The size anomaly detector currently emits a base 0.2 confidence signal
whenever a market is "niche" (low volume OR niche-prone category with
unknown volume) — even for $5 trades. In production this floods the
alert pipeline with nothing-burgers, because the niche-prone category
set covers `science / tech / finance / other`, which matches a huge
chunk of Polymarket's long tail.
This adds a `DEFAULT_NICHE_MIN_TRADE_SIZE = $500` floor that applies
ONLY to the niche-only path: if a trade exceeds the volume or book
thresholds, the guard does not block it. So real anomalies still come
through, but tiny niche trades get filtered out before reaching the
risk scorer.
The threshold is configurable via `niche_min_trade_size` in
`SizeAnomalyDetector.__init__`.
Tests added:
- niche-only below floor → suppressed
- niche-only at/above floor → still emits 0.2 base
- small trade with high volume_impact → guard does not block
Co-authored-by: schrodinger01 <schrodinger01@users.noreply.github.com>
schrodinger01
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