malkhut: multi-exchange asset universe + schema docs

ExchangeProfile: standardized exchange metadata (fees, latency, capabilities).
3 pre-defined exchanges: Binance, BingX, Bybit.
AssetProfile.exchanges: tuple[str] — which venues trade each asset.
New query functions: get_assets_on_exchange, get_common_assets,
get_exchange_for_asset, get_exchange, list_exchanges.

_DATA_STORAGE_SCHEMA_FORMATS.md: comprehensive reference for agent
consumption — data model, storage format, query interfaces, data flow
diagram, enum reference, import patterns for BLUE/VIOLET/UV integration.

README updated: exchange registry section, package structure, subsystems
table.

MALKHUT/malkhut/training/asset_classification.py

@@ -1,5 +1,5 @@
 """
-Asset Classification — INVARIANT characteristics only.
+Asset Classification — INVARIANT characteristics only. System-wide asset universe.
 
 Split into two axes:
   FUNDAMENTAL — intrinsic to the token's design (never changes):
@@ -8,6 +8,11 @@ Split into two axes:
 
   TECHNICAL — invariant market-structure properties (set at listing, rarely change):
     MarketCapTier, TypicalSpread/Depth, TickSize/LotSize, FeeStructure,
+
+Plus:
+  EXCHANGE — multi-exchange support:
+    ExchangeProfile (per-exchange metadata), exchange-asset mapping
+    (which exchanges trade which assets, with exchange-specific parameters).
     DerivativeAccess, PriceDecimals, TypicalVolume
 
 Overlap handling (industry standard, per CoinGecko/CMC/Messari):
@@ -120,6 +125,66 @@ class LiquidityProfile(str, Enum):
     ILLIQUID = "illiquid"  # <$1M
 
 
+# ==============================================================================
+# ExchangeProfile — multi-exchange support
+# ==============================================================================
+
+@dataclass(frozen=True, slots=True)
+class ExchangeProfile:
+    """Metadata for a trading venue. System-wide — used by BLUE/VIOLET/UV/MALKHUT."""
+    exchange_id: str          # canonical key: "binance", "bingx", "bybit", etc.
+    display_name: str         # human-readable: "Binance", "BingX"
+    has_spot: bool
+    has_perps: bool
+    has_options: bool
+    api_base_url: str         # REST API root
+    ws_base_url: str          # WebSocket root ("" if not applicable)
+    default_taker_fee_bps: float
+    default_maker_fee_bps: float
+    typical_latency_ms: float
+
+
+EXCHANGE_PROFILES: Dict[str, ExchangeProfile] = {}
+
+BINANCE = ExchangeProfile(
+    exchange_id="binance", display_name="Binance",
+    has_spot=True, has_perps=True, has_options=True,
+    api_base_url="https://api.binance.com",
+    ws_base_url="wss://stream.binance.com:9443",
+    default_taker_fee_bps=0.4, default_maker_fee_bps=0.2,
+    typical_latency_ms=40,
+)
+EXCHANGE_PROFILES["binance"] = BINANCE
+
+BINGX = ExchangeProfile(
+    exchange_id="bingx", display_name="BingX",
+    has_spot=True, has_perps=True, has_options=False,
+    api_base_url="https://open-api.bingx.com",
+    ws_base_url="wss://open-api.bingx.com/swapMarket",
+    default_taker_fee_bps=0.5, default_maker_fee_bps=0.2,
+    typical_latency_ms=100,
+)
+EXCHANGE_PROFILES["bingx"] = BINGX
+
+BYBIT = ExchangeProfile(
+    exchange_id="bybit", display_name="Bybit",
+    has_spot=True, has_perps=True, has_options=True,
+    api_base_url="https://api.bybit.com",
+    ws_base_url="wss://stream.bybit.com/v5/public/linear",
+    default_taker_fee_bps=0.06, default_maker_fee_bps=-0.01,
+    typical_latency_ms=50,
+)
+EXCHANGE_PROFILES["bybit"] = BYBIT
+
+
+def get_exchange(exchange_id: str) -> Optional[ExchangeProfile]:
+    return EXCHANGE_PROFILES.get(exchange_id)
+
+
+def list_exchanges() -> List[str]:
+    return list(EXCHANGE_PROFILES.keys())
+
+
 # ==============================================================================
 # AssetProfile — frozen, all-invariant, multi-label where appropriate
 # ==============================================================================
@@ -160,6 +225,9 @@ class AssetProfile:
     has_funding: bool = False
     has_options: bool = False
 
+    # --- Exchange membership (which venues trade this asset) ---
+    exchanges: tuple[str, ...] = ("binance",)  # tuple of exchange_ids
+
     @property
     def sector(self) -> Sector:
         """Primary sector (first in tuple). For single-label consumers."""
@@ -224,6 +292,7 @@ def _profile(
     typical_daily_volume_usd: float,
     has_funding: bool = False,
     has_options: bool = False,
+    exchanges: Sequence[str] = ("binance",),
 ) -> AssetProfile:
     return AssetProfile(
         symbol=symbol,
@@ -238,10 +307,10 @@ def _profile(
         derivative_access=derivative_access,
         tick_size=tick_size, lot_size=lot_size, price_decimals=price_decimals,
         maker_fee_bps=maker_fee_bps, taker_fee_bps=taker_fee_bps,
-        typical_spread_bps=typical_spread_bps,
-        typical_depth_usd=typical_depth_usd,
+        typical_spread_bps=typical_spread_bps, typical_depth_usd=typical_depth_usd,
         typical_daily_volume_usd=typical_daily_volume_usd,
         has_funding=has_funding, has_options=has_options,
+        exchanges=tuple(exchanges),
     )
 
 
@@ -528,3 +597,20 @@ def get_multi_sector_assets() -> List[AssetProfile]:
 def get_multi_role_assets() -> List[AssetProfile]:
     """Assets serving more than one token role."""
     return [p for p in ASSET_PROFILES.values() if len(p.token_roles) > 1]
+
+
+def get_assets_on_exchange(exchange_id: str) -> List[AssetProfile]:
+    """Assets traded on a given exchange."""
+    return [p for p in ASSET_PROFILES.values() if exchange_id in p.exchanges]
+
+
+def get_common_assets(exchange_a: str, exchange_b: str) -> List[AssetProfile]:
+    """Assets traded on BOTH exchanges (intersection)."""
+    return [p for p in ASSET_PROFILES.values()
+            if exchange_a in p.exchanges and exchange_b in p.exchanges]
+
+
+def get_exchange_for_asset(symbol: str) -> tuple[str, ...]:
+    """Return which exchanges trade a given asset."""
+    p = ASSET_PROFILES.get(symbol)
+    return p.exchanges if p else ()