Codex 6990ff3bee malkhut: asset-faithful book generation with composable toggles ...

Three independently toggleable features:
  1. Asset-faithful depth/spread: levels sized by OB study power-law per asset
  2. Intraday volume clock: depth scales by time-of-day (peak/trough)
  3. Realistic spread: per-asset spread from OB study + Flight7

Composable via BookGenerationConfig toggles:
  use_asset_faithful_depth, use_asset_faithful_spread, use_intraday_clock,
  use_weekend_mode, use_stress_mode, use_fragility, worst_case_mode

worst_case_mode overrides everything for max adversarial learning:
  spread * stress_mult, depth * fragility, no intraday/weekend.

DuckDB registry for online updates:
  AssetRegistry: upsert/get/list/delete/query
  RuntimeProfileCache: hot-reload during CWM runs
  upsert_from_csv/export_csv: pipeline support
  upsert_all_from_asset_behaviors(): seed from OB study

Results (8 assets):
  BTC: spread 0.031 bps, depth $350M (normal) / $4.9M (worst)
  DOGE: spread 2.86 bps, depth $2M (normal) / $132K (worst)
  ADA: spread 11.8 bps, depth $10M (normal) / $511K (worst)
  Intraday: BTC peak/trough = 2.8x depth ratio

All 99 tests green (31 new + 68 existing).

2026-07-20 19:06:24 +02:00

..

assets

malkhut(assets): full taxonomy onboarded for all 50 universe symbols (AssetCompiler, 0 failures)

2026-07-11 21:57:04 +02:00

clock

malkhut(T7): UV Clock — event-driven reactor + staleness watchdog

2026-07-11 10:36:30 +02:00

cwm

malkhut: asset-faithful book generation with composable toggles

2026-07-20 19:06:24 +02:00

daat

malkhut(spec): item 9 — DAAT package (Direction-Anchored Ambiguity Triage)

2026-07-14 02:33:31 +02:00

execution

malkhut(T5): risk gate + ASEx + IPC + storage + venue adapter

2026-07-11 10:31:31 +02:00

ipc

malkhut(T5): risk gate + ASEx + IPC + storage + venue adapter

2026-07-11 10:31:31 +02:00

planner

malkhut: fee+slippage execution threshold

2026-07-18 17:44:20 +02:00

risk

malkhut(e2e): 100-opponent swarm + empty book fix + error handling

2026-07-15 00:11:57 +02:00

storage

malkhut(fix): DuckDB sync FK-safe delete order + full E2E verification

2026-07-12 20:52:56 +02:00

tests

malkhut: asset-faithful book generation with composable toggles

2026-07-20 19:06:24 +02:00

training

malkhut: asset-faithful book generation with composable toggles

2026-07-20 19:06:24 +02:00

venue

malkhut: P0 guard + P1 BingX protective strings + tests fixed

2026-07-18 15:08:57 +02:00

__init__.py

malkhut(T1): scaffold — frozen state model, actions, features, engine

2026-07-11 10:21:27 +02:00

actions.py

malkhut(wire): OrderType as three orthogonal dimensions — Fable's corrections

2026-07-14 14:46:44 +02:00

bench_numba.py

malkhut(T2): Code World Model — deterministic exchange simulator

2026-07-11 10:23:44 +02:00

cma_rerun.py

malkhut(bench): CMA-ES re-run script at corrected fees

2026-07-14 17:39:24 +02:00

cognition_launcher.py

malkhut(T8): cognition pipeline + regime expansion + prod tooling

2026-07-11 10:39:03 +02:00

continuous_pipeline.py

malkhut(T8): cognition pipeline + regime expansion + prod tooling

2026-07-11 10:39:03 +02:00

counterparties_extended.py

malkhut(T3): planner + adversarial counterparties

2026-07-11 10:26:01 +02:00

counterparties.py

malkhut(T3): planner + adversarial counterparties

2026-07-11 10:26:01 +02:00

e2e_system_exercise.py

malkhut(e2e): full system exercise — HftBacktestCWM + 11-agent swarm + characterization

2026-07-14 23:07:38 +02:00

engine.py

malkhut(T1): scaffold — frozen state model, actions, features, engine

2026-07-11 10:21:27 +02:00

features.py

malkhut(T1): scaffold — frozen state model, actions, features, engine

2026-07-11 10:21:27 +02:00

launch_smoke_test.py

malkhut(T9): smoke test launchers

2026-07-11 10:41:31 +02:00

long_e2e_3h.py

malkhut(e2e): CMA-ES disabled for pure 100-opponent episode loop

2026-07-15 00:48:48 +02:00

long_e2e_35h.py

malkhut: 3.5H instrumented E2E + calibrated slippage + conditional slippage

2026-07-15 19:32:46 +02:00

long_learning_5h.py

malkhut: configurable friction per scenario + 5h learning test

2026-07-19 05:47:34 +02:00

mcts_e2e.py

malkhut: MCTS planner E2E — planner IS learning (slippage 1.1→0.008 bps)

2026-07-19 19:06:10 +02:00

smoke_test_60min.py

malkhut(T9): smoke test launchers

2026-07-11 10:41:31 +02:00

state.py

malkhut: fee+slippage execution threshold

2026-07-18 17:44:20 +02:00