jgrusewski
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ddb7b170bc
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plan: Tick Microstructure Intelligence — 4 tasks, OFI_DIM 8→20
Task 1: IncrementalMicrostructureCalculator (12 new features, O(1)/tick)
Task 2: fxcache OFI_DIM 8→20 atomic update (15 files, 30+ locations)
Task 3: Extend precompute pipeline with MicrostructureState
Task 4: Regenerate fxcache + smoke test + compute-sanitizer
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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2026-04-17 00:02:02 +02:00 |
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