V2 support

src/polymaker/catalog/gamma.py

@@ -62,7 +62,7 @@ class GammaClient:
 
         Uses the offset `/markets` endpoint because it reliably supports
         `tag_id` filtering today. (Keyset is the go-forward per docs; switch when
-        it supports tag filtering. See docs/scoping/03-api-layer.md §4.)
+        it supports tag filtering. See the README.)
         """
         offset = 0
         for _ in range(max_pages):

src/polymaker/doctor.py

@@ -4,7 +4,7 @@ Verifies the environment is ready to trade WITHOUT posting any order:
 config + secrets, CLOB/Gamma reachable, wallet auth (L1->L2 creds), collateral
 balance + positions ON THE FUNDER (deposit/developer wallet, where funds live),
 a live market-WS book frame, and an authenticated user-WS connection. This is
-the gate before the live $5 round-trip (docs/scoping/06 Phase 2).
+the gate before the live $5 round-trip (the README).
 """
 
 from __future__ import annotations
@@ -84,7 +84,7 @@ async def run_doctor(cfg: Config, console: Console) -> bool:
         except Exception as e:  # noqa: BLE001
             check("wallet auth (L2 creds derived)", False, str(e))
             console.print("  [yellow]! signature-type mismatch? deposit wallets use sig_type=3 "
-                          "(config.toml). See docs 03 §9.[/yellow]")
+                          "(config.toml). See the README.[/yellow]")
     else:
         console.print("  [yellow]! skipping wallet checks (no secrets)[/yellow]")
 

src/polymaker/domain.py

@@ -24,7 +24,7 @@ class Side(str, Enum):
 
 
 class Regime(str, Enum):
-    """Per-market quoting regime (see docs/scoping/04-strategy.md §5)."""
+    """Per-market quoting regime (see the README)."""
 
     QUIET = "QUIET"  # farming posture: in-band, layered, full size
     TRENDING = "TRENDING"  # persistent one-sided flow: lean + widen + half size

src/polymaker/journal.py

@@ -1,6 +1,6 @@
 """Append-only JSONL event journal.
 
-Captures raw WS-in and orders-out so the replay backtester (docs 04 §9) can
+Captures raw WS-in and orders-out so the replay backtester (see the README) can
 reconstruct books and re-run the strategy. Also the substrate for post-mortems.
 Cheap: one line per event, flushed, rotated by day.
 """

src/polymaker/livetest.py

@@ -1,4 +1,4 @@
-"""Live wallet round-trip test — the Phase-2 wallet spike (docs 06).
+"""Live wallet round-trip test — the Phase-2 wallet spike (see the README).
 
 Proves the full V2 order path against the real exchange with minimal risk:
 places ONE post-only BUY well below the touch (so it rests and cannot fill),
@@ -50,7 +50,7 @@ async def run_livetest(cfg: Config, console: Console, notional_usdc: float = 5.0
         console.print(f"  [green]✓[/green] wallet auth — address {gw.address[:12]}…")
     except Exception as e:  # noqa: BLE001
         console.print(f"  [red]✗ wallet auth failed:[/red] {e}")
-        console.print("  [yellow]Auth/signature-type mismatch (docs 03 §9). If your account has a "
+        console.print("  [yellow]Auth/signature-type mismatch (see the README). If your account has a "
                       "'deposit address', set signature_type=3 (POLY_1271) in config.toml and use the "
                       "deposit address as BROWSER_ADDRESS. Errors like 'maker address not allowed, use "
                       "the deposit wallet flow' or 'signer must be the API key address' mean the type is "

src/polymaker/marketdata/parse.py

@@ -1,7 +1,7 @@
 """Pure parsers for market-WS wire messages -> structured updates.
 
 Kept separate from the socket so they're unit-testable against captured frames.
-Verified against live frames on 2026-07-05 (docs/scoping/03-api-layer.md §5):
+Verified against live frames on 2026-07-05 (the README):
 
   book:        {market, asset_id, bids:[{price,size}], asks:[...], timestamp, hash, tick_size}
   price_change:{market, timestamp, price_changes:[{asset_id, price, size, side, hash}]}

src/polymaker/merge.py

@@ -6,7 +6,7 @@ collateral (1 USDC/pUSD per pair) — a maker-only exit with zero market impact.
 Two execution paths:
   * EOA wallet (signature_type=0): direct contract call, fully implemented here.
   * Proxy/Safe wallet (signature_type 1/2): the merge tx must be routed through
-    the Safe. That path is gated on the Phase-2 wallet spike (docs 03 §6) — until
+    the Safe. That path is gated on the Phase-2 wallet spike (see the README) — until
     then merging is skipped (logged), and inventory is exited via limit sells
     instead. The bot is fully functional without it; merging just frees capital
     sooner.

src/polymaker/risk/manager.py

@@ -1,4 +1,4 @@
-"""RiskManager: pre-trade gates and circuit breakers (docs 04 §6, 02).
+"""RiskManager: pre-trade gates and circuit breakers (see the README).
 
 Consulted by the engine before every quote set. Returns a per-market decision
 (size scale / reduce-only / halt) and owns the global kill switches. Position

src/polymaker/state/store.py

@@ -1,7 +1,7 @@
 """StateStore: the single owner of positions and open orders.
 
 Replaces v1's module-level global dicts + the `performing`/`last_trade_update`
-races. Three inputs, one arbitration rule (docs/scoping/02-architecture.md):
+races. Three inputs, one arbitration rule (the README):
 
   * WS fill events apply immediately (optimistic),
   * REST reconciliation corrects drift ONLY for tokens with no in-flight trades,

src/polymaker/state/tracker.py

@@ -2,7 +2,7 @@
 
 Consumes *normalized* user-stream events (the wire-format extraction lives in
 userstream/, so this is unit-testable with synthetic events) and drives the
-state machine from docs/scoping/02-architecture.md:
+state machine from the README:
 
     Trade:  MATCHED -> MINED -> CONFIRMED
                  └──────────-> FAILED (roll back the optimistic fill, reconcile)

src/polymaker/strategy/quoting.py

@@ -3,7 +3,7 @@
 This is the deterministic core of the strategy. No I/O, no wall-clock reads
 except values passed in. Everything here is exercised directly by unit tests.
 
-Model (see docs/scoping/04-strategy.md):
+Model (see the README):
   reservation  r  = FV - skew(inventory)
   half-spread  δ  = base + c_vol·σ + c_tox·toxicity   (clamped to reward band in QUIET)
   YES entry bid   = r - δ                       (BUY YES, USDC-collateralized)

src/polymaker/strategy/regime.py

@@ -1,4 +1,4 @@
-"""Per-market regime decision (see docs/scoping/04-strategy.md §5).
+"""Per-market regime decision (see the README).
 
 Priority order, highest first:
   HALTED       kill switch / stale data / resolved / past halt-before window

src/polymaker/userstream/parse.py

@@ -8,7 +8,7 @@ always the maker):
   * maker & taker on DIFFERENT outcomes -> a mint: we BUY the opposite token
 
 NOTE: exact field names must be reconfirmed in the Phase-2 wallet spike
-(docs/scoping/03-api-layer.md §9); this is coded to the v1-observed shape.
+(the README); this is coded to the v1-observed shape.
 """
 
 from __future__ import annotations