Project Status

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Roadmap

  • [x] multi-market support within strategies PR#30, PR#53, PR#54, PR#64
  • [x] better position sizing
  • [x] fee modeling PR#4, PR#42
  • [ ] fuller slippage modeling for maker realism still needs L3 data PR#6, PR#9, PR#50
  • [x] Polymarket L2 order-book backtests PR#10, PR#45, PR#57
  • [x] public PMXT raw-mirror relay on a VPS for faster backtests PR#17, PR#22, PR#40, PR#47, PR#56, PR#61, PR#64
  • [ ] Kalshi L2 order-book backtests need data we do not have yet
  • [x] richer charting PR#5, PR#52
  • [x] canonical runner/data support cleanup and repo-level CI/docs hardening PR#64

Known Issues

No repo-level open issues are tracked here right now.

Recently Fixed

  • [x] PMXT L2 replay now orders book updates ahead of quote ticks so longer windows do not lose book state PR#26
  • [x] relay misses fall back client-side to r2.pmxt.dev, trusted proxy clients keep distinct rate-limit buckets, and stale buckets are pruned instead of accumulating forever PR#22, PR#25, PR#42
  • [x] relay observability and survivability improved with progress badges, ClickHouse ingest, retry handling around transient lock contention, mirror pruning, and incremental raw-hour adoption PR#34, PR#35, PR#36, PR#40, PR#56, PR#64
  • [x] PMXT public workflows are now raw-first: local raw mirrors, archive fallback, mirror-only relay behavior, and downloader output all line up across runners and docs PR#45, PR#47, PR#57, PR#60, PR#64
  • [x] public runners now model queue position and static latency where this repo uses them, reducing dependence on zero-latency assumptions PR#50, PR#64
  • [x] replay/report outputs now distinguish requested windows from loaded windows and keep honesty-focused defaults visible in normal runs PR#52, PR#56, PR#63, PR#64
  • [x] the interactive menu again shows full runner contents, direct runner imports work in both script and package modes, and the root _script_helpers.py shim is gone PR#53, PR#62, PR#64
  • [x] PMXT timing output, source labels, and raw-hour progress reporting are clearer and better aligned with the actual runner behavior PR#55, PR#59, PR#60
  • [x] repo CI and docs validation now match the documented local gate, and PR docs builds validate without trying to deploy Pages PR#58, PR#64
Testing License Notes