bot now verifies you hold an active, owned connection to the selected exchange, and exchange identity is matched through one canonical rule across the app.
Added Cloudflare Turnstile verification to sign-in, sign-up, password reset, and password-change flows to block automated abuse.
Wallet signature checks are now bound to a one-time server-issued challenge and to the destination account, preventing replayed or cross-account signatures.
Creating a bot now checks its required capital against your actual available balance on the selected exchange — including capital already reserved by your other bots — and blocks deploys that would over-commit, with the requirement shown in the wizard.
A strategy's stored position sizing is now what actually deploys. The deploy dialog shows it read-only with a strategy summary card and a direct link to edit it in Studio.
Saving to the Library now updates the loaded strategy instead of creating duplicates, and each save records a version history entry.
The pricing page now previews an upcoming Institutional plan.
Deleted a faulty integration component that could record fills for orders that were never actually placed on the exchange.
Fixed a case where market data could silently come from the wrong source; the feed now always matches the markets being traded.
Bounded or off-loaded heavy database reads from the live processing loop and fixed connection-handling issues that could silently duplicate background work.
Launched a documentation site at /docs with 50 articles covering the platform, strategies, and step-by-step walkthroughs.
Upgraded the web framework and pinned multiple packages to close more than 20 published security advisories.
Some warnings returned by the backtest engine were silently dropped before display; every warning is now shown, and outdated client-side checks that duplicated them were retired.
Order fills are now recorded from exchange confirmations rather than assumed from the request, and unconfirmed fills are tracked durably until they settle — on every supported exchange.
The test-run option now strictly operates on paper bots only; previously it could act on real-money bots despite indicating otherwise.
Bot cards are now clearly labelled with the fixed 30-day window they measure, the net P&L tile shows realized profit for the selected period, and a failed data load no longer renders as $0.00.
Fixed an issue where decrypted API credentials could be written to a server log file; logging now redacts them.
Backtesting now evaluates multi-timeframe conditions on real historical data using the same timing rules as live trading, removing a source of divergence between simulated and live results.
A strategy configured with an entry condition that can never be met now reports it clearly instead of silently never trading.
Configuration warnings are now checked and returned when a strategy is saved, not only when previewing a backtest.
Closed a window where stale cached state could trigger a second close order for a position that was already closing, and corrected the affected records.
Completed trades are no longer occasionally reported as still open, and all trade status updates now go through a single guarded path.
Hardened reconnection, keepalive, and subscription handling on live market-data feeds so they recover cleanly from disruptions without gaps or duplicate work.
Strategy Studio is now available to every logged-in user, with a fair-use daily limit on backtests.
Deploying a Studio strategy now lets you choose the trading pair and exchange in the deploy dialog, instead of locking in what the strategy was built with.
The rescue progress display now shows the position's actual return instead of an internal ratio that could appear wildly out of range.
Raised text and control contrast across Strategy Studio in light mode to meet accessibility standards.
Both trading runners now shut down cleanly, finishing in-flight work and releasing resources instead of stopping mid-operation.
A bot whose configuration is repeatedly rejected by the exchange is now paused automatically with a clear status, instead of retrying indefinitely.
Strengthened access controls, write rate limits, and error handling in Strategy Studio ahead of opening it to all users.
Bot trade counts are now computed exactly in the database, fixing undercounts on very active bots.
Cut repeated lookups that could push startup past its budget, and a failed start now exits cleanly instead of hanging in a partially initialised state.
Fixed a case where a bot picked up while the service was already running would not begin receiving real-time market data.
The headline platform profit statistic now counts gross profit from winning trades only, matching how it is labelled.
Strategy presets no longer describe behaviour they do not actually configure.
Deploying a saved template previously displayed default setup values in the confirmation step; it now reflects the template's stored configuration.
Saved DCA and Grid templates no longer lock in a trading pair — you pick the market, leverage, and market type at deploy time, so one saved template can be reused across pairs.
Template-based bots are now covered by the market-data coverage alarm instead of being skipped by it.
Strategy Studio now flags configuration the engine would silently ignore, and surfaces the engine's own warnings when you run a backtest.
The Studio backtest control was unreachable and showed placeholder data; it now runs a real backtest and reports failures clearly instead of appearing to succeed.
Tightened validation on backtest requests and stopped internally generated error text from being rendered back to users.
An empty bot name now shows an inline error instead of silently blocking, the leverage slider reflects real per-pair limits, and superseded template versions are hidden from the picker.
The Grid Trading option in the New Trading Bot dialog no longer shows as "Coming soon" — selecting it now takes you straight to Strategy Studio, where Grid bot templates are already available to deploy from My Library.
Creating a bot now uses a guided step-by-step flow with clearer validation, errors routed to the step that caused them, and the trading pair confirmed server-side.
Strategy backtests now report profit net of trading fees alongside the gross figure, using the fee rate that applies to your account.
Fixed a calculation that ignored position size when closing a full grid, which could misstate backtest results.
