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feat: full restructuring of venue-experts#37

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yk4r2 wants to merge 2 commits intomainfrom
venue-expert-restructuring
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feat: full restructuring of venue-experts#37
yk4r2 wants to merge 2 commits intomainfrom
venue-expert-restructuring

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@yk4r2 yk4r2 commented Feb 24, 2026

venue-expert restructuring done — 31 files/9K lines → 48/12.4K. 50 research questions integrated from primary sources. what matters:

  • fixed cancel rate 5%→20-40%, every queue model was wrong by 4-8x
  • cross-venue matching matrix (30 product-venue combos), now agents know CME SR3=Allocation, Chinese exchanges=no native modify
  • session overlap matrix with arb windows pre-computed (DCE-SGX 8hrs, SHFE-COMEX 12.5hrs, INE-ICE 11.5hrs)
  • data quirks table: 17 gotchas preventing silent pipeline bugs (CME implied depth=2 not 10, CZCE timestamps=0, ICE at Basildon not
    LD4)
  • CME deep doc from scratch (442 lines), no docs existed for world's biggest futures venue
  • 16 factual errors fixed (CFFEX sessions, SPAN formula, DCE-SGX overlap)
  • regime change DBs: US 2005-2025, China 2022-2025 with backtesting impact
  • 6/9 research agents went from score 1-2 to 7-8 on venue questions
  • ~10% over-invested (GFEX got CME-level treatment for 5 illiquid products). gaps remain: LME, options, fee tables

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