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CEX: add an MCTS research adapter for time-series HFT alpha discovery #205

Description

@proerror77

Change contract

Add one research-only CEX time-series HFT alpha-discovery adapter to the existing shared UCT/MCTS kernel. It must run a frozen replay snapshot through a CEX-specific evaluator and use post-cost training reward; the selected candidate alone receives held-out evaluation.

Acceptance evidence

  • A versioned immutable CEX snapshot contract identifies venue, symbol, instrument type, sampling/replay clock, dataset range, L2/order-book and trade-tape artifact hashes, and feature availability times.
  • The evaluator rejects incomplete, out-of-order, or look-ahead data; it models the declared fill assumptions, latency, fees/rebates, spread, liquidity consumption, and slippage.
  • Training reward is derived only from purged/event-disjoint or time-disjoint training windows; held-out evidence cannot backpropagate.
  • The shared UCT kernel and durable checkpoint/recovery are reused; no second MCTS implementation.
  • Focused counterexample tests prove snapshot-identity rejection, time-order/look-ahead rejection, and held-out isolation.

Out of scope

Live execution, exchange credentials, order routing, deployment, market-making inventory policy, and changes to the Polymarket evaluator or PR #204.

Dependency / merge order

Depends on the merged shared MCTS kernel and runner chain (#190, #195, #199, #200, #201). It is independent of Polymarket checkpoint-artifact publication (#202 / PR #204).

Rollout / rollback

Research-only and fail-closed. A single CEX adapter PR can be reverted without changing the UCT kernel or Polymarket research path.

Activity

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    enhancementNew feature or requestready-for-humanHuman implementation or judgment is requiredtrackingParent or PRD tracking issue; exclude from execution queues

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