Codex
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4ffc8a601f
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malkhut(T3): planner + adversarial counterparties
Planner: Decoupled UCB/UCT simultaneous-move MCTS (sm_mcts.py),
compact action space (action_menu.py), planner alternatives (alternatives.py).
Counterparties: 4+ adversarial agent ecology — ToxicTaker, LatencyArb,
MarketMaker, NoiseTrader + extended: LiquidationFlow, WhaleOrder,
MomentumFollower, SpoofDetector, QueueChaser.
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2026-07-11 10:26:01 +02:00 |
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Codex
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f943191d56
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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.
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2026-07-11 10:23:44 +02:00 |
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Codex
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aa22529330
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malkhut(T1): scaffold — frozen state model, actions, features, engine
T1 scaffold: 42 frozen dataclasses (state.py), action model + PlannedPolicy +
RiskDecision (actions.py), 17-feature extraction (features.py),
FulfilmentEngine hot-path orchestrator (engine.py).
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2026-07-11 10:21:27 +02:00 |
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Codex
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981b469d51
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malkhut: asset classification, behavior DSL, auto-compiler, behavior-driven scenarios
Cambrian Explosion Phase 0 complete:
- Multi-label invariant asset taxonomy (13 assets, 10 sectors, 6 roles)
- Asset Behavior DSL: 10 orthogonal dimensions per asset, 3 composable
templates, research-validated from live Binance/BingX API data
- Asset Compiler: auto-fetch from Binance public API, compute profiles,
rate-limited (1 req/s), cached, 28 known classifications
- ScenarioFactory: all 30 scenario types use behavior-driven prices
(BTC=$64K, ETH=$1.8K, SOL=$80, DOGE=$0.07) instead of hardcoded
BTC prices. Auto-compiles unknown assets on demand.
- Label query interfaces: build_suite_for_sector/role/template/vol/labels
- 190 exhaustive tests for asset classification (up from 66)
- 1140 tests all green, CWM throughput 189K calls/s (121% of baseline)
- Comprehensive README: 1043 lines with full documentation
Research sources: Binance live REST API, BingX open API, CoinGlass,
academic literature (Bouchaud, Cont/Stoikov, Cartea/Jaimungal)
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2026-07-11 06:37:17 +02:00 |
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