Codex
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5523be1d44
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malkhut(fix): CORRECT FEE BUG — taker 0.5→5.0, maker -0.2→+2.0
Fable's spec (SPEC_MALKHUT_ACTUALS_INTAKE.md) confirmed 10x fee error
from our own fills (dolphin.trade_execution_quality).
Fixed:
- BingX taker: 0.5 → 5.0 bps
- BingX maker: -0.2 → +2.0 bps (POSITIVE on BingX, not a rebate)
- Binance taker: 0.4 → 4.5 bps
- Bybit taker: 0.06 → 5.5 bps
- All 13 per-asset profiles: maker=-0.2 taker=0.5 → maker=2.0 taker=5.0
Source of truth: dolphin.trade_execution_quality (8006 rows, avg taker=5.016 bps).
Every policy trained before this fix was at 10x too-cheap fees.
Re-measurement at correct fees is required.
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2026-07-13 20:26:53 +02:00 |
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Codex
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1f709af6d1
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malkhut: three-layer identifier architecture for cross-system asset identification
Layer 1 (canonical identity): symbol, base_asset, name, unified_symbol
(CCXT format), quote_currency
Layer 2 (cross-system): coingecko_id, cmc_id, blockchain, contract_address
Layer 3 (exchange mapping): exchanges tuple
All 13 pre-defined assets migrated with accurate CoinGecko IDs, CMC IDs,
blockchains, and contract addresses (ERC-20 tokens).
7 new query functions: get_asset_by_coingecko_id, get_asset_by_cmc_id,
get_assets_by_base_asset, get_assets_by_blockchain,
get_assets_by_unified_symbol.
33 new tests covering: Layer 1 identity, Layer 2 cross-system identifiers,
identifier query functions, identifier consistency (uniqueness, derivation),
exchange registry.
Total: 1189 tests, 47 files, all green.
Based on research: CCXT BASE/QUOTE is de facto standard, CoinGecko ID
most widely used in crypto-native, ISO 24165 DTI emerging, FIGI for
institutional.
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2026-07-12 00:40:14 +02:00 |
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Codex
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d2d0c5e292
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malkhut: multi-exchange asset universe + schema docs
ExchangeProfile: standardized exchange metadata (fees, latency, capabilities).
3 pre-defined exchanges: Binance, BingX, Bybit.
AssetProfile.exchanges: tuple[str] — which venues trade each asset.
New query functions: get_assets_on_exchange, get_common_assets,
get_exchange_for_asset, get_exchange, list_exchanges.
_DATA_STORAGE_SCHEMA_FORMATS.md: comprehensive reference for agent
consumption — data model, storage format, query interfaces, data flow
diagram, enum reference, import patterns for BLUE/VIOLET/UV integration.
README updated: exchange registry section, package structure, subsystems
table.
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2026-07-11 22:37:15 +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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