Codex
70f33f6911
malkhut: friction settings configurable per scenario
Scenario gains 3 new fields:
maker_fee_bps: Optional[float] = None (override per-scenario)
taker_fee_bps: Optional[float] = None (override per-scenario)
adverse_cost_bps: Optional[float] = None (per-fill adverse selection)
ScenarioFactory gains friction constructor params:
ScenarioFactory(exchange_id='bingx', maker_fee_bps=2.0, taker_fee_bps=5.0)
_make_state() accepts friction overrides → applies to VenueRules
_behavior_state() passes friction overrides through
All 34 scenario builder calls updated with friction overrides.
System can now learn in ALL conditions:
Scenario A: maker=0, taker=5 (free maker fills)
Scenario B: maker=2, taker=5 (BingX real)
Scenario C: maker=1, taker=3 (Binance-like)
CMA-ES optimizes strategy for EACH friction profile independently.
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