Workflows

Route each intent to one canonical operation whenever possible. Forecasts, published signals, mispricing spreads, the daily WTI oil signal, and performance are separate product fields, not trade instructions.

Portfolio review

  • One call to the portfolio endpoint joins a wallet's live Polymarket positions to Quotient coverage.
  • Collect its unique Market references and resolve them together through one batched Asset search. For supplied Hyperliquid positions, use the exact platform identifiers such as xyz:GOLD. This Asset-first enrichment finds the other active prediction markets directly about each holding; do not fan out one search per position.
  • Report the saved side, Q probability, venue probability, arithmetic spread, timestamps, and exact published-signal status.
  • Fetch a separate market forecast or sources only when the user asks for the reasoning or evidence.
  • Keep the existing portfolio report command. Asset enrichment does not create a new portfolio command or imply that the WTI-OIL signal applies to another perpetual holding.

Asset discovery

  • Use the Assets list for the complete metadata directory. It returns no forecasts, venue odds, or linked-Market rows and is lower-priced than enriched search.
  • Use Asset search for a company name, ticker, commodity, alias, Asset key, exact platform identifier, held instrument, or linked Market reference. It is priced the same as Market search and returns all active direct linked Markets.
  • material_only=true works without q or reference and selects Assets having at least one linked Market with venue odds or a latest Q probability. It does not prune the other active linked Markets after an Asset qualifies.
  • Keep market_odds attached to its exact question, threshold, and resolution date. It is the venue-neutral 0–1 YES probability for Polymarket, Polymarket US, Kalshi, and Limitless. Keep latest_q_probability separate and never create one Asset-level probability.

Daily digest

  • quotient digest daily makes three serial calls: one material Asset search, one current Signal call, and one mispricing call. Its Assets section includes useful linked-market venue odds even when Q broadly agrees with the venue. It does not make per-Asset or per-Market follow-ups.
  • Add a positional target or --query, for example quotient digest daily gold, to run the one Asset-search call for that target. The CLI collects the exact returned linked marketKey values and locally scopes the already-fetched Signal and mispricing payloads to those keys.

Topic discovery

  • Use Asset search for an underlying company, ticker, commodity, platform instrument, or portfolio holding.
  • Use market search for natural language, keywords, tags, categories, venue filters, and optional Event grouping.
  • Use latest_q_probability for the discovery answer. Make a forecast or lookup follow-up only when the user needs analysis, drivers, citations, uncertainty, or history. Read has_forecast and has_published_signal before any follow-up; when either is false, do not call the corresponding surface. Do not substitute the legacy signal_count field for publication status.
  • Use the markets list with an exact topic when the taxonomy value is already known. The response is unpaginated.
  • A search or filtered-list miss only applies to that request scope. Use an unfiltered catalog or explicit batch lookup not_found result before claiming global non-coverage, and inspect search retrieval-lane status when a miss matters.

Direct relationship navigation

  • Asset, Market, Forecast, and Signal detail objects may include relationships.assets, relationships.markets, and relationships.signals. Each category is capped at 50. These are flat references, not recursive object trees.
  • Preserve relationship, direction, and via (direct, market, or asset) exactly. via: direct is one hop; via: market or via: asset is exactly one explicit two-hop path, with direction relative to that intermediate node. Direct product edges include HAS_MARKET, ON_MARKET, ON_FORECAST, and the WTI Asset's HAS_SIGNAL link. Do not turn a stored edge into an inferred causal, complementary, mutually exclusive, or exhaustive relationship.
  • A Forecast can have a direct incoming Signal through ON_FORECAST; its Asset is reached through its Market and says via: market. Neither comes from AFFECTS.
  • A related reference has identity metadata only. Do not attach the parent's probability, price, side, or thesis to it.
  • Check each relationships.truncated flag before making a completeness claim. Follow a reference with its canonical detail or batch route only when the user needs more than the supplied identity.

Single-market retrieval

  • Use one forecast call for probability, delta_from_prior, and delta_reasoning.
  • Request sources only when the user asks for evidence. Put links at the end and deduplicate them.
  • A non-null refresh_reason means an event-triggered rerun, not the schedule.

Signal and convergence fields

One portfolio call can return convergence and signal fields. Relay them without creating recommendation labels:

  • “Published Quotient signal: none” when a search row has has_published_signal=false, or when the canonical published-signal query returns no row for the requested market and scope.
  • “Signal status reported by Quotient: actionable” when that is the exact published status.
  • State stale or missing marks as data conditions, not as “watch,” “hold,” or “exit” conclusions.
  • Keep forecast-update time separate from signal-publication time.