[YukiC0804]

Experimental line only (codex/order-lifecycle-storage), not for main.

What changes

• Warm combo boards. serve builds every combo venue's board in the background at start-up and every refresh_interval_s ([combo_board] warm, refresh_interval_s = 60, pause_s = 0.1). It keeps the last good board, so the board route never waits on a build. While the first build runs, the route answers status: "building" at once.
• The board in parts. New GET /trading/combos/board/categories for the category rail. The board route now takes category, cursor, limit, q and sort; the whole-board call still works.
• The whole catalogue. Polymarket's combo catalogue is about 214,000 markets (214 pages), not 5,000. Gamma reads are cached between builds (BoardCache), and a first build publishes partial boards after page 5 and then every 40 pages.
• Clear skip reasons. An RFQ group matches every leg before ruling a venue out. Each skip lists missing_legs (market_id, label, code, mapped_id, detail), with codes missing_leg, matching_error, ineligible_leg, and the new outside_collections for Kalshi. Labels come from the warm board ("Al Fayha to win"), else a shortened catalogue question.
• The build doesn't stall trading. Its CPU steps run in worker threads that hand back the GIL every 100 items, the GIL switch interval is 0.5 ms while boards are warmed, and board objects are frozen out of the cyclic collector (gc.freeze) as they are built. Profiling showed full garbage collections over the board's objects were the main stall (0.3-1.4 s each).

No public Python interface from #39 is renamed or used differently here.

Measured on the real Polymarket catalogue

	Result
Categories call	2 ms, ~1 KB
One 40-event page	3-25 ms
First partial board	about 25 s after start-up
Full build	213,880 markets, 28,813 events; 489 s, peak memory 2.3 GB
Refresh using the cache	77 s
Serve requests during a build	before this fix 1-6 s, so the terminal reported "Engine offline"; after it, worst 0.71 s over 5 minutes, no dropouts

Concerns

• Peak memory is 2.3 GB while the whole board builds, too much for a small host. [combo_board] warm = false turns warming off.
• A terminal backend without the paged board would pull the whole 22 MB board.

Tests

• Full suite: 3,267 passed, 199 skipped.
• New tests/test_combo_warmer.py (16 tests). Its Gamma rows are real, saved in tests/samples/polymarket_combo_skip_legs_live.json.

The terminal side is on Synpath-ai/prediction_market#104.

🤖 Generated with Claude Code