Codex 5523be1d44 malkhut(fix): CORRECT FEE BUG — taker 0.5→5.0, maker -0.2→+2.0 ...

Fable's spec (SPEC_MALKHUT_ACTUALS_INTAKE.md) confirmed 10x fee error
from our own fills (dolphin.trade_execution_quality).

Fixed:
- BingX taker: 0.5 → 5.0 bps
- BingX maker: -0.2 → +2.0 bps (POSITIVE on BingX, not a rebate)
- Binance taker: 0.4 → 4.5 bps
- Bybit taker: 0.06 → 5.5 bps
- All 13 per-asset profiles: maker=-0.2 taker=0.5 → maker=2.0 taker=5.0

Source of truth: dolphin.trade_execution_quality (8006 rows, avg taker=5.016 bps).
Every policy trained before this fix was at 10x too-cheap fees.
Re-measurement at correct fees is required.

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

..

__init__.py

malkhut(T6): training core — CMA-ES trainer, registry, pipeline, selector

2026-07-11 10:33:56 +02:00

_DATA_STORAGE_SCHEMA_FORMATS.md

malkhut: three-layer identifier architecture for cross-system asset identification

2026-07-12 00:40:14 +02:00

advantage_scorer.py

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

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

asset_behavior.py

malkhut: asset classification, behavior DSL, auto-compiler, behavior-driven scenarios

2026-07-11 06:37:17 +02:00

asset_bridge.py

malkhut: asset bridge — directory ↔ classification integration

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

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

asset_compiler.py

malkhut: asset classification, behavior DSL, auto-compiler, behavior-driven scenarios

2026-07-11 06:37:17 +02:00

cma_trainer.py

malkhut(perf): optimize _run_episode — reduced Python overhead

2026-07-13 15:11:19 +02:00

cognition.py

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

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

discrepancy.py

malkhut(T4): Strategy DSL v2 + generator + supporting modules

2026-07-11 10:28:38 +02:00

dsl.py

malkhut(T4): Strategy DSL v2 + generator + supporting modules

2026-07-11 10:28:38 +02:00

execution_quality.py

malkhut(T4): Strategy DSL v2 + generator + supporting modules

2026-07-11 10:28:38 +02:00

generator.py

malkhut(T4): Strategy DSL v2 + generator + supporting modules

2026-07-11 10:28:38 +02:00

hooks.py

malkhut(T4): Strategy DSL v2 + generator + supporting modules

2026-07-11 10:28:38 +02:00

importance.py

malkhut(T4): Strategy DSL v2 + generator + supporting modules

2026-07-11 10:28:38 +02:00

monitor.py

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

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

news_sources.py

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

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

observability.py

malkhut(T4): Strategy DSL v2 + generator + supporting modules

2026-07-11 10:28:38 +02:00

parallel_eval.py

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

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

parallel.py

malkhut(T4): Strategy DSL v2 + generator + supporting modules

2026-07-11 10:28:38 +02:00

pipeline.py

malkhut(T6): training core — CMA-ES trainer, registry, pipeline, selector

2026-07-11 10:33:56 +02:00

ray_eval.py

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

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

regime_expansion.py

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

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

registry.py

malkhut(T6): training core — CMA-ES trainer, registry, pipeline, selector

2026-07-11 10:33:56 +02:00

rollback.py

malkhut(T4): Strategy DSL v2 + generator + supporting modules

2026-07-11 10:28:38 +02:00

selector.py

malkhut(T6): training core — CMA-ES trainer, registry, pipeline, selector

2026-07-11 10:33:56 +02:00

stress.py

malkhut(T4): Strategy DSL v2 + generator + supporting modules

2026-07-11 10:28:38 +02:00

structured_obs.py

malkhut(T4): Strategy DSL v2 + generator + supporting modules

2026-07-11 10:28:38 +02:00

trajectory.py

malkhut(T4): Strategy DSL v2 + generator + supporting modules

2026-07-11 10:28:38 +02:00

vbt_analysis.py

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

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