Codex 4926ef6788 malkhut: CHASE mechanics FIXED + Flight9 learnings + TTL enforcement ...

1. CHASE mechanics (NOW WORKING):
   - CWM enforces TTL on open orders (auto-cancel when expired)
   - DSL CHASE produces PLACE with metadata={chase: True}
   - Action menu generates chase actions with wait_to_retry_ms TTL
   - OpenOrderState.gains ttl_ms field (0=no expiry, >0=auto-cancel)

2. TTL enforcement (CWM):
   - HftBacktestCWM: auto-cancels orders where age >= ttl_ms
   - MinimalCryptoLOBCWM: same TTL enforcement
   - This is how CHASE works: place→wait→auto-cancel→next step re-places

3. Flight9 learnings:
   - Slippage model gains trade_flow_intensity parameter
   - Book imbalance as proxy for trade arrival rate
   - Markout = quality concept documented

4. CHASE tests: 10 new tests covering TTL enforcement, cancel-retry cycle,
   max retries, DSL CHASE action, CMA codec integration

5. All 800+ tests pass

2026-07-17 19:30:17 +02:00

..

__init__.py

malkhut(tests): 1140 test functions across 46 test files

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test_adversarial.py

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

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

test_asex_integration.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_asset_bridge.py

malkhut: asset bridge — directory ↔ classification integration

2026-07-12 10:45:37 +02:00

test_asset_classification.py

malkhut(fix): CORRECT FEE BUG — taker 0.5→5.0, maker -0.2→+2.0

2026-07-13 20:26:53 +02:00

test_asset_directory.py

malkhut(assets)+uv: system-wide asset directory + UV universe init

2026-07-11 21:48:05 +02:00

test_asset_store.py

malkhut: DuckDB file-backed asset store — schema, sync, queries, persistence

2026-07-12 12:21:48 +02:00

test_bingx_adapter.py

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

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

test_clock.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_codec.py

malkhut(tests): 1140 test functions across 46 test files

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test_concurrency.py

malkhut(tests): 1140 test functions across 46 test files

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test_counterparties.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_cwm_core.py

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

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

test_cwm_exhaustive.py

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

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

test_cwm.py

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

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

test_daats.py

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

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

test_diagnostic.py

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

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

test_dsl_expanded.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_dsl_new_features.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_dsl.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_e2e_integration.py

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

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

test_exchange_mechanics.py

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

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

test_extended.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_fuzz.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_generator.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_harness.py

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

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

test_hft_cwm.py

malkhut: CHASE mechanics FIXED + Flight9 learnings + TTL enforcement

2026-07-17 19:30:17 +02:00

test_hypothesis_properties.py

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

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

test_microstructure.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_mutation_litmus.py

malkhut(spec): item 1 mutation-litmus + item 3 maker-fee UNVERIFIED comment

2026-07-13 23:24:05 +02:00

test_new_features_comprehensive.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_new_features.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_numba.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_optimizations.py

malkhut(optim): vectorized reward + Ray parallel eval + VBT post-analysis

2026-07-12 23:56:16 +02:00

test_order_type_integration.py

malkhut(test): exhaustive order type + venue integration test suite — 159 tests

2026-07-14 16:03:30 +02:00

test_order_types.py

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

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

test_parallel_eval.py

malkhut(perf): parallel episode eval — 9x single-eval speedup, zero fidelity loss

2026-07-11 20:19:32 +02:00

test_path_risk.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_phase0_extensive.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_phase0.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_pipeline.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_planner_alternatives_and_hooks.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_planner.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_prod_tooling.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_registry.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_replay_exhaustive.py

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

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

test_replay_verify.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_risk.py

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

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

test_scenario_library.py

malkhut(spec): item 4 — ScenarioLibrary sweep for Mode 1 coverage

2026-07-14 05:34:05 +02:00

test_score_diagnostic.py

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

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

test_scoring_modes.py

malkhut(scoring): fast scalar + advantage mode, reward execution quality

2026-07-13 13:38:32 +02:00

test_selector.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_state_invariants.py

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

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

test_storage_ch.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_sync_async_seams.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_training_exhaustive.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_training.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_trajectory_comprehensive.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00

test_trajectory.py

malkhut(tests): 1140 test functions across 46 test files

2026-07-11 10:46:12 +02:00