Files
sentiment-engine/MALKHUT/malkhut/tests
Codex 5523be1d44 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.
2026-07-13 20:26:53 +02:00
..