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Codex 4aeadf1aae 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

2026-07-14 18:37:41 +02:00

.claude/skills/h6i-irc

tools(h6i): wire mode — stateless send/catchup/listen supersede resident client (zombied in prod; server holds state)

2026-07-14 17:51:47 +02:00

hzbridge/src

M5: implement real Iceoryx2Sink — iceoryx2 0.9.1 production plane sink

2026-06-16 21:08:16 +02:00

MALKHUT

docs: hftbacktest CWM integration design — drop-in LOB backend

2026-07-14 18:37:41 +02:00

Observability

PINK: TUI Hz fix + DC gate + ACB boost + 10 new tests (104/104 green)