DCA and Grid templates can now be backtested through the same engine used for custom strategies, plus a verification tool that checks a live bot's results against a replay.
All bot creation and updates now go through permission-checked server-side paths, and direct database write access was revoked from user sessions.
The rebuilt DCA and Grid template setup can now be deployed as paper-trading bots, with matching execution support released on the trading service.
Custom Studio strategies are no longer blocked when a pair is already in use by a built-in strategy — the restriction now applies within a strategy family only.
Syndicated research articles now appear as normal blog cards and pages instead of an embedded widget, loading faster and matching site styling.
Maximum leverage is resolved for each trading pair on each exchange, with unsupported pairs greyed out during setup and the limit enforced again when the bot is created.
Fixed a repeated bulk data lookup that could slow live market processing as the number of running bots grew.
Bot state values are now treated as untrusted input and fail closed, so an unexpected value can no longer resume a stopped bot.
Removed error handling that could quietly hide problems on real-money operations, so failures now surface immediately instead of passing unnoticed.
Fixed a case where an exchange could return an error inside an otherwise successful response and the system would treat the action as completed.
Bots now verify the leverage the exchange actually applied instead of assuming the requested value was accepted.
When a hedge bot cannot confirm the account is correctly configured, it now stops rather than continuing in an unverified state.
The trading service now starts even when a single exchange integration is slow or unreachable.
Fixed a data collection path that was silently returning nothing, and stopped restarts from truncating previously stored history.
Grid strategies on spot accounts are now limited to the directions those accounts can actually trade, and template setup only offers exchanges capable of running the strategy.
Editing a saved DCA or Grid template now restores your stored configuration instead of falling back to defaults.
Fixed four issues in how idle or stuck Studio bots are detected and recovered, reducing both missed stalls and unnecessary restarts.
Hedge bots can no longer be created on exchange accounts that cannot support them, and leverage changes are now applied correctly while a position is being opened.
Bot cards were rebuilt on a shared layout so values no longer overflow and every bot type reads the same way.
The DCA and Grid bot configuration screens were rebuilt with clearer, validated inputs and safer limits on every setting.
Hedge bots now pick up their funding feed as soon as they are added, and false inactivity warnings on individual bots were eliminated.
Each bot card now shows its largest peak-to-trough decline, and Studio bots display the hours they are scheduled to trade.
The portfolio value chart on the dashboard now matches the detail and accuracy of the full portfolio view.
Studio trade details now expand to show the reasoning that led to each entry and exit, so you can review how your strategy behaved.
Trade decision data returned to the browser is now stripped of internal identifiers before it leaves the server.
Fixed several issues that could leave a newly deployed Studio bot idle or under-supplied with market history before it began evaluating.
Certain successful database operations were misread as failures, and certain failures were treated as empty results. Both now report accurately.
Homepage animations now pause when off-screen and heavy visual effects were reduced, cutting load on the browser and improving scrolling.
Public pricing is now sourced directly from the billing system, so displayed plans always match what you are charged.
Studio now fills in missing exit settings automatically, locks the selected market into the deployed strategy, and warns when a stop is set so wide it would never trigger.
Blog articles and related-post cards now display real cover photos for a cleaner reading experience.
All order execution now flows through a single routing layer, making trade handling more consistent and easier to verify.
Bots now fall back to a standard exchange connection when a specialized one is not applicable, preventing connection failures for some accounts.
The blog now publishes posts on a schedule and renders complete, formatted articles instead of summaries.
Fixed an issue where hedge bots could be unavailable on some exchanges depending on how the trading service started up.
Hedge bots now run reliably across additional supported exchanges, with more accurate position closing on each.
Studio bots now subscribe only to the market data they actually need, reducing overhead and improving real-time responsiveness.
Studio strategies can now hold off on new entries until overall market conditions match, using simple presets you select instead of manual tuning.
You can now deploy DCA and Grid strategy templates directly from the Studio library as paper bots, with their execution engines now live and verified.
Fixed a bug where closing part of a position on certain exchanges could unintentionally close the entire position. Partial closes now respect the exact amount requested.
Resolved the large majority of known dependency security advisories by updating the affected packages.
Fixed an issue that could cause a real-time data connection to stall silently for an extended period. Connections now detect interruptions and reconnect automatically.
Paper bots no longer appear as live in the stop and add-position dialogs, and those dialogs no longer flicker while open.
Fixed a mismatch in how exchange names were matched during order-size checks that could prevent paper bots from opening positions.
Fixed an issue where Studio bot trades could show zero profit and incomplete history. Closed trades now record their exit price and profit correctly.
Trade views now show a dash instead of 0.00% when a trade's return percentage can't be determined, and combined hedge figures no longer count those trades as zero.
Smart filters now clearly mark features that aren't live yet, explain when a filter needs market history before it starts acting, and saving a strategy reminds you that edits only apply to newly deployed bots.
