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.
This commit is contained in:
Codex
2026-07-13 23:24:05 +02:00
parent 84a94a7098
commit eef890a5cc
2 changed files with 110 additions and 2 deletions

View File

@@ -151,7 +151,7 @@ BINANCE = ExchangeProfile(
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=4.5, default_maker_fee_bps=-0.2, # UNVERIFIED maker rebate
default_taker_fee_bps=4.5, default_maker_fee_bps=-0.2, # UNVERIFIED — no maker fills on record as of 2026-07-13
typical_latency_ms=40,
)
EXCHANGE_PROFILES["binance"] = BINANCE
@@ -171,7 +171,7 @@ BYBIT = ExchangeProfile(
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=5.5, default_maker_fee_bps=-0.1, # UNVERIFIED
default_taker_fee_bps=5.5, default_maker_fee_bps=-0.1, # UNVERIFIED — no maker fills on record as of 2026-07-13
typical_latency_ms=50,
)
EXCHANGE_PROFILES["bybit"] = BYBIT