f943191d56
CWM core (core.py): price-time priority, sequential level consumption, partial fills, queue position, latency injection, maker/taker fees. Numba acceleration (numba_core.py): JIT hot loops, 1.8x fill speedup. Replay verification (replay_verify.py): binary search, trajectory recording. Supporting: adverse_selection, correlation, latency_model, multi_level, queue_model, spread_dynamics, volatility, hftbacktest_validator.
7 lines
194 B
Python
7 lines
194 B
Python
from malkhut.cwm.core import (
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CodeWorldModel,
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MinimalCryptoLOBCWM,
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materialize_price_from_action,
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)
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from malkhut.cwm.replay_verify import ReplayVerifier, ReplayStep, ReplayMismatch
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