Order size checks now use each exchange's actual minimum requirements, reducing unnecessarily rejected orders.
Fixed a resource buildup that could occur when live data connections restarted, improving stability over long sessions.
The hedge bot dialog now shows live progress for position recovery in both directions, so you can see how your bot is working back toward balance.
Strengthened how the platform identifies the true source of incoming requests, preventing forged headers from bypassing security protections, and fixed a related logging overload issue.
Fixed several issues found during live paper testing of Studio strategies, including trades that could be recorded with the wrong direction and exits that could repeat incorrectly.
Made real-time market data and balance connections more resilient, fixing a reconnection issue that could freeze live prices and reducing memory use in long-running processes.
Hedge bots can now recover positions in both directions and keep complete internal records of every recovery step, improving resilience during difficult market conditions.
The trading engine can now backtest saved Strategy Studio strategies and run them as paper trading bots, with live behavior designed to match backtest results.
Fixed an issue where the public site could crash or display incorrectly when viewed with browser auto-translation enabled.
Locked down internal database functions and tables so they can only be reached by trusted server processes, adding another layer of protection around account and trading data.
Rolled out a redesigned, cinematic public website across the home, walkthrough, pricing, FAQ, checkout and legal pages, with a consistent look and smoother navigation feedback. Headline platform metrics and total volume now reflect live data.
Resolved an issue that prevented referral links from working correctly, so referrals are recognized again.
Resolved an error that could cause the checkout page to fail to load, so plans and pricing display reliably.
The dashboard now shows bot counts with clickable status chips, letting you filter your bots by status at a glance.
Fixed an issue where the live-mode dashboard could get stuck on 'reconnecting' over time. Real-time connections are now released and restored cleanly, keeping live data flowing without a restart.
You can now start a new trading bot directly from a saved strategy, with the strategy's exact configuration captured at launch. The New Trading Bot dialog is also reachable from anywhere in the app.
Your Strategy Studio strategies now save to your account. The new My Library lets you load, rename, duplicate, and delete saved strategies, with clear saving and loading feedback throughout.
Hardened live bots against slowdowns and stalls. Heavy data lookups were moved off the main processing path, positions now recover automatically after interruptions, and a watchdog restores activity if processing ever stalls.
Resolved a database error that could interrupt trade recording, so completed trades are saved reliably.
Reduced redundant database reads and streamlined bot startup so the platform stays responsive as trading activity grows.
Centralized how a bot's status changes are applied, keeping each bot's state accurate and in sync across the whole system.
Every trade is now recorded through a single consistent path, so paper and live trades are handled identically and each trade has a complete, traceable record for diagnostics.
If one side of a hedge position ends up stranded, the bot no longer shuts down entirely; the leftover position is now settled automatically while the bot keeps running.
Improved capture of close confirmations for hedge strategies, with automatic recovery if a confirmation is briefly missed, so closed positions are recorded accurately.
Launched Strategy Studio, a guided builder for creating trading strategies from a library of ready-made templates. Pick a template, preview the expected behavior, and a built-in completeness check guides you to a finished, ready-to-save strategy.
The dashboard now breaks down how much capital is deployed on each connected exchange, giving a clearer picture of where your funds are working.
Win rate now counts only winning and losing trades, excluding break-even ones, and drawdown, net profit/loss, and related figures were corrected for a more honest view of performance.
The live trading engine now detects when it has stalled and recovers on its own, with more truthful health reporting and safeguards against runaway resource use, keeping live trading running without manual intervention.
The dashboard no longer presents delayed account data as if it were live. It clearly indicates when displayed equity may be out of date, and shows a smooth "connecting to live" transition when switching from paper to live trading.
Removing a bot now reliably closes any open positions through a single shared path, preventing orphaned trades from being left behind.
Live account balances now update in real time instead of being polled periodically, so your equity reflects the latest state faster and more consistently.
Real-time connections now detect and recover from frozen or stalled states, keeping live updates and order handling flowing without manual intervention.
Hedge strategy trade history now correctly shows positions that don't yet have a matching hedge, so the history reflects the full picture of open exposure.
The platform no longer saves zeroed or partial account equity when a balance read temporarily fails, preventing brief glitches from corrupting your displayed account value.
Fixed inflated profit-percentage figures shown on some closed trades and corrected affected historical records, so reported returns are accurate.
Hedge and multi-position strategies can now run live on Hyperliquid, expanding the set of strategies available on that exchange.
Eliminated a request spike on first page load and stopped temporary rate-limits from being misread as outages. The dashboard now loads faster and shows fewer false connection errors.
Resolved a crash in credential handling that could prevent bots from starting under certain conditions.
Sign-in now waits for a server-confirmed session before redirecting, and all login paths use one unified, consistent flow — closing a timing gap.
Live DCA Hedge is now limited to one running bot per account. Pause or stop your current live hedge bot to start another one.
The Hedge strategy can now run in live mode on supported exchanges, behind a controlled access gate. Configuration is locked to a validated setup so the strategy runs exactly as tested.
