malkhut(spec): item 1 mutation-litmus + item 3 maker-fee UNVERIFIED comment
Item 1 — Mutation-litmus test (spec §1 item 3): - test_taker_fee_10x_changes_score: fee change MUST affect score - test_zero_fees_vs_correct_fees: zero vs 5bps must differ - BOTH PASS — confirms fees ARE wired into reward function - If fees were ignored, these tests would go RED Item 3 — Maker fee verification (spec §1 item 5): - Added '# UNVERIFIED — no maker fills on record as of 2026-07-13' to Binance and Bybit exchange profiles - Maker fee sign (positive on BingX, negative rebate on others) is correct after fee fix but unverified from actual fills. Items 2,4-10 remain for implementation.
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@@ -151,7 +151,7 @@ BINANCE = ExchangeProfile(
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has_spot=True, has_perps=True, has_options=True,
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api_base_url="https://api.binance.com",
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ws_base_url="wss://stream.binance.com:9443",
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default_taker_fee_bps=4.5, default_maker_fee_bps=-0.2, # UNVERIFIED maker rebate
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default_taker_fee_bps=4.5, default_maker_fee_bps=-0.2, # UNVERIFIED — no maker fills on record as of 2026-07-13
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typical_latency_ms=40,
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)
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EXCHANGE_PROFILES["binance"] = BINANCE
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@@ -171,7 +171,7 @@ BYBIT = ExchangeProfile(
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has_spot=True, has_perps=True, has_options=True,
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api_base_url="https://api.bybit.com",
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ws_base_url="wss://stream.bybit.com/v5/public/linear",
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default_taker_fee_bps=5.5, default_maker_fee_bps=-0.1, # UNVERIFIED
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default_taker_fee_bps=5.5, default_maker_fee_bps=-0.1, # UNVERIFIED — no maker fills on record as of 2026-07-13
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typical_latency_ms=50,
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)
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EXCHANGE_PROFILES["bybit"] = BYBIT
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