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

This commit is contained in:
Codex
2026-07-17 10:16:55 +02:00
parent 5c4ccdb1de
commit 8857daedfa
9 changed files with 335 additions and 145 deletions

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@@ -105,6 +105,8 @@ def _params() -> FulfilmentPolicyParams:
w_fee_quality=0.5, w_time_decay=0.3, w_policy_entropy=0.5,
robust_tail_weight=2.0, toxic_counterparty_weight=3.0,
low_liquidity_weight=2.0, latency_stress_weight=1.0,
wait_to_retry_ms=0, chase_enabled=False, chase_offset_ticks=1, chase_max_retries=0,
urgency_taker_threshold=0.65, urgency_taker_penalty_bps=2.0,
)
def _place(side: Side = Side.BUY, price_ticks: int = 0, qty: float = 0.10,