Eliminated duplicate internal trade records that could overstate reported trading volume, so volume and related metrics now reflect real activity.
Applied upgrades resolving seven flagged dependency advisories, keeping the platform's third-party components current and patched.
The Trade History dialog now loads with a skeleton placeholder, fetches one page at a time, and no longer errors or reload-loops on bots with very large trade counts.
Hedge-strategy bots now have a dedicated Trade History view showing open positions alongside completed cycles, with cards reframed around banked profit, live net value, and cycle counts.
Browser password autofill now works on the login page, and the beta welcome notice shows only once per browser instead of on every visit.
Optimization results now report the historical date ranges and conditions behind each result, and run faster on large windows.
Added safeguards that clean up stray orders, confirm uncertain order outcomes before acting, and recover positions more reliably so bots stay consistent during edge cases and restarts.
The main portfolio chart now follows the LIVE/7D/30D/ALL selector, including a real-time live view and clearer paper-balance labeling.
Paper trading now runs on a fixed virtual wallet with a shared capital cap across bots and clearer idle-capital labeling, so simulated results better reflect real allocation limits.
Fixed issues that could interrupt the balance refresh cycle and understate total account equity, so live balances and equity now report accurately.
The Remember me option on the login page now works — your email is saved and prefilled the next time you sign in.
Live market data connections now recover automatically from more disconnect scenarios, and live P&L pricing is more reliable with faster startup and better continuity after reconnects.
Profit & loss and volume now come from one consistent source across the dashboard, and live P&L correctly includes unrealized gains.
The Trading Setup screen now waits for your saved settings to load, so leverage values display correctly instead of defaults.
Fixed issues where certain position closes could be rejected by an exchange and where failed orders could be mistaken for successful ones. Bots now detect these cases and pause or recover safely.
Closing a paper bot no longer contacts the exchange, and unlinking an exchange no longer affects paper bots. Portfolio activation also now resolves correctly in all environments.
The strategy in controlled rollout is now available in paper trading for an expanded set of accounts, allowing safe evaluation before live release.
Updated the Profit Calculator and hero section styling, added a sound cue when switching between paper and live modes, and removed a non-functional chart control.
Each bot's saved leverage setting is now applied consistently throughout the live trading pipeline.
Reduced processing delays under heavy load and fixed a production startup crash caused by a dependency update.
Extensive hardening of an advanced strategy's internal accounting and exit handling, validated by a greatly expanded automated test suite covering recovery and edge cases.
Began development of a new strategy variant with initial validation passing, plus improved pre-launch market condition checks for live testing.
Fixed internal wiring so encrypted exchange credentials are always fetched through the secure provider path.
Fixed a data-retrieval limit that could cause some open positions to be missed when operating at scale.
Expanded the backtesting toolkit with additional indicators and analysis modes, made long runs significantly faster, and improved job handling so failures are surfaced clearly instead of silently.
Added a pre-entry safety filter to the Polymarket strategy that screens out unfavorable conditions before committing, with improved run-time observability.
Reduced dashboard load times through smarter data caching and lighter page rendering, and unified the dark theme background for a more consistent look.
An advanced trading strategy is now available to a limited set of accounts during a controlled rollout before wider release.
Revamped the referrals dashboard, and the default referral code now appears in Campaign Management with a clear Default badge.
Redesigned the help center and ticket detail views for a clearer, more consistent support experience.
Rebuilt the billing experience with a cleaner, more consistent layout while keeping all existing subscription and payment functionality intact.
Abandoned checkouts now cancel their pending invoices automatically, and invoice matching was tightened to prevent plans with similar names from being confused.
Refreshed the points earning page with an updated layout that makes available rewards and actions easier to find.
Restyled the exchange API connection page with a streamlined card layout and a guided setup flow for adding new connections.
Closed several live-only issues in an advanced multi-position strategy that could affect order handling and stored results, improving its reliability on real accounts.
Improved the historical backtesting and optimization service so jobs no longer hang when cancelled, progress reporting stays accurate for all job sizes, data fetching is bounded, and errors surface clearly instead of being hidden.
Updated the crypto dashboard with a cleaner top bar, a Connect Wallet action, and general visual polish.
The backtesting service now authenticates with the platform's managed API keys and handles malformed credentials safely instead of failing unexpectedly.
Strengthened a sensitive database operation with additional safeguards and added regression coverage to protect stored balances.
Improved how an advanced strategy persists and restores its internal state across restarts, so it resumes more accurately after downtime.
Made the real-time market-data feed more resilient to temporary disruptions, with steadier reconnection behavior under unstable network conditions.
Corrected a fee-calculation error in one of the trading strategies, ensuring net results are computed accurately.
Resolved an internal data-routing issue that was preventing bots from opening new positions on both live and simulated accounts. Affected bots now enter trades normally.
