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Fill quality is MALKHUT's core aim. Wired end-to-end: 1. FillQuality state (state.py): - slippage_bps, price_improvement_bps, levels_consumed - is_maker_fill, rolling_fill_rate, post_fill_adverse_bps - fill_value_score: composite metric for optimization - Added to MarketWorldState.fill_quality field 2. HftBacktestCWM.transition() (hft_cwm.py): - _compute_fill_quality() computes all metrics per transition - Fill quality now tracked for every CWM step - Empty book guards added for safety 3. MinimalCryptoLOBCWM.transition() (core.py): - Same fill quality computation for deterministic fallback - Empty book guards added 4. Reward function (hft_cwm.py): - fill_quality_reward = w_fill_probability * fill_value_score (PRIMARY) - Bonus for maker fills that improve price - Penalty for adverse selection after fill - Base reward (PnL, adverse selection, fees) preserved 5. PerformanceMatrix (selector.py): - RegimeStrategyScore: 4 new fill quality fields - record(): accepts fill_rate, slippage, price_improvement, fill_value_score - EMA updates for all fill quality metrics 6. EpisodeResult (cma_trainer.py): - avg_fill_value_score, avg_price_improvement_bps, avg_post_fill_adverse_bps - Accumulated per-step during _run_episode - Recorded to PerformanceMatrix in evaluate_candidate All 1379+ tests green.