docs: hftbacktest CWM integration design — drop-in LOB backend
Architecture:
hftbacktest replaces _fill_from_levels() + manual book updates
Everything above transition() stays the same
What changes:
- HftBacktestCWM: new class implementing CodeWorldModel protocol
- transition(): submit/cancel via hftbacktest, convert state back
- fill model: ProbQueueModel (queue-position-aware)
- latency: interpolated from historical data
What does NOT change:
- Planner (SM-MCTS, EXP3, Thompson, etc.)
- Counterparty ecology (ToxicTaker, PassiveMaker, etc.)
- Risk gate (all 6 checks)
- CMA-ES trainer
- PerformanceMatrix
- Reward function (same PnL + adverse selection + risk)
- Action menu, FulfilmentAction, ScenarioFactory
- ALL existing tests
Integration: 3 steps, zero core changes:
1. Create malkhut/cwm/hft_cwm.py
2. Swap cwm_factory in PolicyEvaluator
3. Done
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