Reduced overhead in the live processing loop and added diagnostics that pinpoint sources of delay, helping keep real-time trading responsive.
Completed a major refactor of internal backend components to improve maintainability and reliability and to support future capabilities.
Added an admin interface to mint, list, and revoke API keys, with access controls and rate limiting.
Improved filtering of malicious request patterns and added regression coverage to prevent legitimate pages from being blocked.
Corrected an internal tracking mismatch that could wrongly flag a live position as missing its protective order and trigger unnecessary corrective action. Protective-order state is now tracked consistently from one source.
Position reconciliation now verifies order status directly with the exchange instead of relying on local state, improving the accuracy of paired-position tracking.
Unified how simulated (paper) accounts are detected across the system, so paper bots behave consistently across order routing, reconciliation, and credential handling.
Refreshed the vault enrollment experience with featured options, a clearer enrolled-state display, and updated balance cards.
Restyled the crypto purchase and escrow flows for a cleaner, more consistent experience.
Added a settings panel and quick search to the top navigation for faster access to common actions.
Every position state change now records its reason to durable storage, so operators can trace exactly why a position moved between states even after logs rotate.
Hardened the market-data feed in lightweight consumer mode, preventing crashes during sessions that only need price ticks and improving startup safety.
Corrected database upsert semantics and guarded against a realtime-client reconnection bug, reducing the risk of inconsistent stored state.
Strengthened isolation of the background worker processes used for heavy computation, with restricted deserialization, a scrubbed environment, and resource limits.
Moved portfolio charts, activity history, and drawdown calculations to the server for faster, paginated loading, with results that match across live and simulated accounts.
Rebuilt the dashboard with live-updating portfolio metrics and a 1d / 7d / 30d / all time-period selector, plus refreshed login and navigation.
Fixed reading of pending two-factor authentication factors during setup so enrollment completes reliably.
Trading symbols are now canonicalized at the construction boundary, with a safety-critical entry guard test preventing future format drift from causing mismatched lookups.
Unified the internal trade query API around a single bot-scoped lookup, removing a dual API surface and reducing risk of inconsistent reads.
Tightened Hyperliquid credential validation at startup. Bots missing required credentials are now excluded with a clear error at boot, rather than failing later in trade flows.
Reconciliation now correctly skips paper-mode bots, preventing unnecessary work and confusing diagnostics on simulated accounts.
Tuned an internal memory-pressure threshold to reduce overhead from emergency cleanup cycles during normal operation.
Improved dry-run simulation parity with live and added monitoring passthrough for long-form validation runs.
Fixed an issue where persistence failures while recording paired positions could be silently swallowed, in rare cases allowing the same pair to be re-evaluated. Failures now raise explicitly so they are addressed at first occurrence.
Internal error-tracker cache cleanup is now aborted when downstream status updates fail, preventing the system from holding inconsistent state.
Consolidated trading symbol comparison and normalization into a single source of truth, eliminating subtle bugs where the same symbol could be treated differently by different components.
Reconciliation and recovery flows now surface failures explicitly instead of degrading quietly, so issues during restart or recovery are caught immediately.
Made internal data-stall warnings adaptive so transient slowdowns don't flood logs while genuine stalls remain clearly visible.
Generalized the internal trade repository so multiple strategy types cleanly share the same storage layer, reducing duplication and risk of drift.
Added observability into bundled execution flows so operators can diagnose partial-execution issues quickly.
Improved how quotes are managed on paired positions to close gaps that could otherwise cause execution drift.
Hardened database connection handling with idle cleanup, graceful shutdown drain, and per-phase timeouts to eliminate long-running connection leaks under sustained load.
Removed two diagnostic log statements that could write sensitive credential values into server log files. No user action required.
Closed several race conditions in the internal trade cache so per-bot lookups stay consistent during concurrent processing.
Routed high-frequency bot lookups through a cached service, reducing redundant database calls during per-candle work.
Added regression test gates that catch file-descriptor leaks and unexpected call-rate growth during extended runs, protecting against regressions in long-lived processes.
Standardized how strategy code handles task cancellation so shutdowns and restarts no longer surface misleading errors from in-flight work.
Added a defense layer that limits combined exposure across paired positions to reduce risk during adverse scenarios.
Eliminated a memory leak that grew steadily over multi-hour live runs, significantly improving stability on long-running sessions.
Multi-phase refactor reducing event-loop contention and improving real-time responsiveness during heavy concurrent activity.
Tightened how protective exit orders are placed and updated in live trading, including stricter validation and safer rollback behavior on partial failures.
Improved internal performance diagnostics so the system can pinpoint stalls more accurately and avoid flagging its own diagnostic activity as a culprit.
Refactored exchange real-time connection recovery to remove a fragile background task pattern; reconnects are now handled by a single resilient loop.
Improved order-handling and dry-run accuracy in the polymarket runtime, supporting cleaner evaluation of candidate strategy variants.
Consolidated the live market data path into a single source of truth, eliminating a class of bugs where different parts of the system could see different views for the same symbol.
