spec: Tick-Level Microstructure Intelligence — 12 new features from MBP-10
OFI_DIM: 8→20. IncrementalMicrostructureCalculator: O(1) per tick.
Pearls: OFI trajectory, realized variance, Hawkes trade intensity.
Gems: book pressure gradient, spread dynamics, aggression ratio,
queue depletion, depth renewal rate.
Novels: intra-bar momentum, microstructure regime score, order flow
acceleration, toxicity gradient, speculative H100 inference (N10),
mid-bar regime early warning (N11).
Databento (GLBX.MDP3, mbp-10) for all tick data. IBKR execution only.
fxcache single format, regenerate all files.
Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>
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