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317e9d7a13 docs(spec): MALKHUT actuals-intake — two-mode architecture, verified plug map, 3 findings
Two modes (operator): EXPLORE (synthetics, ecology-dominant, billions of combos,
emits a MANIFOLD) -> RECOMMEND (live OBF as query, localize + extrapolate, OOD
verdict falls back to doctrinal). Ecology stays: actuals calibrate, ecology plays.

Findings verified live tonight:
- FEE BUG CONFIRMED: trade_execution_quality says 5.016 bps taker; code says 0.5
  (asset_classification.py:154/164/174/384). Every CMA-ES number is void until re-baselined.
- BOOK GAP: obf_universe (15.3B rows) is L1+aggregates, NOT a ladder. Three options,
  must declare which; book_source provenance tag on every artifact.
- LATENCY: p50 49.9ms / p95 597ms / p99 10.8s / max 450s. Constant-100ms is fiction.
- REGIME MISMATCH: MARAS emits 5 regimes; MALKHUT selector invented 9. RegimeBridge needed.

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>
2026-07-13 18:32:54 +02:00