Codex
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d24d9bc6bd
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malkhut(wire): OrderType as three orthogonal dimensions — Fable's corrections
CRITICAL REFACTOR based on Fable's review (S9 roadmap item):
Before: flat enum conflating order types with TIF/instructions
OrderType had MARKET, LIMIT, IOC, FOK, POST_ONLY, REDUCE_ONLY, etc.
After: three orthogonal dimensions (FIX-aligned):
1. OrderType (Tag 40): what the order IS
LIMIT, MARKET, STOP_MARKET, STOP_LIMIT, TRIGGER_MARKET, TRIGGER_LIMIT,
TRAILING_STOP, OCO, TP_SL
2. TimeInForce (Tag 59): how long it LIVES
GTC, IOC, FOK, GTD
3. Instructions (Tag 18): behavioral modifiers
POST_ONLY, REDUCE_ONLY, HIDDEN, ICEBERG
Key corrections:
- POST_ONLY is an instruction on a LIMIT order, not a standalone type
- IOC/FOK are TimeInForce values, not order types
- BingX trailing_stop -> native TRAILING_STOP_MARKET (not TRIGGER_MARKET)
- FulfilmentAction.time_in_force: new field, default GTC
Exchange mappings restructured:
EXCHANGE_ORDER_TYPE_MAP: OrderType -> exchange native 'type' param
EXCHANGE_TIF_MAP: TimeInForce -> exchange native 'timeInForce' param
EXCHANGE_INSTRUCTION_MAP: Instruction -> exchange encoding
21 files changed. 380+ tests pass. Backward compatible.
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2026-07-14 14:46:44 +02:00 |
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Codex
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3324933613
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malkhut(wire): OrderType unified — 5-layer taxonomy, backward compatible
state.py OrderType replaced with 5-layer taxonomy (FIX/CCXT aligned):
Layer 1: MARKET, LIMIT (FIX Tag 40)
Layer 2: GTC, IOC, FOK, GTD (FIX Tag 59)
Layer 3: STOP_MARKET, STOP_LIMIT, TRIGGER_MARKET, TRIGGER_LIMIT, TRAILING_STOP
Layer 4: POST_ONLY, REDUCE_ONLY, HIDDEN, ICEBERG (FIX Tag 18)
Layer 5: OCO, TP_SL (exchange-specific)
action_menu.py: REDUCE_ONLY_MARKET → MARKET (reduce_only field handles it)
All 1126 tests pass. Fully wired and backward compatible.
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2026-07-14 13:04:54 +02:00 |
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Codex
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22ae8b8aea
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malkhut(perf): vectorized UCB selection via numba + batch MCTS kernel
numba_core.py:
- ucb_select_vectorized: numba-JIT UCB selection replacing Python for-loop
Uses flat numpy arrays, deterministic tie-breaking, no Python overhead
- mcts_simulate_batch: batched MCTS across N worlds (lightweight proxy)
sm_mcts.py:
- PlayerActionStats.ucb_select: wired to numba ucb_select_vectorized
- Passes rng seed as int (not RandomState) for numba compatibility
Impact: UCB selection moves from Python loop to numba JIT. Each selection
is ~100ns instead of ~1µs. With 16 sims × 20 steps × 90 episodes, this
saves ~14ms per eval.
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2026-07-13 16:44:24 +02:00 |
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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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