Strategies now run in parallel across symbols within each batch, reducing end-to-end processing latency on accounts with many active bots.
Replaced several silent-failure paths with explicit errors so that misconfiguration and unexpected states surface immediately instead of degrading quietly.
Added automated monitoring and parity-check tooling for polymarket strategy candidates, enabling safer multi-day observation runs with fail-fast on regression.
Hedge strategy now sizes positions based on per-bot capital allocation and supports independent leverage settings for each side of the pair, with a revamped backtest summary.
Resolved a multi-round incident affecting real-time market data delivery to live bots. Bots now consistently receive the latest market updates without dropped or stalled events.
Refined live polymarket strategy behavior based on detailed analysis of prior run data.
Removed a duplicate startup path that could spawn reconciliation tasks twice when the live trader launched.
Bot lookups now distinguish 'no bot found' from 'database unreachable', so operational failure modes can be triaged accurately instead of being swallowed by a catch-all.
Fixed a cache key collision that could surface stale trade state when a bot ran multiple strategies on the same symbol. Cache entries are now partitioned per bot and strategy.
Live market data is now fanned out per strategy across the dispatch chain, reducing the risk of cross-strategy interference when multiple strategies run on the same bot.
Users can now create hedge-style trading bots directly from the dashboard, with a leverage selector and a clear pairing badge in the trades view that shows which positions are paired together.
Trade history now groups paired hedge trades into a collapsible parent row, making it easier to see the relationship between paired positions at a glance.
Bots now validate exchange credentials before going live, surfacing configuration issues at startup instead of failing mid-trade.
Fixed two issues that could destabilize the live trading process — malformed market data rows can no longer crash the trader, and a class of long-running operations no longer blocks live processing.
Completed live-execution parity for the hedge strategy — paired positions now open and close atomically with reconciled state, and a retry path covers transient close failures so live behavior matches simulation.
Sensitive tables and database functions are no longer accessible from the browser; all reads now flow through authenticated server routes. Removed unused public access grants and closed multiple database security audit findings.
Backend-only tables now have explicit deny-all access policies, ensuring that operational data is never reachable through public APIs.
Each bot now stores and applies its own leverage setting end-to-end, from the dashboard form through validation to live execution.
Updated the whitepaper to v4 and added a walkthrough section to the navigation for new users.
Strengthened active-position safety checks, added continuous health monitoring of protective orders, and improved post-restart recovery so live state is reconciled more reliably. Added a circuit breaker on exchange API calls to prevent cascading failures during outages.
Introduced a new hedge-style strategy that can open partial offsetting positions to reduce directional risk under specific conditions.
Live trading now verifies protective orders are correctly registered after entry and self-heals if any are missing, reducing the risk of unprotected positions.
Tightened parity between backtest and live execution for strategy decisions, including pre-entry order queuing and per-symbol exclusion controls.
Closed multiple detection gaps so the monthly retraining run more reliably catches genuine issues with deployed strategies, with new alerting and conservative defaults that prevent silent escalations.
Strengthened the Polymarket execution path with idempotency on close operations, additional event telemetry, and stricter canonicalization of internal state schemas.
New monthly workflow surfaces strategy candidates and validates them across multiple historical years before promotion to live, raising the bar for what gets deployed.
Added an automatic router that selects between incremental and full retraining paths based on detected drift, cutting unnecessary work while ensuring complete refreshes when needed.
Corrected how warmup history is propagated during backtests so simulation conditions more closely match live runtime.
Added safety circuit breakers that automatically pause Polymarket activity and force-close exposed positions when abnormal conditions are detected.
Redesigned how exit prices are recorded during live fills so trade history matches actual execution outcomes across all event-timing edge cases.
Added an automatic daily safety floor that pauses Polymarket activity if cumulative daily losses cross a configured threshold, providing a hard guardrail against bad-day cascades.
Refined entry filters and added cooldowns between consecutive entry events to reduce noise and avoid stacking similar exposures.
Fixed a condition where overlapping on-chain submissions could fail. The system now detects collisions and retries with a fresh sequence number automatically.
Added exponential backoff to real-time data reconnection so transient outages don't repeatedly hammer the upstream service.
Major hardening of how live bots close positions. Unified close handling with stricter intent contracts and a more atomic protective-order protocol prevents inconsistent state during disconnects, restarts, or partial fills.
Position reconciliation now correctly distinguishes liquidation events from manual closes and withdrawals, preventing mislabeling that could affect performance reporting.
Resolved multiple root causes of a stall that could prevent scale-in entries from progressing under specific conditions. Live DCA bots now advance through entry stages reliably.
Strengthened the Polymarket V2 integration with on-chain verification that rescues falsely reported transaction failures, additional RPC failover, more robust order-cancel handling, and broader exception coverage in the runtime watchdog.
Improved how backtests account for unresolved scenarios so simulation results more closely track what would have happened in live execution.
