OSD / Studio / Liquidity

Liquidity — book depth & matched-stake floors

How Liquidity works

The liquidity gate ensures liquidity-eligible books have enough size on the line to absorb the intended stake without slippage. Applies only to liquidity books by default: Kalshi and ProphetX. Sportsbooks bypass the gate entirely.

Runtime threshold formula

requiredLiquidity = max(globalMin, scoped.min, kelly * scoped.multiplier)

kelly * multiplier scales the floor with bet size — bigger Kelly demands proportionally more depth. globalMin (default 25) is the always-floor; per-(mode, market, league, book, flow) scoped overrides win when more restrictive.

Default config contract

filters.liquidity.enabled = true — master switch.
filters.liquidity.globalMin = 25 — always-floor for all liquidity-eligible books.
filters.liquidity.scoped = [] — array of scoped overrides (mode/market/league/book/flow + min + multiplier).
filters.liquidity.books — optional override of which books are liquidity-eligible.
filters.liquidity.prophetXProps.min — special floor for ProphetX player-prop markets.

What this Studio page does

Replays settled-position history and sweeps thresholds (globalMin, multiplier, scoped values) to find a configuration that maximizes ROI / minimizes blocked-but-profitable-bet regret. Replay math must match the runtime formula exactly — see docs/gates.md#liquidity for the canonical contract that the replay is held against.

Canonical contract: docs/gates.md#liquidity. Studio parity rule documented in AGENTS.md Gate Contracts section.

Data

Remote API Base URL

Remote User ID

Remote API Key

Load remote positions to begin.

Controls

Run Settings

Objective Metric This is the score the optimizer maximizes when ranking candidates.

Minimum Bets for Recommendation Requires at least this many bets for a recommendation to be eligible.

Sweep Setup

Scoped optimizer sweeps liquidity min/multiplier pairs by segment and proposes scoped rules. Sane-band caps are applied (`min <= 500`, `3 <= multiplier <= 20`).

Parameter

Explicit Values (comma list, optional)

From

Step

Minimum Sharps Required 0 disables sharp-count gating.

Max Combo Evaluations Run-engine safety cap for Grid and Sharp sweeps (not a segment filter).

Liquidity Coverage Gates

Min Rows With Liquidity to Recommend Below this threshold, run diagnostics only (no recommendations). This gate does not reduce optimizer runtime.

Min liquidity-present rows per (book × market) Prevents recommendations based on thin liquidity data for a specific book+market slice. This gate does not reduce optimizer runtime.

Guardrails

Min Distinct Days Requires recommendations to span at least this many settled days. Set 0 to disable.

Max Worst-Day Degradation ($) Rejects recommendations when worst-day profit drops by more than this amount. Set 0 to disable.

Min Green Day Rate (0-1) Requires this minimum share of profitable days for recommendations. Set 0 to disable.

Segment Filters

Sub-selection filters below are applied after Run Mode + Objective Metric.

Flow

Mode

League

Book

Market Family

Data Quality & Output

Allow overrides

Optional Config Overrides JSON (applied last)

Missing Data Policy

Rows to Show

Load remote positions to start.

Summary

Rows Loaded

Settled Matched

Baseline (ROI)

Best Delta

Liquidity Coverage

Rows With Liquidity

Top Books

By Market Family

Min / Median / P95

Rows blocked if liquidity were strict: -

Slice Coverage

Book	Market	Liquidity-present rows	% of matched rows

Baseline snapshot: ROI -, Profit -, Win Rate -, Bets -

This is historical replay on bets you already took. It cannot estimate bets that were never placed.

Parameter results are ranked here first. In Auto mode, charts below use the top-ranked parameter row.

Param	Baseline	Best	Bets	Slice Liq Rows	Baseline Score	Best Score	Delta

Run a single-parameter sweep or Auto mode to populate these charts.

Shaded band = top-performing value zone (top 20% by selected objective metric).

Gold dot = best score in this sweep.

Line + dots = metric result for each tested value.

X-axis = tested parameter value.

ROI Curve

Run a single-parameter sweep (or Auto mode) to render ROI curve.

Profit Curve

Run a single-parameter sweep (or Auto mode) to render profit curve.

Win Rate Curve

Run a single-parameter sweep (or Auto mode) to render win-rate curve.

Bet Count Curve

Run a single-parameter sweep (or Auto mode) to render bet-count curve.

Distribution

Rows are tested parameter values. Each row shows aggregate results for that value.

Parameter Value	Bets	Pass Rate	Distinct Days	Green Day %	Worst Day	Win Rate	ROI	Profit	Stake	Avg EV