malkhut: urgency-driven maker/taker + calibrated slippage + chase + docs

MALKHUT/malkhut/cwm/hft_cwm.py

@@ -661,6 +661,13 @@ class HftBacktestCWM:
             if fq.filled and fq.post_fill_adverse_bps < 0:
                 fill_quality_reward += params.w_adverse_selection * fq.post_fill_adverse_bps
 
+        # ── URGENCY PENALTY: penalize taker at low urgency ──────────────
+        # The system learns: at low urgency, prefer maker. At high urgency, taker is OK.
+        urgency = prev_state.intent.urgency if prev_state.intent else 0.5
+        if is_cross and urgency < params.urgency_taker_threshold:
+            urgency_penalty = params.urgency_taker_penalty_bps * (1.0 - urgency / params.urgency_taker_threshold)
+            fill_quality_reward -= urgency_penalty
+
         return base_reward + fill_quality_reward
 
     def terminal(self, state: MarketWorldState, depth: int) -> bool: