malkhut(T2): Code World Model — deterministic exchange simulator

CWM core (core.py): price-time priority, sequential level consumption,
partial fills, queue position, latency injection, maker/taker fees.
Numba acceleration (numba_core.py): JIT hot loops, 1.8x fill speedup.
Replay verification (replay_verify.py): binary search, trajectory recording.
Supporting: adverse_selection, correlation, latency_model, multi_level,
queue_model, spread_dynamics, volatility, hftbacktest_validator.
This commit is contained in:
Codex
2026-07-11 10:23:44 +02:00
parent aa22529330
commit f943191d56
13 changed files with 2596 additions and 0 deletions

View File

@@ -0,0 +1,6 @@
from malkhut.cwm.core import (
CodeWorldModel,
MinimalCryptoLOBCWM,
materialize_price_from_action,
)
from malkhut.cwm.replay_verify import ReplayVerifier, ReplayStep, ReplayMismatch