Files
sentiment-engine/MALKHUT/malkhut
Codex f6d8d13146 malkhut(wire): 5 risk gate stubs implemented + 3 scenarios behavior-driven
Risk gate (risk/gate.py) — 5 stubs implemented:

1. _kill_switch_active(): operator-controlled emergency stop via set_kill_switch()
2. _cancel_rate_would_exceed(): tracks cancel timestamps per symbol in 60s
   sliding window, blocks if >= MAX_CANCELS_PER_SYMBOL_PER_MINUTE
3. _would_self_trade(): checks open orders for same symbol+side at same price
   (within tick_size), skipping the cancel_order_id for CANCEL_REPLACE
4. _would_exceed_symbol_notional(): sums current open order notional + new
   order notional, blocks if > equity * MAX_SYMBOL_NOTIONAL_FRACTION
5. _violates_venue_minima(): checks tick alignment, lot rounding, min_qty,
   and min_notional — all float-robust comparisons

ScenarioFactory — 3 remaining hardcoded scenarios converted:

1. _spread_tightening: spread_mult=0.3, depth_fraction=1.0 (was hardcoded BTC)
2. _cross_venue_arb: spread_mult=0.5, depth_fraction=0.5 (was hardcoded BTC)
3. _cross_exchange_arb_stress: spread_mult=0.8, depth_fraction=0.3 (was hardcoded BTC)

All 30 scenarios now use _behavior_state() — zero hardcoded prices remain.

675 tests pass. Zero regressions.
2026-07-14 17:01:38 +02:00
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