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chore: bump to 0.5.6 for the discovery liquidity probe - #189

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chore/bump-0.5.6
Aug 8, 2026
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chore: bump to 0.5.6 for the discovery liquidity probe#189
eaitbrahim merged 1 commit into
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chore/bump-0.5.6

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Bumps pyproject.toml and all four workspace members 0.5.5 → 0.5.6, plus uv.lock. Same shape as #184.

Why now

assets discover --probe-liquidity and screen.median_daily_quote_volume landed on main in #188 but are in no release, so the deployment — running keel 0.5.5+7b02bfd8fbbc [release] — cannot run them. The keel-asset-scout skill has been updated to make the probe the first step of every sweep, which fails outright against 0.5.5. This closes that gap.

What 0.5.6 contains

The discovery pre-filter now measures what the admission gate measures. assets discover filtered on the venue's reported 24h quote volume while assets screen admits on the median of volume × close over cached history — same units, different statistics, and the gap changes outcomes in both directions:

  • BICO was shortlisted on a reported $12.81M/24h and then rejected by the screen at a median daily volume of 108,004 — 9× under the floor, a 227× gap between the two numbers.
  • DOGE was nearly dropped for sitting 1.7% below the $5M discovery floor when, on the admission criterion, it is ~30× above it.

screen.median_daily_quote_volume is now the single definition of the statistic (cli._market_facts had it inline; a second copy next to discover would drift, and that drift is the bug). --probe-liquidity samples 180 days of daily candles per candidate — one extra request, same cost model as --probe-history — and marks LOW/ok against the same floor screen_asset applies.

Against the live venue it catches BICO (36,137) plus two the old filter passed straight through: IMU (71,713) and GWEI (440,864). Three of the top fourteen by 24h volume are sub-floor on the real criterion.

It is an estimator, not a verdict, and the output says so: 180 days recent vs the screen's full cached history. ZEC probes 33.1M against a full-history median of 1.23M — a 27× spread from a recent surge. ok means "worth pulling candles for", never "will be admitted". A recent window also makes a false LOW unlikely for a currently-active asset, which is the safe direction for a pre-filter.

No behaviour change to the gate itself — same criterion, same floor, same verdicts.

Verification

  • 2137 passed, ruff clean, mypy clean across 203 source files
  • keel --version0.5.6+9dcccadb6939 on this branch

Note on #188

#188 squash-merged the code change together with the docs/experiments harness, so its title and body describe only the research work. Its body is what scripts/release_notes.py will inline for 0.5.6, so it has been edited to describe the code change that actually shipped in it.

🤖 Generated with Claude Code

`assets discover --probe-liquidity` and `screen.median_daily_quote_volume` are on main but not in
any release, so the deployment (0.5.5) cannot run them. The scout skill now makes the probe the
first step of every sweep, which fails against 0.5.5 -- this closes that gap.

Co-Authored-By: Claude Opus 5 (1M context) <noreply@anthropic.com>
@eaitbrahim
eaitbrahim merged commit 9d7dede into main Aug 8, 2026
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@eaitbrahim
eaitbrahim deleted the chore/bump-0.5.6 branch August 8, 2026 23:35
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