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Codex bb229833d3 malkhut: Flight9 learnings — markout=quality, queue×flow, depth-for-size

Fable's Flight9/BLUE generalizable features incorporated:

1. Slippage model gains trade_flow_intensity parameter:
   - Estimated from book imbalance (proxy for trade arrivals)
   - More flow → better fills (lower slippage)
   - Fable: 'fill = queue position × trade-flow intensity'

2. Markout = quality concept documented:
   - Score fills by post-fill markout, not just fill/no-fill
   - Maker fills are adversely selected

3. Depth-for-size documented:
   - Spread lies; key on depth-within-K-bps vs order notional

4. Measured fees:
   - BingX maker=2.00bp, taker=5.016bp (over 1,455 fills)
   - BingX commission = NEGATIVE (debit)

5. OB study updated with Flight9 learnings

2026-07-17 16:18:43 +02:00

.claude/skills/h6i-irc

tools(h6i): wire mode — stateless send/catchup/listen supersede resident client (zombied in prod; server holds state)

2026-07-14 17:51:47 +02:00

hzbridge/src

M5: implement real Iceoryx2Sink — iceoryx2 0.9.1 production plane sink

2026-06-16 21:08:16 +02:00

MALKHUT

malkhut: Flight9 learnings — markout=quality, queue×flow, depth-for-size

2026-07-17 16:18:43 +02:00

Observability

PINK: TUI Hz fix + DC gate + ACB boost + 10 new tests (104/104 green)