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.

MALKHUT/malkhut/tests/test_mutation_litmus.py

@@ -0,0 +1,108 @@
+"""
+Mutation-litmus tests for fee sensitivity.
+
+LITMUS: if changing fees 10x does NOT change score, the reward ignores fees.
+These tests MUST go RED before fee fix, GREEN after.
+"""
+import pytest
+from malkhut.training.cma_trainer import ScenarioFactory, PolicyEvaluator
+from malkhut.cwm.core import MinimalCryptoLOBCWM
+from malkhut.state import FulfilmentPolicyParams
+from malkhut.training.asset_classification import (
+    ASSET_PROFILES, _profile, Sector, TokenRole, SupplyModel,
+    ConsensusFamily, SmartContractCapability, MarketCapTier,
+    VolatilityProfile, LiquidityProfile, DerivativeAccess,
+)
+
+
+def _baseline_params():
+    return FulfilmentPolicyParams(
+        version='litmus', ucb_c=1.414, max_sims=4, max_depth=1,
+        rollout_depth=1, root_temperature=0.5, min_root_entropy=0.25,
+        quote_offsets_ticks=(0, 1), quote_size_fractions=(0.25, 0.50),
+        passive_ttl_ms=200, aggressive_ttl_ms=50,
+        maker_edge_min_bps=0.5, cross_spread_edge_min_bps=5.0,
+        adverse_toxicity_cancel_threshold=0.5, queue_churn_cancel_threshold=0.5,
+        mae_tail_cut_bps=50.0, mfe_giveback_cut_fraction=0.5,
+        max_time_in_loss_s=300.0, failed_recovery_cut_count=3,
+        recovery_velocity_min_bps_per_s=0.0,
+        max_symbol_notional_fraction=0.20, max_single_order_notional_fraction=0.05,
+        reduce_when_global_up_fraction=0.30, session_profit_lock_fraction=0.02,
+        w_expected_pnl=1.0, w_fill_probability=0.5, w_adverse_selection=2.0,
+        w_queue_priority=0.5, w_inventory_risk=1.5, w_tail_loss=5.0,
+        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,
+    )
+
+
+def _make_btc_with_fees(taker_fee, maker_fee):
+    return _profile(
+        symbol="BTCUSDT", sectors=[Sector.CURRENCY],
+        token_roles=[TokenRole.STORE_OF_VALUE],
+        supply_model=SupplyModel.FIXED_CAP, consensus=ConsensusFamily.POW,
+        smart_contracts=SmartContractCapability.NONE,
+        market_cap_tier=MarketCapTier.MEGA,
+        volatility_profile=VolatilityProfile.LOW,
+        liquidity_profile=LiquidityProfile.DEEP,
+        derivative_access=DerivativeAccess.PERPS_AND_OPTIONS,
+        tick_size=0.1, lot_size=0.001, price_decimals=1,
+        maker_fee_bps=maker_fee, taker_fee_bps=taker_fee,
+        typical_spread_bps=0.3, typical_depth_usd=5_000_000,
+        typical_daily_volume_usd=30_000_000_000,
+        coingecko_id="bitcoin", cmc_id=1,
+        has_funding=True, has_options=True,
+    )
+
+
+class TestFeeMutationLitmus:
+    """LITMUS: fee change MUST affect score. These tests go RED if fees are ignored."""
+
+    def test_taker_fee_10x_changes_score(self):
+        """Change fee BEFORE building scenarios — score must differ."""
+        factory = ScenarioFactory()
+        evaluator = PolicyEvaluator(cwm_factory=MinimalCryptoLOBCWM)
+        params = _baseline_params()
+
+        # Correct fees: build scenarios THEN evaluate
+        ASSET_PROFILES["BTCUSDT"] = _make_btc_with_fees(taker_fee=5.0, maker_fee=2.0)
+        suite_correct = factory.build_suite(symbols=('BTCUSDT',), steps_per_scenario=3)
+        score_correct, _ = evaluator.evaluate_candidate(
+            params=params, scenarios=suite_correct, rng_seed=42, workers=0)
+
+        # Wrong fees: rebuild scenarios with wrong fees
+        ASSET_PROFILES["BTCUSDT"] = _make_btc_with_fees(taker_fee=0.1, maker_fee=0.0)
+        suite_wrong = factory.build_suite(symbols=('BTCUSDT',), steps_per_scenario=3)
+        score_wrong, _ = evaluator.evaluate_candidate(
+            params=params, scenarios=suite_wrong, rng_seed=42, workers=0)
+
+        # Restore
+        ASSET_PROFILES["BTCUSDT"] = _make_btc_with_fees(taker_fee=5.0, maker_fee=2.0)
+
+        print(f'  Correct fees score: {score_correct:.0f}')
+        print(f'  Wrong fees score: {score_wrong:.0f}')
+        assert score_correct != score_wrong, (
+            "LITMUS FAILED: Fee change did NOT affect score. Reward ignores fees.")
+
+    def test_zero_fees_vs_correct_fees(self):
+        """Zero fees vs 5bps — must produce different scores."""
+        factory = ScenarioFactory()
+        evaluator = PolicyEvaluator(cwm_factory=MinimalCryptoLOBCWM)
+        params = _baseline_params()
+
+        ASSET_PROFILES["BTCUSDT"] = _make_btc_with_fees(taker_fee=5.0, maker_fee=2.0)
+        suite_correct = factory.build_suite(symbols=('BTCUSDT',), steps_per_scenario=3)
+        score_correct, _ = evaluator.evaluate_candidate(
+            params=params, scenarios=suite_correct, rng_seed=42, workers=0)
+
+        ASSET_PROFILES["BTCUSDT"] = _make_btc_with_fees(taker_fee=0.0, maker_fee=0.0)
+        suite_zero = factory.build_suite(symbols=('BTCUSDT',), steps_per_scenario=3)
+        score_zero, _ = evaluator.evaluate_candidate(
+            params=params, scenarios=suite_zero, rng_seed=42, workers=0)
+
+        ASSET_PROFILES["BTCUSDT"] = _make_btc_with_fees(taker_fee=5.0, maker_fee=2.0)
+
+        print(f'  Correct fees score: {score_correct:.0f}')
+        print(f'  Zero fees score: {score_zero:.0f}')
+        assert score_correct != score_zero, (
+            "LITMUS FAILED: Zero fees and 5bps produce same score.")

MALKHUT/malkhut/training/asset_classification.py

@@ -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