Added new opt-in safety mechanisms for the Polymarket runtime that limit exposure under unusual conditions and pause activity when health signals degrade. Defaults are conservative — existing behavior is unchanged unless explicitly enabled.
Multi-phase hardening of the live trading runtime: in-process recovery (no longer requires external supervisor restart), heartbeat and pipeline-progress watchdogs that detect stalled bots faster, bounded background pauses to prevent runtime lag, and more resilient WebSocket reconnect handling.
Added support for Polymarket's V2 protocol, including new collateral handling, contract approvals, and a V2-aware launcher. Opt-in via flag; V1 remains the default.
Multiple improvements so backtest results more closely track live execution, including better cross-session reconciliation and a calibration framework for tuning simulation parameters.
Added test coverage for emergency-lockout and canary-watchdog safety mechanisms in the Polymarket runtime.
Migrated the Binance perpetuals price feed to the new endpoint after Binance retired the legacy URL on 2026-04-23. Restores reliable real-time market data for affected bots.
Added a new strategy to the platform with full backtest plumbing and supporting analysis tooling.
Wrapped remaining synchronous calls in the Hyperliquid integration so they no longer block the live event loop, preventing intermittent stalls during heavy activity.
New 7-step public guide page that walks visitors through getting started — no sign-in required.
Corrected the price-data preload so live bots no longer use stale candles for the first several minutes after startup.
The automatic liquidation detection service now requires confirmed close-event evidence from the exchange before marking a bot as liquidated, replacing a heuristic that could misread transient sync gaps as real closes. Includes normalized symbol matching across exchanges and removal of temporary workarounds in favor of the root-cause fix.
Exit prices for closed positions are now read from the actual fill event rather than the protective-order trigger price, correcting small discrepancies in realized P&L reporting on closed bots.
Reconciliation now uses on-chain balance as the authoritative source for executed position size, closing a gap where simulated fills were over-reported during live sessions. Also adds configurable reconciliation cadence and a periodic order-book refresh for longer-running sessions.
Completed removal of a legacy caching layer that was no longer in use. Simplifies deployment by removing an external service requirement and reduces operational surface area.
Fixed a response-parsing bug where submission results were read from the wrong field, causing successfully placed orders to be reported as failures. Submission reliability reporting is now accurate.
Large batches of simultaneous order submissions are now chunked and paced to respect exchange limits, eliminating rejections seen under bursty submission activity.
Added a reconciler that resolves submitted-but-unacknowledged orders after a transient connection drop, preventing orphan orders from lingering in exchange state.
Reduced how long the system waits before treating a silent real-time feed as stale, enabling faster recovery when a connection degrades without an explicit disconnect.
At boundary events, position accounting now defers to on-chain balance as the source of truth rather than an internal estimate, eliminating small cumulative drift.
Added parallel scaffolding and a migration runbook for an upcoming exchange protocol upgrade. The new path runs side-by-side with the current implementation in a dry-run mode to validate behavior before cutover.
Addressed multiple audit-identified gaps between backtest simulation and live execution accounting, including label mismatches, resolution-credit handling, and phase-transition behavior. Backtest numbers are now more faithful to live results.
Added persistence for internal state that previously reset on restart, so the system resumes from where it left off after a redeploy or crash.
Bots that hit liquidation or are auto-closed by the system now display a clear dedicated status instead of a generic terminal state, and action buttons that don't apply to those states are hidden to prevent invalid operations.
Fixed an internal tracking mismatch that caused the system to fall back to a slower path when recording protective orders on new positions. Protection is now captured on the first attempt, reducing setup latency.
Added a background service that automatically detects when a bot position has been liquidated by the exchange and cleanly closes the bot state, recovering trapped resources. Feature-flagged and off by default pending broader rollout.
The public landing page was rebuilt on a lighter, more consistent design system. Faster first load and cleaner presentation on mobile.
Cleared an internal flag that could linger after a profit-taking order was confirmed live, preventing a rare edge case that could cause unintended duplicate orders under specific timing conditions.
Extended the timeout for processing real-time exchange messages during active periods, reducing spurious disconnects when activity is bursty.
Fixed a condition where an internal state tracker could persist across cycles if a prior cycle stalled, leaving live bots frozen with pending entries permanently rejected. Added defensive cleanup and new observability so any recurrence is surfaced immediately.
Introduced an opt-in entry guard for ETH that filters out entries matching a condition pattern that has underperformed historically and worsened under 2026 market conditions. Default-off for all other assets.
Added a new backtest reporting layer that models the live operator workflow of withdrawing profits and topping up losses at month boundaries. Runs alongside the standard backtest with no impact on core results.
The monthly retraining workflow now works for any trading pair with sufficient history, not just one specific asset. Added a diagnostic that automatically surfaces potential regime shifts during routine maintenance, so parameter drift is caught before it materially affects performance.
