venue 5-share minimum: skip honestly instead of firing doomed orders; lag tile = median + basis

Polymarket rejects any order under 5 shares regardless of value ('Size
(1.47) lower than the minimum: 5'). That is a PRICE-dependent dollar
floor the $-only gate could not see: at the live book's $1 braked stake
only <=20c markets are reachable, so every 40-90c signal fired an order
that could not succeed (12 'invalid amount' + 13 size rejections in 3d).
gate_buy now blocks with the shares needed and the dollars required.
Lag tile: median not mean (one 269s rollout outlier made a 3s bot read
25s) + a 'basis' field so an empty 24h window is labeled lifetime.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>

copybot.py

@@ -1746,6 +1746,13 @@ class Copybot:
             # without copies (2026-07-13 user report). n = lifetime copies,
             # n24 = fills in the window.
             "lag": (lambda t: {"n": lag.get("n", 0), "n24": t[0],
+                               # window empty -> we show the LIFETIME mean, so
+                               # SAY so; the tile used to label it "24h" and
+                               # quietly report a number dragged by the retired
+                               # poll era (2026-07-27 user report)
+                               "basis": ("24h" if t[1] is not None
+                                         else "lifetime" if lag.get("n")
+                                         else "none"),
                                "avg_s": (round(t[1], 1) if t[1] is not None
                                          else (round(lag["sum_s"] / lag["n"], 1)
                                                if lag.get("n") else None)),
@@ -2347,7 +2354,12 @@ class Copybot:
         if not rec:
             return 0, None, None
         n = len(rec)
-        return n, sum(r[1] for r in rec) / n, sum(r[2] for r in rec) / n
+        # MEDIAN, not mean (2026-07-27): one 269s early-rollout outlier made a
+        # 3s bot read as 25s. The tile is a health signal, not an accounting
+        # total, so the typical fill is the honest summary.
+        lags = sorted(r[1] for r in rec)
+        med = lags[n // 2] if n % 2 else (lags[n // 2 - 1] + lags[n // 2]) / 2
+        return n, med, sum(r[2] for r in rec) / n
 
     def summary(self, cycle):
         bank = self.cfg["bankroll_usd"]

copytrade.py

@@ -33,6 +33,12 @@ CLOB_API = "https://clob.polymarket.com"
 POLYGON_CHAIN_ID = 137
 CONFIRM_PHRASE = "TRADE LIVE"
 
+# Polymarket rejects orders under this many shares regardless of dollar
+# value ("Size (1.47) lower than the minimum: 5", observed live 2026-07-27).
+# It makes the real floor PRICE-dependent: a 90c market needs $4.50, a 20c
+# market $1.00 — which is why a $1-stake book can only trade deep longshots.
+MIN_SHARES = 5.0
+
 DEFAULT_CONFIG = {
     "mode": "paper",                 # "paper" or "live"
     "poll_seconds": 12,              # how often to check each wallet
@@ -431,6 +437,17 @@ class CopyTrader:
         if allowed < r["min_order_usd"]:
             return 0.0, (f"capped to ${allowed:.2f} < min order "
                          f"${r['min_order_usd']:.2f} (caps)")
+        # VENUE SHARE MINIMUM (2026-07-27): Polymarket rejects any order
+        # under MIN_SHARES shares — "Size (1.47) lower than the minimum: 5"
+        # — which is a PRICE-dependent dollar floor the $-only gate above
+        # cannot see. At a $1 stake that caps us to <=20c markets; every
+        # 40-90c signal fired a doomed order and booked a venue rejection.
+        # Skip honestly instead, and say what the bet would have needed.
+        need = MIN_SHARES * price
+        if allowed < need - 1e-9:
+            return 0.0, (f"below venue {MIN_SHARES:g}-share minimum: "
+                         f"${allowed:.2f} at {price:.2f} = "
+                         f"{allowed / price:.2f} shares (needs ${need:.2f})")
         return allowed, None
 
     # -- process one of their trades --