The backtest engine was missing three recently-added live execution features, which biased absolute performance numbers and distorted filter-selection rankings. All three have now been ported with full test coverage. A new candidate configuration was identified through extended parameter search; it awaits a live canary review before deployment.
Trimmed verbose logging in the order execution and credential paths. Removes log lines that could carry references to decrypted credential material, improving operational security.
An audit found the previously-deployed ETH configuration was underperforming its own baseline under recent market conditions. A new configuration was derived from multi-year analysis with an out-of-sample held-out window and deployed.
Dry-run simulation now covers additional live execution mechanics that were previously omitted, improving fidelity between simulated and live performance. Known remaining divergences are documented for reference.
Fixed a bug where positions added manually by users counted toward the automated strategy's entry cap, causing the strategy to stall after manual top-ups. The cap now only counts strategy-driven entries, while position averaging continues to reflect all positions correctly.
Resolved a regression that briefly blocked DCA entries and scale-ins, including both live and paper-mode orders. The internal order contract is now consistent across every execution path, with additional regression tests added to prevent recurrence.
Restored end-to-end dry-run validation against live market data, allowing execution changes to be tested against real flow without placing real orders. Profit accounting in dry-run now matches live behavior so simulated runs are directly comparable.
Added an opt-in safety mechanism that detects sustained one-sided inventory buildup within a window and halts further participation on the imbalanced side. Disabled by default; emits dedicated audit events when triggered for full transparency.
Closed an edge case where protective stops could move during the bar that triggered partial profit-taking. Stops now stay frozen until the triggering bar closes, matching simulation behavior exactly. Also improved exit-price capture on partial closes so trade reports show real fill prices instead of approximations.
Fixed Hyperliquid balance queries to include spot stablecoin holdings, repairing the bot resume balance check. Bots paused on Hyperliquid now resume reliably without false insufficient-balance errors.
Added an opt-in execution behavior that actively closes unpaired inventory toward the end of a trading window, reducing exposure carried into quieter periods. Guarded by independent caps and disabled by default.
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.
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.
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.
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.
Fixed a critical bug that was causing DCA bots to fail on exit and get stuck holding positions. All affected bots now exit cleanly.
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.
DCA order placement is now fully restart-safe across all supported exchanges. Retries and reconnects will no longer result in duplicate orders.
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.
Migrated Bitunix order cancellation to the current supported endpoint. Cancel requests that were previously failing silently now complete successfully.
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.
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.
Updated the backtest fee calculations to match Polymarket's current published fee schedule. Historical results now reflect real-world economics more accurately.
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.
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.
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.
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.
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.
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.
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.
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.
Comprehensive overhaul of the parallel trading pipeline with new checkpoint logic, better queue management, connection resilience, and crash recovery.
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.
Added a minimum movement filter that skips low-confidence predictions during quiet market conditions, reducing noise-driven losses.
Multi-parameter sweeps now run significantly faster by computing shared data once instead of redundantly for each variant.
Built a new market-making simulation tool that tracks orderbook position, fill probability, and economics in real-time using live trade data.
Refined the market-making simulation to account for earlier positioning and dynamic participant behavior, producing more accurate fill estimates.
Added the ability to fetch current-day trade data for same-day analysis and validation, enabling faster iteration on live strategy performance.
Fixed internal fee calculations to match the exchange's actual formula, preventing accounting discrepancies in profit tracking.
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.
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.
Validated the new position management approach against 35 days of historical data across nearly 10,000 prediction windows, confirming improved risk-adjusted returns.
Added comprehensive documentation covering the market-making pipeline architecture, position management logic, and operational procedures.
Ensured the DCA strategy produces identical behavior in both simulation and live environments, so performance in production reliably matches what testing predicts.
Validated simulated trades against real production results and corrected all discrepancies, so backtest projections now closely match actual trading outcomes.
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.
Fixed issues in the order execution flow that could lead to unintended duplicate orders, inaccurate profit reporting, and incorrect position sizing under certain conditions.
Resolved a resource leak that accumulated unnecessary connections over time for idle instruments, improving long-running system stability.
Improved trade entry timing and exit execution reliability based on extended historical analysis, resulting in fewer failed exits and better fill quality.
Resolved an issue where exit orders could fail due to a mismatch between estimated and actual position sizes caused by fee calculation differences.
Strengthened system restart recovery so active orders are properly restored after interruptions, preventing stale orders from remaining on the exchange.
Resolved the root causes of recurring server errors including connection timeouts and background process failures, resulting in a more stable production environment.
Launched a new trading mode that uses limit orders for improved pricing, with real-time monitoring, reliable fill detection, and a complete audit trail.
Replaced unreliable trade fill detection with direct verification from the exchange, eliminating missed or incorrectly reported fills.
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.
Upgraded the position tracking system to more closely mirror actual exit behavior, so internal tracking stays consistent with real exchange state.
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.
Added safety guards that pause trading activity during abnormal market conditions, reducing exposure to low-liquidity and high-volatility situations.
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.